Hamilton Jacobi method for solving ordinary differential equations
NASA Astrophysics Data System (ADS)
Mei, Feng-Xiang; Wu, Hui-Bin; Zhang, Yong-Fa
2006-08-01
The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper. A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions. Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found. Finally, an example is given to illustrate the application of the result.
On Hamilton-Jacobi equation in infinite dimensions
Sritharan, S.S.
1994-12-31
A relationship between the notion of viscosity solution in the sense of Crandall and Lions and the generalized solution in the sense of Clarke for the infinite dimensional Hamilton-Jacobi-Bellman equation is established. This problem arises in optimal control of fluids.
Numerical Solution of Hamilton-Jacobi Equations in High Dimension
2012-11-23
high dimension FA9550-10-1-0029 Maurizio Falcone Dipartimento di Matematica SAPIENZA-Universita di Roma P. Aldo Moro, 2 00185 ROMA AH930...solution of Hamilton-Jacobi equations in high dimension AFOSR contract n. FA9550-10-1-0029 Maurizio Falcone Dipartimento di Matematica SAPIENZA
Existence of viscosity solutions of Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Souganidis, Panagiotis E.
Equations of Hamilton-Jacobi type arise in many areas of application, including the calculus of variations, control theory and differential games. Recently M. G. Crandall and P.-L. Lions ( Trans. Amer. Math. Soc.277 (1983), 1-42) introduced the class of "viscosity" solutions of these equations and proved uniqueness within this class. This paper discusses the existence of these solutions under assumptions closely related to the ones which guarantee the uniqueness.
Central 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 new, efficient central schemes for multi-dimensional Hamilton-Jacobi equations. These non-oscillatory, non-staggered schemes are first- and second-order accurate and are designed to scale well with an increasing dimension. Efficiency is obtained by carefully choosing the location of the evolution points and by using a one-dimensional projection step. First-and second-order accuracy is verified for a variety of multi-dimensional, convex and non-convex problems.
Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Souganidis, Panagiotis E.
Equations of Hamilton-Jacobi type arise in many areas of applications, including the calculus of variations, control theory and differential games. Recently M. G. Crandall and P.-L. Lions established the correct notion of generalized solutions for these equations. This article discusses the convergence of general approximation schemes to this solution and gives, under certain hypotheses, explicit error estimates. These results are then applied to obtain various representations as limits of solutions of general explicit and implicit finite difference schemes, with error estimates.
Quantitative Compactness Estimates for Hamilton-Jacobi Equations
NASA Astrophysics Data System (ADS)
Ancona, Fabio; Cannarsa, Piermarco; Nguyen, Khai T.
2016-02-01
We study quantitative compactness estimates in {W^{1,1}_{loc}} for the map {S_t}, {t > 0} that is associated with the given initial data {u_0in Lip (R^N)} for the corresponding solution {S_t u_0} of a Hamilton-Jacobi equation u_t+Hbig(nabla_{x} ubig)=0, qquad t≥ 0,quad xinR^N, with a uniformly convex Hamiltonian {H=H(p)}. We provide upper and lower estimates of order {1/\\varepsilon^N} on the Kolmogorov {\\varepsilon}-entropy in {W^{1,1}} of the image through the map S t of sets of bounded, compactly supported initial data. Estimates of this type are inspired by a question posed by Lax (Course on Hyperbolic Systems of Conservation Laws. XXVII Scuola Estiva di Fisica Matematica, Ravello, 2002) within the context of conservation laws, and could provide a measure of the order of "resolution" of a numerical method implemented for this equation.
NASA Technical Reports Server (NTRS)
Fitzpatrick, P. M.; Harmon, G. R.; Cochran, J. E.; Shaw, W. A.
1974-01-01
Some methods of approaching a solution to the Hamilton-Jacobi equation are outlined and examples are given to illustrate particular methods. These methods may be used for cases where the Hamilton-Jacobi equation is not separable and have been particularly useful in solving the rigid body motion of an earth satellite subjected to gravity torques. These general applications may also have usefulness in studying the motion of satellites with aerodynamic torque and in studying space vehicle motion where thrusting is involved.
A class of Hamilton-Jacobi equations with constraint: Uniqueness and constructive approach
NASA Astrophysics Data System (ADS)
Mirrahimi, Sepideh; Roquejoffre, Jean-Michel
2016-03-01
We discuss a class of time-dependent Hamilton-Jacobi equations, where an unknown function of time is intended to keep the maximum of the solution to the constant value 0. Our main result is that the full problem has a unique viscosity solution, which is in fact classical. The motivation is a selection-mutation model which, in the limit of small diffusion, exhibits concentration on the zero level set of the solution of the Hamilton-Jacobi equation. Uniqueness is obtained by noticing that, as a consequence of the dynamic programming principle, the solution of the Hamilton-Jacobi equation is classical. It is then possible to write an ODE for the maximum of the solution, and treat the full problem as a nonstandard Cauchy problem.
Hamilton-Jacobi equation and Poissonian gluing for an inhomogeneous autocatalytic reaction
NASA Astrophysics Data System (ADS)
Gaveau, Bernard; Latrémolière, Daniel; Moreau, Michel
2000-08-01
The solution to the Hamilton-Jacobi equation which approximates the master equation of a nonlinear chemical system is, in general, impossible to obtain explicitly. In this work, we introduce a natural method for approximating the solution of the Hamilton-Jacobi equation, called "Poissonian gluing," which has a general range of application. We show on a specific two-dimensional example (autocatalytic reaction in two cells coupled by diffusion) that this new approximation leads to explicit analytic results which are in good agreement with numerical simulations.
Computational method for the quantum Hamilton-Jacobi equation: one-dimensional scattering problems.
Chou, Chia-Chun; Wyatt, Robert E
2006-12-01
One-dimensional scattering problems are investigated in the framework of the quantum Hamilton-Jacobi formalism. First, the pole structure of the quantum momentum function for scattering wave functions is analyzed. The significant differences of the pole structure of this function between scattering wave functions and bound state wave functions are pointed out. An accurate computational method for the quantum Hamilton-Jacobi equation for general one-dimensional scattering problems is presented to obtain the scattering wave function and the reflection and transmission coefficients. The computational approach is demonstrated by analysis of scattering from a one-dimensional potential barrier. We not only present an alternative approach to the numerical solution of the wave function and the reflection and transmission coefficients but also provide a computational aspect within the quantum Hamilton-Jacobi formalism. The method proposed here should be useful for general one-dimensional scattering problems.
Arisawa, M.; Ishii, H.; Lions, P.-L.
2000-07-01
We give a characterization of the existence of bounded solutions for Hamilton-Jacobi equations in ergodic control problems with state-constraint. This result is applied to the reexamination of the counterexample concerning the existence of solutions for ergodic control problems in infinite-dimensional Hilbert spaces and also establishing results on effective Hamiltonians in periodic homogenization of Hamilton-Jacobi equations.
NASA Astrophysics Data System (ADS)
Yang, Shu-Zheng; Feng, Zhong-Wen; Li, Hui-Ling
2017-02-01
We derive the Hamilton-Jacobi equation from the Dirac equation, then, with the help of the Hamilton-Jacobi equation, the the tunneling radiation behavior of the non-stationary spherical symmetry de Sitter black hole is discussed, at last, we obtained the tunneling rate and Hawking temperature. Our results showed that the Hamilton-Jacobi equation is a fundamental dynamic equation, it can widely be derived from the dynamic equations which describe the particles with any spin. Therefore, people can easy calculate the tunneling behavior from the black holes.
Chou, Chia-Chun
2014-03-14
The complex quantum Hamilton-Jacobi equation-Bohmian trajectories (CQHJE-BT) method is introduced as a synthetic trajectory method for integrating the complex quantum Hamilton-Jacobi equation for the complex action function by propagating an ensemble of real-valued correlated Bohmian trajectories. Substituting the wave function expressed in exponential form in terms of the complex action into the time-dependent Schrödinger equation yields the complex quantum Hamilton-Jacobi equation. We transform this equation into the arbitrary Lagrangian-Eulerian version with the grid velocity matching the flow velocity of the probability fluid. The resulting equation describing the rate of change in the complex action transported along Bohmian trajectories is simultaneously integrated with the guidance equation for Bohmian trajectories, and the time-dependent wave function is readily synthesized. The spatial derivatives of the complex action required for the integration scheme are obtained by solving one moving least squares matrix equation. In addition, the method is applied to the photodissociation of NOCl. The photodissociation dynamics of NOCl can be accurately described by propagating a small ensemble of trajectories. This study demonstrates that the CQHJE-BT method combines the considerable advantages of both the real and the complex quantum trajectory methods previously developed for wave packet dynamics.
Chou, Chia-Chun
2014-03-14
The complex quantum Hamilton-Jacobi equation-Bohmian trajectories (CQHJE-BT) method is introduced as a synthetic trajectory method for integrating the complex quantum Hamilton-Jacobi equation for the complex action function by propagating an ensemble of real-valued correlated Bohmian trajectories. Substituting the wave function expressed in exponential form in terms of the complex action into the time-dependent Schrödinger equation yields the complex quantum Hamilton-Jacobi equation. We transform this equation into the arbitrary Lagrangian-Eulerian version with the grid velocity matching the flow velocity of the probability fluid. The resulting equation describing the rate of change in the complex action transported along Bohmian trajectories is simultaneously integrated with the guidance equation for Bohmian trajectories, and the time-dependent wave function is readily synthesized. The spatial derivatives of the complex action required for the integration scheme are obtained by solving one moving least squares matrix equation. In addition, the method is applied to the photodissociation of NOCl. The photodissociation dynamics of NOCl can be accurately described by propagating a small ensemble of trajectories. This study demonstrates that the CQHJE-BT method combines the considerable advantages of both the real and the complex quantum trajectory methods previously developed for wave packet dynamics.
A Large Deviation, Hamilton-Jacobi Equation Approach to a Statistical Theory for Turbulence
2012-09-03
and its associated compressible Euler equations, Comptes Rendus Mathematique , (09 2011): 973. doi: 10.1016/j.crma.2011.08.013 2012/09/03 14:17:15 6...Hamilton-Jacobi PDE is shown to be well-posed. (joint work with T Nguyen, Journal de Mathematique Pures et Appliquees). Future works focusing on large time behavior for such equations is currently under its way. Technology Transfer
High-Order Central WENO Schemes for 1D Hamilton-Jacobi Equations
NASA Technical Reports Server (NTRS)
Bryson, Steve; Levy, Doron; Biegel, Bryan A. (Technical Monitor)
2002-01-01
In this paper we derive fully-discrete Central WENO (CWENO) schemes for approximating solutions of one dimensional Hamilton-Jacobi (HJ) equations, which combine our previous works. We introduce third and fifth-order accurate schemes, which are the first central schemes for the HJ equations of order higher than two. The core ingredient is the derivation of our schemes is a high-order CWENO reconstructions in space.
Bagrov, V.G.; Obukhov, A.V.; Shapovalov, A.V.
1987-04-01
The problem of solving the Einstein equations with an energy-momentum tensor of matter is known in the literature as the Vaidya problem. A solution of the Vaidya problem is considered in this paper under the condition that the Hamilton-Jacobi equation for a test charge averaged over the space-time domain, is integrated in a zero approximation by separation of variables by using isotropic full sets of motion integrals.
Computational method for the quantum Hamilton-Jacobi equation: bound states in one dimension.
Chou, Chia-Chun; Wyatt, Robert E
2006-11-07
An accurate computational method for the one-dimensional quantum Hamilton-Jacobi equation is presented. The Mobius propagation scheme, which can accurately pass through singularities, is used to numerically integrate the quantum Hamilton-Jacobi equation for the quantum momentum function. Bound state wave functions are then synthesized from the phase integral using the antithetic cancellation technique. Through this procedure, not only the quantum momentum functions but also the wave functions are accurately obtained. This computational approach is demonstrated through two solvable examples: the harmonic oscillator and the Morse potential. The excellent agreement between the computational and the exact analytical results shows that the method proposed here may be useful for solving similar quantum mechanical problems.
Multiple Scale and Hamilton-Jacobi Analysis of Extended Mathieu Equation
NASA Astrophysics Data System (ADS)
Yešiltaš, Özlem; Šimšek, Mehmet
2005-05-01
In this study, we use perturbation approximations and semiclassical methods to investigate the boundary solutions of non-linear vibrating systems. The extended Mathieu Equation, related to the perturbed Van der Pol oscillator with periodic coefficients, is solved using multiple time scales. Then, using the Von Zeipel Method, which is based on the Hamilton-Jacobi theory, stability conditions are presented. It is shown that the stability boundaries are the same with those obtained by both methods.
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.
A Discontinuous Galerkin Finite Element Method for Hamilton-Jacobi Equations
NASA Technical Reports Server (NTRS)
Hu, Changqing; Shu, Chi-Wang
1998-01-01
In this paper, we present a discontinuous Galerkin finite element method for solving the nonlinear Hamilton-Jacobi equations. This method is based on the Runge-Kutta discontinuous Galerkin finite element method for solving conservation laws. The method has the flexibility of treating complicated geometry by using arbitrary triangulation, can achieve high order accuracy with a local, compact stencil, and are suited for efficient parallel implementation. One and two dimensional numerical examples are given to illustrate the capability of the method.
The nonconvex multi-dimensional Riemann problem for Hamilton-Jacobi equations
NASA Technical Reports Server (NTRS)
Osher, Stanley
1989-01-01
Simple inequalities for the Riemann problem for a Hamilton-Jacobi equation in N space dimension when neither the initial data nor the Hamiltonian need be convex (or concave) are presented. The initial data is globally continuous, affine in each orthant, with a possible jump in normal derivative across each coordinate plane, x sub i = 0. The inequalities become equalities wherever a maxmin equals a minmax and thus an exact closed form solution to this problem is then obtained.
Separability of Hamilton-Jacobi and Klein-Gordon equations in general Kerr-NUT-AdS spacetimes
NASA Astrophysics Data System (ADS)
Frolov, Valeri P.; Krtous, Pavel; Kubiznák, David
2007-02-01
We demonstrate the separability of the Hamilton-Jacobi and scalar field equations in general higher dimensional Kerr-NUT-AdS spacetimes. No restriction on the parameters characterizing these metrics is imposed.
NASA Astrophysics Data System (ADS)
Small, Alex; Lam, Kai S.
2011-06-01
The Hamilton-Jacobi equation in classical mechanics and the related eikonal equation in geometrical optics are often described as the "point of closest approach" between classical and quantum mechanics. Most textbook treatments of Hamilton-Jacobi theory are aimed at graduate students and derive the equation only after a long introduction to canonical transformations. Most treatments of the eikonal equation only emphasize its use in geometrical optics. We show that both the Hamilton-Jacobi equation and the eikonal equation can be derived by a common procedure using only elementary aspects of the Lagrangian and Hamiltonian formalisms introduced in undergraduate classical mechanics courses. Through this common approach, we hope to highlight to undergraduates the deep connections between classical mechanics, classical wave theory, and Schrödinger's wave mechanics.
ERIC Educational Resources Information Center
Field, J. H.
2011-01-01
It is shown how the time-dependent Schrodinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton-Jacobi equation of classical mechanics. Schrodinger's own published derivations of quantum wave equations, the first of which was also based on the Hamilton-Jacobi…
ERIC Educational Resources Information Center
Field, J. H.
2011-01-01
It is shown how the time-dependent Schrodinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton-Jacobi equation of classical mechanics. Schrodinger's own published derivations of quantum wave equations, the first of which was also based on the Hamilton-Jacobi…
Numerical Schemes for the Hamilton-Jacobi and Level Set Equations on Triangulated Domains
NASA Technical Reports Server (NTRS)
Barth, Timothy J.; Sethian, James A.
2006-01-01
Borrowing from techniques developed for conservation law equations, we have developed both monotone and higher order accurate numerical schemes which discretize the Hamilton-Jacobi and level set equations on triangulated domains. The use of unstructured meshes containing triangles (2D) and tetrahedra (3D) easily accommodates mesh adaptation to resolve disparate level set feature scales with a minimal number of solution unknowns. The minisymposium talk will discuss these algorithmic developments and present sample calculations using our adaptive triangulation algorithm applied to various moving interface problems such as etching, deposition, and curvature flow.
On the regularizing effect for unbounded solutions of first-order Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Barles, Guy; Chasseigne, Emmanuel
2016-05-01
We give a simplified proof of regularizing effects for first-order Hamilton-Jacobi Equations of the form ut + H (x , t , Du) = 0 in RN × (0 , + ∞) in the case where the idea is to first estimate ut. As a consequence, we have a Lipschitz regularity in space and time for coercive Hamiltonians and, for hypo-elliptic Hamiltonians, we also have an Hölder regularizing effect in space following a result of L.C. Evans and M.R. James.
The nonconvex multi-dimensional Riemann problem for Hamilton-Jacobi equations
NASA Technical Reports Server (NTRS)
Bardi, Martino; Osher, Stanley
1991-01-01
Simple inequalities are presented for the viscosity solution of a Hamilton-Jacobi equation in N space dimensions when neither the initial data nor the Hamiltonian need be convex (or concave). The initial data are uniformly Lipschitz and can be written as the sum of a convex function in a group of variables and a concave function in the remaining variables, therefore including the nonconvex Riemann problem. The inequalities become equalities wherever a 'maxmin' equals a 'minmax', and thus a representation formula for this problem is obtained, generalizing the classical Hopi formulas.
Effective nonlinear Neumann boundary conditions for 1D nonconvex Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Guerand, Jessica
2017-09-01
We study Hamilton-Jacobi equations in [ 0 , + ∞) of evolution type with nonlinear Neumann boundary conditions in the case where the Hamiltonian is not necessarily convex with respect to the gradient variable. In this paper, we give two main results. First, we prove for a nonconvex and coercive Hamiltonian that general boundary conditions in a relaxed sense are equivalent to effective ones in a strong sense. Here, we exhibit the effective boundary conditions while for a quasi-convex Hamiltonian, we already know them (Imbert and Monneau, 2016). Second, we give a comparison principle for a nonconvex and nonnecessarily coercive Hamiltonian where the boundary condition can have constant parts.
NASA Astrophysics Data System (ADS)
Khanin, Konstantin; Zhang, Ke
2017-10-01
We show that for a large class of randomly kicked Hamilton-Jacobi equations, the unique global minimizer is almost surely hyperbolic. Furthermore, we prove that the unique forward and backward viscosity solutions, though in general only Lipshitz, are smooth in a neighborhood of the global minimizer. Related results in the one-dimensional case were obtained by E, Khanin et al. (Ann Math (2) 151(3):877-960, 2000). However, the methods in the above paper are purely one-dimensional and cannot be extended to the case of higher dimensions. Here we develop a completely different approach.
Hamilton-Jacobi-Bellman equations and approximate dynamic programming on time scales.
Seiffertt, John; Sanyal, Suman; Wunsch, Donald C
2008-08-01
The time scales calculus is a key emerging area of mathematics due to its potential use in a wide variety of multidisciplinary applications. We extend this calculus to approximate dynamic programming (ADP). The core backward induction algorithm of dynamic programming is extended from its traditional discrete case to all isolated time scales. Hamilton-Jacobi-Bellman equations, the solution of which is the fundamental problem in the field of dynamic programming, are motivated and proven on time scales. By drawing together the calculus of time scales and the applied area of stochastic control via ADP, we have connected two major fields of research.
Dey, Bijoy K; Janicki, Marek R; Ayers, Paul W
2004-10-08
Classical dynamics can be described with Newton's equation of motion or, totally equivalently, using the Hamilton-Jacobi equation. Here, the possibility of using the Hamilton-Jacobi equation to describe chemical reaction dynamics is explored. This requires an efficient computational approach for constructing the physically and chemically relevant solutions to the Hamilton-Jacobi equation; here we solve Hamilton-Jacobi equations on a Cartesian grid using Sethian's fast marching method. Using this method, we can--starting from an arbitrary initial conformation--find reaction paths that minimize the action or the time. The method is demonstrated by computing the mechanism for two different systems: a model system with four different stationary configurations and the H+H(2)-->H(2)+H reaction. Least-time paths (termed brachistochrones in classical mechanics) seem to be a suitable chioce for the reaction coordinate, allowing one to determine the key intermediates and final product of a chemical reaction. For conservative systems the Hamilton-Jacobi equation does not depend on the time, so this approach may be useful for simulating systems where important motions occur on a variety of different time scales.
NASA Astrophysics Data System (ADS)
Dey, Bijoy K.; Janicki, Marek R.; Ayers, Paul W.
2004-10-01
Classical dynamics can be described with Newton's equation of motion or, totally equivalently, using the Hamilton-Jacobi equation. Here, the possibility of using the Hamilton-Jacobi equation to describe chemical reaction dynamics is explored. This requires an efficient computational approach for constructing the physically and chemically relevant solutions to the Hamilton-Jacobi equation; here we solve Hamilton-Jacobi equations on a Cartesian grid using Sethian's fast marching method [J. A. Sethian, Proc. Natl. Acad. Sci. USA 93, 1591 (1996)]. Using this method, we can—starting from an arbitrary initial conformation—find reaction paths that minimize the action or the time. The method is demonstrated by computing the mechanism for two different systems: a model system with four different stationary configurations and the H+H2→H2+H reaction. Least-time paths (termed brachistochrones in classical mechanics) seem to be a suitable chioce for the reaction coordinate, allowing one to determine the key intermediates and final product of a chemical reaction. For conservative systems the Hamilton-Jacobi equation does not depend on the time, so this approach may be useful for simulating systems where important motions occur on a variety of different time scales.
Orthogonal Separation of the Hamilton-Jacobi Equation on Spaces of Constant Curvature
NASA Astrophysics Data System (ADS)
Rajaratnam, Krishan; McLenaghan, Raymond G.; Valero, Carlos
2016-12-01
We review the theory of orthogonal separation of variables of the Hamilton-Jacobi equation on spaces of constant curvature, highlighting key contributions to the theory by Benenti. This theory revolves around a special type of conformal Killing tensor, hereafter called a concircular tensor. First, we show how to extend original results given by Benenti to intrinsically characterize all (orthogonal) separable coordinates in spaces of constant curvature using concircular tensors. This results in the construction of a special class of separable coordinates known as Kalnins-Eisenhart-Miller coordinates. Then we present the Benenti-Eisenhart-Kalnins-Miller separation algorithm, which uses concircular tensors to intrinsically search for Kalnins-Eisenhart-Miller coordinates which separate a given natural Hamilton-Jacobi equation. As a new application of the theory, we show how to obtain the separable coordinate systems in the two dimensional spaces of constant curvature, Minkowski and (Anti-)de Sitter space. We also apply the Benenti-Eisenhart-Kalnins-Miller separation algorithm to study the separability of the three dimensional Calogero-Moser and Morosi-Tondo systems.
NASA Astrophysics Data System (ADS)
Ostrov, Daniel N.
2002-06-01
We establish a unique stable solution to the Hamilton-Jacobi equation ut+H(K(x,t),ux)=0, x∈(-∞,∞), t∈[0,∞) with Lipschitz initial condition, where K(x,t) is allowed to be discontinuous in the (x,t) plane along a finite number of (possibly intersecting) curves parameterized by t. We assume that for fixed k, H(k,p) is convex in p and limp→±∞∣{H(k,p)}/{p}∣=∞. The solution is determined by showing that if K is made smooth by convolving K in the x direction with the standard mollifier, then the control theory representation of the viscosity solution to the resulting Hamilton-Jacobi equation must converge uniformly as the mollification decreases to a Lipschitz continuous solution with an explicit control theory representation. This also defines the unique stable solution to the corresponding scalar conservation law ut+(f(K(x,t),u))x=0, x∈(-∞,∞), t∈[0,∞) with K discontinuous.
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.
Neumann-Type Boundary Conditions for Hamilton-Jacobi Equations in Smooth Domains
Day, Martin V.
2006-05-15
Neumann or oblique derivative boundary conditions for viscosity solutions of Hamilton-Jacobi equations are considered. As developed by P.L. Lions, such boundary conditions are naturally associated with optimal control problems for which the state equations employ 'Skorokhod' or reflection dynamics to ensure that the state remains in a prescribed set, assumed here to have a smooth boundary. We develop connections between the standard formulation of viscosity boundary conditions and an alternative formulation using a naturally occurring discontinuous Hamiltonian which incorporates the reflection dynamics directly. (This avoids the dependence of such equivalence on existence and uniqueness results, which may not be available in some applications.) At points of differentiability, equivalent conditions for the boundary conditions are given in terms of the Hamiltonian and the geometry of the state trajectories using optimal controls.
High-Order Central WENO 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 new third- and fifth-order Godunov-type central schemes for approximating solutions of the Hamilton-Jacobi (HJ) equation in an arbitrary number of space dimensions. These are the first central schemes for approximating solutions of the HJ equations with an order of accuracy that is greater than two. In two space dimensions we present two versions for the third-order scheme: one scheme that is based on a genuinely two-dimensional Central WENO reconstruction, and another scheme that is based on a simpler dimension-by-dimension reconstruction. The simpler dimension-by-dimension variant is then extended to a multi-dimensional fifth-order scheme. Our numerical examples in one, two and three space dimensions verify the expected order of accuracy of the schemes.
Equation of motion of canonical tensor model and Hamilton-Jacobi equation of general relativity
NASA Astrophysics Data System (ADS)
Chen, Hua; Sasakura, Naoki; Sato, Yuki
2017-03-01
The canonical tensor model (CTM) is a rank-three tensor model formulated as a totally constrained system in the canonical formalism. The constraint algebra of CTM has a similar structure as that of the Arnowitt-Deser-Misner formalism of general relativity, and it is studied as a discretized model for quantum gravity. In this paper, we analyze the classical equation of motion (EOM) of CTM in a formal continuum limit through a derivative expansion of the tensor of CTM up to the fourth order, and we show that it is the same as the EOM of a coupled system of gravity and a scalar field derived from the Hamilton-Jacobi equation with an appropriate choice of an action. The action contains a scalar field potential of an exponential form, and the system classically respects a dilatational symmetry. We find that the system has a critical dimension, given by six, over which it becomes unstable due to the wrong sign of the scalar kinetic term. In six dimensions, de Sitter spacetime becomes a solution to the EOM, signaling the emergence of a conformal symmetry, while the time evolution of the scale factor is a power law in dimensions below six.
NASA Technical Reports Server (NTRS)
Calise, Anthony J.; Melamed, Nahum
1993-01-01
In this paper we develop a general procedure for constructing a matched asymptotic expansion of the Hamilton-Jacobi-Bellman equation based on the method of characteristics. The development is for a class of perturbation problems whose solution exhibits two-time-scale behavior. A regular expansion for problems of this type is inappropriate since it is not uniformly valid over a narrow range of the independent variable. Of particular interest here is the manner in which matching and boundary conditions are enforced when the expansion is carried out to first order. Two cases are distinguished - one where the left boundary condition coincides with or lies to the right of the singular region and one where the left boundary condition lies to the left of the singular region. A simple example is used to illustrate the procedure, and its potential application to aeroassisted plane change is described.
Finite difference Hermite WENO schemes for the Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Zheng, Feng; Shu, Chi-Wang; Qiu, Jianxian
2017-05-01
In this paper, a new type of finite difference Hermite weighted essentially non-oscillatory (HWENO) schemes are constructed for solving Hamilton-Jacobi (HJ) equations. Point values of both the solution and its first derivatives are used in the HWENO reconstruction and evolved via time advancing. While the evolution of the solution is still through the classical numerical fluxes to ensure convergence to weak solutions, the evolution of the first derivatives of the solution is through a simple dimension-by-dimension non-conservative procedure to gain efficiency. The main advantages of this new scheme include its compactness in the spatial field and its simplicity in the reconstructions. Extensive numerical experiments in one and two dimensional cases are performed to verify the accuracy, high resolution and efficiency of this new scheme.
NASA Technical Reports Server (NTRS)
Calise, Anthony J.; Melamed, Nahum
1993-01-01
In this paper we develop a general procedure for constructing a matched asymptotic expansion of the Hamilton-Jacobi-Bellman equation based on the method of characteristics. The development is for a class of perturbation problems whose solution exhibits two-time-scale behavior. A regular expansion for problems of this type is inappropriate since it is not uniformly valid over a narrow range of the independent variable. Of particular interest here is the manner in which matching and boundary conditions are enforced when the expansion is carried out to first order. Two cases are distinguished - one where the left boundary condition coincides with or lies to the right of the singular region and one where the left boundary condition lies to the left of the singular region. A simple example is used to illustrate the procedure, and its potential application to aeroassisted plane change is described.
Hybrid massively parallel fast sweeping method for static Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Detrixhe, Miles; Gibou, Frédéric
2016-10-01
The fast sweeping method is a popular algorithm for solving a variety of static Hamilton-Jacobi equations. Fast sweeping algorithms for parallel computing have been developed, but are severely limited. In this work, we present a multilevel, hybrid parallel algorithm that combines the desirable traits of two distinct parallel methods. The fine and coarse grained components of the algorithm take advantage of heterogeneous computer architecture common in high performance computing facilities. We present the algorithm and demonstrate its effectiveness on a set of example problems including optimal control, dynamic games, and seismic wave propagation. We give results for convergence, parallel scaling, and show state-of-the-art speedup values for the fast sweeping method.
On the Geometry of the Hamilton-Jacobi Equation and Generating Functions
NASA Astrophysics Data System (ADS)
Ferraro, Sebastián; de León, Manuel; Marrero, Juan Carlos; Martín de Diego, David; Vaquero, Miguel
2017-10-01
In this paper we develop a geometric version of the Hamilton-Jacobi equation in the Poisson setting. Specifically, we "geometrize" what is usually called a complete solution of the Hamilton-Jacobi equation. We use some well-known results about symplectic groupoids, in particular cotangent groupoids, as a keystone for the construction of our framework. Our methodology follows the ambitious program proposed by Weinstein (In Mechanics day (Waterloo, ON, 1992), volume 7 of fields institute communications, American Mathematical Society, Providence, 1996) in order to develop geometric formulations of the dynamical behavior of Lagrangian and Hamiltonian systems on Lie algebroids and Lie groupoids. This procedure allows us to take symmetries into account, and, as a by-product, we recover results from Channell and Scovel (Phys D 50(1):80-88, 1991), Ge (Indiana Univ. Math. J. 39(3):859-876, 1990), Ge and Marsden (Phys Lett A 133(3):134-139, 1988), but even in these situations our approach is new. A theory of generating functions for the Poisson structures considered here is also developed following the same pattern, solving a longstanding problem of the area: how to obtain a generating function for the identity transformation and the nearby Poisson automorphisms of Poisson manifolds. A direct application of our results gives the construction of a family of Poisson integrators, that is, integrators that conserve the underlying Poisson geometry. These integrators are implemented in the paper in benchmark problems. Some conclusions, current and future directions of research are shown at the end of the paper.
NASA Astrophysics Data System (ADS)
Feng, Zhongwen; Li, Guoping; Jiang, Pengying; Pan, Yang; Zu, Xiaotao
2016-07-01
In this paper, we derive the deformed Hamilton-Jacobi equations from the generalized Klein-Gordon equation and generalized Dirac equation. Then, we study the tunneling rate, Hawking temperature and entropy of the higher-dimensional Reissner-Nordström de Sitter black hole via the deformed Hamilton-Jacobi equation. Our results show that the deformed Hamilton-Jacobi equations for charged scalar particles and charged fermions have the same expressions. Besides, the modified Hawking temperatures and entropy are related to the mass and charge of the black hole, the cosmology constant, the quantum number of emitted particles, and the term of GUP effects β.
Analysis of transcription-factor binding-site evolution by using the Hamilton-Jacobi equations
NASA Astrophysics Data System (ADS)
Ancliff, Mark; Park, Jeong-Man
2016-12-01
We investigate a quasi-species mutation-selection model of transcription-factor binding-site evolution. By considering the mesa and the crater fitness landscapes designed to describe these binding sites and point mutations, we derive an evolution equation for the population distribution of binding sequences. In the long-length limit, the evolution equation is replaced by a Hamilton-Jacobi equation which we solve for the stationary state solution. From the stationary solution, we derive the population distributions and find that an error threshold, separating populations in which the binding site does or does not evolve, only exists for certain values of the fitness parameters. A phase diagram in this parameter space is derived and shows a critical line below which no error threshold exists. We also investigate the evolution of multiple binding sites for the same transcription factor. For two binding sites, we perform an analysis similar to that for a single site and determine a phase diagram showing different phases with both, one, or no binding sites selected. In the phase diagram, the phase boundary between the one-or-two selected site phases is qualitatively different for the mesa and the crater fitness landscapes. As fitness benefits for a second bound transcription factor tend to zero, the minimum mutation rate at which the two-site phase occurs diverges in the mesa landscape whereas the mutation rate at the phase boundary tends to a finite value for the crater landscape.
Wave front-ray synthesis for solving the multidimensional quantum Hamilton-Jacobi equation.
Wyatt, Robert E; Chou, Chia-Chun
2011-08-21
A Cauchy initial-value approach to the complex-valued quantum Hamilton-Jacobi equation (QHJE) is investigated for multidimensional systems. In this approach, ray segments foliate configuration space which is laminated by surfaces of constant action. The QHJE incorporates all quantum effects through a term involving the divergence of the quantum momentum function (QMF). The divergence term may be expressed as a sum of two terms, one involving displacement along the ray and the other incorporating the local curvature of the action surface. It is shown that curvature of the wave front may be computed from coefficients of the first and second fundamental forms from differential geometry that are associated with the surface. Using the expression for the divergence, the QHJE becomes a Riccati-type ordinary differential equation (ODE) for the complex-valued QMF, which is parametrized by the arc length along the ray. In order to integrate over possible singularities in the QMF, a stable and accurate Möbius propagator is introduced. This method is then used to evolve rays and wave fronts for four systems in two and three dimensions. From the QMF along each ray, the wave function can be easily computed. Computational difficulties that may arise are described and some ways to circumvent them are presented. © 2011 American Institute of Physics
Wave front-ray synthesis for solving the multidimensional quantum Hamilton-Jacobi equation
Wyatt, Robert E.; Chou, Chia-Chun
2011-08-21
A Cauchy initial-value approach to the complex-valued quantum Hamilton-Jacobi equation (QHJE) is investigated for multidimensional systems. In this approach, ray segments foliate configuration space which is laminated by surfaces of constant action. The QHJE incorporates all quantum effects through a term involving the divergence of the quantum momentum function (QMF). The divergence term may be expressed as a sum of two terms, one involving displacement along the ray and the other incorporating the local curvature of the action surface. It is shown that curvature of the wave front may be computed from coefficients of the first and second fundamental forms from differential geometry that are associated with the surface. Using the expression for the divergence, the QHJE becomes a Riccati-type ordinary differential equation (ODE) for the complex-valued QMF, which is parametrized by the arc length along the ray. In order to integrate over possible singularities in the QMF, a stable and accurate Moebius propagator is introduced. This method is then used to evolve rays and wave fronts for four systems in two and three dimensions. From the QMF along each ray, the wave function can be easily computed. Computational difficulties that may arise are described and some ways to circumvent them are presented.
Directly solving the Hamilton-Jacobi equations by Hermite WENO Schemes
NASA Astrophysics Data System (ADS)
Zheng, Feng; Qiu, Jianxian
2016-02-01
In this paper, we present a class of new Hermite weighted essentially non-oscillatory (HWENO) schemes based on finite volume framework to directly solve the Hamilton-Jacobi (HJ) equations. For HWENO reconstruction, both the cell average and the first moment of the solution are evolved, and for two dimensional case, HWENO reconstruction is based on a dimension-by-dimension strategy which is the first used in HWENO reconstruction. For spatial discretization, one of key points for directly solving HJ equation is the reconstruction of numerical fluxes. We follow the idea put forward by Cheng and Wang (2014) [3] to reconstruct the values of solution at Gauss-Lobatto quadrature points and numerical fluxes at the interfaces of cells, and for neither the convex nor concave Hamiltonian case, the monotone modification of numerical fluxes is added, which can guarantee the precision in the smooth region and converge to the entropy solution when derivative discontinuities come up. The third order TVD Runge-Kutta method is used for the time discretization. Extensive numerical experiments in one dimensional and two dimensional cases are performed to verify the efficiency of the methods.
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.
Killing tensors, warped products and the orthogonal separation of the Hamilton-Jacobi equation
Rajaratnam, Krishan McLenaghan, Raymond G.
2014-01-15
We study Killing tensors in the context of warped products and apply the results to the problem of orthogonal separation of the Hamilton-Jacobi equation. This work is motivated primarily by the case of spaces of constant curvature where warped products are abundant. We first characterize Killing tensors which have a natural algebraic decomposition in warped products. We then apply this result to show how one can obtain the Killing-Stäckel space (KS-space) for separable coordinate systems decomposable in warped products. This result in combination with Benenti's theory for constructing the KS-space of certain special separable coordinates can be used to obtain the KS-space for all orthogonal separable coordinates found by Kalnins and Miller in Riemannian spaces of constant curvature. Next we characterize when a natural Hamiltonian is separable in coordinates decomposable in a warped product by showing that the conditions originally given by Benenti can be reduced. Finally, we use this characterization and concircular tensors (a special type of torsionless conformal Killing tensor) to develop a general algorithm to determine when a natural Hamiltonian is separable in a special class of separable coordinates which include all orthogonal separable coordinates in spaces of constant curvature.
Killing tensors, warped products and the orthogonal separation of the Hamilton-Jacobi equation
NASA Astrophysics Data System (ADS)
Rajaratnam, Krishan; McLenaghan, Raymond G.
2014-01-01
We study Killing tensors in the context of warped products and apply the results to the problem of orthogonal separation of the Hamilton-Jacobi equation. This work is motivated primarily by the case of spaces of constant curvature where warped products are abundant. We first characterize Killing tensors which have a natural algebraic decomposition in warped products. We then apply this result to show how one can obtain the Killing-Stäckel space (KS-space) for separable coordinate systems decomposable in warped products. This result in combination with Benenti's theory for constructing the KS-space of certain special separable coordinates can be used to obtain the KS-space for all orthogonal separable coordinates found by Kalnins and Miller in Riemannian spaces of constant curvature. Next we characterize when a natural Hamiltonian is separable in coordinates decomposable in a warped product by showing that the conditions originally given by Benenti can be reduced. Finally, we use this characterization and concircular tensors (a special type of torsionless conformal Killing tensor) to develop a general algorithm to determine when a natural Hamiltonian is separable in a special class of separable coordinates which include all orthogonal separable coordinates in spaces of constant curvature.
NASA Astrophysics Data System (ADS)
Touloum, S.; Gharbi, A.; Bouda, A.
2017-05-01
We investigate the exact solutions of the Dirac equation for Makarov potential under the condition of equal vector and scalar potentials in the context of the quantum Hamilton-Jacobi formalism. We present the spinor wave function for bound states. The radial part is given in terms of generalized Laguerre polynomials and the angular part is expressed using Jacobi polynomials. The relativistic energy spectrum is also derived.
Quantum Hamilton-Jacobi theory.
Roncadelli, Marco; Schulman, L S
2007-10-26
Quantum canonical transformations have attracted interest since the beginning of quantum theory. Based on their classical analogues, one would expect them to provide a powerful quantum tool. However, the difficulty of solving a nonlinear operator partial differential equation such as the quantum Hamilton-Jacobi equation (QHJE) has hindered progress along this otherwise promising avenue. We overcome this difficulty. We show that solutions to the QHJE can be constructed by a simple prescription starting from the propagator of the associated Schrödinger equation. Our result opens the possibility of practical use of quantum Hamilton-Jacobi theory. As an application, we develop a surprising relation between operator ordering and the density of paths around a semiclassical trajectory.
NASA Astrophysics Data System (ADS)
Ge, Hao; Qian, Hong
2012-09-01
Analytical (rational) mechanics is the mathematical structure of Newtonian deterministic dynamics developed by D'Alembert, Lagrange, Hamilton, Jacobi, and many other luminaries of applied mathematics. Diffusion as a stochastic process of an overdamped individual particle immersed in a fluid, initiated by Einstein, Smoluchowski, Langevin and Wiener, has no momentum since its path is nowhere differentiable. In this exposition, we illustrate how analytical mechanics arises in stochastic dynamics from a randomly perturbed ordinary differential equation dXt = b(Xt)dt+ɛdWt, where Wt is a Brownian motion. In the limit of vanishingly small ɛ, the solution to the stochastic differential equation other than ˙ {x} = b(x) are all rare events. However, conditioned on an occurrence of such an event, the most probable trajectory of the stochastic motion is the solution to Lagrangian mechanics with L = \\Vert ˙ {q}-b(q)\\Vert 2/4 and Hamiltonian equations with H(p, q) = \\dvbr p\\dvbr2+b(q)ṡp. Hamiltonian conservation law implies that the most probable trajectory for a "rare" event has a uniform "excess kinetic energy" along its path. Rare events can also be characterized by the principle of large deviations which expresses the probability density function for Xt as f(x, t) = e-u(x, t)/ɛ, where u(x, t) is called a large-deviation rate function which satisfies the corresponding Hamilton-Jacobi equation. An irreversible diffusion process with ∇×b≠0 corresponds to a Newtonian system with a Lorentz force ḋ {q} = (∇ × b)× ˙ {q}+({1}/{2})∇ \\Vert b\\Vert 2. The connection between stochastic motion and analytical mechanics can be explored in terms of various techniques of applied mathematics, for example, singular perturbations, viscosity solutions and integrable systems.
High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations
NASA Technical Reports Server (NTRS)
Bryson, Steve; Levy, Doron; Biegel, Bran R. (Technical Monitor)
2002-01-01
We present high-order semi-discrete central-upwind numerical schemes for approximating solutions of multi-dimensional Hamilton-Jacobi (HJ) equations. This scheme is based on the use of fifth-order central interpolants like those developed in [1], in fluxes presented in [3]. These interpolants use the weighted essentially nonoscillatory (WENO) approach to avoid spurious oscillations near singularities, and become "central-upwind" in the semi-discrete limit. This scheme provides numerical approximations whose error is as much as an order of magnitude smaller than those in previous WENO-based fifth-order methods [2, 1]. Thee results are discussed via examples in one, two and three dimensions. We also pregnant explicit N-dimensional formulas for the fluxes, discuss their monotonicity and tl!e connection between this method and that in [2].
NASA Astrophysics Data System (ADS)
Perlick, Volker; Tsupko, Oleg Yu.
2017-05-01
We consider light propagation in a nonmagnetized pressureless plasma around a Kerr black hole. We find the necessary and sufficient condition the plasma electron density has to satisfy to guarantee that the Hamilton-Jacobi equation for the light rays is separable, i.e., that a generalized Carter constant exists. For all cases where this condition is satisfied we determine the photon region; i.e., the region in the spacetime where spherical light rays exist. A spherical light ray is a light ray that stays on a sphere r =constant (in Boyer-Lindquist coordinates). Based on these results, we calculate the shadow of a Kerr black hole under the influence of a plasma that satisfies the separability condition. More precisely, we derive an analytical formula for the boundary curve of the shadow on the sky of an observer that is located anywhere in the domain of outer communication. Several examples are worked out.
NASA Technical Reports Server (NTRS)
Blanchard, D. L.; Chan, F. K.
1973-01-01
For a time-dependent, n-dimensional, special diagonal Hamilton-Jacobi equation a necessary and sufficient condition for the separation of variables to yield a complete integral of the form was established by specifying the admissible forms in terms of arbitrary functions. A complete integral was then expressed in terms of these arbitrary functions and also the n irreducible constants. As an application of the results obtained for the two-dimensional Hamilton-Jacobi equation, analysis was made for a comparatively wide class of dynamical problems involving a particle moving in Euclidean three-dimensional space under the action of external forces but constrained on a moving surface. All the possible cases in which this equation had a complete integral of the form were obtained and these are tubulated for reference.
Structural aspects of Hamilton-Jacobi theory
NASA Astrophysics Data System (ADS)
Cariñena, J. F.; Gràcia, X.; Marmo, G.; Martínez, E.; Muñoz-Lecanda, M. C.; Román-Roy, N.
2016-12-01
In our previous papers [J. F. Cariñena, X. Gràcia, G. Marmo, E. Martínez, M. C. Muñoz-Lecanda and N. Román-Roy, Geometric Hamilton-Jacobi theory, Int. J. Geom. Meth. Mod. Phys. 3 (2006) 1417-1458; Geometric Hamilton-Jacobi theory for nonholonomic dynamical systems, Int. J. Geom. Meth. Mod. Phys. 7 (2010) 431-454] we showed that the Hamilton-Jacobi problem can be regarded as a way to describe a given dynamics on a phase space manifold in terms of a family of dynamics on a lower-dimensional manifold. We also showed how constants of the motion help to solve the Hamilton-Jacobi equation. Here we want to delve into this interpretation by considering the most general case: a dynamical system on a manifold that is described in terms of a family of dynamics (slicing vector fields) on lower-dimensional manifolds. We identify the relevant geometric structures that lead from this decomposition of the dynamics to the classical Hamilton-Jacobi theory, by considering special cases like fibered manifolds and Hamiltonian dynamics, in the symplectic framework and the Poisson one. We also show how a set of functions on a tangent bundle can determine a second-order dynamics for which they are constants of the motion.
Fast Sweeping Algorithms for a Class of Hamilton-Jacobi Equations
2003-05-06
the above type with variable coefficients. 1.1. Solving eikonal equations. In geometrical optics [10], the eikonal equa- tion √ φ2x + φ 2 y = r(x, y...of iterations for isotropic, homogeneous eikonal equations. This points out a future research direction of bounding the number of sweeping iterations...difficult cases. Key words. Hamilton–Jacobi equations, fast marching, fast sweeping, upwind finite differen- cing, eikonal equations AMS subject
Efficient High Order Central Schemes for Multi-Dimensional Hamilton-Jacobi Equations: Talk Slides
NASA Technical Reports Server (NTRS)
Bryson, Steve; Levy, Doron; Biegel, Brian R. (Technical Monitor)
2002-01-01
This viewgraph presentation presents information on the attempt to produce high-order, efficient, central methods that scale well to high dimension. The central philosophy is that the equations should evolve to the point where the data is smooth. This is accomplished by a cyclic pattern of reconstruction, evolution, and re-projection. One dimensional and two dimensional representational methods are detailed, as well.
NASA Astrophysics Data System (ADS)
Kraaij, Richard
2016-07-01
We prove the large deviation principle (LDP) for the trajectory of a broad class of finite state mean-field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well as Curie-Weiss spin flip dynamics with singular jump rates. The main step in the proof of the LDP, which is of independent interest, is the proof of the comparison principle for an associated collection of Hamilton-Jacobi equations. Additionally, we show that the LDP provides a general method to identify a Lyapunov function for the associated McKean-Vlasov equation.
Hamilton-Jacobi approach to cosmology with nonlinear sigma model
NASA Astrophysics Data System (ADS)
Kerner, Richard; van Holten, Jan-Willem
2016-05-01
We start with a short introduction of the role that constraints and Lagrange multiplers play in variational calculus. After recalling briefly the properties of the nonlinear sigma model, we show how the Hamilton-Jacobi method can be applied to find its solutions. We discuss the importance of the Hamiltonian constraint in the standard cosmological model, and finally, apply the Hamilton-Jacobi method to the solution of coupled gravitational and sigma-field equations.
Geometric Hamilton-Jacobi theory on Nambu-Poisson manifolds
NASA Astrophysics Data System (ADS)
de León, M.; Sardón, C.
2017-03-01
The Hamilton-Jacobi theory is a formulation of classical mechanics equivalent to other formulations as Newtonian, Lagrangian, or Hamiltonian mechanics. The primordial observation of a geometric Hamilton-Jacobi theory is that if a Hamiltonian vector field XH can be projected into the configuration manifold by means of a 1-form dW, then the integral curves of the projected vector field XHd Wcan be transformed into integral curves of XH provided that W is a solution of the Hamilton-Jacobi equation. Our aim is to derive a geometric Hamilton-Jacobi theory for physical systems that are compatible with a Nambu-Poisson structure. For it, we study Lagrangian submanifolds of a Nambu-Poisson manifold and obtain explicitly an expression for a Hamilton-Jacobi equation on such a manifold. We apply our results to two interesting examples in the physics literature: the third-order Kummer-Schwarz equations and a system of n copies of a first-order differential Riccati equation. From the first example, we retrieve the original Nambu bracket in three dimensions and from the second example, we retrieve Takhtajan's generalization of the Nambu bracket to n dimensions.
Quantum Hamilton-Jacobi Cosmology and Classical-Quantum Correlation
NASA Astrophysics Data System (ADS)
Fathi, M.; Jalalzadeh, S.
2017-07-01
How the time evolution which is typical for classical cosmology emerges from quantum cosmology? The answer is not trivial because the Wheeler-DeWitt equation is time independent. A framework associating the quantum Hamilton-Jacobi to the minisuperspace cosmological models has been introduced in Fathi et al. (Eur. Phys. J. C 76, 527 2016). In this paper we show that time dependence and quantum-classical correspondence both arise naturally in the quantum Hamilton-Jacobi formalism of quantum mechanics, applied to quantum cosmology. We study the quantum Hamilton-Jacobi cosmology of spatially flat homogeneous and isotropic early universe whose matter content is a perfect fluid. The classical cosmology emerge around one Planck time where its linear size is around a few millimeter, without needing any classical inflationary phase afterwards to make it grow to its present size.
Geometric Hamilton-Jacobi theory for higher-order autonomous systems
NASA Astrophysics Data System (ADS)
Colombo, Leonardo; de León, Manuel; Prieto-Martínez, Pedro Daniel; Román-Roy, Narciso
2014-06-01
The geometric framework for the Hamilton-Jacobi theory is used to study this theory in the background of higher-order mechanical systems, in both the Lagrangian and Hamiltonian formalisms. Thus, we state the corresponding Hamilton-Jacobi equations in these formalisms and apply our results to analyze some particular physical examples.
Hamilton-Jacobi treatment of QED and Yang-Mills theory as constrained systems
Rabei, E.M.; Tawfiq, S.
1997-06-01
The QED and Yang-Mills theories are treated as constrained systems using the Hamilton-Jacobi approach. The set of Hamilton-Jacobi partial differential equations of these theories is obtained. It is shown that their simultaneous solutions lead to the original action without introducing Lagrange multipliers.
Unified formalism for the generalized kth-order Hamilton-Jacobi problem
NASA Astrophysics Data System (ADS)
Colombo, Leonardo; de Léon, Manuel; Prieto-Martínez, Pedro Daniel; Román-Roy, Narciso
2014-08-01
The geometric formulation of the Hamilton-Jacobi theory enables us to generalize it to systems of higher-order ordinary differential equations. In this work we introduce the unified Lagrangian-Hamiltonian formalism for the geometric Hamilton-Jacobi theory on higher-order autonomous dynamical systems described by regular Lagrangian functions.
Hamilton-Jacobi theorems for regular reducible Hamiltonian systems on a cotangent bundle
NASA Astrophysics Data System (ADS)
Wang, Hong
2017-09-01
In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of Abraham and Marsden (1978), such that we can prove two types of geometric Hamilton-Jacobi theorem for a Hamiltonian system on the cotangent bundle of a configuration manifold, by using the symplectic form and dynamical vector field. Then these results are generalized to the regular reducible Hamiltonian system with symmetry and momentum map, by using the reduced symplectic form and the reduced dynamical vector field. The Hamilton-Jacobi theorems are proved and two types of Hamilton-Jacobi equations, for the regular point reduced Hamiltonian system and the regular orbit reduced Hamiltonian system, are obtained. As an application of the theoretical results, the regular point reducible Hamiltonian system on a Lie group is considered, and two types of Lie-Poisson Hamilton-Jacobi equation for the regular point reduced system are given. In particular, the Type I and Type II of Lie-Poisson Hamilton-Jacobi equations for the regular point reduced rigid body and heavy top systems are shown, respectively.
Conformal invariance and Hamilton Jacobi theory for dissipative systems
NASA Technical Reports Server (NTRS)
Kiehn, R. M.
1975-01-01
For certain dissipative systems, a comparison can be made between the Hamilton-Jacobi theory and the conformal invariance of action theory. The two concepts are not identical, but the conformal action theory covers the Hamilton-Jacobi theory.
Conformal invariance and Hamilton Jacobi theory for dissipative systems
NASA Technical Reports Server (NTRS)
Kiehn, R. M.
1975-01-01
For certain dissipative systems, a comparison can be made between the Hamilton-Jacobi theory and the conformal invariance of action theory. The two concepts are not identical, but the conformal action theory covers the Hamilton-Jacobi theory.
Hamilton-Jacobi method for curved domain walls and cosmologies
NASA Astrophysics Data System (ADS)
Skenderis, Kostas; Townsend, Paul K.
2006-12-01
We use Hamiltonian methods to study curved domain walls and cosmologies. This leads naturally to first-order equations for all domain walls and cosmologies foliated by slices of maximal symmetry. For Minkowski and AdS-sliced domain walls (flat and closed FLRW cosmologies) we recover a recent result concerning their (pseudo)supersymmetry. We show how domain-wall stability is consistent with the instability of AdS vacua that violate the Breitenlohner-Freedman bound. We also explore the relationship to Hamilton-Jacobi theory and compute the wave-function of a 3-dimensional closed universe evolving towards de Sitter spacetime.
On the Hamilton-Jacobi method in classical and quantum nonconservative systems
NASA Astrophysics Data System (ADS)
Dutra, A. de Souza; Correa, R. A. C.; Moraes, P. H. R. S.
2016-08-01
In this work we show how to complete some Hamilton-Jacobi solutions of linear, nonconservative classical oscillatory systems which appeared in the literature, and we extend these complete solutions to the quantum mechanical case. In addition, we obtain the solution of the quantum Hamilton-Jacobi equation for an electric charge in an oscillating pulsing magnetic field. We also argue that for the case where a charged particle is under the action of an oscillating magnetic field, one can apply nuclear magnetic resonance techniques in order to find experimental results regarding this problem. We obtain all results analytically, showing that the quantum Hamilton-Jacobi formalism is a powerful tool to describe quantum mechanics.
Hamilton-Jacobi Method and Gravitation
NASA Astrophysics Data System (ADS)
di Criscienzo, R.; Vanzo, L.; Zerbini, S.
Studying the behaviour of a quantum field in a classical, curved, spacetime is an extraordinary task which nobody is able to take on at present time. Independently by the fact that such problem is not likely to be solved soon, still we possess the instruments to perform exact predictions in special, highly symmetric, conditions. Aim of the present contribution is to show how it is possible to extract quantitative information about a variety of physical phenomena in very general situations by virtue of the so-called Hamilton-Jacobi method. In particular, we shall prove the agreement of such semi-classical method with exact results of quantum field theoretic calculations.
Viscous warm inflation: Hamilton-Jacobi formalism
NASA Astrophysics Data System (ADS)
Akhtari, L.; Mohammadi, A.; Sayar, K.; Saaidi, Kh.
2017-04-01
Using Hamilton-Jacobi formalism, the scenario of warm inflation with viscous pressure is considered. The formalism gives a way of computing the slow-rolling parameter without extra approximation, and it is well-known as a powerful method in cold inflation. The model is studied in detail for three different cases of the dissipation and bulk viscous pressure coefficients. In the first case where both coefficients are taken as constant, it is shown that the case could not portray warm inflationary scenario compatible with observational data even it is possible to restrict the model parameters. For other cases, the results shows that the model could properly predicts the perturbation parameters in which they stay in perfect agreement with Planck data. As a further argument, r -ns and αs -ns are drown that show the acquired result could stand in acceptable area expressing a compatibility with observational data.
Hamilton-Jacobi skeleton on cortical surfaces.
Shi, Y; Thompson, P M; Dinov, I; Toga, A W
2008-05-01
In this paper, we propose a new method to construct graphical representations of cortical folding patterns by computing skeletons on triangulated cortical surfaces. In our approach, a cortical surface is first partitioned into sulcal and gyral regions via the solution of a variational problem using graph cuts, which can guarantee global optimality. After that, we extend the method of Hamilton-Jacobi skeleton [1] to subsets of triangulated surfaces, together with a geometrically intuitive pruning process that can trade off between skeleton complexity and the completeness of representing folding patterns. Compared with previous work that uses skeletons of 3-D volumes to represent sulcal patterns, the skeletons on cortical surfaces can be easily decomposed into branches and provide a simpler way to construct graphical representations of cortical morphometry. In our experiments, we demonstrate our method on two different cortical surface models, its ability of capturing major sulcal patterns and its application to compute skeletons of gyral regions.
Viscosity Solutions of Hamilton-Jacobi Equations.
1981-08-01
C + 0 . This is known in some particular cases via arguments using considerations of control theory or differential games (W. H. Fleming (14,15], A...uniqueness theory . It is akin to the standard distribution theory , but "integration by parts" is replaced by "differentiation by parts" M; • (t) BUC(iil...done "inside" the nonlinearity. It is extremely convenient (as is the distribution theory ) for passages to limits. The only somewhat related ideas we
Fronts propagating with curvature dependent speed: Algorithms based on Hamilton-Jacobi formulations
NASA Technical Reports Server (NTRS)
Osher, Stanley; Sethian, James A.
1987-01-01
New numerical algorithms are devised (PSC algorithms) for following fronts propagating with curvature-dependent speed. The speed may be an arbitrary function of curvature, and the front can also be passively advected by an underlying flow. These algorithms approximate the equations of motion, which resemble Hamilton-Jacobi equations with parabolic right-hand-sides, by using techniques from the hyperbolic conservation laws. Non-oscillatory schemes of various orders of accuracy are used to solve the equations, providing methods that accurately capture the formation of sharp gradients and cusps in the moving fronts. The algorithms handle topological merging and breaking naturally, work in any number of space dimensions, and do not require that the moving surface be written as a function. The methods can be used also for more general Hamilton-Jacobi-type problems. The algorithms are demonstrated by computing the solution to a variety of surface motion problems.
Topologically massive Yang-Mills: A Hamilton-Jacobi constraint analysis
Bertin, M. C.; Pimentel, B. M.; Valcárcel, C. E.; Zambrano, G. E. R.
2014-04-15
We analyse the constraint structure of the topologically massive Yang-Mills theory in instant-form and null-plane dynamics via the Hamilton-Jacobi formalism. The complete set of hamiltonians that generates the dynamics of the system is obtained from the Frobenius’ integrability conditions, as well as its characteristic equations. As generators of canonical transformations, the hamiltonians are naturally linked to the generator of Lagrangian gauge transformations.
Adaptive dynamics via Hamilton-Jacobi approach and entropy methods for a juvenile-adult model.
Carrillo, José Antonio; Cuadrado, Sílvia; Perthame, Benoît
2007-01-01
We consider a nonlinear system describing a juvenile-adult population undergoing small mutations. We analyze two aspects: from a mathematical point of view, we use an entropy method to prove that the population neither goes extinct nor blows-up; from an adaptive evolution point of view, we consider small mutations on a long time scale and study how a monomorphic or a dimorphic initial population evolves towards an Evolutionarily Stable State. Our method relies on an asymptotic analysis based on a constrained Hamilton-Jacobi equation. It allows to recover earlier predictions in Calsina and Cuadrado [A. Calsina, S. Cuadrado, Small mutation rate and evolutionarily stable strategies in infinite dimensional adaptive dynamics, J. Math. Biol. 48 (2004) 135; A. Calsina, S. Cuadrado, Stationary solutions of a selection mutation model: the pure mutation case, Math. Mod. Meth. Appl. Sci. 15(7) (2005) 1091.] that we also assert by direct numerical simulation. One of the interests here is to show that the Hamilton-Jacobi approach initiated in Diekmann et al. [O. Diekmann, P.-E. Jabin, S. Mischler, B. Perthame, The dynamics of adaptation: an illuminating example and a Hamilton-Jacobi approach, Theor. Popul. Biol. 67(4) (2005) 257.] extends to populations described by systems.
Hamilton-Jacobi modelling of relative motion for formation flying.
Kolemen, Egemen; Kasdin, N Jeremy; Gurfil, Pini
2005-12-01
A precise analytic model for the relative motion of a group of satellites in slightly elliptic orbits is introduced. With this aim, we describe the relative motion of an object relative to a circular or slightly elliptic reference orbit in the rotating Hill frame via a low-order Hamiltonian, and solve the Hamilton-Jacobi equation. This results in a first-order solution to the relative motion identical to the Clohessy-Wiltshire approach; here, however, rather than using initial conditions as our constants of the motion, we utilize the canonical momenta and coordinates. This allows us to treat perturbations in an identical manner, as in the classical Delaunay formulation of the two-body problem. A precise analytical model for the base orbit is chosen with the included effect of zonal harmonics (J(2), J(3), J(4)). A Hamiltonian describing the real relative motion is formed and by differing this from the nominal Hamiltonian, the perturbing Hamiltonian is obtained. Using the Hamilton equations, the variational equations for the new constants are found. In a manner analogous to the center manifold reduction procedure, the non-periodic part of the motion is canceled through a magnitude analysis leading to simple boundedness conditions that cancel the drift terms due to the higher order perturbations. Using this condition, the variational equations are integrated to give periodic solutions that closely approximate the results from numerical integration (1 mm/per orbit for higher order and eccentricity perturbations and 30 cm/per orbit for zonal perturbations). This procedure provides a compact and insightful analytic description of the resulting relative motion.
Scalar particles emission from black holes with topological defects using Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Jusufi, Kimet
2015-11-01
We study quantum tunneling of charged and uncharged scalar particles from the event horizon of Schwarzschild-de Sitter and Reissner-Nordström-de Sitter black holes pierced by an infinitely long spinning cosmic string and a global monopole. In order to find the Hawking temperature and the tunneling probability we solve the Klein-Gordon equation by using the Hamilton-Jacobi method and WKB approximation. We show that Hawking temperature is independent of the presence of topological defects in both cases.
Hamilton-Jacobi approach to photon wave mechanics: near-field aspects.
Keller, O
2008-02-01
After having briefly reviewed the Hamilton-Jacobi theory of classical point-particle mechanics, its extension to the quantum regime and the formal identity between the Hamilton-Jacobi equation for Hamilton's characteristic function and the eikonal equation of geometrical optics, an eikonal theory for free photons is established. The space-time dynamics of the photon is described on the basis of the six-component Riemann-Silberstein energy wave function. Form-identical eikonal equations are obtained for the positive and negative helicity dynamics. Microscopic response theory is used to describe the linear photon-matter interaction. In the presence of matter the free-photon concept is replaced by a quasi-photon concept, and there is a quasi-photon for each of the two helicity states. After having established integro-differential equations for the wave functions of the two quasi-photons, the eikonal conditions for the quasi-photons are determined. It appears that the eikonal condition contains complicated space integrals of the gradient of the eikonal over volumes of near-field domain size. In these space integrals the dynamics of the electrons (matter particles) appears via transverse transition current densities between pairs of many-body states. Generalized microscopic polarization and magnetization fields are introduced to establish the connection between the quasi-photon and macroscopic eikonal theories.
The Hamilton-Jacobi method and Hamiltonian maps
NASA Astrophysics Data System (ADS)
Abdullaev, S. S.
2002-03-01
A method for constructing time-step-based symplectic maps for a generic Hamiltonian system subjected to perturbation is developed. Using the Hamilton-Jacobi method and Jacobi's theorem in finite periodic time intervals, the general form of the symplectic maps is established. The generating function of the map is found by the perturbation method in the finite time intervals. The accuracy of the maps is studied for fully integrable and partially chaotic Hamiltonian systems and compared to that of the symplectic integration method.
Classification of Hamilton-Jacobi separation in orthogonal coordinates with diagonal curvature
Rajaratnam, Krishan McLenaghan, Raymond G.
2014-08-15
We find all orthogonal metrics where the geodesic Hamilton-Jacobi equation separates and the Riemann curvature tensor satisfies a certain equation (called the diagonal curvature condition). All orthogonal metrics of constant curvature satisfy the diagonal curvature condition. The metrics we find either correspond to a Benenti system or are warped product metrics where the induced metric on the base manifold corresponds to a Benenti system. Furthermore, we show that most metrics we find are characterized by concircular tensors; these metrics, called Kalnins-Eisenhart-Miller metrics, have an intrinsic characterization which can be used to obtain them on a given space. In conjunction with other results, we show that the metrics we found constitute all separable metrics for Riemannian spaces of constant curvature and de Sitter space.
Hamilton-Jacobi formalism to warm inflationary scenario
NASA Astrophysics Data System (ADS)
Sayar, K.; Mohammadi, A.; Akhtari, L.; Saaidi, Kh.
2017-01-01
The Hamilton-Jacobi formalism as a powerful method is being utilized to reconsider the warm inflationary scenario, where the scalar field as the main component driving inflation interacts with other fields. Separating the context into strong and weak dissipative regimes, the goal is followed for two popular functions of Γ . Applying slow-rolling approximation, the required perturbation parameters are extracted and, by comparing to the latest Planck data, the free parameters are restricted. The possibility of producing an acceptable inflation is studied where the result shows that for all cases the model could successfully suggest the amplitude of scalar perturbation, scalar spectral index, its running, and the tensor-to-scalar ratio.
Quantum vortices within the complex quantum Hamilton-Jacobi formalism.
Chou, Chia-Chun; Wyatt, Robert E
2008-06-21
Quantum vortices are investigated in the framework of the quantum Hamilton-Jacobi formalism. A quantum vortex forms around a node in the wave function in the complex space, and the quantized circulation integral originates from the discontinuity in the real part of the complex action. Although the quantum momentum field displays hyperbolic flow around a node, the corresponding Polya vector field displays circular flow. It is shown that the Polya vector field of the quantum momentum function is parallel to contours of the probability density. A nonstationary state constructed from eigenstates of the harmonic oscillator is used to illustrate the formation of a transient excited state quantum vortex, and the coupled harmonic oscillator is used to illustrate quantization of the circulation integral in the multidimensional complex space. This study not only analyzes the formation of quantum vortices but also demonstrates the local structures for the quantum momentum field and for the Polya vector field near a node of the wave function.
Hamilton-Jacobi method for molecular distribution function in a chemical oscillator.
Nakanishi, Hiizu; Sakaue, Takahiro; Wakou, Jun'ichi
2013-12-07
Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient situations, and can be applied not only to a steady state but also to an oscillatory state. By analyzing the long time behavior of the solution in the oscillatory case, we obtain the phase diffusion constant along the periodic orbit and the steady distribution perpendicular to it. A simple method for numerical evaluation of these formulas are devised, and they are compared with Monte Carlo simulations in the case of Brusselator as an example. Some results are shown to be identical to previously obtained expressions.
Hamilton-Jacobi formalism for inflation with non-minimal derivative coupling
NASA Astrophysics Data System (ADS)
Sheikhahmadi, Haidar; Saridakis, Emmanuel N.; Aghamohammadi, Ali; Saaidi, Khaled
2016-10-01
In inflation with nonminimal derivative coupling there is not a conformal transformation to the Einstein frame where calculations are straightforward, and thus in order to extract inflationary observables one needs to perform a detailed and lengthy perturbation investigation. In this work we bypass this problem by performing a Hamilton-Jacobi analysis, namely rewriting the cosmological equations considering the scalar field to be the time variable. We apply the method to two specific models, namely the power-law and the exponential cases, and for each model we calculate various observables such as the tensor-to-scalar ratio, and the spectral index and its running. We compare them with 2013 and 2015 Planck data, and we show that they are in a very good agreement with observations.
Hamilton-Jacobi method for molecular distribution function in a chemical oscillator
NASA Astrophysics Data System (ADS)
Nakanishi, Hiizu; Sakaue, Takahiro; Wakou, Jun'ichi
2013-12-01
Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient situations, and can be applied not only to a steady state but also to an oscillatory state. By analyzing the long time behavior of the solution in the oscillatory case, we obtain the phase diffusion constant along the periodic orbit and the steady distribution perpendicular to it. A simple method for numerical evaluation of these formulas are devised, and they are compared with Monte Carlo simulations in the case of Brusselator as an example. Some results are shown to be identical to previously obtained expressions.
Holographic renormalization and Ward identities with the Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Martelli, Dario; Mück, Wolfgang
2003-03-01
A systematic procedure for performing holographic renormalization, which makes use of the Hamilton-Jacobi method, is proposed and applied to a bulk theory of gravity interacting with a scalar field and a U(1) gauge field in the Stückelberg formalism. We describe how the power divergences are obtained as solutions of a set of "descent equations" stemming from the radial Hamiltonian constraint of the theory. In addition, we isolate the logarithmic divergences, which are closely related to anomalies. The method allows to determine also the exact one-point functions of the dual field theory. Using the other Hamiltonian constraints of the bulk theory, we derive the Ward identities for diffeomorphisms and gauge invariance. In particular, we demonstrate the breaking of U(1) R current conservation, recovering the holographic chiral anomaly recently discussed in hep-th/0112119 and hep-th/0202056.
The classical limit of minimal length uncertainty relation: revisit with the Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Guo, Xiaobo; Wang, Peng; Yang, Haitang
2016-05-01
The existence of a minimum measurable length could deform not only the standard quantum mechanics but also classical physics. The effects of the minimal length on classical orbits of particles in a gravitation field have been investigated before, using the deformed Poisson bracket or Schwarzschild metric. In this paper, we first use the Hamilton-Jacobi method to derive the deformed equations of motion in the context of Newtonian mechanics and general relativity. We then employ them to study the precession of planetary orbits, deflection of light, and time delay in radar propagation. We also set limits on the deformation parameter by comparing our results with the observational measurements. Finally, comparison with results from previous papers is given at the end of this paper.
Exactly solvable systems and the quantum Hamilton-Jacobi formalism [rapid communication
NASA Astrophysics Data System (ADS)
Rasinariu, Constantin; Dykla, John J.; Gangopadhyaya, Asim; Mallow, Jeffry V.
2005-05-01
We connect quantum Hamilton Jacobi theory with supersymmetric quantum mechanics (SUSYQM). We show that the shape invariance, which is an integrability condition of SUSYQM, translates into fractional linear relations among the quantum momentum functions.
Hamilton-Jacobi method for classical mechanics in Grassmann algebra (in English)
NASA Astrophysics Data System (ADS)
Tabunshchyk, K. V.
We present the Hamilton--Jacobi method for the classical mechanics with the constrains in Grassmann algebra. Within the framework of this method the solution for the classical system characterized by the SUSY Lagrangian is obtained.
Quantum streamlines within the complex quantum Hamilton-Jacobi formalism.
Chou, Chia-Chun; Wyatt, Robert E
2008-09-28
Quantum streamlines are investigated in the framework of the quantum Hamilton-Jacobi formalism. The local structures of the quantum momentum function (QMF) and the Polya vector field near a stagnation point or a pole are analyzed. Streamlines near a stagnation point of the QMF may spiral into or away from it, or they may become circles centered on this point or straight lines. Additionally, streamlines near a pole display east-west and north-south opening hyperbolic structure. On the other hand, streamlines near a stagnation point of the Polya vector field for the QMF display general hyperbolic structure, and streamlines near a pole become circles enclosing the pole. Furthermore, the local structures of the QMF and the Polya vector field around a stagnation point are related to the first derivative of the QMF; however, the magnitude of the asymptotic structures for these two fields near a pole depends only on the order of the node in the wave function. Two nonstationary states constructed from the eigenstates of the harmonic oscillator are used to illustrate the local structures of these two fields and the dynamics of the streamlines near a stagnation point or a pole. This study presents the abundant dynamics of the streamlines in the complex space for one-dimensional time-dependent problems.
NASA Astrophysics Data System (ADS)
Salisbury, Donald; Renn, Jürgen; Sundermeyer, Kurt
2016-02-01
Classical background independence is reflected in Lagrangian general relativity through covariance under the full diffeomorphism group. We show how this independence can be maintained in a Hamilton-Jacobi approach that does not accord special privilege to any geometric structure. Intrinsic space-time curvature-based coordinates grant equal status to all geometric backgrounds. They play an essential role as a starting point for inequivalent semiclassical quantizations. The scheme calls into question Wheeler’s geometrodynamical approach and the associated Wheeler-DeWitt equation in which 3-metrics are featured geometrical objects. The formalism deals with variables that are manifestly invariant under the full diffeomorphism group. Yet, perhaps paradoxically, the liberty in selecting intrinsic coordinates is precisely as broad as is the original diffeomorphism freedom. We show how various ideas from the past five decades concerning the true degrees of freedom of general relativity can be interpreted in light of this new constrained Hamiltonian description. In particular, we show how the Kuchař multi-fingered time approach can be understood as a means of introducing full four-dimensional diffeomorphism invariants. Every choice of new phase space variables yields new Einstein-Hamilton-Jacobi constraining relations, and corresponding intrinsic Schrödinger equations. We show how to implement this freedom by canonical transformation of the intrinsic Hamiltonian. We also reinterpret and rectify significant work by Dittrich on the construction of “Dirac observables.”
Hawking radiation of Kerr-de Sitter black holes using Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Ibungochouba Singh, T.; Ablu Meitei, I.; Yugindro Singh, K.
2013-05-01
Hawking radiation of Kerr-de Sitter black hole is investigated using Hamilton-Jacobi method. When the well-behaved Painleve coordinate system and Eddington coordinate are used, we get the correct result of Bekenstein-Hawking entropy before and after radiation but a direct computation will lead to a wrong result via Hamilton-Jacobi method. Our results show that the tunneling probability is related to the change of Bekenstein-Hawking entropy and the derived emission spectrum deviates from the pure thermal but it is consistent with underlying unitary theory.
Hamilton-Jacobi method and effective actions of D-brane and M-brane in supergravity
NASA Astrophysics Data System (ADS)
Sato, Matsuo; Tsuchiya, Asato
2003-11-01
We show that the effective actions of D-brane and M-brane are solutions to the Hamilton-Jacobi (H-J) equations in supergravities. This fact means that these effective actions are on-shell actions in supergravities. These solutions to the H-J equations reproduce the supergravity solutions that represent D-branes in a B2 field, M2 branes and the M2-M5 bound states. The effective actions in these solutions are those of a probe D-brane and a probe M-brane. Our findings can be applied to the study of the gauge/gravity correspondence, especially the holographic renormalization group, and a search for new solutions of supergravity.
Hamilton-Jacobi formalism for Podolsky's electromagnetic theory on the null-plane
NASA Astrophysics Data System (ADS)
Bertin, M. C.; Pimentel, B. M.; Valcárcel, C. E.; Zambrano, G. E. R.
2017-08-01
We develop the Hamilton-Jacobi formalism for Podolsky's electromagnetic theory on the null-plane. The main goal is to build the complete set of Hamiltonian generators of the system as well as to study the canonical and gauge transformations of the theory.
NASA Astrophysics Data System (ADS)
Rahman, M. Atiqur; Hossain, M. Ilias
2013-06-01
The massive particles tunneling method has been used to investigate the Hawking non-thermal and purely thermal radiations of Schwarzschild Anti-de Sitter (SAdS) black hole. Considering the spacetime background to be dynamical, incorporate the self-gravitation effect of the emitted particles the imaginary part of the action has been derived from Hamilton-Jacobi equation. Using the conservation laws of energy and angular momentum we have showed that the non-thermal and purely thermal tunneling rates are related to the change of Bekenstein-Hawking entropy and the derived emission spectrum deviates from the pure thermal spectrum. The result obtained for SAdS black hole is also in accordance with Parikh and Wilczek's opinion and gives a correction to the Hawking radiation of SAdS black hole.
Coordinates Used in Derivation of Hawking Radiation via Hamilton-Jacobi Method
NASA Astrophysics Data System (ADS)
Liu, Bo; He, Xiaokai; Liu, Wenbiao
2009-05-01
Coordinates used in derivation of Hawking radiation via Hamilton-Jacobi method are investigated more deeply. In the case of a 4-dimensional Schwarzschild black hole, a direct computation leads to a wrong result. In the meantime, making use of the isotropic coordinate or invariant radial distance, we can get the correct conclusion. More coordinates including Painleve and Eddington-Finkelstein are tried to calculate the semi-classical Hawking emission rate. The reason of the discrepancy between naive coordinate and well-behaved coordinates is also discussed.
Jeong, Won-Ki; Fletcher, P Thomas; Tao, Ran; Whitaker, Ross
2007-01-01
In this paper we present a method to compute and visualize volumetric white matter connectivity in diffusion tensor magnetic resonance imaging (DT-MRI) using a Hamilton-Jacobi (H-J) solver on the GPU (Graphics Processing Unit). Paths through the volume are assigned costs that are lower if they are consistent with the preferred diffusion directions. The proposed method finds a set of voxels in the DTI volume that contain paths between two regions whose costs are within a threshold of the optimal path. The result is a volumetric optimal path analysis, which is driven by clinical and scientific questions relating to the connectivity between various known anatomical regions of the brain. To solve the minimal path problem quickly, we introduce a novel numerical algorithm for solving H-J equations, which we call the Fast Iterative Method (FIM). This algorithm is well-adapted to parallel architectures, and we present a GPU-based implementation, which runs roughly 50-100 times faster than traditional CPU-based solvers for anisotropic H-J equations. The proposed system allows users to freely change the endpoints of interesting pathways and to visualize the optimal volumetric path between them at an interactive rate. We demonstrate the proposed method on some synthetic and real DT-MRI datasets and compare the performance with existing methods.
NASA Technical Reports Server (NTRS)
Fitzpatrick, P. M.; Harmon, G. R.; Liu, J. J. F.; Cochran, J. E.
1974-01-01
The formalism for studying perturbations of a triaxial rigid body within the Hamilton-Jacobi framework is developed. The motion of a triaxial artificial earth satellite about its center of mass is studied. Variables are found which permit separation, and the Euler angles and associated conjugate momenta are obtained as functions of canonical constants and time.
NASA Astrophysics Data System (ADS)
Videla, Nelson
2017-03-01
In the present work we study the consequences of considering an inflationary universe model in which the Hubble rate has a quasi-exponential dependence in the inflaton field, given by H(φ )=H_{inf}\\exp [{φ /m_p}/{p( 1+φ /m_p) }]. We analyze the inflation dynamics under the Hamilton-Jacobi approach, which allows us to consider H(φ ), rather than V(φ ), as the fundamental quantity to be specified. By comparing the theoretical predictions of the model together with the allowed contour plots in the n_s-r plane and the amplitude of primordial scalar perturbations from the latest Planck data, the parameters charactering this model are constrained. The model predicts values for the tensor-to-scalar ratio r and for the running of the scalar spectral index dn_s/ d ln k consistent with the current bounds imposed by Planck, and we conclude that the model is viable.
Hamilton-Jacobi approach for first order actions and theories with higher derivatives
Bertin, M.C. Pimentel, B.M. Pompeia, P.J.
2008-03-15
In this work, we analyze systems described by Lagrangians with higher order derivatives in the context of the Hamilton-Jacobi formalism for first order actions. Two different approaches are studied here: the first one is analogous to the description of theories with higher derivatives in the hamiltonian formalism according to [D.M. Gitman, S.L. Lyakhovich, I.V. Tyutin, Soviet Phys. J. 26 (1983) 730; D.M. Gitman, I.V. Tyutin, Quantization of Fields with Constraints, Springer-Verlag, New York, Berlin, 1990] the second treats the case where degenerate coordinate are present, in an analogy to reference [D.M. Gitman, I.V. Tyutin, Nucl. Phys. B 630 (2002) 509]. Several examples are analyzed where a comparison between both approaches is made.
A Hamilton-Jacobi-Bellman approach for termination of seizure-like bursting.
Wilson, Dan; Moehlis, Jeff
2014-10-01
We use Hamilton-Jacobi-Bellman methods to find minimum-time and energy-optimal control strategies to terminate seizure-like bursting behavior in a conductance-based neural model. Averaging is used to eliminate fast variables from the model, and a target set is defined through bifurcation analysis of the slow variables of the model. This method is illustrated for a single neuron model and for a network model to illustrate its efficacy in terminating bursting once it begins. This work represents a numerical proof-of-concept that a new class of control strategies can be employed to mitigate bursting, and could ultimately be adapted to treat medically intractible epilepsy in patient-specific models.
Back-Reaction of Black Hole Radiation from Hamilton-Jacobi Method
NASA Astrophysics Data System (ADS)
Ding, Chikun
2013-10-01
In the frame of Hamilton-Jacobi method, the back-reactions of the radiating particles together with the total entropy change of the whole system are investigated. The emission probability from this process is found to be equivalent to the null geodesic method. However its physical picture is more clear: the negative energy one of a virtual particle pair is absorbed by the black hole, resulting in the temperature, electric potential and angular velocity increase; then the black hole amount of heat, electric charge and angular momentum can spontaneously transfer to the positive energy particle; when obtaining enough energy, it can escape away to infinity, visible to distant observers. And this method can be applied to any sort of horizons and particles without a specific choice of (regular-across-the-horizon) coordinates.
Hawking radiation from a Vaidya black hole by Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Ding, Han; Liu, Wen-Biao
2011-03-01
Using the Hamilton-Jacobi method, Hawking radiation from the apparent horizon of a dynamical Vaidya black hole is calculated. The black hole thermodynamics can be built successfully on the apparent horizon. If a relativistic perturbation is given to the apparent horizon, a similar calculation can also lead to a purely thermal spectrum, which corresponds to a modified temperature from the former. The first law of thermodynamics can also be constructed successfully at a new supersurface which has a small deviation from the apparent horizon. When the event horizon is thought as such a deviation from the apparent horizon, the expressions of the characteristic position and temperature are consistent with the previous result that asserts that thermodynamics should be built on the event horizon. It is concluded that the thermodynamics should be constructed on the apparent horizon exactly while the event horizon thermodynamics is just one of the perturbations near the apparent horizon.
Hamilton Jacobi approach for first order actions and theories with higher derivatives
NASA Astrophysics Data System (ADS)
Bertin, M. C.; Pimentel, B. M.; Pompeia, P. J.
2008-03-01
In this work, we analyze systems described by Lagrangians with higher order derivatives in the context of the Hamilton-Jacobi formalism for first order actions. Two different approaches are studied here: the first one is analogous to the description of theories with higher derivatives in the hamiltonian formalism according to [D.M. Gitman, S.L. Lyakhovich, I.V. Tyutin, Soviet Phys. J. 26 (1983) 730; D.M. Gitman, I.V. Tyutin, Quantization of Fields with Constraints, Springer-Verlag, New York, Berlin, 1990] the second treats the case where degenerate coordinate are present, in an analogy to reference [D.M. Gitman, I.V. Tyutin, Nucl. Phys. B 630 (2002) 509]. Several examples are analyzed where a comparison between both approaches is made.
NASA Astrophysics Data System (ADS)
Ilias Hossain, M.; Atiqur Rahman, M.
2013-09-01
We have investigated Hawking non-thermal and purely thermal Radiations of Reissner Nordström anti-de Sitter (RNAdS) black hole by massive particles tunneling method. The spacetime background has taken as dynamical, incorporate the self-gravitation effect of the emitted particles the imaginary part of the action has derived from Hamilton-Jacobi equation. We have supposed that energy and angular momentum are conserved and have shown that the non-thermal and thermal tunneling rates are related to the change of Bekenstein-Hawking entropy and the derived emission spectrum deviates from the pure thermal spectrum. The results for RNAdS black hole is also in the same manner with Parikh and Wilczek's opinion and explored the new result for Hawking radiation of RNAdS black hole.
Self-gravitation interaction of IR deformed Hořava-Lifshitz gravity via new Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Liu, Molin; Xu, Yin; Lu, Junwang; Yang, Yuling; Lu, Jianbo; Wu, Yabo
2014-06-01
The apparent discovery of logarithmic entropies has a significant impact on IR deformed Hořava-Lifshitz (IRDHL) gravity in which the original infrared (IR) property is improved by introducing three-geometry's Ricci scalar term "μ4 R" in action. Here, we reevaluate the Hawking radiation in IRDHL by using recent new Hamilton-Jacobi method (NHJM). In particular, a thorough analysis is considered both in asymptotically flat Kehagias-Sfetsos and asymptotically non-flat Park models in IRDHL. We find the NHJM offers simplifications on the technical side. The modification in the entropy expression is given by the physical interpretation of self-gravitation of the Hawking radiation in this new Hamilton-Jacobi (HJ) perspectives.
Ordonez-Miranda, J.; Alvarado-Gil, J. J.; Zambrano-Arjona, Miguel A.
2010-02-15
Dual-phase lagging model is one of the most promising approaches to generalize the Fourier heat conduction equation, and it can be reduced in the appropriate limits to the hyperbolic Cattaneo-Vernotte and to the parabolic equations. In this paper it is shown that the Hamilton-Jacobi and quantum theory formulations that have been developed to study the thermal-wave propagation in the Fourier framework can be extended to include the more general approach based on dual-phase lagging. It is shown that the problem of solving the heat conduction equation can be treated as a thermal harmonic oscillator. In the classical approach a formulation in canonical variables is presented. This formalism is used to introduce a quantum mechanical approach from which the expectation values of observables such as the temperature and heat flux are obtained. These formalisms permit to use a methodology that could provide a deeper insight into the phenomena of heat transport at different time scales in media with inhomogeneous thermophysical properties.
2008-09-22
of British Columbia 15 Dynamic Programming Principle • Value function ϑ(x) is “cost to go” from x to the nearest target • Value ϑ(x) at a point x is...the minimum over all points y in the neighborhood N(x) of the sum of – the value ϑ(y) at point y – the cost c(x) to travel through x • Dynamic...corresponding to edges leading to neighboring states • Interpolation of actions to points that are not grid nodes may not lead to actions optimal
1985-10-01
many more resu -s of this kind, including existence results in cases where nonuniqueness is possible and the existence of minimal solutions. We also...in these works. -4- . .. . . . . . . . . * .. ..-.. .. ... . .. . .. . .. . .. . .. . .. . . H CONTENTS I. Lipschitz Hamiltonians and the stationary...condition~s at infinity VII. Further remarks on the Cauchy problem V -5-r 1. LIPSCHITZ HAMILTONIANS AN-D THE STATIONARY PROBLEM. wilIn this section we
Sakalli, I. Mirekhtiary, S. F.
2013-10-15
Hawking radiation of a non-asymptotically flat 4-dimensional spherically symmetric and static dilatonic black hole (BH) via the Hamilton-Jacobi (HJ) method is studied. In addition to the naive coordinates, we use four more different coordinate systems that are well-behaved at the horizon. Except for the isotropic coordinates, direct computation by the HJ method leads to the standard Hawking temperature for all coordinate systems. The isotropic coordinates allow extracting the index of refraction from the Fermat metric. It is explicitly shown that the index of refraction determines the value of the tunneling rate and its natural consequence, the Hawking temperature. The isotropic coordinates in the conventional HJ method produce a wrong result for the temperature of the linear dilaton. Here, we explain how this discrepancy can be resolved by regularizing the integral possessing a pole at the horizon.
Notes on the p-spin glass studied via Hamilton-Jacobi and smooth-cavity techniques
NASA Astrophysics Data System (ADS)
Agliari, Elena; Barra, Adriano; Burioni, Raffaella; Di Biasio, Aldo
2012-06-01
In these notes, we continue our investigation of classical toy models of disordered statistical mechanics, through techniques recently developed and tested mainly on the paradigmatic Sherrington-Kirkpatrick spin glass. Here, we consider the p-spin-glass model with Ising spins and interactions drawn from a normal distribution N[0,1]. After a general presentation of its properties (e.g., self-averaging of the free energy, existence of a suitable thermodynamic limit), we study its equilibrium behavior within the Hamilton-Jacobi framework and the smooth cavity approach. Through the former we find both the RS and the 1-RSB expressions for the free-energy, coupled with their self-consistent relations for the overlaps. Through the latter, we recover these results as irreducible expression, and we study the generalization of the overlap polynomial identities suitable for this model; a discussion on their deep connection with the structure of the internal energy and the entropy closes the investigation.
NASA Astrophysics Data System (ADS)
Sakalli, I.; Mirekhtiary, S. F.
2013-10-01
Hawking radiation of a non-asymptotically flat 4-dimensional spherically symmetric and static dilatonic black hole (BH) via the Hamilton-Jacobi (HJ) method is studied. In addition to the naive coordinates, we use four more different coordinate systems that are well-behaved at the horizon. Except for the isotropic coordinates, direct computation by the HJ method leads to the standard Hawking temperature for all coordinate systems. The isotropic coordinates allow extracting the index of refraction from the Fermat metric. It is explicitly shown that the index of refraction determines the value of the tunneling rate and its natural consequence, the Hawking temperature. The isotropic coordinates in the conventional HJ method produce a wrong result for the temperature of the linear dilaton. Here, we explain how this discrepancy can be resolved by regularizing the integral possessing a pole at the horizon.
Viscosity Solutions of an Infinite-Dimensional Black-Scholes-Barenblatt Equation
Kelome, D.; Swiech, A. swiech@math.gatech.edu
2003-05-21
We study an infinite-dimensional Black-Scholes-Barenblatt equation which is a Hamilton-Jacobi-Bellman equation that is related to option pricing in the Musiela model of interest rate dynamics. We prove the existence and uniqueness of viscosity solutions of the Black-Scholes-Barenblatt equation and discuss their stochastic optimal control interpretation. We also show that in some cases the solution can be locally uniformly approximated by solutions of suitable finite-dimensional Hamilton-Jacobi-Bellman equations.
Gauge Symmetry of the N-body Problem in the Hamilton-Jacobi Approach
2004-01-12
Mechanics. Springer- Verlag, NY. [29] Subbotin, M. F. 1958. ” Leonhard Euler and the Astronomical Problems of his Time.” In: Voprosy Istorii...space. It coincides with the regular Lagrange gauge when the perturbation is velocity-independent. 1 Euler and Lagrange 1.1 The history The planetary...exerted upon one another by Saturn and Jupiter. In the publication on the Lunar motion, dated by 1753, Euler derived the equations for the longitude of the
Transient behavior in absorptive optical bistability by the Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Sarkar, S.; Satchell, J. S.
1986-04-01
One-, two-, and five-dimensional Fokker-Planck equations for absorptive bistability are solved with use of small-noise asymptotic expansions, which are different from Gaussian linearized analysis. The cases studied are the bifurcation point for the start of hysteresis, where there is critical slowing down and the fluctuations are large, and the evolution of a steady-state distribution when the input field has a step change. The time evolution of the probability distribution is calculated.
NASA Astrophysics Data System (ADS)
Guibout, Vincent M.
This dissertation has been motivated by the need for new methods to address complex problems that arise in spacecraft formation design. As a direct result of this motivation, a general methodology for solving two-point boundary value problems for Hamiltonian systems has been found. Using the Hamilton-Jacobi theory in conjunction with the canonical transformation induced by the phase flow, it is shown that generating functions solve two-point boundary value problems. Traditional techniques for addressing these problems are iterative and require an initial guess. The method presented in this dissertation solves boundary value problems at the cost of a single function evaluation, although it requires knowledge of at least one generating function. Properties of this method are presented. Specifically, we show that it includes perturbation theory and generalizes it to nonlinear systems. Most importantly, it predicts the existence of multiple solutions and allows one to recover all of these solutions. To demonstrate the efficiency of this approach, an algorithm for computing the generating functions is proposed and its convergence properties are studied. As the method developed in this work is based on the Hamiltonian structure of the problem, particular attention must be paid to the numerics of the algorithm. To address this, a general framework for studying the discretization of certain dynamical systems is developed. This framework generalizes earlier work on discretization of Lagrangian and Hamiltonian systems on tangent and cotangent bundles respectively. In addition, it provides new insights into some symplectic integrators and leads to a new discrete Hamilton-Jacobi theory. Most importantly, it allows one to discretize optimal control problems. In particular, a discrete maximum principle is presented. This dissertation also investigates applications of the proposed method to solve two-point boundary value problems. In particular, new techniques for designing
2016-05-01
subproblems. Our approach is expected to have wide applications in continuous dynamic games, control theory problems, and elsewhere. Mathematics...differential dynamic games, control theory problems, and dynamical systems coming from the physical world, e.g. [11]. An important application is to...Arising in Control Theory and Elsewhere, preprint, UCLA CAM report, cam15-50, (2015). [7] J. Darbon, On Convex Finite-Dimensional Variational Methods in
Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control
Masiero, Federica
2005-03-15
Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations.
On the Dynamic Programming Approach for the 3D Navier-Stokes Equations
Manca, Luigi
2008-06-15
The dynamic programming approach for the control of a 3D flow governed by the stochastic Navier-Stokes equations for incompressible fluid in a bounded domain is studied. By a compactness argument, existence of solutions for the associated Hamilton-Jacobi-Bellman equation is proved. Finally, existence of an optimal control through the feedback formula and of an optimal state is discussed.
Transport Equation Based Wall Distance Computations Aimed at Flows With Time-Dependent Geometry
NASA Technical Reports Server (NTRS)
Tucker, Paul G.; Rumsey, Christopher L.; Bartels, Robert E.; Biedron, Robert T.
2003-01-01
Eikonal, Hamilton-Jacobi and Poisson equations can be used for economical nearest wall distance computation and modification. Economical computations may be especially useful for aeroelastic and adaptive grid problems for which the grid deforms, and the nearest wall distance needs to be repeatedly computed. Modifications are directed at remedying turbulence model defects. For complex grid structures, implementation of the Eikonal and Hamilton-Jacobi approaches is not straightforward. This prohibits their use in industrial CFD solvers. However, both the Eikonal and Hamilton-Jacobi equations can be written in advection and advection-diffusion forms, respectively. These, like the Poisson's Laplacian, are commonly occurring industrial CFD solver elements. Use of the NASA CFL3D code to solve the Eikonal and Hamilton-Jacobi equations in advective-based forms is explored. The advection-based distance equations are found to have robust convergence. Geometries studied include single and two element airfoils, wing body and double delta configurations along with a complex electronics system. It is shown that for Eikonal accuracy, upwind metric differences are required. The Poisson approach is found effective and, since it does not require offset metric evaluations, easiest to implement. The sensitivity of flow solutions to wall distance assumptions is explored. Generally, results are not greatly affected by wall distance traits.
Transport Equation Based Wall Distance Computations Aimed at Flows With Time-Dependent Geometry
NASA Technical Reports Server (NTRS)
Tucker, Paul G.; Rumsey, Christopher L.; Bartels, Robert E.; Biedron, Robert T.
2003-01-01
Eikonal, Hamilton-Jacobi and Poisson equations can be used for economical nearest wall distance computation and modification. Economical computations may be especially useful for aeroelastic and adaptive grid problems for which the grid deforms, and the nearest wall distance needs to be repeatedly computed. Modifications are directed at remedying turbulence model defects. For complex grid structures, implementation of the Eikonal and Hamilton-Jacobi approaches is not straightforward. This prohibits their use in industrial CFD solvers. However, both the Eikonal and Hamilton-Jacobi equations can be written in advection and advection-diffusion forms, respectively. These, like the Poisson s Laplacian, are commonly occurring industrial CFD solver elements. Use of the NASA CFL3D code to solve the Eikonal and Hamilton-Jacobi equations in advective-based forms is explored. The advection-based distance equations are found to have robust convergence. Geometries studied include single and two element airfoils, wing body and double delta configurations along with a complex electronics system. It is shown that for Eikonal accuracy, upwind metric differences are required. The Poisson approach is found effective and, since it does not require offset metric evaluations, easiest to implement. The sensitivity of flow solutions to wall distance assumptions is explored. Generally, results are not greatly affected by wall distance traits.
Computations of Wall Distances Based on Differential Equations
NASA Technical Reports Server (NTRS)
Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.
2004-01-01
The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.
Schrödinger equation revisited.
Schleich, Wolfgang P; Greenberger, Daniel M; Kobe, Donald H; Scully, Marlan O
2013-04-02
The time-dependent Schrödinger equation is a cornerstone of quantum physics and governs all phenomena of the microscopic world. However, despite its importance, its origin is still not widely appreciated and properly understood. We obtain the Schrödinger equation from a mathematical identity by a slight generalization of the formulation of classical statistical mechanics based on the Hamilton-Jacobi equation. This approach brings out most clearly the fact that the linearity of quantum mechanics is intimately connected to the strong coupling between the amplitude and phase of a quantum wave.
Solutions of relativistic Newton's equations for nonconstant fields
NASA Astrophysics Data System (ADS)
Wooten, R. E.; Macek, J. H.
2004-08-01
Newton's second law can be readily solved for many forces, but few situations can be solved for the relativistic form of Newton's second law. The only problems directly solvable are those involving charged particles in constant electromagnetic fields. If the external field represents a light pulse, Dirac's relativistic equation can be solved, as done by Volkov in 1935. Classical solutions based on Volkov's work employ the Hamilton-Jacobi equations. We discuss the solution of this problem using Newton's equations, thereby making the solution more accessible.
Dynamics of the chemical master equation, a strip of chains of equations in d-dimensional space.
Galstyan, Vahe; Saakian, David B
2012-07-01
We investigate the multichain version of the chemical master equation, when there are transitions between different states inside the long chains, as well as transitions between (a few) different chains. In the discrete version, such a model can describe the connected diffusion processes with jumps between different types. We apply the Hamilton-Jacobi equation to solve some aspects of the model. We derive exact (in the limit of infinite number of particles) results for the dynamic of the maximum of the distribution and the variance of distribution.
NASA Astrophysics Data System (ADS)
Luo, Songting; Payne, Nicholas
2017-07-01
We present an effective asymptotic method for approximating the density of particles for kinetic equations with a Bhatnagar-Gross-Krook (BGK) relaxation operator in the large scale hyperbolic limit. The density of particles is transformed via a Hopf-Cole transformation, where the phase function is expanded as a power series with respect to the Knudsen number. The expansion terms can be determined by solving a sequence of equations. In particular, it has been proved in [3] that the leading order term is the viscosity solution of an effective Hamilton-Jacobi equation, and we show that the higher order terms can be formally determined by solving a sequence of transport equations. Both the effective Hamilton-Jacobi equation and the transport equations are independent of the Knudsen number, and are formulated in the physical space, where the effective Hamiltonian is obtained as the solution of a nonlinear equation that is given as an integral in the velocity variable, and the coefficients of the transport equations are given as integrals in the velocity variable. With appropriate Gauss quadrature rules for evaluating these integrals effectively, the effective Hamilton-Jacobi equation and the transport equations can be solved efficiently to obtain the expansion terms for approximating the density function. In this work, the zeroth, first and second order terms in the expansion are used to obtain second order accuracy with respect to the Knudsen number. The proposed method balances efficiency and accuracy, and has the potential to deal with kinetic equations with more general BGK models. Numerical experiments verify the effectiveness of the proposed method.
State-Constrained Optimal Control Problems of Impulsive Differential Equations
Forcadel, Nicolas; Rao Zhiping Zidani, Hasnaa
2013-08-01
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
Modifications of the PCPT method for HJB equations
NASA Astrophysics Data System (ADS)
Kossaczký, I.; Ehrhardt, M.; Günther, M.
2016-10-01
In this paper we will revisit the modification of the piecewise constant policy timestepping (PCPT) method for solving Hamilton-Jacobi-Bellman (HJB) equations. This modification is called piecewise predicted policy timestepping (PPPT) method and if properly used, it may be significantly faster. We will quickly recapitulate the algorithms of PCPT, PPPT methods and of the classical implicit method and apply them on a passport option pricing problem with non-standard payoff. We will present modifications needed to solve this problem effectively with the PPPT method and compare the performance with the PCPT method and the classical implicit method.
NASA Astrophysics Data System (ADS)
Scully, Marlan O.
In a previous paper [1-3] we presented quantum field theoretical and classical (Hamilton-Jacobi) routes to the time-dependent Schrödinger's equation (TDSE) in which the time t and position r are regarded as parameters, not operators. From this perspective, the time in quantum mechanics is argued as being the same as the time in Newtonian mechanics. We here provide a parallel argument, based on the photon wave function, showing that the time in quantum mechanics is the same as the time in Maxwell equations.
Fuhrman, Marco Tessitore, Gianmario
2005-05-15
We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions.The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction-diffusion equations),where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black-Scholes or Hamilton-Jacobi-Bellman type.
First-order partial differential equations in classical dynamics
NASA Astrophysics Data System (ADS)
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
NASA Astrophysics Data System (ADS)
Vedenyapin, V. V.; Negmatov, M. A.; Fimin, N. N.
2017-06-01
We give a derivation of the Vlasov-Maxwell and Vlasov-Poisson-Poisson equations from the Lagrangians of classical electrodynamics. The equations of electromagnetic hydrodynamics (EMHD) and electrostatics with gravitation are derived from them by means of a `hydrodynamical' substitution. We obtain and compare the Lagrange identities for various types of Vlasov equations and EMHD equations. We discuss the advantages of writing the EMHD equations in Godunov's double divergence form. We analyze stationary solutions of the Vlasov-Poisson-Poisson equation, which give rise to non-linear elliptic equations with various properties and various kinds of behaviour of the trajectories of particles as the mass passes through a critical value. We show that the classical equations can be derived from the Liouville equation by the Hamilton-Jacobi method and give an analogue of this procedure for the Vlasov equation as well as in the non-Hamiltonian case.
Non-Hamiltonian systems separable by Hamilton Jacobi method
NASA Astrophysics Data System (ADS)
Marciniak, Krzysztof; Błaszak, Maciej
2008-05-01
We show that with every separable classical Stäckel system of Benenti type on a Riemannian space one can associate, by a proper deformation of the metric tensor, a multi-parameter family of non-Hamiltonian systems on the same space, sharing the same trajectories and related to the seed system by appropriate reciprocal transformations. These systems are known as bi-cofactor systems and are integrable in quadratures as the seed Hamiltonian system is. We show that with each class of bi-cofactor systems a pair of separation curves can be related. We also investigate the conditions under which a given flat bi-cofactor system can be deformed to a family of geodesically equivalent flat bi-cofactor systems.
Sergyeyev, Artur; Krtous, Pavel
2008-02-15
We consider the Klein-Gordon equation in generalized higher-dimensional Kerr-NUT-(A)dS spacetime without imposing any restrictions on the functional parameters characterizing the metric. We establish commutativity of the second-order operators constructed from the Killing tensors found in [J. High Energy Phys. 02 (2007) 004] and show that these operators, along with the first-order operators originating from the Killing vectors, form a complete set of commuting symmetry operators (i.e., integrals of motion) for the Klein-Gordon equation. Moreover, we demonstrate that the separated solutions of the Klein-Gordon equation obtained in [J. High Energy Phys. 02 (2007) 005] are joint eigenfunctions for all of these operators. We also present an explicit form of the zero mode for the Klein-Gordon equation with zero mass. In the semiclassical approximation we find that the separated solutions of the Hamilton-Jacobi equation for geodesic motion are also solutions for a set of Hamilton-Jacobi-type equations which correspond to the quadratic conserved quantities arising from the above Killing tensors.
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.
Du, Dianlou; Geng, Xue
2013-05-15
In this paper, the relationship between the classical Dicke-Jaynes-Cummings-Gaudin (DJCG) model and the nonlinear Schroedinger (NLS) equation is studied. It is shown that the classical DJCG model is equivalent to a stationary NLS equation. Moreover, the standard NLS equation can be solved by the classical DJCG model and a suitably chosen higher order flow. Further, it is also shown that classical DJCG model can be transformed into the classical Gaudin spin model in an external magnetic field through a deformation of Lax matrix. Finally, the separated variables are constructed on the common level sets of Casimir functions and the generalized action-angle coordinates are introduced via the Hamilton-Jacobi equation.
Reinforcement learning solution for HJB equation arising in constrained optimal control problem.
Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong
2015-11-01
The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations.
Numerical Nonlinear Robust Control with Applications to Humanoid Robots
2015-07-01
two-player, zero-sum, differential game, with the Hamilton-Jacobi- Isaacs equation as a necessary and sufficient condition for optimality. Through a...noncooper- ative, two-player, zero-sum, differential game, with the Hamilton-Jacobi- Isaacs equation as a necessary and sufficient condition for...nonlinear systems, necessary and sufficient conditions can be obtained in terms of the Hamilton-Jacobi- Isaacs equation (HJI), a partial differential
Gauge Freedom in the N-body Problem of Celestial Mechanics
2003-10-22
in the N-particle (N ≥ 3) case, performed through the medium of Hamilton- Jacobi method , implicitly contains a gauge-fixing condition not visible to the...preparation, we can proceed to uncover the implicit gauge choice made in using the Hamilton- Jacobi method to derive evolution equations for the orbital...is tacitly instilled into the Hamilton- Jacobi method . Simply by employing this method (at least, in its straightfor- ward form), we automatically
A wave equation interpolating between classical and quantum mechanics
NASA Astrophysics Data System (ADS)
Schleich, W. P.; Greenberger, D. M.; Kobe, D. H.; Scully, M. O.
2015-10-01
We derive a ‘master’ wave equation for a family of complex-valued waves {{Φ }}\\equiv R{exp}[{{{i}}S}({cl)}/{{\\hbar }}] whose phase dynamics is dictated by the Hamilton-Jacobi equation for the classical action {S}({cl)}. For a special choice of the dynamics of the amplitude R which eliminates all remnants of classical mechanics associated with {S}({cl)} our wave equation reduces to the Schrödinger equation. In this case the amplitude satisfies a Schrödinger equation analogous to that of a charged particle in an electromagnetic field where the roles of the scalar and the vector potentials are played by the classical energy and the momentum, respectively. In general this amplitude is complex and thereby creates in addition to the classical phase {S}({cl)}/{{\\hbar }} a quantum phase. Classical statistical mechanics, as described by a classical matter wave, follows from our wave equation when we choose the dynamics of the amplitude such that it remains real for all times. Our analysis shows that classical and quantum matter waves are distinguished by two different choices of the dynamics of their amplitudes rather than two values of Planck’s constant. We dedicate this paper to the memory of Richard Lewis Arnowitt—a pioneer of many-body theory, a path finder at the interface of gravity and quantum mechanics, and a true leader in non-relativistic and relativistic quantum field theory.
Efficient traveltime solutions of the acoustic TI eikonal equation
NASA Astrophysics Data System (ADS)
Waheed, Umair bin; Alkhalifah, Tariq; Wang, Hui
2015-02-01
Numerical solutions of the eikonal (Hamilton-Jacobi) equation for transversely isotropic (TI) media are essential for imaging and traveltime tomography applications. Such solutions, however, suffer from the inherent higher-order nonlinearity of the TI eikonal equation, which requires solving a quartic polynomial for every grid point. Analytical solutions of the quartic polynomial yield numerically unstable formulations. Thus, it requires a numerical root finding algorithm, adding significantly to the computational load. Using perturbation theory we approximate, in a first order discretized form, the TI eikonal equation with a series of simpler equations for the coefficients of a polynomial expansion of the eikonal solution, in terms of the anellipticity anisotropy parameter. Such perturbation, applied to the discretized form of the eikonal equation, does not impose any restrictions on the complexity of the perturbed parameter field. Therefore, it provides accurate traveltime solutions even for models with complex distribution of velocity and anisotropic anellipticity parameter, such as that for the complicated Marmousi model. The formulation allows for large cost reduction compared to using the direct TI eikonal solver. Furthermore, comparative tests with previously developed approximations illustrate remarkable gain in accuracy in the proposed algorithm, without any addition to the computational cost.
Eikonal equation of the Lorentz-violating Maxwell theory
NASA Astrophysics Data System (ADS)
Xiao, Zhi; Shao, Lijing; Ma, Bo-Qiang
2010-12-01
We derive the eikonal equation of light wavefront in the presence of Lorentz invariance violation (LIV) from the photon sector of the standard model extension (SME). The results obtained from the equations of the E and B fields, respectively, are the same. This guarantees the self-consistency of our derivation. We adopt a simple case with only one non-zero LIV parameter as an illustration, from which we find two points. One is that, in analogy with the Hamilton-Jacobi equation, from the eikonal equation, we can derive dispersion relations which are compatible with results obtained from other approaches. The other is that the wavefront velocity is the same as the group velocity, as well as the energy flow velocity. If further we define the signal velocity v s as the front velocity, there always exists a mode with v s >1; hence causality is violated classically. Thus, our method might be useful in the analysis of Lorentz violation in QED in terms of classical causality.
Computational complexities and storage requirements of some Riccati equation solvers
NASA Technical Reports Server (NTRS)
Utku, Senol; Garba, John A.; Ramesh, A. V.
1989-01-01
The linear optimal control problem of an nth-order time-invariant dynamic system with a quadratic performance functional is usually solved by the Hamilton-Jacobi approach. This leads to the solution of the differential matrix Riccati equation with a terminal condition. The bulk of the computation for the optimal control problem is related to the solution of this equation. There are various algorithms in the literature for solving the matrix Riccati equation. However, computational complexities and storage requirements as a function of numbers of state variables, control variables, and sensors are not available for all these algorithms. In this work, the computational complexities and storage requirements for some of these algorithms are given. These expressions show the immensity of the computational requirements of the algorithms in solving the Riccati equation for large-order systems such as the control of highly flexible space structures. The expressions are also needed to compute the speedup and efficiency of any implementation of these algorithms on concurrent machines.
Mild solutions of semilinear elliptic equations in Hilbert spaces
NASA Astrophysics Data System (ADS)
Federico, Salvatore; Gozzi, Fausto
2017-03-01
This paper extends the theory of regular solutions (C1 in a suitable sense) for a class of semilinear elliptic equations in Hilbert spaces. The notion of regularity is based on the concept of G-derivative, which is introduced and discussed. A result of existence and uniqueness of solutions is stated and proved under the assumption that the transition semigroup associated to the linear part of the equation has a smoothing property, that is, it maps continuous functions into G-differentiable ones. The validity of this smoothing assumption is fully discussed for the case of the Ornstein-Uhlenbeck transition semigroup and for the case of invertible diffusion coefficient covering cases not previously addressed by the literature. It is shown that the results apply to Hamilton-Jacobi-Bellman (HJB) equations associated to infinite horizon optimal stochastic control problems in infinite dimension and that, in particular, they cover examples of optimal boundary control of the heat equation that were not treatable with the approaches developed in the literature up to now.
Properties-preserving high order numerical methods for a kinetic eikonal equation
NASA Astrophysics Data System (ADS)
Luo, Songting; Payne, Nicholas
2017-02-01
For the BGK (Bhatnagar-Gross-Krook) equation in the large scale hyperbolic limit, the density of particles can be transformed as the Hopf-Cole transformation, where the phase function converges uniformly to the viscosity solution of an effective Hamilton-Jacobi equation, referred to as the kinetic eikonal equation. In this work, we present efficient high order finite difference methods for numerically solving the kinetic eikonal equation. The methods are based on monotone schemes such as the Godunov scheme. High order weighted essentially non-oscillatory techniques and Runge-Kutta procedures are used to obtain high order accuracy in both space and time. The effective Hamiltonian is determined implicitly by a nonlinear equation given as integrals with respect to the velocity variable. Newton's method is applied to solve the nonlinear equation, where integrals with respect to the velocity variable are evaluated either by a Gauss quadrature formula or as expansions with respect to moments of the Maxwellian. The methods are designed such that several key properties such as the positivity of the viscosity solution and the positivity of the effective Hamiltonian are preserved. Numerical experiments are presented to demonstrate the effectiveness of the methods.
Symplectically invariant flow equations for N = 2, D = 4 gauged supergravity with hypermultiplets
NASA Astrophysics Data System (ADS)
Klemm, Dietmar; Petri, Nicolò; Rabbiosi, Marco
2016-04-01
We consider N = 2 supergravity in four dimensions, coupled to an arbitrary number of vector- and hypermultiplets, where abelian isometries of the quaternionic hyperscalar target manifold are gauged. Using a static and spherically or hyperbolically symmetric ansatz for the fields, a one-dimensional effective action is derived whose variation yields all the equations of motion. By imposing a sort of Dirac charge quantization condition, one can express the complete scalar potential in terms of a superpotential and write the action as a sum of squares. This leads to first-order flow equations, that imply the second-order equations of motion. The first-order flow turns out to be driven by Hamilton's characteristic function in the Hamilton-Jacobi formalism, and contains among other contributions the superpotential of the scalars. We then include also magnetic gaugings and generalize the flow equations to a symplectically covariant form. Moreover, by rotating the charges in an appropriate way, an alternative set of non-BPS first-order equations is obtained that corresponds to a different squaring of the action. Finally, we use our results to derive the attractor equations for near-horizon geometries of extremal black holes.
Hawking radiation of Schwarzschild-de Sitter black hole by Hamilton-Jacobi method
NASA Astrophysics Data System (ADS)
Rahman, M. Atiqur; Hossain, M. Ilias
2012-05-01
We investigate the Hawking radiation of Schwarzschild-de Sitter (SdS) black hole by massive particles tunneling method. We consider the spacetime background to be dynamical, incorporate the self-gravitation effect of the emitted particles and show that the tunneling rate is related to the change of Bekenstein-Hawking entropy and the derived emission spectrum deviates from the pure thermal spectrum when energy and angular momentum are conserved. Our result is also in accordance with Parikh and Wilczek's opinion and gives a correction to the Hawking radiation of SdS black hole.
Hassouna, M Sabry; Farag, A A
2007-09-01
A wide range of computer vision applications require an accurate solution of a particular Hamilton- Jacobi (HJ) equation, known as the Eikonal equation. In this paper, we propose an improved version of the fast marching method (FMM) that is highly accurate for both 2D and 3D Cartesian domains. The new method is called multi-stencils fast marching (MSFM), which computes the solution at each grid point by solving the Eikonal equation along several stencils and then picks the solution that satisfies the upwind condition. The stencils are centered at each grid point and cover its entire nearest neighbors. In 2D space, 2 stencils cover the 8-neighbors of the point, while in 3D space, 6 stencils cover its 26-neighbors. For those stencils that are not aligned with the natural coordinate system, the Eikonal equation is derived using directional derivatives and then solved using higher order finite difference schemes. The accuracy of the proposed method over the state-of-the-art FMM-based techniques has been demonstrated through comprehensive numerical experiments.
Wu, Huai-Ning; Luo, Biao
2012-12-01
It is well known that the nonlinear H∞ state feedback control problem relies on the solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that has proven to be impossible to solve analytically. In this paper, a neural network (NN)-based online simultaneous policy update algorithm (SPUA) is developed to solve the HJI equation, in which knowledge of internal system dynamics is not required. First, we propose an online SPUA which can be viewed as a reinforcement learning technique for two players to learn their optimal actions in an unknown environment. The proposed online SPUA updates control and disturbance policies simultaneously; thus, only one iterative loop is needed. Second, the convergence of the online SPUA is established by proving that it is mathematically equivalent to Newton's method for finding a fixed point in a Banach space. Third, we develop an actor-critic structure for the implementation of the online SPUA, in which only one critic NN is needed for approximating the cost function, and a least-square method is given for estimating the NN weight parameters. Finally, simulation studies are provided to demonstrate the effectiveness of the proposed algorithm.
NASA Astrophysics Data System (ADS)
Ayissi, Raoul Domingo; Noutchegueme, Norbert; Etoua, Remy Magloire; Tchagna, Hugues Paulin Mbeutcha
2015-09-01
Recently in 2005, Briani and Rampazzo (Nonlinear Differ Equ Appl 12:71-91, 2005) gave, using results of Crandall and Lions (Ill J Math 31:665-688, 1987), Ishii (Indiana Univ Math J 33: 721-748, 1984, Bull Fac Sci Eng 28: 33-77, 1985) and Ley (Adv Diff Equ 6:547-576, 2001) a density approach to Hamilton-Jacobi equations with t-measurable Hamiltonians. In this paper we show, using an important result of Briani and Rampazzo (Nonlinear Differ Equ Appl 12:71-91, 2005) the existence and uniqueness of viscosity solutions to the one-body Liouville relativistic equation in Yang-Mills charged Bianchi space times with non-zero mass. To our knowledge, the method used here is original and thus, totally different from those used in Alves (C R Acad Sci Paris Sér A 278:1151-1154, 1975), Choquet-Bruhat and Noutchegueme (C R Acad Sci Paris Sér I 311, 1973), Choquet-Bruhat and Noutchegueme (Ann Inst Henri Poincaré 55:759-787, 1991), Choquet-Bruhat and Noutchegueme (Pitman Res Notes Math Ser 253:52-71, 1992), Noutchegueme and Noundjeu (Ann Inst Henri Poincaré 1:385-404, 2000), Wollman (J Math Anal Appl 127:103-121, 1987) and Choquet-Bruhat (Existence and uniqueness for the Einstein-Maxwell-Liouville system. Volume dedicated to Petrov, Moscow, 1971) who have studied the same equation.
A FAST ITERATIVE METHOD FOR SOLVING THE EIKONAL EQUATION ON TRIANGULATED SURFACES.
Fu, Zhisong; Jeong, Won-Ki; Pan, Yongsheng; Kirby, Robert M; Whitaker, Ross T
2011-01-01
This paper presents an efficient, fine-grained parallel algorithm for solving the Eikonal equation on triangular meshes. The Eikonal equation, and the broader class of Hamilton-Jacobi equations to which it belongs, have a wide range of applications from geometric optics and seismology to biological modeling and analysis of geometry and images. The ability to solve such equations accurately and efficiently provides new capabilities for exploring and visualizing parameter spaces and for solving inverse problems that rely on such equations in the forward model. Efficient solvers on state-of-the-art, parallel architectures require new algorithms that are not, in many cases, optimal, but are better suited to synchronous updates of the solution. In previous work [W. K. Jeong and R. T. Whitaker, SIAM J. Sci. Comput., 30 (2008), pp. 2512-2534], the authors proposed the fast iterative method (FIM) to efficiently solve the Eikonal equation on regular grids. In this paper we extend the fast iterative method to solve Eikonal equations efficiently on triangulated domains on the CPU and on parallel architectures, including graphics processors. We propose a new local update scheme that provides solutions of first-order accuracy for both architectures. We also propose a novel triangle-based update scheme and its corresponding data structure for efficient irregular data mapping to parallel single-instruction multiple-data (SIMD) processors. We provide detailed descriptions of the implementations on a single CPU, a multicore CPU with shared memory, and SIMD architectures with comparative results against state-of-the-art Eikonal solvers.
Alarcón, Tomás
2014-05-14
In this paper, we propose two methods to carry out the quasi-steady state approximation in stochastic models of enzyme catalytic regulation, based on WKB asymptotics of the chemical master equation or of the corresponding partial differential equation for the generating function. The first of the methods we propose involves the development of multiscale generalisation of a WKB approximation of the solution of the master equation, where the separation of time scales is made explicit which allows us to apply the quasi-steady state approximation in a straightforward manner. To the lowest order, the multi-scale WKB method provides a quasi-steady state, Gaussian approximation of the probability distribution. The second method is based on the Hamilton-Jacobi representation of the stochastic process where, as predicted by large deviation theory, the solution of the partial differential equation for the corresponding characteristic function is given in terms of an effective action functional. The optimal transition paths between two states are then given by those paths that maximise the effective action. Such paths are the solutions of the Hamilton equations for the Hamiltonian associated to the effective action functional. The quasi-steady state approximation is applied to the Hamilton equations thus providing an approximation to the optimal transition paths and the transition time between two states. Using this approximation we predict that, unlike the mean-field quasi-steady approximation result, the rate of enzyme catalysis depends explicitly on the initial number of enzyme molecules. The accuracy and validity of our approximated results as well as that of our predictions regarding the behaviour of the stochastic enzyme catalytic models are verified by direct simulation of the stochastic model using Gillespie stochastic simulation algorithm.
Alarcón, Tomás
2014-05-14
In this paper, we propose two methods to carry out the quasi-steady state approximation in stochastic models of enzyme catalytic regulation, based on WKB asymptotics of the chemical master equation or of the corresponding partial differential equation for the generating function. The first of the methods we propose involves the development of multiscale generalisation of a WKB approximation of the solution of the master equation, where the separation of time scales is made explicit which allows us to apply the quasi-steady state approximation in a straightforward manner. To the lowest order, the multi-scale WKB method provides a quasi-steady state, Gaussian approximation of the probability distribution. The second method is based on the Hamilton-Jacobi representation of the stochastic process where, as predicted by large deviation theory, the solution of the partial differential equation for the corresponding characteristic function is given in terms of an effective action functional. The optimal transition paths between two states are then given by those paths that maximise the effective action. Such paths are the solutions of the Hamilton equations for the Hamiltonian associated to the effective action functional. The quasi-steady state approximation is applied to the Hamilton equations thus providing an approximation to the optimal transition paths and the transition time between two states. Using this approximation we predict that, unlike the mean-field quasi-steady approximation result, the rate of enzyme catalysis depends explicitly on the initial number of enzyme molecules. The accuracy and validity of our approximated results as well as that of our predictions regarding the behaviour of the stochastic enzyme catalytic models are verified by direct simulation of the stochastic model using Gillespie stochastic simulation algorithm.
A Student's Guide to Lagrangians and Hamiltonians
NASA Astrophysics Data System (ADS)
Hamill, Patrick
2013-11-01
Part I. Lagrangian Mechanics: 1. Fundamental concepts; 2. The calculus of variations; 3. Lagrangian dynamics; Part II. Hamiltonian Mechanics: 4. Hamilton's equations; 5. Canonical transformations: Poisson brackets; 6. Hamilton-Jacobi theory; 7. Continuous systems; Further reading; Index.
NASA Astrophysics Data System (ADS)
Han, Song; Zhang, Wei; Zhang, Jie
2017-09-01
A fast sweeping method (FSM) determines the first arrival traveltimes of seismic waves by sweeping the velocity model in different directions meanwhile applying a local solver. It is an efficient way to numerically solve Hamilton-Jacobi equations for traveltime calculations. In this study, we develop an improved FSM to calculate the first arrival traveltimes of quasi-P (qP) waves in 2-D tilted transversely isotropic (TTI) media. A local solver utilizes the coupled slowness surface of qP and quasi-SV (qSV) waves to form a quartic equation, and solve it numerically to obtain possible traveltimes of qP-wave. The proposed quartic solver utilizes Fermat's principle to limit the range of the possible solution, then uses the bisection procedure to efficiently determine the real roots. With causality enforced during sweepings, our FSM converges fast in a few iterations, and the exact number depending on the complexity of the velocity model. To improve the accuracy, we employ high-order finite difference schemes and derive the second-order formulae. There is no weak anisotropy assumption, and no approximation is made to the complex slowness surface of qP-wave. In comparison to the traveltimes calculated by a horizontal slowness shooting method, the validity and accuracy of our FSM is demonstrated.
A numerical study of turbulent flame speeds of curvature and strain G-equations in cellular flows
NASA Astrophysics Data System (ADS)
Liu, Yu-Yu; Xin, Jack; Yu, Yifeng
2013-01-01
We study front speeds of curvature and strain G-equations arising in turbulent combustion. These G-equations are Hamilton-Jacobi type level set partial differential equations (PDEs) with non-coercive Hamiltonians and degenerate nonlinear second order diffusion. The Hamiltonian of a strain G-equation is also non-convex. Numerical computation is performed based on monotone discretization and weighted essentially nonoscillatory (WENO) approximation of transformed G-equations on a fixed periodic domain. The advection field in the computation is a two dimensional Hamiltonian flow consisting of a periodic array of counter-rotating vortices, or cellular flows. Depending on whether the evolution is predominantly in the hyperbolic or parabolic regimes, suitable explicit and semi-implicit time stepping methods are chosen. The turbulent flame speeds are computed as the linear growth rates of large time solutions. A new nonlinear parabolic PDE is proposed for the reinitialization of level set functions to prevent piling up of multiple bundles of level sets on the periodic domain. We found that the turbulent flame speed sT of the curvature G-equation is enhanced as the intensity A of cellular flows increases, at a rate between those of the inviscid and viscous G-equations. The sT of the strain G-equation increases in small A, decreases in larger A, then drops down to zero at a large enough but finite value A∗. The flame front ceases to propagate at this critical intensity A∗, and is quenched by the cellular flow.
NASA Astrophysics Data System (ADS)
Liu, Yu-Yu; Xin, Jack; Yu, Yifeng
2011-11-01
G-equations are well-known front propagation models in turbulent combustion which describe the front motion law in the form of local normal velocity equal to a constant (laminar speed) plus the normal projection of fluid velocity. In level set formulation, G-equations are Hamilton-Jacobi equations with convex ( L 1 type) but non-coercive Hamiltonians. Viscous G-equations arise from either numerical approximations or regularizations by small diffusion. The nonlinear eigenvalue {bar H} from the cell problem of the viscous G-equation can be viewed as an approximation of the inviscid turbulent flame speed s T. An important problem in turbulent combustion theory is to study properties of s T, in particular how s T depends on the flow amplitude A. In this paper, we study the behavior of {bar H=bar H(A,d)} as A → + ∞ at any fixed diffusion constant d > 0. For cellular flow, we show that bar H(A,d)≤q C(d) quad text{for all} d >0 , where C( d) is a constant depending on d, but independent of A. Compared with {bar H(A,0)= O(A/log A), A≫ 1}, of the inviscid G-equation ( d = 0), presence of diffusion dramatically slows down front propagation. For shear flow, {lim_{Ato +infty}bar H(A,d)/A = λ (d) >0 } where λ ( d) is strictly decreasing in d, and has zero derivative at d = 0. The linear growth law is also valid for s T of the curvature dependent G-equation in shear flows.
NASA Astrophysics Data System (ADS)
Davies, Ian M.; Truman, Aubrey; Zhao, Huaizhong
2005-04-01
We study the inviscid limit, μ →0, of the stochastic viscous Burgers equation, for the velocity field vμ(x,t), t >0, x εRd, (∂vμ/∂t)+(vμ.∇)vμ=-∇c(x,t)-ε∇k(x,t)Ẇt+(μ2/2)Δvμ, for small ε, with vμ(x,0)≡∇S0(x) for some given S0, Ẇt representing white noise. Here we use the Hopf-Cole transformation, vμ=-μ2∇lnuμ, where uμ satisfies the stochastic heat equation of Stratonovich-type and the Feynmac-Kac Truman-Zhao formula for uμ, where dutμ(x )=[(μ2/2)Δutμ(x)+μ-2c(x,t)utμ(x)]dt+εμ-2k(x,t)utμ(x)∘dWt, with u0μ(x)=T0(x)exp(-S0(x)/μ2), S0 as before and T0 a smooth positive function. In an earlier paper, Davies, Truman, and Zhao [J. Math. Phys. 43, 3293 (2002)], an exact solution of the stochastic viscous Burgers equation was used to show how the formal "blow-up" of the Burgers velocity field occurs on random shockwaves for the vμ =0 solution of Burgers equation coinciding with the caustics of a corresponding Hamiltonian system with classical flow map Φ. Moreover, the uμ =0 solution of the stochastic heat equation has its wavefront determined by the behavior of the Hamilton principal function of the corresponding stochastic mechanics. This led in particular to the level surface of the minimizing Hamilton-Jacobi function developing cusps at points corresponding to points of intersection of the corresponding prelevel surface with the precaustic, "pre" denoting the preimage under Φ determined algebraically. These results were primarily of a geometrical nature. In this paper we consider small ε and derive the shape of the random shockwave for the inviscid limit of the stochastic Burgers velocity field and also give the equation determining the random wavefront for the stochastic heat equation both correct to first order in ε. In the case c (x,t)=1/2xTΩ2x, ∇k(x,t)=-a(t), we obtain the exact random shockwave and prove that its shape is unchanged by the addition of noise, it merely being displaced by a random Brownian vector
Research on development of equations for performance trajectory computations
NASA Technical Reports Server (NTRS)
Harmon, G. R.
1974-01-01
The analytical foundation of the Hamilton-Jacobi theory was investigated for application to space flight problems. A specific problem area is defined as follows: (1) to attempt to use the first order perturbation theory, which has been developed for the motion of a uniaxial satellite in a gravitational field in studying the motion of a triaxial satellite in a gravity field; and (2) also to expand theory for the uniaxial case to higher order.
Cosymplectic and contact structures for time-dependent and dissipative Hamiltonian systems
NASA Astrophysics Data System (ADS)
de León, M.; Sardón, C.
2017-06-01
In this paper, we apply the geometric Hamilton-Jacobi theory to obtain solutions of classical hamiltonian systems that are either compatible with a cosymplectic or a contact structure. As it is well known, the first structure plays a central role in the theory of time-dependent hamiltonians, whilst the second is here used to treat classical hamiltonians including dissipation terms. The interest of a geometric Hamilton-Jacobi equation is the primordial observation that if a hamiltonian vector field X H can be projected into a configuration manifold by means of a 1-form dW , then the integral curves of the projected vector field X_HdW can be transformed into integral curves of X H provided that W is a solution of the Hamilton-Jacobi equation. In this way, we use the geometric Hamilton-Jacobi theory to derive solutions of physical systems with a time-dependent hamiltonian formulation or including dissipative terms. Explicit, new expressions for a geometric Hamilton-Jacobi equation are obtained on a cosymplectic and a contact manifold. These equations are later used to solve physical examples containing explicit time dependence, as it is the case of a unidimensional trigonometric system, and two dimensional nonlinear oscillators as Winternitz-Smorodinsky oscillators and for explicit dissipative behavior, we solve the example of a unidimensional damped oscillator.
NASA Astrophysics Data System (ADS)
Feng, Zhong-wen; Li, Guo-ping; Zhang, Yan; Zu, Xiao-tao
2015-02-01
In this paper, we combine the Hamilton-Jacobi equation with a new general tortoise coordinate transformation to study quantum tunneling of scalar particles and fermions from the non-stationary higher dimensional Vaidya-de Sitter black hole. The results show that Hamilton-Jacobi equation is a semi-classical foundation equation which can easily derived from the particles' dynamic equations, it can helps us understand the origin of Hawking radiation. Besides, based on the dimensional analysis, we believed that the new general tortoise coordinate transformation is more reasonable than old ones.
NASA Astrophysics Data System (ADS)
Jing, Wenjia; Tran, Hung V.; Yu, Yifeng
2017-05-01
The main goal of this paper is to understand finer properties of the effective burning velocity from a combustion model introduced by Majda and Souganidis (1994 Nonlinearity 7 1-30). Motivated by results in Bangert (1994 Calculus Variations PDE 2 49-63) and applications in turbulent combustion, we show that when the dimension is two and the flow of the ambient fluid is either weak or very strong, the level set of the effective burning velocity has flat pieces. Due to the lack of an applicable Hopf-type rigidity result, we need to identify the exact location of at least one flat piece. Implications on the effective flame front and other related inverse type problems are also discussed.
NASA Astrophysics Data System (ADS)
Lin, Kai; Yang, Shu-Zheng
2009-10-01
Fermions tunneling of the non-stationary Dilaton-Maxwell black hole is investigated with general tortoise coordinate transformation. The Dirac equation is simplified by semiclassical approximation so that the Hamilton-Jacobi equation is generated. Finally the tunneling rate and the Hawking temperature is calculated.
1989-07-01
sample paths Track D Room B239 Diffusion and Partial Differential Equations 2:00 - 2:20 p.m. G. Galeazzi Uniqueness of viscosity solutions of Ham...V.S.) OF HAMILTON-JACOBI--BELLMAN (IB) EQUATIONS FOR CONTROLLED DIFFUSIONS ON FINITE-DIMENSIONAL RIEMANNIAN MANIFOLDS WITH BOUNDARY Giuliano Galeazzi
Stochastic Differential Games with Asymmetric Information
Cardaliaguet, Pierre Rainer, Catherine
2009-02-15
We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual viscosity solutions of some second order Hamilton-Jacobi equation.
Canonical Transformation to the Free Particle
ERIC Educational Resources Information Center
Glass, E. N.; Scanio, Joseph J. G.
1977-01-01
Demonstrates how to find some canonical transformations without solving the Hamilton-Jacobi equation. Constructs the transformations from the harmonic oscillator to the free particle and uses these as examples of transformations that cannot be maintained when going from classical to quantum systems. (MLH)
Biological evolution model with conditional mutation rates
NASA Astrophysics Data System (ADS)
Saakian, David B.; Ghazaryan, Makar; Bratus, Alexander; Hu, Chin-Kun
2017-05-01
We consider an evolution model, in which the mutation rates depend on the structure of population: the mutation rates from lower populated sequences to higher populated sequences are reduced. We have applied the Hamilton-Jacobi equation method to solve the model and calculate the mean fitness. We have found that the modulated mutation rates, directed to increase the mean fitness.
A Neural Network Solution for Fixed-Final Time Optimal Control of Nonlinear Systems
2006-06-01
nonlinear systems. The method is based on Kronecker matrix methods along with neural network approximation over a compact set to solve a time-varying...Hamilton-Jacobi-Bellman equation. The result is a neural network feedback controller that has time-varying coefficients found by a priori offline tuning
NASA Astrophysics Data System (ADS)
Feng, Zhong-Wen; Deng, Juan; Li, Guo-Ping; Yang, Shu-Zheng
2012-10-01
In this paper, the quantum tunneling of the non-stationary Kerr-Newman black hole is investigated via Hamilton-Jacobi equation and two types of general tortoise coordinate transformations. The tunneling rates, the Hawking temperatures and radiation spectrums are derived respectively. Our result shows that the new type of general tortoise coordinate transformation is more reasonable.
David Bohm and his work-on the occasion of his seventieth birthday
Jammer, M.
1988-07-01
This biographical sketch of David Bohm summarizes his professional career, his relationships with Bohr, Einstein, Pauli, and other quantum theorists of his time, and discusses his published contributions to the fields of quantum mechanics, the refinement of the Schroedinger and Hamilton-Jacobi equations, the notion of hidden variables in particle observation and measure theory, and special relativity theory.
Action Quantization, Energy Quantization, and Time Parametrization
NASA Astrophysics Data System (ADS)
Floyd, Edward R.
2017-03-01
The additional information within a Hamilton-Jacobi representation of quantum mechanics is extra, in general, to the Schrödinger representation. This additional information specifies the microstate of ψ that is incorporated into the quantum reduced action, W. Non-physical solutions of the quantum stationary Hamilton-Jacobi equation for energies that are not Hamiltonian eigenvalues are examined to establish Lipschitz continuity of the quantum reduced action and conjugate momentum. Milne quantization renders the eigenvalue J. Eigenvalues J and E mutually imply each other. Jacobi's theorem generates a microstate-dependent time parametrization t-τ =partial _E W even where energy, E, and action variable, J, are quantized eigenvalues. Substantiating examples are examined in a Hamilton-Jacobi representation including the linear harmonic oscillator numerically and the square well in closed form. Two byproducts are developed. First, the monotonic behavior of W is shown to ease numerical and analytic computations. Second, a Hamilton-Jacobi representation, quantum trajectories, is shown to develop the standard energy quantization formulas of wave mechanics.
Multivariant function model generation
NASA Technical Reports Server (NTRS)
1974-01-01
The development of computer programs applicable to space vehicle guidance was conducted. The subjects discussed are as follows: (1) determination of optimum reentry trajectories, (2) development of equations for performance of trajectory computation, (3) vehicle control for fuel optimization, (4) development of equations for performance trajectory computations, (5) applications and solution of Hamilton-Jacobi equation, and (6) stresses in dome shaped shells with discontinuities at the apex.
NASA Astrophysics Data System (ADS)
Christlieb, Andrew J.; Feng, Xiao; Seal, David C.; Tang, Qi
2016-07-01
We propose a high-order finite difference weighted ENO (WENO) method for the ideal magnetohydrodynamics (MHD) equations. The proposed method is single-stage (i.e., it has no internal stages to store), single-step (i.e., it has no time history that needs to be stored), maintains a discrete divergence-free condition on the magnetic field, and has the capacity to preserve the positivity of the density and pressure. To accomplish this, we use a Taylor discretization of the Picard integral formulation (PIF) of the finite difference WENO method proposed in Christlieb et al. (2015) [23], where the focus is on a high-order discretization of the fluxes (as opposed to the conserved variables). We use the version where fluxes are expanded to third-order accuracy in time, and for the fluid variables space is discretized using the classical fifth-order finite difference WENO discretization. We use constrained transport in order to obtain divergence-free magnetic fields, which means that we simultaneously evolve the magnetohydrodynamic (that has an evolution equation for the magnetic field) and magnetic potential equations alongside each other, and set the magnetic field to be the (discrete) curl of the magnetic potential after each time step. In this work, we compute these derivatives to fourth-order accuracy. In order to retain a single-stage, single-step method, we develop a novel Lax-Wendroff discretization for the evolution of the magnetic potential, where we start with technology used for Hamilton-Jacobi equations in order to construct a non-oscillatory magnetic field. The end result is an algorithm that is similar to our previous work Christlieb et al. (2014) [8], but this time the time stepping is replaced through a Taylor method with the addition of a positivity-preserving limiter. Finally, positivity preservation is realized by introducing a parameterized flux limiter that considers a linear combination of high and low-order numerical fluxes. The choice of the free
Quantum mechanics from an equivalence principle
Faraggi, A.E.; Matone, M.
1997-05-15
The authors show that requiring diffeomorphic equivalence for one-dimensional stationary states implies that the reduced action S{sub 0} satisfies the quantum Hamilton-Jacobi equation with the Planck constant playing the role of a covariantizing parameter. The construction shows the existence of a fundamental initial condition which is strictly related to the Moebius symmetry of the Legendre transform and to its involutive character. The universal nature of the initial condition implies the Schroedinger equation in any dimension.
Measurement by phase severance
Noyes, H.P.
1987-03-01
It is claimed that the measurement process is more accurately described by ''quasi-local phase severance'' than by ''wave function collapse''. The approach starts from the observation that the usual route to quantum mechanics starting from the Hamilton-Jacobi equations throws away half the degrees of freedom, namely, the classical initial state parameters. To overcome this difficulty, the full set of Hamilton-Jacobi equations is interpreted as operator equations acting on a state vector. The measurement theory presented is based on the conventional S-matrix boundary condition of N/sub A/ free particles in the distant past and N/sub B/ free particles in the distant future and taking the usual free particle wave functions, multiplied by phase factors.
Stochastic homogenization of interfaces moving with changing sign velocity
NASA Astrophysics Data System (ADS)
Ciomaga, Adina; Souganidis, Panagiotis E.; Tran, Hung V.
2015-02-01
We are interested in the averaging behavior of interfaces moving in stationary ergodic environments with oscillatory normal velocity which changes sign. The problem can be reformulated as the homogenization of a Hamilton-Jacobi equation with a positively homogeneous of degree one non-coercive Hamiltonian. The periodic setting was studied earlier by Cardaliaguet, Lions and Souganidis (2009) [16]. Here we concentrate in the random media and show that the solutions of the oscillatory Hamilton-Jacobi equation converge in L∞-weak ⋆ to a linear combination of the initial datum and the solutions of several initial value problems with deterministic effective Hamiltonian(s), determined by the properties of the random media.
Ahmedov, Haji; Aliev, Alikram N.
2008-09-15
We examine the separability properties of the equation of motion for a stationary string near a rotating charged black hole with two independent angular momenta in five-dimensional minimal gauged supergravity. It is known that the separability problem for the stationary string in a general stationary spacetime is reduced to that for the usual Hamilton-Jacobi equation for geodesics of its quotient space with one dimension fewer. Using this fact, we show that the 'effective metric' of the quotient space does not allow the complete separability for the Hamilton-Jacobi equation, albeit such a separability occurs in the original spacetime of the black hole. We also show that only for two special cases of interest the Hamilton-Jacobi equation admits the complete separation of variables and therefore the integrability for the stationary string motion in the original background, namely, when the black hole has zero electric charge or it has an arbitrary electric charge but two equal angular momenta. We give the explicit expressions for the Killing tensors corresponding to these cases. However, for the general black hole spacetime the effective metric of the quotient space admits a conformal Killing tensor. We construct the explicit expression for this tensor.
Nonlinear longitudinal control of a supermaneuverable aircraft
NASA Technical Reports Server (NTRS)
Garrard, William L.; Snell, Anthony; Enns, Dale F.
1989-01-01
A technique is described which can be used for design of feedback controllers for high-performance aircraft operating in flight conditions in which nonlinearities significantly affect performance. Designs are performed on a mathematical model of the longitudinal dynamics of a hypothetical aircraft similar to proposed supermaneuverable flight test vehicles. Nonlinear controller designs are performed using truncated solutions of the Hamilton-Jacobi-Bellman equation. Preliminary results show that the method yields promising results.
Nonlinear longitudinal control of a supermaneuverable aircraft
NASA Technical Reports Server (NTRS)
Garrard, William L.; Snell, Anthony; Enns, Dale F.
1989-01-01
A technique is described which can be used for design of feedback controllers for high-performance aircraft operating in flight conditions in which nonlinearities significantly affect performance. Designs are performed on a mathematical model of the longitudinal dynamics of a hypothetical aircraft similar to proposed supermaneuverable flight test vehicles. Nonlinear controller designs are performed using truncated solutions of the Hamilton-Jacobi-Bellman equation. Preliminary results show that the method yields promising results.
Near horizon extremal Myers-Perry black holes and integrability of associated conformal mechanics
NASA Astrophysics Data System (ADS)
Hakobyan, Tigran; Nersessian, Armen; Sheikh-Jabbari, M. M.
2017-09-01
We investigate dynamics of probe particles moving in the near-horizon limit of (2 N + 1)-dimensional extremal Myers-Perry black hole with arbitrary rotation parameters. We observe that in the most general case with non-equal non-vanishing rotational parameters the system admits separation of variables in N-dimensional ellipsoidal coordinates. This allows us to find solution of the corresponding Hamilton-Jacobi equation and write down the explicit expressions of Liouville constants of motion.
1990-06-01
numerical methods ; 9 Computational problems in engineering and the physical sciences, particularly fluid dynamics, acoustics, and structural analysis...to SIAM Journal of Numerical Analysis. Hamilton-Jacobi ( H -J) equations are frequently encountered in applications , e.g. in con- trol theory and...Parallel Multigrid" Professor Joel Ferziger , Stanford University March 21 "Direct Simulation of Turbulent Combusting Flows" Dr. Shahid H . Bokhari
NASA Astrophysics Data System (ADS)
Abbassi, Amir H.; Khosravi, Sh.; Abbassi, Amir M.
We present our derivations for Kerr-de Sitter metric in a proper comoving coordinate system. It asymptotically approaches to the de Sitter metric in Robertson-Walker form. This has been done by considering the stationary axially-symmetric space-time in which motion of particle is integrable. That is the Hamilton-Jacobi and Klein-Gordon equations are separable. In this form it is asymptotically consistent with comoving frame.
Quantum nonthermal effect of the Vaidya-Bonner-de Sitter black hole
NASA Astrophysics Data System (ADS)
Pan, Wei-Zhen; Yang, Xue-Jun; Yu, Guo-Xiang
2014-02-01
Using the Hamilton-Jacobi equation of a scalar particle in the curve space-time and a correct-dimension new tortoise coordinate transformation, the quantum nonthermal radiation of the Vaidya-Bonner-de Sitter black hole is investigated. The energy condition for the occurrence of the Starobinsky-Unruh process is obtained. The event horizon surface gravity and the Hawking temperature on the event horizon are also given.
Funnel Libraries for Real-Time Robust Feedback Motion Planning
2016-07-21
reachable sets for nonlinear systems can be computed via Hamilton -Jacobi- Bellman (HJB) differential game formulations [Mitchell et al., 2005]. This...obtained by solving a Riccati differential equation : − Ṡ(t) = Q− S(t)B(t)R−1BTS(t) + S(t)A(t) +A(t)TS(t) (47) 16 Figure 2: The ordered pair of funnels... differential constraints. These algorithms have been suc- cessfully demonstrated on a wide variety of hardware platforms [Kuwata et al., 2008
Formation of the remnant close to Planck scale and the Schwarzschild black hole with global monopole
NASA Astrophysics Data System (ADS)
Li, Hui-Ling; Chen, Shuai-Ru
2017-10-01
In this paper, we use the generalized uncertainty principle (GUP) and quantum tunneling method to research the formation of the remnant from a Schwarzschild black hole with global monopole. Based on the corrected Hamilton-Jacobi equation, the corrections to the Hawking temperature, heat capacity and entropy are calculated. We not only find the remnant close to Planck scale by employing GUP, but also research the thermodynamic stability of the black hole remnant according to the phase transition and heat capacity.
Particle dynamics in a wave with variable amplitude. Progress report
Cary, J.R.
1992-01-01
Our past research efforts led to the derivation of the adiabatic invariant in spatially varying accelerator structures, to the calculation of the loss of the invariant due to trapping, and to a method for determining transverse invariants using a nonperturbative approach to the Hamilton-Jacobi equation. These research efforts resulted in the training of two graduate students who are now working in the area of accelerator physics.
Particle dynamics in a wave with variable amplitude
Cary, J.R.
1992-01-01
Our past research efforts led to the derivation of the adiabatic invariant in spatially varying accelerator structures, to the calculation of the loss of the invariant due to trapping, and to a method for determining transverse invariants using a nonperturbative approach to the Hamilton-Jacobi equation. These research efforts resulted in the training of two graduate students who are now working in the area of accelerator physics.
Hawking Radiation of Mass Generating Particles from Dyonic Reissner-Nordström Black Hole
NASA Astrophysics Data System (ADS)
Sakalli, I.; Övgün, A.
2016-09-01
The Hawking radiation is considered as a quantum tunneling process, which can be studied in the framework of the Hamilton-Jacobi method. In this study, we present the wave equation for a mass generating massive and charged scalar particle (boson). In sequel, we analyse the quantum tunneling of these bosons from a generic 4-dimensional spherically symmetric black hole. We apply the Hamilton-Jacobi formalism to derive the radial integral solution for the classically forbidden action which leads to the tunneling probability. To support our arguments, we take the dyonic Reissner-Nordström black hole as a test background. Comparing the tunneling probability obtained with the Boltzmann formula, we succeed in reading the standard Hawking temperature of the dyonic Reissner-Nordström black hole.
Young, C.W.
1997-10-01
In 1967, Sandia National Laboratories published empirical equations to predict penetration into natural earth materials and concrete. Since that time there have been several small changes to the basic equations, and several more additions to the overall technique for predicting penetration into soil, rock, concrete, ice, and frozen soil. The most recent update to the equations was published in 1988, and since that time there have been changes in the equations to better match the expanding data base, especially in concrete penetration. This is a standalone report documenting the latest version of the Young/Sandia penetration equations and related analytical techniques to predict penetration into natural earth materials and concrete. 11 refs., 6 tabs.
NASA Astrophysics Data System (ADS)
Britz, Dieter
In this chapter, we present most of the equations that apply to the systems and processes to be dealt with later. Most of these are expressed as equations of concentration dynamics, that is,concentration of one or more solution species as a function of time, as well as other variables, in the form of differential equations. Fundamentally, these are transport (diffusion-, convection- and migration-) equations but may be complicated by chemical processes occurring heterogeneously (i.e. at the electrode surface - electrochemical reaction) or homogeneously (in the solution bulk - chemical reaction). The transport components are all included in the general Nernst-Planck equation (see also Bard and Faulkner 2001) for the flux J j of species j
NASA Astrophysics Data System (ADS)
Prentis, Jeffrey J.
1996-05-01
One of the most challenging goals of a physics teacher is to help students see that the equations of physics are connected to each other, and that they logically unfold from a small number of basic ideas. Derivations contain the vital information on this connective structure. In a traditional physics course, there are many problem-solving exercises, but few, if any, derivation exercises. Creating an equation poem is an exercise to help students see the unity of the equations of physics, rather than their diversity. An equation poem is a highly refined and eloquent set of symbolic statements that captures the essence of the derivation of an equation. Such a poetic derivation is uncluttered by the extraneous details that tend to distract a student from understanding the essential physics of the long, formal derivation.
The Discontinuous Galerkin Method for the Multiscale Modeling of Dynamics of Crystalline Solids
2007-08-26
can be used to provide the equation of state, and therefore close the continuum equations . 3 Numerical methodology 3.1 Macroscale solver: the DG method...Hamilton-Jacobi equations . In the standard RKDG method, we seek the solution in the finite dimen- sional polynomial space V̄ 7,k h = { v = (v1, v2, v3...Comput. Methods. Appl. Mech. En- grg., 193(17–20):1645–1669, 2004. [49] J. Yan and C.-W. Shu. A local discontinuous Galerkin method for KdV type equations
On some integrable systems in the extended lobachevsky space
Kurochkin, Yu. A. Otchik, V. S.; Ovsiyuk, E. M.; Shoukavy, Dz. V.
2011-06-15
Some classical and quantum-mechanical problems previously studied in Lobachevsky space are generalized to the extended Lobachevsky space (unification of the real, imaginary Lobachevsky spaces and absolute). Solutions of the Schroedinger equation with Coulomb potential in two coordinate systems of the imaginary Lobachevsky space are considered. The problem of motion of a charged particle in the homogeneous magnetic field in the imaginary Lobachevsky space is treated both classically and quantum mechanically. In the classical case, Hamilton-Jacoby equation is solved by separation of variables, and constraints for integrals of motion are derived. In the quantum case, solutions of Klein-Fock-Gordon equation are found.
"Spring theory of relativity" originating from quantum mechanics
NASA Astrophysics Data System (ADS)
Yefremov, Alexander P.
Compact derivation of mathematical equations similar to those of quantum and classical mechanics is given on the base of fractal decomposition of a three-dimensional space. In physical units the equations become Shrödinger and Hamilton-Jacobi equations, the wave function of a free particle associated with a virtual ring. Locally uniform motion of the ring in the physical space provides an original helix (or regular cylindrical spring) model of a relativistic theory equivalent in results with special relativity, the free particle's relativistic Lagrangian emerging automatically. Irregular spring model generates theory similar to general relativity.
NASA Astrophysics Data System (ADS)
Viljamaa, Panu; Jacobs, J. Richard; Chris; JamesHyman; Halma, Matthew; EricNolan; Coxon, Paul
2014-07-01
In reply to a Physics World infographic (part of which is given above) about a study showing that Euler's equation was deemed most beautiful by a group of mathematicians who had been hooked up to a functional magnetic-resonance image (fMRI) machine while viewing mathematical expressions (14 May, http://ow.ly/xHUFi).
Dynamic optimization and its relation to classical and quantum constrained systems
NASA Astrophysics Data System (ADS)
Contreras, Mauricio; Pellicer, Rely; Villena, Marcelo
2017-08-01
We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum frameworks. Classically, the dynamic optimization problem is equivalent to a classical mechanics constrained system, so we must use the Dirac method to analyze it in a correct way. We find that there are two second-class constraints in the model: one fix the momenta associated with the control variables, and the other is a reminder of the optimal control law. The dynamic evolution of this constrained system is given by the Dirac's bracket of the canonical variables with the Hamiltonian. This dynamic results to be identical to the unconstrained one given by the Pontryagin equations, which are the correct classical equations of motion for our physical optimization problem. In the same Pontryagin scheme, by imposing a closed-loop λ-strategy, the optimality condition for the action gives a consistency relation, which is associated to the Hamilton-Jacobi-Bellman equation of the dynamic programming method. A similar result is achieved by quantizing the classical model. By setting the wave function Ψ(x , t) =e iS(x , t) in the quantum Schrödinger equation, a non-linear partial equation is obtained for the S function. For the right-hand side quantization, this is the Hamilton-Jacobi-Bellman equation, when S(x , t) is identified with the optimal value function. Thus, the Hamilton-Jacobi-Bellman equation in Bellman's maximum principle, can be interpreted as the quantum approach of the optimization problem.
DOE R&D Accomplishments Database
1998-09-21
In the late 1950s to early 1960s Rudolph A. Marcus developed a theory for treating the rates of outer-sphere electron-transfer reactions. Outer-sphere reactions are reactions in which an electron is transferred from a donor to an acceptor without any chemical bonds being made or broken. (Electron-transfer reactions in which bonds are made or broken are referred to as inner-sphere reactions.) Marcus derived several very useful expressions, one of which has come to be known as the Marcus cross-relation or, more simply, as the Marcus equation. It is widely used for correlating and predicting electron-transfer rates. For his contributions to the understanding of electron-transfer reactions, Marcus received the 1992 Nobel Prize in Chemistry. This paper discusses the development and use of the Marcus equation. Topics include self-exchange reactions; net electron-transfer reactions; Marcus cross-relation; and proton, hydride, atom and group transfers.
NASA Astrophysics Data System (ADS)
Jusufi, Kimet; Apostolovska, Gordana
2016-12-01
In this paper we study the quantum tunneling of Dirac magnetic monopoles from the global monopole black hole under quantum gravity effects. We start from the modified Maxwell's equations and the Generalized Uncertainty Relation (GUP), to recover the GUP corrected temperature for the global monopole black hole by solving the modified Dirac equation via Hamilton-Jacobi method. Furthermore, we also include the quantum corrections beyond the semiclassical approximation, in particular, first we find the logarithmic corrections of GUP corrected entropy and finally we calculate the GUP corrected specific heat capacity. It is argued that the GUP effects may prevent a black hole from complete evaporation and leave remnants.
NASA Astrophysics Data System (ADS)
Saakian, David B.
2007-08-01
We investigate well-known models of biological evolution and address the open problem of how construct a correct continuous analog of mutations in discrete sequence space. We deal with models where the fitness is a function of a Hamming distance from the reference sequence. The mutation-selection master equation in the discrete sequence space is replaced by a Hamilton-Jacobi equation for the logarithm of relative frequencies of different sequences. The steady-state distribution, mean fitness and the variance of fitness are derived. All our results are asymptotic in the large genome limit. A variety of important biological and biochemical models can be solved by this new approach.
Symmetry-based solution of a model for a combination of a risky investment and a riskless investment
NASA Astrophysics Data System (ADS)
Leach, P. G. L.; O'Hara, J. G.; Sinkala, W.
2007-10-01
Benth and Karlsen [F.E. Benth, K.H. Karlsen, A note on Merton's portfolio selection problem for the Schwartz mean-reversion model, Stoch. Anal. Appl. 23 (2005) 687-704] treated a problem of the optimisation of the selection of a portfolio based upon the Schwartz mean-reversion model. The resulting Hamilton-Jacobi-Bellman equation in 1+2 dimensions is quite nonlinear. The solution obtained by Benth and Karlsen was very ingenious. We provide a solution of the problem based on the application of the Lie theory of continuous groups to the partial differential equation and its associated boundary and terminal conditions.
Hawking Radiation of Scalar and Vector Particles from 5D Myers-Perry Black Holes
NASA Astrophysics Data System (ADS)
Jusufi, Kimet; Övgün, Ali
2017-02-01
In the present paper we explore the Hawking radiation as a quantum tunneling effect from a rotating 5 dimensional Myers-Perry black hole (5D-MPBH) with two independent angular momentum components. First, we investigate the Hawking temperature by considering the tunneling of massive scalar particles and spin-1 vector particles from the 5D-MPBH in the Painlevé coordinates and then in the corotating frames. More specifically, we solve the Klein-Gordon and Proca equations by applying the WKB method and Hamilton-Jacobi equation in both cases. Finally, we recover the Hawking temperature and show that coordinates systems do not affect the Hawking temperature.
NASA Technical Reports Server (NTRS)
Lombaerts, Thomas; Schuet, Stefan R.; Wheeler, Kevin; Acosta, Diana; Kaneshige, John
2013-01-01
This paper discusses an algorithm for estimating the safe maneuvering envelope of damaged aircraft. The algorithm performs a robust reachability analysis through an optimal control formulation while making use of time scale separation and taking into account uncertainties in the aerodynamic derivatives. Starting with an optimal control formulation, the optimization problem can be rewritten as a Hamilton- Jacobi-Bellman equation. This equation can be solved by level set methods. This approach has been applied on an aircraft example involving structural airframe damage. Monte Carlo validation tests have confirmed that this approach is successful in estimating the safe maneuvering envelope for damaged aircraft.
Hawking Radiation of Scalar and Vector Particles from 5D Myers-Perry Black Holes
NASA Astrophysics Data System (ADS)
Jusufi, Kimet; Övgün, Ali
2017-06-01
In the present paper we explore the Hawking radiation as a quantum tunneling effect from a rotating 5 dimensional Myers-Perry black hole (5D-MPBH) with two independent angular momentum components. First, we investigate the Hawking temperature by considering the tunneling of massive scalar particles and spin-1 vector particles from the 5D-MPBH in the Painlevé coordinates and then in the corotating frames. More specifically, we solve the Klein-Gordon and Proca equations by applying the WKB method and Hamilton-Jacobi equation in both cases. Finally, we recover the Hawking temperature and show that coordinates systems do not affect the Hawking temperature.
Tunnelling of relativistic particles from new type black hole in new massive gravity
Gecim, Ganim; Sucu, Yusuf E-mail: ysucu@akdeniz.edu.tr
2013-02-01
In the framework of the three dimensional New Massive Gravity theory introduced by Bergshoeff, Hohm and Townsend, we analyze the behavior of relativistic spin-1/2 and spin-0 particles in the New-type Black Hole backgroud, solution of the New Massive Gravity.We solve Dirac equation for spin-1/2 and Klein-Gordon equation for spin-0. Using Hamilton-Jacobi method, we discuss tunnelling probability and Hawking temperature of the spin-1/2 and spin-0 particles for the black hole. We observe that the tunnelling probability and Hawking temperature are same for the spin-1/2 and spin-0.
Bifurcation analysis of a non-cooperative differential game with one weak player
NASA Astrophysics Data System (ADS)
Bressan, Alberto
We study a bifurcation problem for a system of two differential equations in implicit form. For each value of the parameter θ, the solution yields a pair of Nash equilibrium strategies in feedback form, for a non-cooperative differential game. When θ=0, the second player has no power to influence the dynamics of the system, and his optimal strategy is myopic. The game thus reduces to an optimal control problem for the first player. By studying the bifurcation in the solutions to the corresponding system of Hamilton-Jacobi equations, one can establish existence and multiplicity of solutions to the differential game, as θ becomes strictly positive.
2007-01-01
A b. Given an arbitrary relation→, we write →• for the total relation that extends→ by adding a pair a→• a for each a such that there is no b with a→ b...kind of a sort s is denoted by [s]. We write TΣ,k and TΣ,k(~x) to denote respectively the set of ground Σ-terms with kind k and of Σ-terms with kind k...variables. In membership equational logic, subsort relations and operator overloading are just a convenient way of writing corresponding Horn clauses
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.
Hamiltonian approach to GR - Part 2: covariant theory of quantum gravity
NASA Astrophysics Data System (ADS)
Cremaschini, Claudio; Tessarotto, Massimo
2017-05-01
A non-perturbative quantum field theory of General Relativity is presented which leads to a new realization of the theory of covariant quantum gravity (CQG-theory). The treatment is founded on the recently identified Hamiltonian structure associated with the classical space-time, i.e., the corresponding manifestly covariant Hamilton equations and the related Hamilton-Jacobi theory. The quantum Hamiltonian operator and the CQG-wave equation for the corresponding CQG-state and wave function are realized in 4-scalar form. The new quantum wave equation is shown to be equivalent to a set of quantum hydrodynamic equations which warrant the consistency with the classical GR Hamilton-Jacobi equation in the semiclassical limit. A perturbative approximation scheme is developed, which permits the adoption of the harmonic oscillator approximation for the treatment of the Hamiltonian potential. As an application of the theory, the stationary vacuum CQG-wave equation is studied, yielding a stationary equation for the CQG-state in terms of the 4-scalar invariant-energy eigenvalue associated with the corresponding approximate quantum Hamiltonian operator. The conditions for the existence of a discrete invariant-energy spectrum are pointed out. This yields a possible estimate for the graviton mass together with a new interpretation about the quantum origin of the cosmological constant.
EPR & Klein Paradoxes in Complex Hamiltonian Dynamics and Krein Space Quantization
NASA Astrophysics Data System (ADS)
Payandeh, Farrin
2015-07-01
Negative energy states are applied in Krein space quantization approach to achieve a naturally renormalized theory. For example, this theory by taking the full set of Dirac solutions, could be able to remove the propagator Green function's divergences and automatically without any normal ordering, to vanish the expected value for vacuum state energy. However, since it is a purely mathematical theory, the results are under debate and some efforts are devoted to include more physics in the concept. Whereas Krein quantization is a pure mathematical approach, complex quantum Hamiltonian dynamics is based on strong foundations of Hamilton-Jacobi (H-J) equations and therefore on classical dynamics. Based on complex quantum Hamilton-Jacobi theory, complex spacetime is a natural consequence of including quantum effects in the relativistic mechanics, and is a bridge connecting the causality in special relativity and the non-locality in quantum mechanics, i.e. extending special relativity to the complex domain leads to relativistic quantum mechanics. So that, considering both relativistic and quantum effects, the Klein-Gordon equation could be derived as a special form of the Hamilton-Jacobi equation. Characterizing the complex time involved in an entangled energy state and writing the general form of energy considering quantum potential, two sets of positive and negative energies will be realized. The new states enable us to study the spacetime in a relativistic entangled “space-time” state leading to 12 extra wave functions than the four solutions of Dirac equation for a free particle. Arguing the entanglement of particle and antiparticle leads to a contradiction with experiments. So, in order to correct the results, along with a previous investigation [1], we realize particles and antiparticles as physical entities with positive energy instead of considering antiparticles with negative energy. As an application of modified descriptions for entangled (space
Time dependent optimal switching controls in online selling models
Bradonjic, Milan; Cohen, Albert
2010-01-01
We present a method to incorporate dishonesty in online selling via a stochastic optimal control problem. In our framework, the seller wishes to maximize her average wealth level W at a fixed time T of her choosing. The corresponding Hamilton-Jacobi-Bellmann (HJB) equation is analyzed for a basic case. For more general models, the admissible control set is restricted to a jump process that switches between extreme values. We propose a new approach, where the optimal control problem is reduced to a multivariable optimization problem.
Finite population size effects in quasispecies models with single-peak fitness landscape
NASA Astrophysics Data System (ADS)
Saakian, David B.; Deem, Michael W.; Hu, Chin-Kun
2012-04-01
We consider finite population size effects for Crow-Kimura and Eigen quasispecies models with single-peak fitness landscape. We formulate accurately the iteration procedure for the finite population models, then derive the Hamilton-Jacobi equation (HJE) to describe the dynamic of the probability distribution. The steady-state solution of HJE gives the variance of the mean fitness. Our results are useful for understanding the population sizes of viruses in which the infinite population models can give reliable results for biological evolution problems.
Characterizing the Performance of Nonlinear Differential Operators
2012-09-01
dissipation properties are equivalent to the existence of a solution to a corresponding Hamilton Jacobi Bellman partial differential equation 4 (HJB...that the tightest possible transient bound βγ∗ given γ ∈ K (as defined by (7)) can be represented equivalently by βγ∗ (s) = sup |x|≤s V (x, 0) (23...B9]. 2.7 References [R1] D. Angeli, E.D. Sontag, and Y. Wang. Further equivalences and semiglobal versions of integral input to state stability
Wu, Shuang-Qing
2008-03-28
I present the general exact solutions for nonextremal rotating charged black holes in the Gödel universe of five-dimensional minimal supergravity theory. They are uniquely characterized by four nontrivial parameters: namely, the mass m, the charge q, the Kerr equal rotation parameter a, and the Gödel parameter j. I calculate the conserved energy, angular momenta, and charge for the solutions and show that they completely satisfy the first law of black hole thermodynamics. I also study the symmetry and separability of the Hamilton-Jacobi and the massive Klein-Gordon equations in these Einstein-Maxwell-Chern-Simons-Gödel black hole backgrounds.
Stochastic homogenization of a front propagation problem with unbounded velocity
NASA Astrophysics Data System (ADS)
Hajej, A.
2017-04-01
We study the homogenization of Hamilton-Jacobi equations which arise in front propagation problems in stationary ergodic media. Our results are obtained for fronts moving with possible unbounded velocity. We show, by an example, that the homogenized Hamiltonian, which always exists, may be unbounded. In this context, we show convergence results if we start with a compact initial front. On the other hand, if the media satisfies a finite range of dependence condition, we prove that the effective Hamiltonian is bounded and obtain classical homogenization in this context.
Numerical solution of continuous-time mean-variance portfolio selection with nonlinear constraints
NASA Astrophysics Data System (ADS)
Yan, Wei; Li, Shurong
2010-03-01
An investment problem is considered with dynamic mean-variance (M-V) portfolio criterion under discontinuous prices described by jump-diffusion processes. Some investment strategies are restricted in the study. This M-V portfolio with restrictions can lead to a stochastic optimal control model. The corresponding stochastic Hamilton-Jacobi-Bellman equation of the problem with linear and nonlinear constraints is derived. Numerical algorithms are presented for finding the optimal solution in this article. Finally, a computational experiment is to illustrate the proposed methods by comparing with M-V portfolio problem which does not have any constraints.
Redundancy of constraints in the classical and quantum theories of gravitation.
NASA Technical Reports Server (NTRS)
Moncrief, V.
1972-01-01
It is shown that in Dirac's version of the quantum theory of gravitation, the Hamiltonian constraints are greatly redundant. If the Hamiltonian constraint condition is satisfied at one point on the underlying, closed three-dimensional manifold, then it is automatically satisfied at every point, provided only that the momentum constraints are everywhere satisfied. This permits one to replace the usual infinity of Hamiltonian constraints by a single condition which may be taken in the form of an integral over the manifold. Analogous theorems are given for the classical Einstein Hamilton-Jacobi equations.
NASA Technical Reports Server (NTRS)
Mishne, D.; Speyer, J. L.
1986-01-01
A stochastic feedback control law for a space vehicle performing an aeroassisted plane-change maneuver is developed. The stochastic control law is designed to minimize the energy loss while taking into consideration the uncertainty in the atmospheric density. The solution is based on expansion of the stochastic Hamilton-Jacobi-Bellman equation (or dynamic programming) about a zeroth-order known integrable solution. The resulting guidance law is expressed as a series expansion in the noise power spectral densities. A numerical example indicates the potential improvement of this method.
Stochastic Optimal Control and Linear Programming Approach
Buckdahn, R.; Goreac, D.; Quincampoix, M.
2011-04-15
We study a classical stochastic optimal control problem with constraints and discounted payoff in an infinite horizon setting. The main result of the present paper lies in the fact that this optimal control problem is shown to have the same value as a linear optimization problem stated on some appropriate space of probability measures. This enables one to derive a dual formulation that appears to be strongly connected to the notion of (viscosity sub) solution to a suitable Hamilton-Jacobi-Bellman equation. We also discuss relation with long-time average problems.
Dirac particles tunneling from black holes with topological defects
NASA Astrophysics Data System (ADS)
Jusufi, Kimet
2016-08-01
We study Hawking radiation of Dirac particles with spin-1 / 2 as a tunneling process from Schwarzschild-de Sitter and Reissner-Nordström-de Sitter black holes in background spacetimes with a spinning cosmic string and a global monopole. Solving Dirac's equation by employing the Hamilton-Jacobi method and WKB approximation we find the corresponding tunneling probabilities and the Hawking temperature. Furthermore, we show that the Hawking temperature of those black holes remains unchanged in presence of topological defects in both cases.
Superintegrable classical Zernike system
NASA Astrophysics Data System (ADS)
Pogosyan, George S.; Wolf, Kurt Bernardo; Yakhno, Alexander
2017-07-01
We consider the differential equation that Zernike proposed to classify aberrations of wavefronts in a circular pupil, as if it were a classical Hamiltonian with a non-standard potential. The trajectories turn out to be closed ellipses. We show that this is due to the existence of higher-order invariants that close into a cubic Higgs algebra. The Zernike classical system thus belongs to the class of superintegrable systems. Its Hamilton-Jacobi action separates into three vertical projections of polar coordinates of sphere, polar, and equidistant coordinates on half-hyperboloids, and also in elliptic coordinates on the sphere.
Numerical Computation of Diffusion on a Surface
Schwartz, Peter; Adalsteinsson, David; Colella, Phillip; Arkin, Adam Paul; Onsum, Matthew
2005-02-24
We present a numerical method for computing diffusive transport on a surface derived from image data. Our underlying discretization method uses a Cartesian grid embedded boundary method for computing the volume transport in region consisting of all points a small distance from the surface. We obtain a representation of this region from image data using a front propagation computation based on level set methods for solving the Hamilton-Jacobi and eikonal equations. We demonstrate that the method is second-order accurate in space and time, and is capable of computing solutions on complex surface geometries obtained from image data of cells.
Cosmic censorship of rotating Anti-de Sitter black hole
Gwak, Bogeun; Lee, Bum-Hoon E-mail: bhl@sogang.ac.kr
2016-02-01
We test the validity of cosmic censorship in the rotating anti-de Sitter black hole. For this purpose, we investigate whether the extremal black hole can be overspun by the particle absorption. The particle absorption will change the mass and angular momentum of the black hole, which is analyzed using the Hamilton-Jacobi equations consistent with the laws of thermodynamics. We have found that the mass of the extremal black hole increases more than the angular momentum. Therefore, the outer horizon of the black hole still exists, and cosmic censorship is valid.
Computing interface motion in compressible gas dynamics
NASA Technical Reports Server (NTRS)
Mulder, W.; Osher, S.; Sethan, James A.
1992-01-01
An analysis is conducted of the coupling of Osher and Sethian's (1988) 'Hamilton-Jacobi' level set formulation of the equations of motion for propagating interfaces to a system of conservation laws for compressible gas dynamics, giving attention to both the conservative and nonconservative differencing of the level set function. The capabilities of the method are illustrated in view of the results of numerical convergence studies of the compressible Rayleigh-Taylor and Kelvin-Helmholtz instabilities for air-air and air-helium boundaries.
Gauge Freedom in the N-body Problem of Celestial Mechanics
2003-07-07
Jacobi method , implicitly con- tains a gauge-fixing condition not visible to the naked eye. We present a squeezed account of our study; a comprehensive... Jacobi method to derive evolution equations for the orbital elements. To do this we substitute the equalities Q̇ = ∂∆H ∂P = ∂∆H ∂q ∂q ∂P + ∂∆H ∂p ∂p ∂P...summarise, the generalised Lagrange constraint, ~Φ = − ∂∆L/∂q̇ , is tacitly in- stilled into the Hamilton- Jacobi method . Simply by employing this method
Robust Optimal Stopping-Time Control for Nonlinear Systems
Ball, J.A.; Chudoung, J.; Day, M.V.
2002-10-01
We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions of lower value function for the associated games (and storage function for the associated dissipative system) with solutions of the appropriate variational inequality (VI) (the analogue of the Hamilton-Jacobi-Bellman-Isaacs equation for this setting). We show that the stopping-time rule can be obtained by solving the VI in the viscosity sense and a positive definite supersolution of the VI can be used for stability analysis.
Redundancy of constraints in the classical and quantum theories of gravitation.
NASA Technical Reports Server (NTRS)
Moncrief, V.
1972-01-01
It is shown that in Dirac's version of the quantum theory of gravitation, the Hamiltonian constraints are greatly redundant. If the Hamiltonian constraint condition is satisfied at one point on the underlying, closed three-dimensional manifold, then it is automatically satisfied at every point, provided only that the momentum constraints are everywhere satisfied. This permits one to replace the usual infinity of Hamiltonian constraints by a single condition which may be taken in the form of an integral over the manifold. Analogous theorems are given for the classical Einstein Hamilton-Jacobi equations.
NASA Technical Reports Server (NTRS)
Henriksen, R. N.; Nelson, L. A.
1985-01-01
Clock synchronization in an arbitrarily accelerated observer congruence is considered. A general solution is obtained that maintains the isotropy and coordinate independence of the one-way speed of light. Attention is also given to various particular cases including, rotating disk congruence or ring congruence. An explicit, congruence-based spacetime metric is constructed according to Einstein's clock synchronization procedure and the equation for the geodesics of the space-time was derived using Hamilton-Jacobi method. The application of interferometric techniques (absolute phase radio interferometry, VLBI) to the detection of the 'global Sagnac effect' is also discussed.
Lasry-Lions, Lax-Oleinik and generalized characteristics
NASA Astrophysics Data System (ADS)
Chen, Cui; Cheng, Wei
2016-09-01
In the recent works \\cite{Cannarsa-Chen-Cheng} and \\cite{Cannarsa-Cheng3}, an intrinsic approach of the propagation of singularities along the generalized characteristics was obtained, even in global case, by a procedure of sup-convolution with the kernel the fundamental solutions of the associated Hamilton-Jacobi equations. In the present paper, we exploit the relations among Lasry-Lions regularization, Lax-Oleinik operators (or inf/sup-convolution) and generalized characteristics, which are discussed in the context of the variational setting of Tonelli Hamiltonian dynamics, such as Mather theory and weak KAM theory.
Applying KAM Theory to Highly Eccentric Orbits
2014-03-27
period of a planet is proportional to the cube of the semi- major axis of its orbit. In 1687, Isaac Newton would prove Kepler’s discoveries after...solving the n-body problem) gave way for more exhaustive research efforts of Newton , Euler, Lagrange, Jacobi, Poincaré, and many others. The King...coordinates, H(I, θ) = H ′(I′), (2.5) 3. Solving the Hamilton-Jacobi equation for the following generating function (Equa- tion (2.6) using a Newton
Shore, B.W.
1981-01-30
The equations of motion are discussed which describe time dependent population flows in an N-level system, reviewing the relationship between incoherent (rate) equations, coherent (Schrodinger) equations, and more general partially coherent (Bloch) equations. Approximations are discussed which replace the elaborate Bloch equations by simpler rate equations whose coefficients incorporate long-time consequences of coherence.
Polymer quantization and the saddle point approximation of partition functions
NASA Astrophysics Data System (ADS)
Morales-Técotl, Hugo A.; Orozco-Borunda, Daniel H.; Rastgoo, Saeed
2015-11-01
The saddle point approximation of the path integral partition functions is an important way of deriving the thermodynamical properties of black holes. However, there are certain black hole models and some mathematically analog mechanical models for which this method cannot be applied directly. This is due to the fact that their action evaluated on a classical solution is not finite and its first variation does not vanish for all consistent boundary conditions. These problems can be dealt with by adding a counterterm to the classical action, which is a solution of the corresponding Hamilton-Jacobi equation. In this work we study the effects of polymer quantization on a mechanical model presenting the aforementioned difficulties and contrast it with the above counterterm method. This type of quantization for mechanical models is motivated by the loop quantization of gravity, which is known to play a role in the thermodynamics of black hole systems. The model we consider is a nonrelativistic particle in an inverse square potential, and we analyze two polarizations of the polymer quantization in which either the position or the momentum is discrete. In the former case, Thiemann's regularization is applied to represent the inverse power potential, but we still need to incorporate the Hamilton-Jacobi counterterm, which is now modified by polymer corrections. In the latter, momentum discrete case, however, such regularization could not be implemented. Yet, remarkably, owing to the fact that the position is bounded, we do not need a Hamilton-Jacobi counterterm in order to have a well-defined saddle point approximation. Further developments and extensions are commented upon in the discussion.
Equating Error in Observed-Score Equating
ERIC Educational Resources Information Center
van der Linden, Wim J.
2006-01-01
Traditionally, error in equating observed scores on two versions of a test is defined as the difference between the transformations that equate the quantiles of their distributions in the sample and population of test takers. But it is argued that if the goal of equating is to adjust the scores of test takers on one version of the test to make…
Towards Quantum Cybernetics:. Optimal Feedback Control in Quantum Bio Informatics
NASA Astrophysics Data System (ADS)
Belavkin, V. P.
2009-02-01
A brief account of the quantum information dynamics and dynamical programming methods for the purpose of optimal control in quantum cybernetics with convex constraints and cońcave cost and bequest functions of the quantum state is given. Consideration is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme with continuous observations we exploit the separation theorem of filtering and control aspects for quantum stochastic micro-dynamics of the total system. This allows to start with the Belavkin quantum filtering equation and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to only Hamiltonian terms in the filtering equation. A controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.
Quantum demolition filtering and optimal control of unstable systems.
Belavkin, V P
2012-11-28
A brief account of the quantum information dynamics and dynamical programming methods for optimal control of quantum unstable systems is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme, we exploit the separation theorem of filtering and control aspects as in the usual case of quantum stable systems with non-demolition observation. This allows us to start with the Belavkin quantum filtering equation generalized to demolition observations and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to Hamiltonian terms in the filtering equation. An unstable controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.
NASA Technical Reports Server (NTRS)
Hamrock, B. J.; Dowson, D.
1981-01-01
Lubricants, usually Newtonian fluids, are assumed to experience laminar flow. The basic equations used to describe the flow are the Navier-Stokes equation of motion. The study of hydrodynamic lubrication is, from a mathematical standpoint, the application of a reduced form of these Navier-Stokes equations in association with the continuity equation. The Reynolds equation can also be derived from first principles, provided of course that the same basic assumptions are adopted in each case. Both methods are used in deriving the Reynolds equation, and the assumptions inherent in reducing the Navier-Stokes equations are specified. Because the Reynolds equation contains viscosity and density terms and these properties depend on temperature and pressure, it is often necessary to couple the Reynolds with energy equation. The lubricant properties and the energy equation are presented. Film thickness, a parameter of the Reynolds equation, is a function of the elastic behavior of the bearing surface. The governing elasticity equation is therefore presented.
Variational Derivation of Dissipative Equations
NASA Astrophysics Data System (ADS)
Sogo, Kiyoshi
2017-03-01
A new variational principle is formulated to derive various dissipative equations. Model equations considered are the damping equation, Bloch equation, diffusion equation, Fokker-Planck equation, Kramers equation and Smoluchowski equation. Each equation and its time reversal equation are simultaneously obtained in our variational principle.
NASA Astrophysics Data System (ADS)
Dimakis, Aristophanes; Müller-Hoissen, Folkert
2015-06-01
It is shown that higher Bruhat orders admit a decomposition into a higher Tamari order, the corresponding dual Tamari order, and a ''mixed order''. We describe simplex equations (including the Yang-Baxter equation) as realizations of higher Bruhat orders. Correspondingly, a family of ''polygon equations'' realizes higher Tamari orders. They generalize the well-known pentagon equation. The structure of simplex and polygon equations is visualized in terms of deformations of maximal chains in posets forming 1-skeletons of polyhedra. The decomposition of higher Bruhat orders induces a reduction of the N-simplex equation to the (N+1)-gon equation, its dual, and a compatibility equation.
Trajectory-based modeling of fluid transport in a medium with smoothly varying heterogeneity
Vasco, D. W.; Pride, Steven R.; Commer, Michael
2016-03-04
Using an asymptotic methodology, valid in the presence of smoothly varying heterogeneity and prescribed boundaries, we derive a trajectory-based solution for tracer transport. The analysis produces a Hamilton-Jacobi partial differential equation for the phase of the propagating tracer front. The trajectories follow from the characteristic equations that are equivalent to the Hamilton-Jacobi equation. The paths are determined by the fluid velocity field, the total porosity, and the dispersion tensor. Due to their dependence upon the local hydrodynamic dispersion, they differ from conventional streamlines. This difference is borne out in numerical calculations for both uniform and dipole flow fields. In anmore » application to the computational X-ray imaging of a saline tracer test, we illustrate that the trajectories may serve as the basis for a form of tracer tomography. In particular, we use the onset time of a change in attenuation for each volume element of the X-ray image as a measure of the arrival time of the saline tracer. In conclusion, the arrival times are used to image the spatial variation of the effective hydraulic conductivity within the laboratory sample.« less
Macroscopic Fluctuation Theory for Stationary Non-Equilibrium States
NASA Astrophysics Data System (ADS)
Bertini, L.; de Sole, A.; Gabrielli, D.; Jona-Lasinio, G.; Landim, C.
2002-05-01
We formulate a dynamical fluctuation theory for stationary non-equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within this theory we derive the following results: the modification of the Onsager-Machlup theory in the SNS; a general Hamilton-Jacobi equation for the macroscopic entropy; a non-equilibrium, nonlinear fluctuation dissipation relation valid for a wide class of systems; an H theorem for the entropy. We discuss in detail two models of stochastic boundary driven lattice gases: the zero range and the simple exclusion processes. In the first model the invariant measure is explicitly known and we verify the predictions of the general theory. For the one dimensional simple exclusion process, as recently shown by Derrida, Lebowitz, and Speer, it is possible to express the macroscopic entropy in terms of the solution of a nonlinear ordinary differential equation; by using the Hamilton-Jacobi equation, we obtain a logically independent derivation of this result.
Trajectory-based modeling of fluid transport in a medium with smoothly varying heterogeneity
NASA Astrophysics Data System (ADS)
Vasco, D. W.; Pride, Steven R.; Commer, Michael
2016-04-01
Using an asymptotic methodology, valid in the presence of smoothly varying heterogeneity and prescribed boundaries, we derive a trajectory-based solution for tracer transport. The analysis produces a Hamilton-Jacobi partial differential equation for the phase of the propagating tracer front. The trajectories follow from the characteristic equations that are equivalent to the Hamilton-Jacobi equation. The paths are determined by the fluid velocity field, the total porosity, and the dispersion tensor. Due to their dependence upon the local hydrodynamic dispersion, they differ from conventional streamlines. This difference is borne out in numerical calculations for both uniform and dipole flow fields. In an application to the computational X-ray imaging of a saline tracer test, we illustrate that the trajectories may serve as the basis for a form of tracer tomography. In particular, we use the onset time of a change in attenuation for each volume element of the X-ray image as a measure of the arrival time of the saline tracer. The arrival times are used to image the spatial variation of the effective hydraulic conductivity within the laboratory sample.
Trajectory-based modeling of fluid transport in a medium with smoothly varying heterogeneity
Vasco, D. W.; Pride, Steven R.; Commer, Michael
2016-03-04
Using an asymptotic methodology, valid in the presence of smoothly varying heterogeneity and prescribed boundaries, we derive a trajectory-based solution for tracer transport. The analysis produces a Hamilton-Jacobi partial differential equation for the phase of the propagating tracer front. The trajectories follow from the characteristic equations that are equivalent to the Hamilton-Jacobi equation. The paths are determined by the fluid velocity field, the total porosity, and the dispersion tensor. Due to their dependence upon the local hydrodynamic dispersion, they differ from conventional streamlines. This difference is borne out in numerical calculations for both uniform and dipole flow fields. In an application to the computational X-ray imaging of a saline tracer test, we illustrate that the trajectories may serve as the basis for a form of tracer tomography. In particular, we use the onset time of a change in attenuation for each volume element of the X-ray image as a measure of the arrival time of the saline tracer. In conclusion, the arrival times are used to image the spatial variation of the effective hydraulic conductivity within the laboratory sample.
ERIC Educational Resources Information Center
Blakley, G. R.
1982-01-01
Reviews mathematical techniques for solving systems of homogeneous linear equations and demonstrates that the algebraic method of balancing chemical equations is a matter of solving a system of homogeneous linear equations. FORTRAN programs using this matrix method to chemical equation balancing are available from the author. (JN)
Kinetic energy equations for the average-passage equation system
NASA Technical Reports Server (NTRS)
Johnson, Richard W.; Adamczyk, John J.
1989-01-01
Important kinetic energy equations derived from the average-passage equation sets are documented, with a view to their interrelationships. These kinetic equations may be used for closing the average-passage equations. The turbulent kinetic energy transport equation used is formed by subtracting the mean kinetic energy equation from the averaged total instantaneous kinetic energy equation. The aperiodic kinetic energy equation, averaged steady kinetic energy equation, averaged unsteady kinetic energy equation, and periodic kinetic energy equation, are also treated.
Lifshitz holography: the whole shebang
NASA Astrophysics Data System (ADS)
Chemissany, Wissam; Papadimitriou, Ioannis
2015-01-01
We provide a general algorithm for constructing the holographic dictionary for any asymptotically locally Lifshitz background, with or without hyperscaling violation, and for any values of the dynamical exponents z and θ, as well as the vector hyperscaling violating exponent [1, 2], that are compatible with the null energy condition. The analysis is carried out for a very general bottom up model of gravity coupled to a massive vector field and a dilaton with arbitrary scalar couplings. The solution of the radial Hamilton-Jacobi equation is obtained recursively in the form of a graded expansion in eigenfunctions of two commuting operators [3], which are the appropriate generalization of the dilatation operator for non scale invariant and Lorentz violating boundary conditions. The Fefferman-Graham expansions, the sources and 1-point functions of the dual operators, the Ward identities, as well as the local counterterms required for holographic renormalization all follow from this asymptotic solution of the radial Hamilton-Jacobi equation. We also find a family of exact backgrounds with z > 1 and θ > 0 corresponding to a marginal deformation shifting the vector hyperscaling violating parameter and we present an example where the conformal anomaly contains the only z = 2 conformal invariant in d = 2 with four spatial derivatives.
Gabella, W.E. Stanford Linear Accelerator Center, Stanford University, Stanford, Californi a 94309 ); Ruth, R.D.; Warnock, R.L. )
1992-09-15
We describe a nonperturbative numerical technique for solving the Hamilton-Jacobi equation of a nonlinear Hamiltonian system. We find the time-periodic solutions that yield accurate approximations to invariant tori. The method is suited to the case in which the perturbation to the underlying integrable system has a periodic and not necessarily smooth dependence on the time. This case is important in accelerator theory, where the perturbation is a periodic step function in time. The Hamilton-Jacobi equation is approximated by its finite-dimensional Fourier projection with respect to angle variables, then solved by Newton's method. To avoid Fourier analysis in time, which is not appropriate in the presence of step functions, we enforce time periodicity of solutions by a shooting algorithm. The method is tested in soluble models, and finally applied to a nonintegrable example, the transverse oscillations of a particle beam in a storage ring, in two degrees of freedom. In view of the time dependence of the Hamiltonian, this is a case with 21/2 degrees of freedom,'' in which phenomena like Arnol'd diffusion can occur.
Separability in cohomogeneity-2 Kerr-NUT-AdS metrics
NASA Astrophysics Data System (ADS)
Chen, Wei; Lü, Hong; Pope, Christopher N.
2006-04-01
The remarkable and unexpected separability of the Hamilton-Jacobi and Klein-Gordon equations in the background of a rotating four-dimensional black hole played an important role in the construction of generalisations of the Kerr metric, and in the uncovering of hidden symmetries associated with the existence of Killing tensors. In this paper, we show that the Hamilton-Jacobi and Klein-Gordon equations are separable in Kerr-AdS backgrounds in all dimensions, if one specialises the rotation parameters so that the metrics have cohomogeneity 2. Furthermore, we show that this property of separability extends to the NUT generalisations of these cohomogeneity-2 black holes that we obtained in a recent paper. In all these cases, we also construct the associated irreducible rank-2 Killing tensor whose existence reflects the hidden symmetry that leads to the separability. We also consider some cohomogeneity-1 specialisations of the new Kerr-NUT-AdS metrics, showing how they relate to previous results in the literature.
Single wall penetration equations
NASA Technical Reports Server (NTRS)
Hayashida, K. B.; Robinson, J. H.
1991-01-01
Five single plate penetration equations are compared for accuracy and effectiveness. These five equations are two well-known equations (Fish-Summers and Schmidt-Holsapple), two equations developed by the Apollo project (Rockwell and Johnson Space Center (JSC), and one recently revised from JSC (Cour-Palais). They were derived from test results, with velocities ranging up to 8 km/s. Microsoft Excel software was used to construct a spreadsheet to calculate the diameters and masses of projectiles for various velocities, varying the material properties of both projectile and target for the five single plate penetration equations. The results were plotted on diameter versus velocity graphs for ballistic and spallation limits using Cricket Graph software, for velocities ranging from 2 to 15 km/s defined for the orbital debris. First, these equations were compared to each other, then each equation was compared with various aluminum projectile densities. Finally, these equations were compared with test results performed at JSC for the Marshall Space Flight Center. These equations predict a wide variety of projectile diameters at a given velocity. Thus, it is very difficult to choose the 'right' prediction equation. The thickness of a single plate could have a large variation by choosing a different penetration equation. Even though all five equations are empirically developed with various materials, especially for aluminum alloys, one cannot be confident in the shield design with the predictions obtained by the penetration equations without verifying by tests.
Interpretation of Bernoulli's Equation.
ERIC Educational Resources Information Center
Bauman, Robert P.; Schwaneberg, Rolf
1994-01-01
Discusses Bernoulli's equation with regards to: horizontal flow of incompressible fluids, change of height of incompressible fluids, gases, liquids and gases, and viscous fluids. Provides an interpretation, properties, terminology, and applications of Bernoulli's equation. (MVL)
Reflections on Chemical Equations.
ERIC Educational Resources Information Center
Gorman, Mel
1981-01-01
The issue of how much emphasis balancing chemical equations should have in an introductory chemistry course is discussed. The current heavy emphasis on finishing such equations is viewed as misplaced. (MP)
Random equations in aerodynamics
NASA Technical Reports Server (NTRS)
Bharucha-Reid, A. T.
1984-01-01
Literature was reviewed to identify aerodynamic models which might be treated by probablistic methods. The numerical solution of some integral equations that arise in aerodynamical problems were investigated. On the basis of the numerical studies a qualitative theory of random integral equations was developed to provide information on the behavior of the solutions of these equations (in particular, boundary and asymptotic behavior, and stability) and their statistical properties without actually obtaining explicit solutions of the equations.
Parametrically defined differential equations
NASA Astrophysics Data System (ADS)
Polyanin, A. D.; Zhurov, A. I.
2017-01-01
The paper deals with nonlinear ordinary differential equations defined parametrically by two relations. It proposes techniques to reduce such equations, of the first or second order, to standard systems of ordinary differential equations. It obtains the general solution to some classes of nonlinear parametrically defined ODEs dependent on arbitrary functions. It outlines procedures for the numerical solution of the Cauchy problem for parametrically defined differential equations.
Integrable nonlinear relativistic equations
NASA Astrophysics Data System (ADS)
Hadad, Yaron
This work focuses on three nonlinear relativistic equations: the symmetric Chiral field equation, Einstein's field equation for metrics with two commuting Killing vectors and Einstein's field equation for diagonal metrics that depend on three variables. The symmetric Chiral field equation is studied using the Zakharov-Mikhailov transform, with which its infinitely many local conservation laws are derived and its solitons on diagonal backgrounds are studied. It is also proven that it is equivalent to a novel equation that poses a fascinating similarity to the Sinh-Gordon equation. For the 1+1 Einstein equation the Belinski-Zakharov transformation is explored. It is used to derive explicit formula for N gravitational solitons on arbitrary diagonal background. In particular, the method is used to derive gravitational solitons on the Einstein-Rosen background. The similarities and differences between the attributes of the solitons of the symmetric Chiral field equation and those of the 1+1 Einstein equation are emphasized, and their origin is pointed out. For the 1+2 Einstein equation, new equations describing diagonal metrics are derived and their compatibility is proven. Different gravitational waves are studied that naturally extend the class of Bondi-Pirani-Robinson waves. It is further shown that the Bondi-Pirani-Robinson waves are stable with respect to perturbations of the spacetime. Their stability is closely related to the stability of the Schwarzschild black hole and the relation between the two allows to conjecture about the stability of a wide range of gravitational phenomena. Lastly, a new set of equations that describe weak gravitational waves is derived. This new system of equations is closely and fundamentally connected with the nonlinear Schrodinger equation and can be properly called the nonlinear Schrodinger-Einstein equations. A few preliminary solutions are constructed.
ERIC Educational Resources Information Center
Fay, Temple H.
2002-01-01
We investigate the pendulum equation [theta] + [lambda][squared] sin [theta] = 0 and two approximations for it. On the one hand, we suggest that the third and fifth-order Taylor series approximations for sin [theta] do not yield very good differential equations to approximate the solution of the pendulum equation unless the initial conditions are…
NASA Astrophysics Data System (ADS)
Narain, Gaurav; Sasakura, Naoki
2017-07-01
The canonical tensor model (CTM) is a tensor model formulated in the Hamilton formalism as a totally constrained system with first class constraints, the algebraic structure of which is very similar to that of the ADM formalism of general relativity. It has recently been shown that a formal continuum limit of the classical equation of motion of CTM in a derivative expansion of the tensor up to the fourth derivatives agrees with that of a coupled system of general relativity and a scalar field in the Hamilton-Jacobi formalism. This suggests the existence of a ‘mother’ tensor model which derives CTM through the Hamilton-Jacobi procedure, and we have successfully found such a ‘mother’ CTM (mCTM) in this paper. The quantization of the mCTM is as straightforward as the CTM. However, we have not been able to identify all the secondary constraints, and therefore the full structure of the model has been left for future study. Nonetheless, we have found some exact physical wave functions and classical phase spaces, which can be shown to solve the primary and all the (possibly infinite) secondary constraints in the quantum and classical cases, respectively, and have thereby proven the non-triviality of the model. It has also been shown that the mCTM has more interesting dynamics than the CTM from the perspective of randomly connected tensor networks.
Equivalent emergence of time dependence in classical and quantum mechanics
NASA Astrophysics Data System (ADS)
Briggs, John S.
2015-05-01
Beginning with the principle that a closed mechanical composite system is timeless, time can be defined by the regular changes in a suitable position coordinate (clock) in the observing part, when one part of the closed composite observes another part. Translating this scenario into both classical and quantum mechanics allows a transition to be made from a time-independent mechanics for the closed composite to a time-dependent description of the observed part alone. The use of Hamilton-Jacobi theory yields a very close parallel between the derivations in classical and quantum mechanics. The time-dependent equations, Hamilton-Jacobi or Schrödinger, appear as approximations since no observed system is truly closed. The quantum case has an additional feature in the condition that the observing environment must become classical in order to define a real classical time variable. This condition leads to a removal of entanglement engendered by the interaction between the observed system and the observing environment. Comparison is made to the similar emergence of time in quantum gravity theory.
Adshead, Peter; Easther, Richard E-mail: richard.easther@yale.edu
2008-10-15
We analyze the theoretical limits on slow roll reconstruction, an optimal algorithm for recovering the inflaton potential (assuming a single-field slow roll scenario) from observational data. Slow roll reconstruction is based upon the Hamilton-Jacobi formulation of the inflationary dynamics. We show that at low inflationary scales the Hamilton-Jacobi equations simplify considerably. We provide a new classification scheme for inflationary models, based solely on the number of parameters needed to specify the potential, and provide forecasts for the bounds on the slow roll parameters from future data sets. A minimal running of the spectral index, induced solely by the first two slow roll parameters ({epsilon} and {eta}), appears to be effectively undetectable by realistic cosmic microwave background (CMB) experiments. However, since the ability to detect any running increases with the lever arm in comoving wavenumber, we conjecture that high redshift 21 cm data may allow tests of second-order consistency conditions on inflation. Finally, we point out that the second-order corrections to the spectral index are correlated with the inflationary scale, and thus the amplitude of the CMB B mode.
The SQG Equation as a Geodesic Equation
NASA Astrophysics Data System (ADS)
Washabaugh, Pearce
2016-12-01
We demonstrate that the surface quasi-geostrophic (SQG) equation given by θ_t + < u, nabla θrangle = 0,quad θ = nabla × (-Δ)^{-1/2} u, is the geodesic equation on the group of volume-preserving diffeomorphisms of a Riemannian manifold M in the right-invariant {dot{H}^{-1/2}} metric. We show by example, that the Riemannian exponential map is smooth and non-Fredholm, and that the sectional curvature at the identity is unbounded of both signs.
Fractional chemotaxis diffusion equations.
Langlands, T A M; Henry, B I
2010-05-01
We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modeling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or macromolecular crowding. The mesoscopic models are formulated using continuous time random walk equations and the macroscopic models are formulated with fractional order differential equations. Different models are proposed depending on the timing of the chemotactic forcing. Generalizations of the models to include linear reaction dynamics are also derived. Finally a Monte Carlo method for simulating anomalous subdiffusion with chemotaxis is introduced and simulation results are compared with numerical solutions of the model equations. The model equations developed here could be used to replace Keller-Segel type equations in biological systems with transport hindered by traps, macromolecular crowding or other obstacles.
NASA Astrophysics Data System (ADS)
Kostov, Ivan; Serban, Didina; Volin, Dmytro
2008-08-01
We give a realization of the Beisert, Eden and Staudacher equation for the planar Script N = 4 supersymetric gauge theory which seems to be particularly useful to study the strong coupling limit. We are using a linearized version of the BES equation as two coupled equations involving an auxiliary density function. We write these equations in terms of the resolvents and we transform them into a system of functional, instead of integral, equations. We solve the functional equations perturbatively in the strong coupling limit and reproduce the recursive solution obtained by Basso, Korchemsky and Kotański. The coefficients of the strong coupling expansion are fixed by the analyticity properties obeyed by the resolvents.
3D shape reconstruction of medical images using a perspective shape-from-shading method
NASA Astrophysics Data System (ADS)
Yang, Lei; Han, Jiu-qiang
2008-06-01
A 3D shape reconstruction approach for medical images using a shape-from-shading (SFS) method was proposed in this paper. A new reflectance map equation of medical images was analyzed with the assumption that the Lambertian reflectance surface was irradiated by a point light source located at the light center and the image was formed under perspective projection. The corresponding static Hamilton-Jacobi (H-J) equation of the reflectance map equation was established. So the shape-from-shading problem turned into solving the viscosity solution of the static H-J equation. Then with the conception of a viscosity vanishing approximation, the Lax-Friedrichs fast sweeping numerical method was used to compute the viscosity solution of the H-J equation and a new iterative SFS algorithm was gained. Finally, experiments on both synthetic images and real medical images were performed to illustrate the efficiency of the proposed SFS method.
Solving Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Television Tracker Range Equation
NASA Astrophysics Data System (ADS)
Huan-Wen, Zhu
1987-05-01
The paper gives an approximate television tracker range equation based on the concept of the radiology and signal-to-noise of television system, and describes the physical process and mathematical method of reckoning range equation. The range equation is useful to the desing and development of a system. This paper also discusses the demand and selection standard of the television tracker system to the imaging device and gives some possible approaches to increase the range.
Rubel's universal differential equation
Duffin, R. J.
1981-01-01
Fourth-order differential equations such as 16y′my′2 - 32ymyny′ + 17y03 = 0 are developed. It is shown that the equation is “universal” in the sense that any continuous function can be approximated with arbitrary accuracy over the whole x axis by a solution y(x) of the equation. This solution is a piecewise polynomial of degree 9 and of class C4. PMID:16593068
Hyperbolic type transport equations
NASA Astrophysics Data System (ADS)
García-Colín, L. S.; Olivares-Robles, M. A.
1995-02-01
In recent years hyperbolic type transport equations have acquired a great deal of importance in problems ranging from theoretical physics to biology. In spite of their greater mathematical difficulty as compared with their parabolic type analogs arising from the framework of Linear Irreversible Thermodynamics, they have, in many ways, superseded the latter ones. Although the use of this type of equations is well known since the last century through the telegraphist equation of electromagnetic theory, their use in studying several problems in transport theory is hardly fifty years old. In fact the first appearance of a hyperbolic type transport equation for the problem of heat conduction dates back to Cattaneos' work in 1948. Three years later, in 1951 S. Goldstein showed how in the theory of stochastic processes this type of an equation is obtained in the continuous limit of a one-dimensional persistent random walk problem. After that, other phenomenological derivations have been offered for such equations. The main purpose of this paper is to critically discuss a derivation of a hyperbolic type Fokker-Planck equation recently presented using the same ideas as M.S. Green did in 1952 to provide the stochastic foundations of irreversible statistical mechanics. Arguments are given to show that such an equation as well as transport equations derived from it by taking appropriate averages are at most approximate and that a much more detailed analysis is required before asserting their validity.
Linear Equations: Equivalence = Success
ERIC Educational Resources Information Center
Baratta, Wendy
2011-01-01
The ability to solve linear equations sets students up for success in many areas of mathematics and other disciplines requiring formula manipulations. There are many reasons why solving linear equations is a challenging skill for students to master. One major barrier for students is the inability to interpret the equals sign as anything other than…
Yagi, M.; Horton, W. )
1994-07-01
A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite [beta] that the perpendicular component of Ohm's law be solved to ensure [del][center dot][bold j]=0 for energy conservation.
Uniqueness of Maxwell's Equations.
ERIC Educational Resources Information Center
Cohn, Jack
1978-01-01
Shows that, as a consequence of two feasible assumptions and when due attention is given to the definition of charge and the fields E and B, the lowest-order equations that these two fields must satisfy are Maxwell's equations. (Author/GA)
Yagi, M.; Horton, W.
1993-11-01
A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite {beta} that we solve the perpendicular component of Ohm`s law to conserve the physical energy while ensuring the relation {del} {center_dot} j = 0.
NASA Astrophysics Data System (ADS)
Shabat, A. B.
2016-12-01
We consider the class of entire functions of exponential type in relation to the scattering theory for the Schrödinger equation with a finite potential that is a finite Borel measure. These functions have a special self-similarity and satisfy q-difference functional equations. We study their asymptotic behavior and the distribution of zeros.
Uniqueness of Maxwell's Equations.
ERIC Educational Resources Information Center
Cohn, Jack
1978-01-01
Shows that, as a consequence of two feasible assumptions and when due attention is given to the definition of charge and the fields E and B, the lowest-order equations that these two fields must satisfy are Maxwell's equations. (Author/GA)
NASA Astrophysics Data System (ADS)
Kuksin, Sergei; Maiocchi, Alberto
In this chapter we present a general method of constructing the effective equation which describes the behavior of small-amplitude solutions for a nonlinear PDE in finite volume, provided that the linear part of the equation is a hamiltonian system with a pure imaginary discrete spectrum. The effective equation is obtained by retaining only the resonant terms of the nonlinearity (which may be hamiltonian, or may be not); the assertion that it describes the limiting behavior of small-amplitude solutions is a rigorous mathematical theorem. In particular, the method applies to the three- and four-wave systems. We demonstrate that different possible types of energy transport are covered by this method, depending on whether the set of resonances splits into finite clusters (this happens, e.g. in case of the Charney-Hasegawa-Mima equation), or is connected (this happens, e.g. in the case of the NLS equation if the space-dimension is at least two). For equations of the first type the energy transition to high frequencies does not hold, while for equations of the second type it may take place. Our method applies to various weakly nonlinear wave systems, appearing in plasma, meteorology and oceanography.
Nonlinear gyrokinetic equations
Dubin, D.H.E.; Krommes, J.A.; Oberman, C.; Lee, W.W.
1983-03-01
Nonlinear gyrokinetic equations are derived from a systematic Hamiltonian theory. The derivation employs Lie transforms and a noncanonical perturbation theory first used by Littlejohn for the simpler problem of asymptotically small gyroradius. For definiteness, we emphasize the limit of electrostatic fluctuations in slab geometry; however, there is a straight-forward generalization to arbitrary field geometry and electromagnetic perturbations. An energy invariant for the nonlinear system is derived, and various of its limits are considered. The weak turbulence theory of the equations is examined. In particular, the wave kinetic equation of Galeev and Sagdeev is derived from an asystematic truncation of the equations, implying that this equation fails to consider all gyrokinetic effects. The equations are simplified for the case of small but finite gyroradius and put in a form suitable for efficient computer simulation. Although it is possible to derive the Terry-Horton and Hasegawa-Mima equations as limiting cases of our theory, several new nonlinear terms absent from conventional theories appear and are discussed.
The Quadrature Master Equations
NASA Astrophysics Data System (ADS)
Hassan, N. J.; Pourdarvish, A.; Sadeghi, J.; Olaomi, J. O.
2017-04-01
In this paper, we derive the non-Markovian stochastic equation of motion (SEM) and master equations (MEs) for the open quantum system by using the non-Markovian stochastic Schrödinger equations (SSEs) for the quadrature unraveling in linear and nonlinear cases. The SSEs for quadrature unraveling arise as a special case of a quantum system. Also we derive the Markovian SEM and ME by using linear and nonlinear Itô SSEs for the measurement probabilities. In linear non-Markovian case, we calculate the convolutionless linear quadrature non-Markovian SEM and ME. We take advantage from example and show that corresponding theory.
Nonlinear ordinary difference equations
NASA Technical Reports Server (NTRS)
Caughey, T. K.
1979-01-01
Future space vehicles will be relatively large and flexible, and active control will be necessary to maintain geometrical configuration. While the stresses and strains in these space vehicles are not expected to be excessively large, their cumulative effects will cause significant geometrical nonlinearities to appear in the equations of motion, in addition to the nonlinearities caused by material properties. Since the only effective tool for the analysis of such large complex structures is the digital computer, it will be necessary to gain a better understanding of the nonlinear ordinary difference equations which result from the time discretization of the semidiscrete equations of motion for such structures.
A Comparison of IRT Equating and Beta 4 Equating.
ERIC Educational Resources Information Center
Kim, Dong-In; Brennan, Robert; Kolen, Michael
Four equating methods were compared using four equating criteria: first-order equity (FOE), second-order equity (SOE), conditional mean squared error (CMSE) difference, and the equipercentile equating property. The four methods were: (1) three parameter logistic (3PL) model true score equating; (2) 3PL observed score equating; (3) beta 4 true…
Regularized Structural Equation Modeling.
Jacobucci, Ross; Grimm, Kevin J; McArdle, John J
A new method is proposed that extends the use of regularization in both lasso and ridge regression to structural equation models. The method is termed regularized structural equation modeling (RegSEM). RegSEM penalizes specific parameters in structural equation models, with the goal of creating easier to understand and simpler models. Although regularization has gained wide adoption in regression, very little has transferred to models with latent variables. By adding penalties to specific parameters in a structural equation model, researchers have a high level of flexibility in reducing model complexity, overcoming poor fitting models, and the creation of models that are more likely to generalize to new samples. The proposed method was evaluated through a simulation study, two illustrative examples involving a measurement model, and one empirical example involving the structural part of the model to demonstrate RegSEM's utility.
Nonlinear differential equations
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Equations For Rotary Transformers
NASA Technical Reports Server (NTRS)
Salomon, Phil M.; Wiktor, Peter J.; Marchetto, Carl A.
1988-01-01
Equations derived for input impedance, input power, and ratio of secondary current to primary current of rotary transformer. Used for quick analysis of transformer designs. Circuit model commonly used in textbooks on theory of ac circuits.
ERIC Educational Resources Information Center
Shumway, Richard J.
1989-01-01
Illustrated is the problem of solving equations and some different strategies students might employ when using available technology. Gives illustrations for: exact solutions, approximate solutions, and approximate solutions which are graphically generated. (RT)
Discrete wave equation upscaling
NASA Astrophysics Data System (ADS)
Fichtner, Andreas; Hanasoge, Shravan M.
2017-01-01
We present homogenisation technique for the uniformly discretised wave equation, based on the derivation of an effective equation for the low-wavenumber component of the solution. The method produces a down-sampled, effective medium, thus making the solution of the effective equation less computationally expensive. Advantages of the method include its conceptual simplicity and ease of implementation, the applicability to any uniformly discretised wave equation in one, two or three dimensions, and the absence of any constraints on the medium properties. We illustrate our method with a numerical example of wave propagation through a one-dimensional multiscale medium, and demonstrate the accurate reproduction of the original wavefield for sufficiently low frequencies.
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
Relativistic Guiding Center Equations
White, R. B.; Gobbin, M.
2014-10-01
In toroidal fusion devices it is relatively easy that electrons achieve relativistic velocities, so to simulate runaway electrons and other high energy phenomena a nonrelativistic guiding center formalism is not sufficient. Relativistic guiding center equations including flute mode time dependent field perturbations are derived. The same variables as used in a previous nonrelativistic guiding center code are adopted, so that a straightforward modifications of those equations can produce a relativistic version.
Ritchie, A B; Crenshaw, M E
2004-09-17
Although the concept of the photon as a quantum particle is sharpened by the quantization of the energy of the classical radiation field in a cavity, the photon's spin has remained a classical degree of freedom. The photon is considered a spin-1 particle, although only two classical polarization states transverse to its direction of propagation are allowed. Effectively therefore the photon is a spin-1/2 particle, although it still obeys Bose-Einstein statistics because the photon-photon interaction is zero. Here they show that the two polarization states of the photon can be quantized using Pauli's spin vector, such that a suitable equation of motion for the photon is Dirac's relativistic wave equation for zero mass and zero charge. Maxwell's equations for a free photon are inferred from the Dirac-field formalism and thus provide proof of this claim. For photons in the presence of electronic sources for electromagnetic fields we posit Lorentz-invariant inhomogeneous photonic equations of motion. Electro-dynamic operator equations are inferred from this modified Dirac-field formalism which reduce to Maxwell's equations if spin-dependent terms in the radiation-matter interaction are dropped.
Teardrop and heart orbits of a swinging Atwood's machine
NASA Astrophysics Data System (ADS)
Tufillaro, Nicholas B.
1994-03-01
An exact solution is presented for a swinging Atwood's machine. This teardrop-heart orbit is constructed using Hamilton-Jacobi theory. The example nicely illustrates the utility of the Hamilton-Jacobi method for finding solutions to nonlinear mechanical systems when more elementary techniques fail.
NASA Technical Reports Server (NTRS)
Oliger, Joseph
1997-01-01
Topics considered include: high-performance computing; cognitive and perceptual prostheses (computational aids designed to leverage human abilities); autonomous systems. Also included: development of a 3D unstructured grid code based on a finite volume formulation and applied to the Navier-stokes equations; Cartesian grid methods for complex geometry; multigrid methods for solving elliptic problems on unstructured grids; algebraic non-overlapping domain decomposition methods for compressible fluid flow problems on unstructured meshes; numerical methods for the compressible navier-stokes equations with application to aerodynamic flows; research in aerodynamic shape optimization; S-HARP: a parallel dynamic spectral partitioner; numerical schemes for the Hamilton-Jacobi and level set equations on triangulated domains; application of high-order shock capturing schemes to direct simulation of turbulence; multicast technology; network testbeds; supercomputer consolidation project.
A Sliding Mode Control with Optimized Sliding Surface for Aircraft Pitch Axis Control System
NASA Astrophysics Data System (ADS)
Lee, Sangchul; Kim, Kwangjin; Kim, Youdan
A sliding mode controller with an optimized sliding surface is proposed for an aircraft control system. The quadratic type of performance index for minimizing the angle of attack and the angular rate of the aircraft in the longitudinal motion is used to design the sliding surface. For optimization of the sliding surface, a Hamilton-Jacobi-Bellman (HJB) equation is formulated and it is solved through a numerical algorithm using a Generalized HJB (GHJB) equation and the Galerkin spectral method. The solution of this equation denotes a nonlinear sliding surface, on which the trajectory of the system approximately satisfies the optimality condition. Numerical simulation is performed for a nonlinear aircraft model with an optimized sliding surface and a simple linear sliding surface. The simulation result demonstrates that the proposed controller can be effectively applied to the longitudinal maneuver of an aircraft.
Charged particle in higher dimensional weakly charged rotating black hole spacetime
Frolov, Valeri P.; Krtous, Pavel
2011-01-15
We study charged particle motion in weakly charged higher dimensional black holes. To describe the electromagnetic field we use a test field approximation and the higher dimensional Kerr-NUT-(A)dS metric as a background geometry. It is shown that for a special configuration of the electromagnetic field, the equations of motion of charged particles are completely integrable. The vector potential of such a field is proportional to one of the Killing vectors (called a primary Killing vector) from the 'Killing tower' of symmetry generating objects which exists in the background geometry. A free constant in the definition of the adopted electromagnetic potential is proportional to the electric charge of the higher dimensional black hole. The full set of independent conserved quantities in involution is found. We demonstrate that Hamilton-Jacobi equations are separable, as is the corresponding Klein-Gordon equation and its symmetry operators.
NASA Astrophysics Data System (ADS)
Jusufi, K.
2016-12-01
In the present paper we study the Hawking radiation as a quantum tunneling effect of spin-1 particles from a five-dimensional, spherically symmetric, Einstein-Yang-Mills-Gauss-Bonnet (5D EYMGB) black hole. We solve the Proca equation (PE) by applying the WKB approximation and separation of variables via Hamilton-Jacobi (HJ) equation which results in a set of five differential equations, and reproduces, in this way, the Hawking temperature. In the second part of this paper, we extend our results beyond the semiclassical approximation. In particular, we derive the logarithmic correction to the entropy of the EYMGB black hole and show that the quantum corrected specific heat indicates the possible existence of a remnant.
Method to describe stochastic dynamics using an optimal coordinate.
Krivov, Sergei V
2013-12-01
A general method to describe the stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems: the determination of an optimal coordinate for the description of stochastic dynamics; the reconstruction of time from an ensemble of stochastic trajectories; and the decomposition of stationary stochastic dynamics into eigenmodes which do not decay exponentially with time. The problems are solved by introducing additive eigenvectors which are transformed by a stochastic matrix in a simple way - every component is translated by a constant distance. Such solutions have peculiar properties. For example, an optimal coordinate for stochastic dynamics with detailed balance is a multivalued function. An optimal coordinate for a random walk on a line corresponds to the conventional eigenvector of the one-dimensional Dirac equation. The equation for the optimal coordinate in a slowly varying potential reduces to the Hamilton-Jacobi equation for the action function.
The equivalence principle of quantum mechanics: Uniqueness theorem
Faraggi, A.E.; Matone, M.
1997-10-28
Recently the authors showed that the postulated diffeomorphic equivalence of states implies quantum mechanics. This approach takes the canonical variables to be dependent by the relation p = {partial_derivative}{sub q}S{sub 0} and exploits a basic GL(2,C)-symmetry which underlies the canonical formalism. In particular, they looked for the special transformations leading to the free system with vanishing energy. Furthermore, they saw that while on the one hand the equivalence principle cannot be consistently implemented in classical mechanics, on the other it naturally led to the quantum analogue of the Hamilton-Jacobi equation, thus implying the Schroedinger equation. In this letter they show that actually the principle uniquely leads to this solution. The authors also express the canonical and Schroedinger equations by means of the brackets recently introduced in the framework of N = 2 SYM. These brackets are the analogue of the Poisson brackets with the canonical variables taken as dependent.
Free-boundary problems describing two-dimensional pulse recycling and motion in semiconductors.
Bonilla, L L; Escobedo, R; Higuera, F J
2003-03-01
An asymptotic analysis of the Gunn effect in two-dimensional samples of bulk n GaAs with circular contacts is presented. A moving pulse far from contacts is approximated by a moving free boundary separating regions where the electric potential solves a Laplace equation with subsidiary boundary conditions. The dynamical condition for the motion of the free boundary is a Hamilton-Jacobi equation. We obtain the exact solution of the free-boundary problem (FBP) in simple one-dimensional and axisymmetric geometries. The solution of the FBP is obtained numerically in the general case and compared with the numerical solution of the full system of equations. The agreement is excellent so that the FBP can be adopted as the basis for an asymptotic study of the multidimensional Gunn effect.
Wave model for conservative bound systems
Popa, Alexandru
2005-06-22
In the hidden variable theory, Bohm proved a connection between the Schroedinger and Hamilton-Jacobi equations and showed the existence of classical paths, for which the generalized Bohr quantization condition is valid. In this paper we prove similar properties, starting from the equivalence between the Schroedinger and wave equations in the case of the conservative bound systems. Our approach is based on the equations and postulates of quantum mechanics without using any additional postulate. Like in the hidden variable theory, the above properties are proven without using the approximation of geometrical optics or the semiclassical approximation. Since the classical paths have only a mathematical significance in our analysis, our approach is consistent with the postulates of quantum mechanics.
Coherent distributions for the rigid rotator
Grigorescu, Marius
2016-06-15
Coherent solutions of the classical Liouville equation for the rigid rotator are presented as positive phase-space distributions localized on the Lagrangian submanifolds of Hamilton-Jacobi theory. These solutions become Wigner-type quasiprobability distributions by a formal discretization of the left-invariant vector fields from their Fourier transform in angular momentum. The results are consistent with the usual quantization of the anisotropic rotator, but the expected value of the Hamiltonian contains a finite “zero point” energy term. It is shown that during the time when a quasiprobability distribution evolves according to the Liouville equation, the related quantum wave function should satisfy the time-dependent Schrödinger equation.
Unstructured grid generation using the distance function
NASA Technical Reports Server (NTRS)
Bihari, Barna L.; Chakravarthy, Sukumar R.
1991-01-01
A new class of methods for obtaining level sets to generate unstructured grids is presented. The consecutive grid levels are computed using the distance functions, which corresponds to solving the Hamilton-Jacobi equations representing the equations of motion of fronts propagating with curvature-dependent speed. The relationship between the distance function and the governing equations will be discussed as well as its application to generating grids. Multi-ply connected domains and complex geometries are handled naturally, with a straightforward generalization to several space dimensions. The grid points for the unstructured grid are obtained simultaneously with the grid levels. The search involved in checking for overlapping triangles is minimized by triangulating the entire domain one level at a time.
The Bernoulli-Poiseuille Equation.
ERIC Educational Resources Information Center
Badeer, Henry S.; Synolakis, Costas E.
1989-01-01
Describes Bernoulli's equation and Poiseuille's equation for fluid dynamics. Discusses the application of the combined Bernoulli-Poiseuille equation in real flows, such as viscous flows under gravity and acceleration. (YP)
The Bernoulli-Poiseuille Equation.
ERIC Educational Resources Information Center
Badeer, Henry S.; Synolakis, Costas E.
1989-01-01
Describes Bernoulli's equation and Poiseuille's equation for fluid dynamics. Discusses the application of the combined Bernoulli-Poiseuille equation in real flows, such as viscous flows under gravity and acceleration. (YP)
Spatial equation for water waves
NASA Astrophysics Data System (ADS)
Dyachenko, A. I.; Zakharov, V. E.
2016-02-01
A compact spatial Hamiltonian equation for gravity waves on deep water has been derived. The equation is dynamical and can describe extreme waves. The equation for the envelope of a wave train has also been obtained.
Introducing Chemical Formulae and Equations.
ERIC Educational Resources Information Center
Dawson, Chris; Rowell, Jack
1979-01-01
Discusses when the writing of chemical formula and equations can be introduced in the school science curriculum. Also presents ways in which formulae and equations learning can be aided and some examples for balancing and interpreting equations. (HM)
Budini, Adrian A.
2006-11-15
In this paper we derive an extra class of non-Markovian master equations where the system state is written as a sum of auxiliary matrixes whose evolution involve Lindblad contributions with local coupling between all of them, resembling the structure of a classical rate equation. The system dynamics may develop strong nonlocal effects such as the dependence of the stationary properties with the system initialization. These equations are derived from alternative microscopic interactions, such as complex environments described in a generalized Born-Markov approximation and tripartite system-environment interactions, where extra unobserved degrees of freedom mediates the entanglement between the system and a Markovian reservoir. Conditions that guarantee the completely positive condition of the solution map are found. Quantum stochastic processes that recover the system dynamics in average are formulated. We exemplify our results by analyzing the dynamical action of nontrivial structured dephasing and depolarizing reservoirs over a single qubit.
Parallel tridiagonal equation solvers
NASA Technical Reports Server (NTRS)
Stone, H. S.
1974-01-01
Three parallel algorithms were compared for the direct solution of tridiagonal linear systems of equations. The algorithms are suitable for computers such as ILLIAC 4 and CDC STAR. For array computers similar to ILLIAC 4, cyclic odd-even reduction has the least operation count for highly structured sets of equations, and recursive doubling has the least count for relatively unstructured sets of equations. Since the difference in operation counts for these two algorithms is not substantial, their relative running times may be more related to overhead operations, which are not measured in this paper. The third algorithm, based on Buneman's Poisson solver, has more arithmetic operations than the others, and appears to be the least favorable. For pipeline computers similar to CDC STAR, cyclic odd-even reduction appears to be the most preferable algorithm for all cases.
Nonlocal electrical diffusion equation
NASA Astrophysics Data System (ADS)
Gómez-Aguilar, J. F.; Escobar-Jiménez, R. F.; Olivares-Peregrino, V. H.; Benavides-Cruz, M.; Calderón-Ramón, C.
2016-07-01
In this paper, we present an analysis and modeling of the electrical diffusion equation using the fractional calculus approach. This alternative representation for the current density is expressed in terms of the Caputo derivatives, the order for the space domain is 0<β≤1 and for the time domain is 0<γ≤2. We present solutions for the full fractional equation involving space and time fractional derivatives using numerical methods based on Fourier variable separation. The case with spatial fractional derivatives leads to Levy flight type phenomena, while the time fractional equation is related to sub- or super diffusion. We show that the mathematical concept of fractional derivatives can be useful to understand the behavior of semiconductors, the design of solar panels, electrochemical phenomena and the description of anomalous complex processes.
Obtaining Maxwell's equations heuristically
NASA Astrophysics Data System (ADS)
Diener, Gerhard; Weissbarth, Jürgen; Grossmann, Frank; Schmidt, Rüdiger
2013-02-01
Starting from the experimental fact that a moving charge experiences the Lorentz force and applying the fundamental principles of simplicity (first order derivatives only) and linearity (superposition principle), we show that the structure of the microscopic Maxwell equations for the electromagnetic fields can be deduced heuristically by using the transformation properties of the fields under space inversion and time reversal. Using the experimental facts of charge conservation and that electromagnetic waves propagate with the speed of light, together with Galilean invariance of the Lorentz force, allows us to finalize Maxwell's equations and to introduce arbitrary electrodynamics units naturally.
NASA Technical Reports Server (NTRS)
Markley, F. Landis
1995-01-01
Kepler's Equation is solved over the entire range of elliptic motion by a fifth-order refinement of the solution of a cubic equation. This method is not iterative, and requires only four transcendental function evaluations: a square root, a cube root, and two trigonometric functions. The maximum relative error of the algorithm is less than one part in 10(exp 18), exceeding the capability of double-precision computer arithmetic. Roundoff errors in double-precision implementation of the algorithm are addressed, and procedures to avoid them are developed.
Stochastic differential equations
Sobczyk, K. )
1990-01-01
This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshore structures.
Ordinary Differential Equations
NASA Astrophysics Data System (ADS)
Britz, Dieter
In this chapter, the numerical solution of ordinary differential equations (odes) will be described. There is a direct connection between this area and that of partial differential equations (pdes), as noted in, for example [558]. The ode field is large; but here we restrict ourselves to those techniques that appear again in the pde field. Readers wishing greater depth than is presented here can find it in the great number of texts on the subject, such as the classics by Lapidus & Seinfeld [351], Gear [264] or Jain [314];there is a very clear chapter in Gerald [266].
Accumulative Equating Error after a Chain of Linear Equatings
ERIC Educational Resources Information Center
Guo, Hongwen
2010-01-01
After many equatings have been conducted in a testing program, equating errors can accumulate to a degree that is not negligible compared to the standard error of measurement. In this paper, the author investigates the asymptotic accumulative standard error of equating (ASEE) for linear equating methods, including chained linear, Tucker, and…
Comparison of Kernel Equating and Item Response Theory Equating Methods
ERIC Educational Resources Information Center
Meng, Yu
2012-01-01
The kernel method of test equating is a unified approach to test equating with some advantages over traditional equating methods. Therefore, it is important to evaluate in a comprehensive way the usefulness and appropriateness of the Kernel equating (KE) method, as well as its advantages and disadvantages compared with several popular item…
Comparison of Kernel Equating and Item Response Theory Equating Methods
ERIC Educational Resources Information Center
Meng, Yu
2012-01-01
The kernel method of test equating is a unified approach to test equating with some advantages over traditional equating methods. Therefore, it is important to evaluate in a comprehensive way the usefulness and appropriateness of the Kernel equating (KE) method, as well as its advantages and disadvantages compared with several popular item…
The Statistical Drake Equation
NASA Astrophysics Data System (ADS)
Maccone, Claudio
2010-12-01
We provide the statistical generalization of the Drake equation. From a simple product of seven positive numbers, the Drake equation is now turned into the product of seven positive random variables. We call this "the Statistical Drake Equation". The mathematical consequences of this transformation are then derived. The proof of our results is based on the Central Limit Theorem (CLT) of Statistics. In loose terms, the CLT states that the sum of any number of independent random variables, each of which may be ARBITRARILY distributed, approaches a Gaussian (i.e. normal) random variable. This is called the Lyapunov Form of the CLT, or the Lindeberg Form of the CLT, depending on the mathematical constraints assumed on the third moments of the various probability distributions. In conclusion, we show that: The new random variable N, yielding the number of communicating civilizations in the Galaxy, follows the LOGNORMAL distribution. Then, as a consequence, the mean value of this lognormal distribution is the ordinary N in the Drake equation. The standard deviation, mode, and all the moments of this lognormal N are also found. The seven factors in the ordinary Drake equation now become seven positive random variables. The probability distribution of each random variable may be ARBITRARY. The CLT in the so-called Lyapunov or Lindeberg forms (that both do not assume the factors to be identically distributed) allows for that. In other words, the CLT "translates" into our statistical Drake equation by allowing an arbitrary probability distribution for each factor. This is both physically realistic and practically very useful, of course. An application of our statistical Drake equation then follows. The (average) DISTANCE between any two neighboring and communicating civilizations in the Galaxy may be shown to be inversely proportional to the cubic root of N. Then, in our approach, this distance becomes a new random variable. We derive the relevant probability density
Nonlinear feedback control of highly manoeuvrable aircraft
NASA Technical Reports Server (NTRS)
Garrard, William L.; Enns, Dale F.; Snell, S. A.
1992-01-01
This paper describes the application of nonlinear quadratic regulator (NLQR) theory to the design of control laws for a typical high-performance aircraft. The NLQR controller design is performed using truncated solutions of the Hamilton-Jacobi-Bellman equation of optimal control theory. The performance of the NLQR controller is compared with the performance of a conventional P + I gain scheduled controller designed by applying standard frequency response techniques to the equations of motion of the aircraft linearized at various angles of attack. Both techniques result in control laws which are very similar in structure to one another and which yield similar performance. The results of applying both control laws to a high-g vertical turn are illustrated by nonlinear simulation.
Fermion tunneling from higher-dimensional black holes
Lin Kai; Yang Shuzheng
2009-03-15
Via the semiclassical approximation method, we study the 1/2-spin fermion tunneling from a higher-dimensional black hole. In our work, the Dirac equations are transformed into a simple form, and then we simplify the fermion tunneling research to the study of the Hamilton-Jacobi equation in curved space-time. Finally, we get the fermion tunneling rates and the Hawking temperatures at the event horizon of higher-dimensional black holes. We study fermion tunneling of a higher-dimensional Schwarzschild black hole and a higher-dimensional spherically symmetric quintessence black hole. In fact, this method is also applicable to the study of fermion tunneling from four-dimensional or lower-dimensional black holes, and we will take the rainbow-Finsler black hole as an example in order to make the fact explicit.
Nonlinear feedback control of highly manoeuvrable aircraft
NASA Technical Reports Server (NTRS)
Garrard, William L.; Enns, Dale F.; Snell, S. A.
1992-01-01
This paper describes the application of nonlinear quadratic regulator (NLQR) theory to the design of control laws for a typical high-performance aircraft. The NLQR controller design is performed using truncated solutions of the Hamilton-Jacobi-Bellman equation of optimal control theory. The performance of the NLQR controller is compared with the performance of a conventional P + I gain scheduled controller designed by applying standard frequency response techniques to the equations of motion of the aircraft linearized at various angles of attack. Both techniques result in control laws which are very similar in structure to one another and which yield similar performance. The results of applying both control laws to a high-g vertical turn are illustrated by nonlinear simulation.
Problems of Mathematical Finance by Stochastic Control Methods
NASA Astrophysics Data System (ADS)
Stettner, Łukasz
The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.
Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints
NASA Astrophysics Data System (ADS)
Yan, Wei
2012-01-01
An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.
Neuro-optimal control of helicopter UAVs
NASA Astrophysics Data System (ADS)
Nodland, David; Ghosh, Arpita; Zargarzadeh, H.; Jagannathan, S.
2011-05-01
Helicopter UAVs can be extensively used for military missions as well as in civil operations, ranging from multirole combat support and search and rescue, to border surveillance and forest fire monitoring. Helicopter UAVs are underactuated nonlinear mechanical systems with correspondingly challenging controller designs. This paper presents an optimal controller design for the regulation and vertical tracking of an underactuated helicopter using an adaptive critic neural network framework. The online approximator-based controller learns the infinite-horizon continuous-time Hamilton-Jacobi-Bellman (HJB) equation and then calculates the corresponding optimal control input that minimizes the HJB equation forward-in-time. In the proposed technique, optimal regulation and vertical tracking is accomplished by a single neural network (NN) with a second NN necessary for the virtual controller. Both of the NNs are tuned online using novel weight update laws. Simulation results are included to demonstrate the effectiveness of the proposed control design in hovering applications.
Optimal control of aeroassisted plane change maneuver using feedback expansions
NASA Technical Reports Server (NTRS)
Mishne, D.; Speyer, J. L.
1986-01-01
A guidance law for an aeroassisted plane change maneuver is developed by an asymptotic expansion technique using a small parameter which essentially represents the ratio of the inertial forces to the atmospheric forces. This guidance law minimizes the energy loss while meeting terminal constraints on the altitude, flight path angle, and heading angle. By neglecting the inertial forces, the resulting optimization problem is integrable and can be determined in closed form. This zeroth-order solution is the first term in an asymptotic series solution of the Hamilton-Jacobi-Bellman equation. The remaining terms are determined from the solution of a first-order, linear partial differential equation whose solution requires only quadrature integration. Our initial results in using this guidance scheme are encouraging.
Comments on fake supersymmetry
NASA Astrophysics Data System (ADS)
Diaz Dorronsoro, Juan; Truijen, Brecht; Van Riet, Thomas
2017-05-01
Flat domain walls and spherical black holes are solutions to coupled second-order ODE’s of the Hamiltonian form. Hamilton-Jacobi theory then implies that first-order flow equations always exist (possibly up to isolated submanifolds). If the first-order equations factorise in a specific way, they take a form that has been named fake supersymmetry. We point out that this factorisation is always possible at zero temperature. We therefore propose a less generic definition of fake supersymmetry, which involves the boundary conditions in a non-trivial way, and we analyse its physical relevance. For instance, attractor flows are necessarily fake supersymmetric in our restricted sense. To illustrate the definition we provide new analytic solutions for axion-dilaton domain walls with fake superpotentials that were argued not to exist.
a Unified Gravity-Electroweak Model Based on a Generalized Yang-Mills Framework
NASA Astrophysics Data System (ADS)
Hsu, Jong-Ping
Gravitational and electroweak interactions can be unified in analogy with the unification in the Weinberg-Salam theory. The Yang-Mills framework is generalized to include spacetime translational group T(4), whose generators Tμ ( = ∂/∂xμ) do not have constant matrix representations. By gauging T(4) × SU(2) × U(1) in flat spacetime, we have a new tensor field ϕμν which universally couples to all particles and anti-particles with the same constant g, which has the dimension of length. In this unified model, the T(4) gauge symmetry dictates that all wave equations of fermions, massive bosons and the photon in flat spacetime reduce to a Hamilton-Jacobi equation with the same "effective Riemann metric tensor" in the geometric-optics limit. Consequently, the results are consistent with experiments. We demonstrated that the T(4) gravitational gauge field can be quantized in inertial frames.
Earth-Mars Low Thrust Orbit Transfer
NASA Astrophysics Data System (ADS)
Owis, Ashraf
Low-thrust trajectories with variable radial thrust is studied in this paper. The problem is tackled by solving the Hamilton- Jacobi-Bellman equation for the nonlinear dynamics. The dynamics of the system will be factorized in such a way that the new factorized system is accessible. The problem is tackled using the Approximating Sequence Riccati Equations (ASRE) method. The technique is based on Linear Quadratic Regulator (LQR) with fixed terminal state, which guarantees closed loop solution, instead of solving the two-point boundary value problem in which the classical optimal control is stated, this technique allows us to derive closed-loop solutions. This technique can be applied to any planet-to-planet transfer; it has been applied here to the Earth-Mars low-thrust transfer.
Event-Triggered Adaptive Dynamic Programming for Continuous-Time Systems With Control Constraints.
Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo
2016-08-31
In this paper, an event-triggered near optimal control structure is developed for nonlinear continuous-time systems with control constraints. Due to the saturating actuators, a nonquadratic cost function is introduced and the Hamilton-Jacobi-Bellman (HJB) equation for constrained nonlinear continuous-time systems is formulated. In order to solve the HJB equation, an actor-critic framework is presented. The critic network is used to approximate the cost function and the action network is used to estimate the optimal control law. In addition, in the proposed method, the control signal is transmitted in an aperiodic manner to reduce the computational and the transmission cost. Both the networks are only updated at the trigger instants decided by the event-triggered condition. Detailed Lyapunov analysis is provided to guarantee that the closed-loop event-triggered system is ultimately bounded. Three case studies are used to demonstrate the effectiveness of the proposed method.
Classical Kepler-Coulomb problem on SO(2, 2) hyperboloid
Petrosyan, D. Pogosyan, G. S.
2013-10-15
In the present work, the problem of the motion of the classical particle in the Kepler-Coulomb field in three-dimensional hyperbolic space H{sub 2}{sup 2}: z{sub 2}{sup 0} + z{sub 2}{sup 1} - z{sub 2}{sup 2} - z{sub 2}{sup 3} = R{sup 2} is solved in the framework of Hamilton-Jacobi equation. The requirements for the existence of bounded motion of particle are formulated. The equation of the trajectory of particle is obtained, and it is shown that all the finite trajectories are closed. It is also demonstrated that under the certain values (zero or negative) of the separation constant A the fall of the particle onto the center takes place.
Evolutionary Games with Randomly Changing Payoff Matrices
NASA Astrophysics Data System (ADS)
Yakushkina, Tatiana; Saakian, David B.; Bratus, Alexander; Hu, Chin-Kun
2015-06-01
Evolutionary games are used in various fields stretching from economics to biology. In most of these games a constant payoff matrix is assumed, although some works also consider dynamic payoff matrices. In this article we assume a possibility of switching the system between two regimes with different sets of payoff matrices. Potentially such a model can qualitatively describe the development of bacterial or cancer cells with a mutator gene present. A finite population evolutionary game is studied. The model describes the simplest version of annealed disorder in the payoff matrix and is exactly solvable at the large population limit. We analyze the dynamics of the model, and derive the equations for both the maximum and the variance of the distribution using the Hamilton-Jacobi equation formalism.
ERIC Educational Resources Information Center
Fay, Temple H.
2010-01-01
Through numerical investigations, we study examples of the forced quadratic spring equation [image omitted]. By performing trial-and-error numerical experiments, we demonstrate the existence of stability boundaries in the phase plane indicating initial conditions yielding bounded solutions, investigate the resonance boundary in the [omega]…
Structural Equation Model Trees
ERIC Educational Resources Information Center
Brandmaier, Andreas M.; von Oertzen, Timo; McArdle, John J.; Lindenberger, Ulman
2013-01-01
In the behavioral and social sciences, structural equation models (SEMs) have become widely accepted as a modeling tool for the relation between latent and observed variables. SEMs can be seen as a unification of several multivariate analysis techniques. SEM Trees combine the strengths of SEMs and the decision tree paradigm by building tree…
ERIC Educational Resources Information Center
Savoy, L. G.
1988-01-01
Describes a study of students' ability to balance equations. Answers to a test on this topic were analyzed to determine the level of understanding and processes used by the students. Presented is a method to teach this skill to high school chemistry students. (CW)
Do Differential Equations Swing?
ERIC Educational Resources Information Center
Maruszewski, Richard F., Jr.
2006-01-01
One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…
Modelling by Differential Equations
ERIC Educational Resources Information Center
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
Lawrence A. Soltis
1999-01-01
Equations for deformation and stress, which are the basis for tension members and beam and column design, are discussed in this chapter. The first two sections cover tapered members, straight members, and special considerations such as notches, slits, and size effect. A third section presents stability criteria for members subject to buckling and for members subject to...
NASA Astrophysics Data System (ADS)
Mejjaoli, Hatem
2008-12-01
We introduce and study the Dunkl symmetric systems. We prove the well-posedness results for the Cauchy problem for these systems. Eventually we describe the finite speed of it. Next the semi-linear Dunkl-wave equations are also studied.
Modelling by Differential Equations
ERIC Educational Resources Information Center
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
Structural Equation Model Trees
ERIC Educational Resources Information Center
Brandmaier, Andreas M.; von Oertzen, Timo; McArdle, John J.; Lindenberger, Ulman
2013-01-01
In the behavioral and social sciences, structural equation models (SEMs) have become widely accepted as a modeling tool for the relation between latent and observed variables. SEMs can be seen as a unification of several multivariate analysis techniques. SEM Trees combine the strengths of SEMs and the decision tree paradigm by building tree…
Equating Practical Examinations.
ERIC Educational Resources Information Center
Lunz, Mary E.; And Others
This paper describes and illustrates a method for equating examinations with multiple facets (i.e., items, examinees, judges, tasks, and rating scales). The data are from the practical section of two histotechnology certification examinations. The first practical examination involved 210 examinees, 14 judges, 15 slides, 3 tasks, and 2 rating…
Douglas R. Rammer
2010-01-01
Equations for deformation and stress, which are the basis for tension members and beam and column design, are discussed in this chapter. The first two sections cover tapered members, straight members, and special considerations such as notches, slits, and size effect. A third section presents stability criteria for members subject to buckling and for members subject to...
Generalized reduced magnetohydrodynamic equations
Kruger, S.E.
1999-02-01
A new derivation of reduced magnetohydrodynamic (MHD) equations is presented. A multiple-time-scale expansion is employed. It has the advantage of clearly separating the three time scales of the problem associated with (1) MHD equilibrium, (2) fluctuations whose wave vector is aligned perpendicular to the magnetic field, and (3) those aligned parallel to the magnetic field. The derivation is carried out without relying on a large aspect ratio assumption; therefore this model can be applied to any general configuration. By accounting for the MHD equilibrium and constraints to eliminate the fast perpendicular waves, equations are derived to evolve scalar potential quantities on a time scale associated with the parallel wave vector (shear-Alfven wave time scale), which is the time scale of interest for MHD instability studies. Careful attention is given in the derivation to satisfy energy conservation and to have manifestly divergence-free magnetic fields to all orders in the expansion parameter. Additionally, neoclassical closures and equilibrium shear flow effects are easily accounted for in this model. Equations for the inner resistive layer are derived which reproduce the linear ideal and resistive stability criterion of Glasser, Greene, and Johnson. The equations have been programmed into a spectral initial value code and run with shear flow that is consistent with the equilibrium input into the code. Linear results of tearing modes with shear flow are presented which differentiate the effects of shear flow gradients in the layer with the effects of the shear flow decoupling multiple harmonics.
Parallel Multigrid Equation Solver
Adams, Mark
2001-09-07
Prometheus is a fully parallel multigrid equation solver for matrices that arise in unstructured grid finite element applications. It includes a geometric and an algebraic multigrid method and has solved problems of up to 76 mullion degrees of feedom, problems in linear elasticity on the ASCI blue pacific and ASCI red machines.
Quenching equation for scintillation
NASA Astrophysics Data System (ADS)
Kato, Takahisa
1980-06-01
A mathematical expression is postulated showing the relationship between counting rate and quenching agent concentration in a liquid scintillation solution. The expression is more suited to a wider range of quenching agent concentrations than the Stern-Volmer equation. An estimation of the quenched correction is demonstrated using the expression.
Nonlinear equations of 'variable type'
NASA Astrophysics Data System (ADS)
Larkin, N. A.; Novikov, V. A.; Ianenko, N. N.
In this monograph, new scientific results related to the theory of equations of 'variable type' are presented. Equations of 'variable type' are equations for which the original type is not preserved within the entire domain of coefficient definition. This part of the theory of differential equations with partial derivatives has been developed intensively in connection with the requirements of mechanics. The relations between equations of the considered type and the problems of mathematical physics are explored, taking into account quasi-linear equations, and models of mathematical physics which lead to equations of 'variable type'. Such models are related to transonic flows, problems involving a separation of the boundary layer, gasdynamics and the van der Waals equation, shock wave phenomena, and a combustion model with a turbulent diffusion flame. Attention is also given to nonlinear parabolic equations, and nonlinear partial differential equations of the third order.
Methods for Equating Mental Tests.
1984-11-01
1983) compared conventional and IRT methods for equating the Test of English as a Foreign Language ( TOEFL ) after chaining. Three conventional and...three IRT equating methods were examined in this study; two sections of TOEFL were each (separately) equated. The IRT methods included the following: (a...group. A separate base form was established for each of the six equating methods. Instead of equating the base-form TOEFL to itself, the last (eighth
Supersymmetric fifth order evolution equations
Tian, K.; Liu, Q. P.
2010-03-08
This paper considers supersymmetric fifth order evolution equations. Within the framework of symmetry approach, we give a list containing six equations, which are (potentially) integrable systems. Among these equations, the most interesting ones include a supersymmetric Sawada-Kotera equation and a novel supersymmetric fifth order KdV equation. For the latter, we supply some properties such as a Hamiltonian structures and a possible recursion operator.
Brownian motion from Boltzmann's equation.
NASA Technical Reports Server (NTRS)
Montgomery, D.
1971-01-01
Two apparently disparate lines of inquiry in kinetic theory are shown to be equivalent: (1) Brownian motion as treated by the (stochastic) Langevin equation and Fokker-Planck equation; and (2) Boltzmann's equation. The method is to derive the kinetic equation for Brownian motion from the Boltzmann equation for a two-component neutral gas by a simultaneous expansion in the density and mass ratios.
Approximate optimal guidance for the advanced launch system
NASA Technical Reports Server (NTRS)
Feeley, T. S.; Speyer, J. L.
1993-01-01
A real-time guidance scheme for the problem of maximizing the payload into orbit subject to the equations of motion for a rocket over a spherical, non-rotating earth is presented. An approximate optimal launch guidance law is developed based upon an asymptotic expansion of the Hamilton - Jacobi - Bellman or dynamic programming equation. The expansion is performed in terms of a small parameter, which is used to separate the dynamics of the problem into primary and perturbation dynamics. For the zeroth-order problem the small parameter is set to zero and a closed-form solution to the zeroth-order expansion term of Hamilton - Jacobi - Bellman equation is obtained. Higher-order terms of the expansion include the effects of the neglected perturbation dynamics. These higher-order terms are determined from the solution of first-order linear partial differential equations requiring only the evaluation of quadratures. This technique is preferred as a real-time, on-line guidance scheme to alternative numerical iterative optimization schemes because of the unreliable convergence properties of these iterative guidance schemes and because the quadratures needed for the approximate optimal guidance law can be performed rapidly and by parallel processing. Even if the approximate solution is not nearly optimal, when using this technique the zeroth-order solution always provides a path which satisfies the terminal constraints. Results for two-degree-of-freedom simulations are presented for the simplified problem of flight in the equatorial plane and compared to the guidance scheme generated by the shooting method which is an iterative second-order technique.
Flavored quantum Boltzmann equations
Cirigliano, Vincenzo; Lee, Christopher; Ramsey-Musolf, Michael J.; Tulin, Sean
2010-05-15
We derive from first principles, using nonequilibrium field theory, the quantum Boltzmann equations that describe the dynamics of flavor oscillations, collisions, and a time-dependent mass matrix in the early universe. Working to leading nontrivial order in ratios of relevant time scales, we study in detail a toy model for weak-scale baryogenesis: two scalar species that mix through a slowly varying time-dependent and CP-violating mass matrix, and interact with a thermal bath. This model clearly illustrates how the CP asymmetry arises through coherent flavor oscillations in a nontrivial background. We solve the Boltzmann equations numerically for the density matrices, investigating the impact of collisions in various regimes.
Perturbed nonlinear differential equations
NASA Technical Reports Server (NTRS)
Proctor, T. G.
1974-01-01
For perturbed nonlinear systems, a norm, other than the supremum norm, is introduced on some spaces of continuous functions. This makes possible the study of new types of behavior. A study is presented on a perturbed nonlinear differential equation defined on a half line, and the existence of a family of solutions with special boundedness properties is established. The ideas developed are applied to the study of integral manifolds, and examples are given.
NASA Astrophysics Data System (ADS)
Trzetrzelewski, Maciej
2016-11-01
Starting with a Nambu-Goto action, a Dirac-like equation can be constructed by taking the square-root of the momentum constraint. The eigenvalues of the resulting Hamiltonian are real and correspond to masses of the excited string. In particular there are no tachyons. A special case of radial oscillations of a closed string in Minkowski space-time admits exact solutions in terms of wave functions of the harmonic oscillator.
Quantum molecular master equations
NASA Astrophysics Data System (ADS)
Brechet, Sylvain D.; Reuse, Francois A.; Maschke, Klaus; Ansermet, Jean-Philippe
2016-10-01
We present the quantum master equations for midsize molecules in the presence of an external magnetic field. The Hamiltonian describing the dynamics of a molecule accounts for the molecular deformation and orientation properties, as well as for the electronic properties. In order to establish the master equations governing the relaxation of free-standing molecules, we have to split the molecule into two weakly interacting parts, a bath and a bathed system. The adequate choice of these systems depends on the specific physical system under consideration. Here we consider a first system consisting of the molecular deformation and orientation properties and the electronic spin properties and a second system composed of the remaining electronic spatial properties. If the characteristic time scale associated with the second system is small with respect to that of the first, the second may be considered as a bath for the first. Assuming that both systems are weakly coupled and initially weakly correlated, we obtain the corresponding master equations. They describe notably the relaxation of magnetic properties of midsize molecules, where the change of the statistical properties of the electronic orbitals is expected to be slow with respect to the evolution time scale of the bathed system.
Fractional Vorticity Equations
NASA Astrophysics Data System (ADS)
Schertzer, D.; Tchguirinskaia, I.; Lovejoy, S.; Tuck, A.
2012-04-01
As a result of a thorough discussion (Schertzer et al., Atmos. Chem. Phys., 12, 327-336, 2012 ) of the limitations of the quasi-geostrophic approximation and turbulence, fractional vorticity equations were obtained. This was done with the help of an anisotropic scaling analysis, instead of the classical scale analysis, as done to derive the quasi-geostrophic approximation. This breaks the rotational symmetry of the classical 3D vorticity equations and a priori yields a (2 + Hz)-dimensional turbulence (0 ≤ Hz ≤ 1). This corresponds to a first step in the derivation of a dynamical alternative to the quasi-geostrophic approximation and turbulence. The corresponding precise definition of fractional dimensional turbulence already demonstrates that the classical 2-D and 3-D turbulence are not the main options to understand atmospheric and oceanic dynamics. Although (2 + Hz)-dimensional turbulence (with 0 < Hz < 1) has more common features with 3-D turbulence than with 2-D turbulence, it has nevertheless very distinctive features: its scaling anisotropy is in agreement with the layered pancake structure, which is typical of rotating and stratified turbulence, but not of the classical 3-D turbulence. In this presentation, we further discuss the properties of this set of deterministic-like equations, especially how they can generate a statistical scaling anisotropy, as well as the relevance of the theoretical value Hz = 5/9.
NASA Astrophysics Data System (ADS)
Scherer, Philipp O. J.
We discuss several strategies for the time integration of first order initial value problems. The explicit Euler forward difference has low error order. The much more accurate symmetric difference quotient can be used as the corrector step in combination with an explicit Euler predictor step and is often used for the time integration of partial differential equations. Methods with higher error order can be obtained from a Taylor series expansion, like the Nordsieck and Gear predictor-corrector methods which have been often applied in molecular dynamics calculations. Runge-Kutta methods are very important for ordinary differential equations. They are robust and allow an adaptive control of the step size. Very accurate results can be obtained for ordinary differential equations with extrapolation methods like the famous Gragg-Bulirsch-Stör method. Multistep methods use information from several points. Best known are Adams-Bashforth-Moulton methods and Gear methods (also known as backward differentiation methods), which are especially useful for stiff problems. The class of Verlet methods has been developed for molecular dynamics calculations. These are symplectic and time reversible and conserve energy over long trajectories.
Double-Plate Penetration Equations
NASA Technical Reports Server (NTRS)
Hayashida, K. B.; Robinson, J. H.
2000-01-01
This report compares seven double-plate penetration predictor equations for accuracy and effectiveness of a shield design. Three of the seven are the Johnson Space Center original, modified, and new Cour-Palais equations. The other four are the Nysmith, Lundeberg-Stern-Bristow, Burch, and Wilkinson equations. These equations, except the Wilkinson equation, were derived from test results, with the velocities ranging up to 8 km/sec. Spreadsheet software calculated the projectile diameters for various velocities for the different equations. The results were plotted on projectile diameter versus velocity graphs for the expected orbital debris impact velocities ranging from 2 to 15 km/sec. The new Cour-Palais double-plate penetration equation was compared to the modified Cour-Palais single-plate penetration equation. Then the predictions from each of the seven double-plate penetration equations were compared to each other for a chosen shield design. Finally, these results from the equations were compared with test results performed at the NASA Marshall Space Flight Center. Because the different equations predict a wide range of projectile diameters at any given velocity, it is very difficult to choose the "right" prediction equation for shield configurations other than those exactly used in the equations' development. Although developed for various materials, the penetration equations alone cannot be relied upon to accurately predict the effectiveness of a shield without using hypervelocity impact tests to verify the design.
Computing generalized Langevin equations and generalized Fokker-Planck equations.
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.
Reduction operators of Burgers equation
Pocheketa, Oleksandr A.; Popovych, Roman O.
2013-01-01
The solution of the problem on reduction operators and nonclassical reductions of the Burgers equation is systematically treated and completed. A new proof of the theorem on the special “no-go” case of regular reduction operators is presented, and the representation of the coefficients of operators in terms of solutions of the initial equation is constructed for this case. All possible nonclassical reductions of the Burgers equation to single ordinary differential equations are exhaustively described. Any Lie reduction of the Burgers equation proves to be equivalent via the Hopf–Cole transformation to a parameterized family of Lie reductions of the linear heat equation. PMID:23576819
Reduction operators of Burgers equation.
Pocheketa, Oleksandr A; Popovych, Roman O
2013-02-01
The solution of the problem on reduction operators and nonclassical reductions of the Burgers equation is systematically treated and completed. A new proof of the theorem on the special "no-go" case of regular reduction operators is presented, and the representation of the coefficients of operators in terms of solutions of the initial equation is constructed for this case. All possible nonclassical reductions of the Burgers equation to single ordinary differential equations are exhaustively described. Any Lie reduction of the Burgers equation proves to be equivalent via the Hopf-Cole transformation to a parameterized family of Lie reductions of the linear heat equation.
NASA Astrophysics Data System (ADS)
Arimoto, Suguru
An optimal regulator problem for endpoint position control of a robot arm with (or without) redundancy in its total degrees-of-freedom (DOF) is solved by combining Riemannian geometry with nonlinear control theory. Given a target point, within the task-space, that the arm endpoint should reach, a task-space position feedback with joint damping is shown to asymptotically stabilize reaching movements even if the number of DOF of the arm is greater than the dimension of the task space and thereby the inverse kinematics is ill-posed. Usually the speed of convergence of the endpoint trajectory is unsatisfactory, depending on the choice of feedback gains for joint damping. Hence, to speed up the convergence without incurring further energy consumption, an optimal control design for minimizing a performance index composed of an integral of joint dissipation energy plus a linear quadratic form of the task-space control input and output is introduced. It is then shown that the Hamilton-Jacobi-Bellman equation derived from the principle of optimality is solvable in control variables and the Hamilton-Jacobi equation itself has an explicit solution. Although the state of the original dynamics (the Euler-Lagrange equation) with DOF-redundancy contains uncontrollable and unobservable manifolds, the dynamics satisfies a nonlinear version of the Kalman-Yakubovich-Popov lemma and the task-space input-output passivity. An inverse problem of optimal regulator design for robotic arms under the effect of gravity is also tackled by combining Riemannian geometry with passivity-based control theory.
Evaluating Equating Results: Percent Relative Error for Chained Kernel Equating
ERIC Educational Resources Information Center
Jiang, Yanlin; von Davier, Alina A.; Chen, Haiwen
2012-01-01
This article presents a method for evaluating equating results. Within the kernel equating framework, the percent relative error (PRE) for chained equipercentile equating was computed under the nonequivalent groups with anchor test (NEAT) design. The method was applied to two data sets to obtain the PRE, which can be used to measure equating…
Differential Equations Compatible with Boundary Rational qKZ Equation
NASA Astrophysics Data System (ADS)
Takeyama, Yoshihiro
2011-10-01
We give diffierential equations compatible with the rational qKZ equation with boundary reflection. The total system contains the trigonometric degeneration of the bispectral qKZ equation of type (Cěen, Cn) which in the case of type GLn was studied by van Meer and Stokman. We construct an integral formula for solutions to our compatible system in a special case.
Evaluating Equating Results: Percent Relative Error for Chained Kernel Equating
ERIC Educational Resources Information Center
Jiang, Yanlin; von Davier, Alina A.; Chen, Haiwen
2012-01-01
This article presents a method for evaluating equating results. Within the kernel equating framework, the percent relative error (PRE) for chained equipercentile equating was computed under the nonequivalent groups with anchor test (NEAT) design. The method was applied to two data sets to obtain the PRE, which can be used to measure equating…
Makkonen, Lasse
2016-04-06
Young's construction for a contact angle at a three-phase intersection forms the basis of all fields of science that involve wetting and capillary action. We find compelling evidence from recent experimental results on the deformation of a soft solid at the contact line, and displacement of an elastic wire immersed in a liquid, that Young's equation can only be interpreted by surface energies, and not as a balance of surface tensions. It follows that the a priori variable in finding equilibrium is not the position of the contact line, but the contact angle. This finding provides the explanation for the pinning of a contact line.
The Arrhenius equation revisited.
Peleg, Micha; Normand, Mark D; Corradini, Maria G
2012-01-01
The Arrhenius equation has been widely used as a model of the temperature effect on the rate of chemical reactions and biological processes in foods. Since the model requires that the rate increase monotonically with temperature, its applicability to enzymatic reactions and microbial growth, which have optimal temperature, is obviously limited. This is also true for microbial inactivation and chemical reactions that only start at an elevated temperature, and for complex processes and reactions that do not follow fixed order kinetics, that is, where the isothermal rate constant, however defined, is a function of both temperature and time. The linearity of the Arrhenius plot, that is, Ln[k(T)] vs. 1/T where T is in °K has been traditionally considered evidence of the model's validity. Consequently, the slope of the plot has been used to calculate the reaction or processes' "energy of activation," usually without independent verification. Many experimental and simulated rate constant vs. temperature relationships that yield linear Arrhenius plots can also be described by the simpler exponential model Ln[k(T)/k(T(reference))] = c(T-T(reference)). The use of the exponential model or similar empirical alternative would eliminate the confusing temperature axis inversion, the unnecessary compression of the temperature scale, and the need for kinetic assumptions that are hard to affirm in food systems. It would also eliminate the reference to the Universal gas constant in systems where a "mole" cannot be clearly identified. Unless proven otherwise by independent experiments, one cannot dismiss the notion that the apparent linearity of the Arrhenius plot in many food systems is due to a mathematical property of the model's equation rather than to the existence of a temperature independent "energy of activation." If T+273.16°C in the Arrhenius model's equation is replaced by T+b, where the numerical value of the arbitrary constant b is substantially larger than T and T
Perturbed nonlinear differential equations
NASA Technical Reports Server (NTRS)
Proctor, T. G.
1972-01-01
The existence of a solution defined for all t and possessing a type of boundedness property is established for the perturbed nonlinear system y = f(t,y) + F(t,y). The unperturbed system x = f(t,x) has a dichotomy in which some solutions exist and are well behaved as t increases to infinity, and some solution exists and are well behaved as t decreases to minus infinity. A similar study is made for a perturbed nonlinear differential equation defined on a half line, R+, and the existence of a family of solutions with special boundedness properties is established. The ideas are applied to integral manifolds.
Generalized dilatation operator method for non-relativistic holography
NASA Astrophysics Data System (ADS)
Chemissany, Wissam; Papadimitriou, Ioannis
2014-10-01
We present a general algorithm for constructing the holographic dictionary for Lifshitz and hyperscaling violating Lifshitz backgrounds for any value of the dynamical exponent z and any value of the hyperscaling violation parameter θ compatible with the null energy condition. The objective of the algorithm is the construction of the general asymptotic solution of the radial Hamilton-Jacobi equation subject to the desired boundary conditions, from which the full dictionary can be subsequently derived. Contrary to the relativistic case, we find that a fully covariant construction of the asymptotic solution for running non-relativistic theories necessitates an expansion in the eigenfunctions of two commuting operators instead of one. This provides a covariant but non-relativistic grading of the expansion, according to the number of time derivatives.
Finite-time H∞ filtering for non-linear stochastic systems
NASA Astrophysics Data System (ADS)
Hou, Mingzhe; Deng, Zongquan; Duan, Guangren
2016-09-01
This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.
NASA Astrophysics Data System (ADS)
Jasso-Fuentes, Héctor; López-Barrientos, José Daniel
2015-05-01
In this paper, we propose an application of the so-called games against nature for giving solution to an ergodic control problem governed by a general class of Markov diffusion processes whose coefficients depend on an unknown and non-observable parameter. To this end, we assume that the values of the parameter are taken by means of 'actions' made by some opposite player of the controller (the nature). Then, the problem reduces to finding optimality for the controller given that the nature has chosen its best strategy. Such a control is also known as the worst case optimal control. Our analysis is based on the use of the dynamic programming technique by showing, among other facts, the existence of classical (twice differentiable) solutions of the so called Hamilton Jacobi Bellman equation. We also provide an example on economic welfare to illustrate our results.
NASA Technical Reports Server (NTRS)
Shu, Chi-Wang
1997-01-01
In these lecture notes we describe the construction, analysis, and application of ENO (Essentially Non-Oscillatory) and WENO (Weighted Essentially Non-Oscillatory) schemes for hyperbolic conservation laws and related Hamilton- Jacobi equations. ENO and WENO schemes are high order accurate finite difference schemes designed for problems with piecewise smooth solutions containing discontinuities. The key idea lies at the approximation level, where a nonlinear adaptive procedure is used to automatically choose the locally smoothest stencil, hence avoiding crossing discontinuities in the interpolation procedure as much as possible. ENO and WENO schemes have been quite successful in applications, especially for problems containing both shocks and complicated smooth solution structures, such as compressible turbulence simulations and aeroacoustics. These lecture notes are basically self-contained. It is our hope that with these notes and with the help of the quoted references, the reader can understand the algorithms and code them up for applications.
Hidden symmetries, null geodesics, and photon capture in the Sen black hole
Hioki, Kenta; Miyamoto, Umpei
2008-08-15
Important classes of null geodesics and hidden symmetries in the Sen black hole are investigated. First, we obtain the principal null geodesics and circular photon orbits. Then, an irreducible rank-two Killing tensor and a conformal Killing tensor are derived, which represent the hidden symmetries. Analyzing the properties of Killing tensors, we clarify why the Hamilton-Jacobi and wave equations are separable in this spacetime. We also investigate the gravitational capture of photons by the Sen black hole and compare the result with those by the various charged/rotating black holes and naked singularities in the Kerr-Newman family. For these black holes and naked singularities, we show the capture regions in a two dimensional impact parameter space (or equivalently the 'shadows' observed at infinity) to form a variety of shapes such as the disk, circle, dot, arc, and their combinations.
Biological evolution in a multidimensional fitness landscape.
Saakian, David B; Kirakosyan, Zara; Hu, Chin-Kun
2012-09-01
We considered a multiblock molecular model of biological evolution, in which fitness is a function of the mean types of alleles located at different parts (blocks) of the genome. We formulated an infinite population model with selection and mutation, and calculated the mean fitness. For the case of recombination, we formulated a model with a multidimensional fitness landscape (the dimension of the space is equal to the number of blocks) and derived a theorem about the dynamics of initially narrow distribution. We also considered the case of lethal mutations. We also formulated the finite population version of the model in the case of lethal mutations. Our models, derived for the virus evolution, are interesting also for the statistical mechanics and the Hamilton-Jacobi equation as well.
Biological evolution in a multidimensional fitness landscape
NASA Astrophysics Data System (ADS)
Saakian, David B.; Kirakosyan, Zara; Hu, Chin-Kun
2012-09-01
We considered a multiblock molecular model of biological evolution, in which fitness is a function of the mean types of alleles located at different parts (blocks) of the genome. We formulated an infinite population model with selection and mutation, and calculated the mean fitness. For the case of recombination, we formulated a model with a multidimensional fitness landscape (the dimension of the space is equal to the number of blocks) and derived a theorem about the dynamics of initially narrow distribution. We also considered the case of lethal mutations. We also formulated the finite population version of the model in the case of lethal mutations. Our models, derived for the virus evolution, are interesting also for the statistical mechanics and the Hamilton-Jacobi equation as well.
NASA Astrophysics Data System (ADS)
Caplinger, J.; Sotnikov, V. I.; Wallerstein, A. J.
2014-12-01
A three dimensional numerical ray-tracing algorithm based on a Hamilton-Jacobi geometric optics approximation is used to analyze propagation of high frequency (HF) electromagnetic waves through a plasma with randomly distributed vortex structures having a spatial dependence in the plane perpendicular to earth's magnetic field. This spatial dependence in density is elongated and uniform along the magnetic field lines. Similar vortex structures may appear in the equatorial spread F region and in the Auroral zone of the ionosphere. The diffusion coefficient associated with wave vector deflection from a propagation path can be approximated by measuring the average deflection angle of the beam of rays. Then, the beam broadening can be described statistically using the Fokker-Planck equation. Visualizations of the ray propagation through generated density structures along with estimated and analytically calculated diffusion coefficients will be presented.
3D level set methods for evolving fronts on tetrahedral meshes with adaptive mesh refinement
NASA Astrophysics Data System (ADS)
Morgan, Nathaniel R.; Waltz, Jacob I.
2017-05-01
The level set method is commonly used to model dynamically evolving fronts and interfaces. In this work, we present new methods for evolving fronts with a specified velocity field or in the surface normal direction on 3D unstructured tetrahedral meshes with adaptive mesh refinement (AMR). The level set field is located at the nodes of the tetrahedral cells and is evolved using new upwind discretizations of Hamilton-Jacobi equations combined with a Runge-Kutta method for temporal integration. The level set field is periodically reinitialized to a signed distance function using an iterative approach with a new upwind gradient. The details of these level set and reinitialization methods are discussed. Results from a range of numerical test problems are presented.
Goreac, Dan; Serea, Oana-Silvia
2012-10-15
We aim at characterizing domains of attraction for controlled piecewise deterministic processes using an occupational measure formulation and Zubov's approach. Firstly, we provide linear programming (primal and dual) formulations of discounted, infinite horizon control problems for PDMPs. These formulations involve an infinite-dimensional set of probability measures and are obtained using viscosity solutions theory. Secondly, these tools allow to construct stabilizing measures and to avoid the assumption of stability under concatenation for controls. The domain of controllability is then characterized as some level set of a convenient solution of the associated Hamilton-Jacobi integral-differential equation. The theoretical results are applied to PDMPs associated to stochastic gene networks. Explicit computations are given for Cook's model for gene expression.
The design of suboptimal asymptotic stabilising controllers for nonlinear slowly varying systems
NASA Astrophysics Data System (ADS)
Binazadeh, T.; Shafiei, M. H.
2014-04-01
The design of asymptotic stabilising controllers for slowly varying nonlinear systems is considered in this paper. The designed control law is based on finding a slowly varying control Lyapunov function. Also, consideration of the Hamilton-Jacobi-Bellman equation showed that the proposed controller is a suboptimal controller and the response of the system may be very close to its optimal solution. The maximum admissible rate of changes of the system dynamic is also evaluated. This technique is first applied to a created example and then to a practical example (optimal autopilot design for an air vehicle). The air vehicle is modelled as a nonlinear slowly varying system and the efficiency of the designed autopilot in terms of transient responses, control signals and the values of cost function are shown by numerical simulations.
On control and synchronization in chaotic and hyperchaotic systems via linear feedback control
NASA Astrophysics Data System (ADS)
Rafikov, Marat; Balthazar, José Manoel
2008-09-01
This paper presents the control and synchronization of chaos by designing linear feedback controllers. The linear feedback control problem for nonlinear systems has been formulated under optimal control theory viewpoint. Asymptotic stability of the closed-loop nonlinear system is guaranteed by means of a Lyapunov function which can clearly be seen to be the solution of the Hamilton-Jacobi-Bellman equation thus guaranteeing both stability and optimality. The formulated theorem expresses explicitly the form of minimized functional and gives the sufficient conditions that allow using the linear feedback control for nonlinear system. The numerical simulations were provided in order to show the effectiveness of this method for the control of the chaotic Rössler system and synchronization of the hyperchaotic Rössler system.
NASA Astrophysics Data System (ADS)
Xie, Zhi-Kun; Pan, Wei-Zhen; Yang, Xue-Jun
2013-03-01
Using a new tortoise coordinate transformation, we discuss the quantum nonthermal radiation characteristics near an event horizon by studying the Hamilton-Jacobi equation of a scalar particle in curved space-time, and obtain the event horizon surface gravity and the Hawking temperature on that event horizon. The results show that there is a crossing of particle energy near the event horizon. We derive the maximum overlap of the positive and negative energy levels. It is also found that the Hawking temperature of a black hole depends not only on the time, but also on the angle. There is a problem of dimension in the usual tortoise coordinate, so the present results obtained by using a correct-dimension new tortoise coordinate transformation may be more reasonable.
Some reference formulas for the generating functions of canonical transformations
NASA Astrophysics Data System (ADS)
Anselmi, Damiano
2016-02-01
We study some properties of the canonical transformations in classical mechanics and quantum field theory and give a number of practical formulas concerning their generating functions. First, we give a diagrammatic formula for the perturbative expansion of the composition law around the identity map. Then we propose a standard way to express the generating function of a canonical transformation by means of a certain "componential" map, which obeys the Baker-Campbell-Hausdorff formula. We derive the diagrammatic interpretation of the componential map, work out its relation with the solution of the Hamilton-Jacobi equation and derive its time-ordered version. Finally, we generalize the results to the Batalin-Vilkovisky formalism, where the conjugate variables may have both bosonic and fermionic statistics, and describe applications to quantum field theory.
Optimality of affine control system of several species in competition on a sequential batch reactor
NASA Astrophysics Data System (ADS)
Rodríguez, J. C.; Ramírez, H.; Gajardo, P.; Rapaport, A.
2014-09-01
In this paper, we analyse the optimality of affine control system of several species in competition for a single substrate on a sequential batch reactor, with the objective being to reach a given (low) level of the substrate. We allow controls to be bounded measurable functions of time plus possible impulses. A suitable modification of the dynamics leads to a slightly different optimal control problem, without impulsive controls, for which we apply different optimality conditions derived from Pontryagin principle and the Hamilton-Jacobi-Bellman equation. We thus characterise the singular trajectories of our problem as the extremal trajectories keeping the substrate at a constant level. We also establish conditions for which an immediate one impulse (IOI) strategy is optimal. Some numerical experiences are then included in order to illustrate our study and show that those conditions are also necessary to ensure the optimality of the IOI strategy.
Applying Gradient Expansion to a Perfect Fluid and Higher Dimensions
NASA Astrophysics Data System (ADS)
Chiba, Takeshi
1996-09-01
We examine the nonlinear evolution of two types of spacetime by solving the Hamilton-Jacobi equation by the gradient expansion method to investigate the validity and limitation of the method itself. The first type is the nonlinear evolution of spacetime for an irrotational perfect fluid, and the second type is for an irrotational dust or an scalar field with an exponential potential inn-dimensional space. We find a recursion relation for the generating functional. Taking the comoving coordinate, the three-metric for perfect fluid is found up to the third order. The expression for the three-metric is in agreement with that of Comer et al. but the numerical coefficient is slightly different because of the different choice of coordinate condition. For a scalar field with an exponential potential in higher dimension, inhomogeneities decay during inflationary phase. The (n+1)-dimensional axisymmetric Szekeres solution is easily found as a byproduct.
Lax-Friedrichs fast sweeping methods for steady state problems for hyperbolic conservation laws
NASA Astrophysics Data System (ADS)
Chen, Weitao; Chou, Ching-Shan; Kao, Chiu-Yen
2013-02-01
Fast sweeping methods are efficient iterative numerical schemes originally designed for solving stationary Hamilton-Jacobi equations. Their efficiency relies on Gauss-Seidel type nonlinear iterations, and a finite number of sweeping directions. In this paper, we generalize the fast sweeping methods to hyperbolic conservation laws with source terms. The algorithm is obtained through finite difference discretization, with the numerical fluxes evaluated in WENO (Weighted Essentially Non-oscillatory) fashion, coupled with Gauss-Seidel iterations. In particular, we consider mainly the Lax-Friedrichs numerical fluxes. Extensive numerical examples in both scalar and system test problems in one and two dimensions demonstrate the efficiency, high order accuracy and the capability of resolving shocks of the proposed methods.
Zhong, Xiangnan; He, Haibo; Zhang, Huaguang; Wang, Zhanshan
2014-12-01
In this paper, we develop and analyze an optimal control method for a class of discrete-time nonlinear Markov jump systems (MJSs) with unknown system dynamics. Specifically, an identifier is established for the unknown systems to approximate system states, and an optimal control approach for nonlinear MJSs is developed to solve the Hamilton-Jacobi-Bellman equation based on the adaptive dynamic programming technique. We also develop detailed stability analysis of the control approach, including the convergence of the performance index function for nonlinear MJSs and the existence of the corresponding admissible control. Neural network techniques are used to approximate the proposed performance index function and the control law. To demonstrate the effectiveness of our approach, three simulation studies, one linear case, one nonlinear case, and one single link robot arm case, are used to validate the performance of the proposed optimal control method.
Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao
2017-01-10
Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the H∞ optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest L₂-gain and the associated H∞ optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.
Fermions tunneling from a general static Riemann black hole
NASA Astrophysics Data System (ADS)
Chen, Ge-Rui; Huang, Yong-Chang
2015-05-01
In this paper we investigate the tunneling of fermions from a general static Riemann black hole by following Kerner and Mann (Class Quantum Gravit 25:095014, 2008a; Phys Lett B 665:277-283, 2008b) methods. By applying the WKB approximation and the Hamilton-Jacobi ansatz to the Dirac equation, we obtain the standard Hawking temperature. Furthermore, Kerner and Mann (Class Quantum Gravit 25:095014, 2008a; Phys Lett B 665:277-283, 2008b) only calculated the tunneling spectrum of the Dirac particles with spin-up, and we extend the methods to investigate the tunneling of Dirac particles with arbitrary spin directions and also obtain the expected Hawking temperature. Our result provides further evidence for the universality of black hole radiation.
The Geometry of the Semiclassical Wave Front Set for Schrödinger Eigenfunctions on the Torus
NASA Astrophysics Data System (ADS)
Cardin, Franco; Zanelli, Lorenzo
2017-06-01
This paper deals with the phase space analysis for a family of Schrödinger eigenfunctions ψ ℏ on the flat torus 𝕋 n = (ℝ/2 πℤ) n by the semiclassical Wave Front Set. We study those ψ ℏ such that WFℏ( ψ ℏ) is contained in the graph of the gradient of some viscosity solutions of the Hamilton-Jacobi equation. It turns out that the semiclassical Wave Front Set of such Schrödinger eigenfunctions is stable under viscous perturbations of Mean Field Game kind. These results provide a further viewpoint, and in a wider setting, of the link between the smooth invariant tori of Liouville integrable Hamiltonian systems and the semiclassical localization of Schrödinger eigenfunctions on the torus.
Dynamics-dependent symmetries in Newtonian mechanics
NASA Astrophysics Data System (ADS)
Holland, Peter
2014-01-01
We exhibit two symmetries of one-dimensional Newtonian mechanics whereby a solution is built from the history of another solution via a generally nonlinear and complex potential-dependent transformation of the time. One symmetry intertwines the square roots of the kinetic and potential energies and connects solutions of the same dynamical problem (the potential is an invariant function). The other symmetry connects solutions of different dynamical problems (the potential is a scalar function). The existence of corresponding conserved quantities is examined using Noether's theorem and it is shown that the invariant-potential symmetry is correlated with energy conservation. In the Hamilton-Jacobi picture the invariant-potential transformation provides an example of a ‘field-dependent’ symmetry in point mechanics. It is shown that this transformation is not a symmetry of the Schrödinger equation.
NASA Astrophysics Data System (ADS)
Yang, Xiong; Liu, Derong; Wang, Ding
2014-03-01
In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.
Asymptotic controllability and optimal control
NASA Astrophysics Data System (ADS)
Motta, M.; Rampazzo, F.
We consider a control problem where the state must approach asymptotically a target C while paying an integral cost with a non-negative Lagrangian l. The dynamics f is just continuous, and no assumptions are made on the zero level set of the Lagrangian l. Through an inequality involving a positive number p and a Minimum Restraint FunctionU=U(x) - a special type of Control Lyapunov Function - we provide a condition implying that (i) the system is asymptotically controllable, and (ii) the value function is bounded by U/p. The result has significant consequences for the uniqueness issue of the corresponding Hamilton-Jacobi equation. Furthermore it may be regarded as a first step in the direction of a feedback construction.
The GUP effect on Hawking radiation of the 2 + 1 dimensional black hole
NASA Astrophysics Data System (ADS)
Gecim, Ganim; Sucu, Yusuf
2017-10-01
We investigate the Generalized Uncertainty Principle (GUP) effect on the Hawking radiation of the 2 + 1 dimensional Martinez-Zanelli black hole by using the Hamilton-Jacobi method. In this connection, we discuss the tunneling probabilities and Hawking temperature of the spin-1/2 and spin-0 particles for the black hole. Therefore, we use the modified Klein-Gordon and Dirac equations based on the GUP. Then, we observe that the Hawking temperature of the scalar and Dirac particles depend on not only the black hole properties, but also the properties of the tunneling particle, such as angular momentum, energy and mass. And, in this situation, we see that the tunneling probability and the Hawking radiation of the Dirac particle is different from that of the scalar particle.
Zhong, Jianghong; Tian, Jie; Yang, Xin; Qin, Chenghu
2010-01-01
Only a planar bioluminescence image acquired from an ordinary cooled charge-coupled device (CCD) array every time, how to re-establish the three-dimensional small animal shape and light intensity distribution on the surface has become urgent to be solved as a bottleneck of bioluminescence tomography (BLT) reconstruction. In this paper, a finite element algorithm to solve the Dirichlet type problem for the first order Hamilton-Jacobi equation related to the shape-fromshading model is adopted. The algorithm outputting the globally maximal solution of the above problem avoids cumbersome boundary conditions on the interfaces between light and shadows and the use of additional information on the surface. The results of the optimization method are satisfied. It demonstrates the feasibility and potential of the finite element shape-fromshading (FE-SFS) model for reconstructing the small animal surface that lays one of key foundations for a fast low-cost application of the BLT in the next future.
Neural network-based optimal adaptive output feedback control of a helicopter UAV.
Nodland, David; Zargarzadeh, Hassan; Jagannathan, Sarangapani
2013-07-01
Helicopter unmanned aerial vehicles (UAVs) are widely used for both military and civilian operations. Because the helicopter UAVs are underactuated nonlinear mechanical systems, high-performance controller design for them presents a challenge. This paper introduces an optimal controller design via an output feedback for trajectory tracking of a helicopter UAV, using a neural network (NN). The output-feedback control system utilizes the backstepping methodology, employing kinematic and dynamic controllers and an NN observer. The online approximator-based dynamic controller learns the infinite-horizon Hamilton-Jacobi-Bellman equation in continuous time and calculates the corresponding optimal control input by minimizing a cost function, forward-in-time, without using the value and policy iterations. Optimal tracking is accomplished by using a single NN utilized for the cost function approximation. The overall closed-loop system stability is demonstrated using Lyapunov analysis. Finally, simulation results are provided to demonstrate the effectiveness of the proposed control design for trajectory tracking.
Nonlinear integrable ion traps
Nagaitsev, S.; Danilov, V.; /SNS Project, Oak Ridge
2011-10-01
Quadrupole ion traps can be transformed into nonlinear traps with integrable motion by adding special electrostatic potentials. This can be done with both stationary potentials (electrostatic plus a uniform magnetic field) and with time-dependent electric potentials. These potentials are chosen such that the single particle Hamilton-Jacobi equations of motion are separable in some coordinate systems. The electrostatic potentials have several free adjustable parameters allowing for a quadrupole trap to be transformed into, for example, a double-well or a toroidal-well system. The particle motion remains regular, non-chaotic, integrable in quadratures, and stable for a wide range of parameters. We present two examples of how to realize such a system in case of a time-independent (the Penning trap) as well as a time-dependent (the Paul trap) configuration.
Finite Time Merton Strategy under Drawdown Constraint: A Viscosity Solution Approach
Elie, R.
2008-12-15
We consider the optimal consumption-investment problem under the drawdown constraint, i.e. the wealth process never falls below a fixed fraction of its running maximum. We assume that the risky asset is driven by the constant coefficients Black and Scholes model and we consider a general class of utility functions. On an infinite time horizon, Elie and Touzi (Preprint, [2006]) provided the value function as well as the optimal consumption and investment strategy in explicit form. In a more realistic setting, we consider here an agent optimizing its consumption-investment strategy on a finite time horizon. The value function interprets as the unique discontinuous viscosity solution of its corresponding Hamilton-Jacobi-Bellman equation. This leads to a numerical approximation of the value function and allows for a comparison with the explicit solution in infinite horizon.
Problems, Perspectives, and Practical Issues in Equating.
ERIC Educational Resources Information Center
Weiss, David J., Ed.
1987-01-01
Issues concerning equating test scores are discussed in an introduction, four papers, and two commentaries. Equating methods research, sampling errors, linear equating, population differences, sources of equating errors, and a circular equating paradigm are considered. (SLD)
Noncommutativity and the Friedmann Equations
Sabido, M.; Socorro, J.; Guzman, W.
2010-07-12
In this paper we study noncommutative scalar field cosmology, we find the noncommutative Friedmann equations as well as the noncommutative Klein-Gordon equation, interestingly the noncommutative contributions are only present up to second order in the noncommutitive parameter.
Conservational PDF Equations of Turbulence
NASA Technical Reports Server (NTRS)
Shih, Tsan-Hsing; Liu, Nan-Suey
2010-01-01
Recently we have revisited the traditional probability density function (PDF) equations for the velocity and species in turbulent incompressible flows. They are all unclosed due to the appearance of various conditional means which are modeled empirically. However, we have observed that it is possible to establish a closed velocity PDF equation and a closed joint velocity and species PDF equation through conditions derived from the integral form of the Navier-Stokes equations. Although, in theory, the resulted PDF equations are neither general nor unique, they nevertheless lead to the exact transport equations for the first moment as well as all higher order moments. We refer these PDF equations as the conservational PDF equations. This observation is worth further exploration for its validity and CFD application
``Riemann equations'' in bidifferential calculus
NASA Astrophysics Data System (ADS)
Chvartatskyi, O.; Müller-Hoissen, F.; Stoilov, N.
2015-10-01
We consider equations that formally resemble a matrix Riemann (or Hopf) equation in the framework of bidifferential calculus. With different choices of a first-order bidifferential calculus, we obtain a variety of equations, including a semi-discrete and a fully discrete version of the matrix Riemann equation. A corresponding universal solution-generating method then either yields a (continuous or discrete) Cole-Hopf transformation, or leaves us with the problem of solving Riemann equations (hence an application of the hodograph method). If the bidifferential calculus extends to second order, solutions of a system of "Riemann equations" are also solutions of an equation that arises, on the universal level of bidifferential calculus, as an integrability condition. Depending on the choice of bidifferential calculus, the latter can represent a number of prominent integrable equations, like self-dual Yang-Mills, as well as matrix versions of the two-dimensional Toda lattice, Hirota's bilinear difference equation, (2+1)-dimensional Nonlinear Schrödinger (NLS), Kadomtsev-Petviashvili (KP) equation, and Davey-Stewartson equations. For all of them, a recent (non-isospectral) binary Darboux transformation result in bidifferential calculus applies, which can be specialized to generate solutions of the associated "Riemann equations." For the latter, we clarify the relation between these specialized binary Darboux transformations and the aforementioned solution-generating method. From (arbitrary size) matrix versions of the "Riemann equations" associated with an integrable equation, possessing a bidifferential calculus formulation, multi-soliton-type solutions of the latter can be generated. This includes "breaking" multi-soliton-type solutions of the self-dual Yang-Mills and the (2+1)-dimensional NLS equation, which are parametrized by solutions of Riemann equations.
The Forced Hard Spring Equation
ERIC Educational Resources Information Center
Fay, Temple H.
2006-01-01
Through numerical investigations, various examples of the Duffing type forced spring equation with epsilon positive, are studied. Since [epsilon] is positive, all solutions to the associated homogeneous equation are periodic and the same is true with the forcing applied. The damped equation exhibits steady state trajectories with the interesting…
Successfully Transitioning to Linear Equations
ERIC Educational Resources Information Center
Colton, Connie; Smith, Wendy M.
2014-01-01
The Common Core State Standards for Mathematics (CCSSI 2010) asks students in as early as fourth grade to solve word problems using equations with variables. Equations studied at this level generate a single solution, such as the equation x + 10 = 25. For students in fifth grade, the Common Core standard for algebraic thinking expects them to…
Solving Nonlinear Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
Successfully Transitioning to Linear Equations
ERIC Educational Resources Information Center
Colton, Connie; Smith, Wendy M.
2014-01-01
The Common Core State Standards for Mathematics (CCSSI 2010) asks students in as early as fourth grade to solve word problems using equations with variables. Equations studied at this level generate a single solution, such as the equation x + 10 = 25. For students in fifth grade, the Common Core standard for algebraic thinking expects them to…
Generalized Klein-Kramers equations.
Fa, Kwok Sau
2012-12-21
A generalized Klein-Kramers equation for a particle interacting with an external field is proposed. The equation generalizes the fractional Klein-Kramers equation introduced by Barkai and Silbey [J. Phys. Chem. B 104, 3866 (2000)]. Besides, the generalized Klein-Kramers equation can also recover the integro-differential Klein-Kramers equation for continuous-time random walk; this means that it can describe the subdiffusive and superdiffusive regimes in the long-time limit. Moreover, analytic solutions for first two moments both in velocity and displacement (for force-free case) are obtained, and their dynamic behaviors are investigated.
ERIC Educational Resources Information Center
Powers, Sonya Jean
2010-01-01
When test forms are administered to examinee groups that differ in proficiency, equating procedures are used to disentangle group differences from form differences. This dissertation investigates the extent to which equating results are population invariant, the impact of group differences on equating results, the impact of group differences on…
On nonautonomous Dirac equation
Hovhannisyan, Gro; Liu Wen
2009-12-15
We construct the fundamental solution of time dependent linear ordinary Dirac system in terms of unknown phase functions. This construction gives approximate representation of solutions which is useful for the study of asymptotic behavior. Introducing analog of Rayleigh quotient for differential equations we generalize Hartman-Wintner asymptotic integration theorems with the error estimates for applications to the Dirac system. We also introduce the adiabatic invariants for the Dirac system, which are similar to the adiabatic invariant of Lorentz's pendulum. Using a small parameter method it is shown that the change in the adiabatic invariants approaches zero with the power speed as a small parameter approaches zero. As another application we calculate the transition probabilities for the Dirac system. We show that for the special choice of electromagnetic field, the only transition of an electron to the positron with the opposite spin orientation is possible.
NASA Astrophysics Data System (ADS)
Gomez, Humberto
2016-06-01
The CHY representation of scattering amplitudes is based on integrals over the moduli space of a punctured sphere. We replace the punctured sphere by a double-cover version. The resulting scattering equations depend on a parameter Λ controlling the opening of a branch cut. The new representation of scattering amplitudes possesses an enhanced redundancy which can be used to fix, modulo branches, the location of four punctures while promoting Λ to a variable. Via residue theorems we show how CHY formulas break up into sums of products of smaller (off-shell) ones times a propagator. This leads to a powerful way of evaluating CHY integrals of generic rational functions, which we call the Λ algorithm.
NASA Astrophysics Data System (ADS)
Cardona, Carlos; Gomez, Humberto
2016-06-01
Recently the CHY approach has been extended to one loop level using elliptic functions and modular forms over a Jacobian variety. Due to the difficulty in manipulating these kind of functions, we propose an alternative prescription that is totally algebraic. This new proposal is based on an elliptic algebraic curve embedded in a mathbb{C}{P}^2 space. We show that for the simplest integrand, namely the n - gon, our proposal indeed reproduces the expected result. By using the recently formulated Λ-algorithm, we found a novel recurrence relation expansion in terms of tree level off-shell amplitudes. Our results connect nicely with recent results on the one-loop formulation of the scattering equations. In addition, this new proposal can be easily stretched out to hyperelliptic curves in order to compute higher genus.
NASA Astrophysics Data System (ADS)
Frimmer, Martin; Novotny, Lukas
2014-10-01
Coherent control of a quantum mechanical two-level system is at the heart of magnetic resonance imaging, quantum information processing, and quantum optics. Among the most prominent phenomena in quantum coherent control are Rabi oscillations, Ramsey fringes, and Hahn echoes. We demonstrate that these phenomena can be derived classically by use of a simple coupled-harmonic-oscillator model. The classical problem can be cast in a form that is formally equivalent to the quantum mechanical Bloch equations with the exception that the longitudinal and the transverse relaxation times (T1 and T2) are equal. The classical analysis is intuitive and well suited for familiarizing students with the basic concepts of quantum coherent control, while at the same time highlighting the fundamental differences between classical and quantum theories.
Structural Equation Model Trees
Brandmaier, Andreas M.; von Oertzen, Timo; McArdle, John J.; Lindenberger, Ulman
2015-01-01
In the behavioral and social sciences, structural equation models (SEMs) have become widely accepted as a modeling tool for the relation between latent and observed variables. SEMs can be seen as a unification of several multivariate analysis techniques. SEM Trees combine the strengths of SEMs and the decision tree paradigm by building tree structures that separate a data set recursively into subsets with significantly different parameter estimates in a SEM. SEM Trees provide means for finding covariates and covariate interactions that predict differences in structural parameters in observed as well as in latent space and facilitate theory-guided exploration of empirical data. We describe the methodology, discuss theoretical and practical implications, and demonstrate applications to a factor model and a linear growth curve model. PMID:22984789
Solitary Wave Solutions of KP equation, Cylindrical KP Equation and Spherical KP Equation
NASA Astrophysics Data System (ADS)
Li, Xiang-Zheng; Zhang, Jin-Liang; Wang, Ming-Liang
2017-02-01
Three (2+1)-dimensional equations–KP equation, cylindrical KP equation and spherical KP equation, have been reduced to the same KdV equation by different transformation of variables respectively. Since the single solitary wave solution and 2-solitary wave solution of the KdV equation have been known already, substituting the solutions of the KdV equation into the corresponding transformation of variables respectively, the single and 2-solitary wave solutions of the three (2+1)-dimensional equations can be obtained successfully. Supported by the National Natural Science Foundation of China under Grant No. 11301153 and the Doctoral Foundation of Henan University of Science and Technology under Grant No. 09001562, and the Science and Technology Innovation Platform of Henan University of Science and Technology under Grant No. 2015XPT001
Mode decomposition evolution equations
Wang, Yang; Wei, Guo-Wei; Yang, Siyang
2011-01-01
Partial differential equation (PDE) based methods have become some of the most powerful tools for exploring the fundamental problems in signal processing, image processing, computer vision, machine vision and artificial intelligence in the past two decades. The advantages of PDE based approaches are that they can be made fully automatic, robust for the analysis of images, videos and high dimensional data. A fundamental question is whether one can use PDEs to perform all the basic tasks in the image processing. If one can devise PDEs to perform full-scale mode decomposition for signals and images, the modes thus generated would be very useful for secondary processing to meet the needs in various types of signal and image processing. Despite of great progress in PDE based image analysis in the past two decades, the basic roles of PDEs in image/signal analysis are only limited to PDE based low-pass filters, and their applications to noise removal, edge detection, segmentation, etc. At present, it is not clear how to construct PDE based methods for full-scale mode decomposition. The above-mentioned limitation of most current PDE based image/signal processing methods is addressed in the proposed work, in which we introduce a family of mode decomposition evolution equations (MoDEEs) for a vast variety of applications. The MoDEEs are constructed as an extension of a PDE based high-pass filter (Europhys. Lett., 59(6): 814, 2002) by using arbitrarily high order PDE based low-pass filters introduced by Wei (IEEE Signal Process. Lett., 6(7): 165, 1999). The use of arbitrarily high order PDEs is essential to the frequency localization in the mode decomposition. Similar to the wavelet transform, the present MoDEEs have a controllable time-frequency localization and allow a perfect reconstruction of the original function. Therefore, the MoDEE operation is also called a PDE transform. However, modes generated from the present approach are in the spatial or time domain and can be
Mode decomposition evolution equations.
Wang, Yang; Wei, Guo-Wei; Yang, Siyang
2012-03-01
Partial differential equation (PDE) based methods have become some of the most powerful tools for exploring the fundamental problems in signal processing, image processing, computer vision, machine vision and artificial intelligence in the past two decades. The advantages of PDE based approaches are that they can be made fully automatic, robust for the analysis of images, videos and high dimensional data. A fundamental question is whether one can use PDEs to perform all the basic tasks in the image processing. If one can devise PDEs to perform full-scale mode decomposition for signals and images, the modes thus generated would be very useful for secondary processing to meet the needs in various types of signal and image processing. Despite of great progress in PDE based image analysis in the past two decades, the basic roles of PDEs in image/signal analysis are only limited to PDE based low-pass filters, and their applications to noise removal, edge detection, segmentation, etc. At present, it is not clear how to construct PDE based methods for full-scale mode decomposition. The above-mentioned limitation of most current PDE based image/signal processing methods is addressed in the proposed work, in which we introduce a family of mode decomposition evolution equations (MoDEEs) for a vast variety of applications. The MoDEEs are constructed as an extension of a PDE based high-pass filter (Europhys. Lett., 59(6): 814, 2002) by using arbitrarily high order PDE based low-pass filters introduced by Wei (IEEE Signal Process. Lett., 6(7): 165, 1999). The use of arbitrarily high order PDEs is essential to the frequency localization in the mode decomposition. Similar to the wavelet transform, the present MoDEEs have a controllable time-frequency localization and allow a perfect reconstruction of the original function. Therefore, the MoDEE operation is also called a PDE transform. However, modes generated from the present approach are in the spatial or time domain and can be
Coagulation equations with gelation
Hendriks, E.M.; Ernst, M.H.; Ziff, R.M.
1983-06-01
Smoluchowski's equation for rapid coagulation is used to describe the kinetics of gelation, in which the coagulation kernel K/sub i/j models the bonding mechanism. For different classes of kernels we derive criteria for the occurrences of gelation, and obtain critical exponents in the pre- and postgelation stage in terms of the model parameters; we calculate bounds on the time of gelation t/sub c/, and give an exact postgelation solution for the model K/sub i/j = (ij)/sup ..omega../ (..omega..>1/2) and K/sub i/j = ..cap alpha../sup i/+j (..cap alpha..>1). For the model K/sub i/j = i/sup ..omega../+j/sup ..omega../ (..omega..<1, without gelation) initial solutions are given. It is argued that the kernel K/sub i/japprox. (ij)/sup ..omega../ with ..omega..approx. =1-1/d (d is dimensionality) effectively models the sol-gel transformation is polymerizing systems and approximately accounts for the effects of cross-linking and steric hindrance neglected in the classical theory of Flory and Stockmayer (..omega.. = 1). For all ..omega.. the exponents, tau = ..omega..+3/2 and sigma = ..omega..-1/2, ..gamma.. = (3/2-..omega..)/(..omega..-1/2) and ..beta.. = 1, characterize the size distribution, at the slightly below the gel point, under the assumption that scaling is valid.
NASA Astrophysics Data System (ADS)
Sivron, Ran
2006-12-01
With the introduction of "Ranking Tests" some quantitative ideas were added to a large body of successful techniques for teaching conceptual astronomy. We incorporated those methods into our classes, and added a new ingredient: On a biweekly basis we included a quantitative excercise: Students working in groups of 2-3 draw geometrical figures, say: a circle, and use some trivial geometry equations, such as circumference = 2 x pi x r, in solving astronomy problems on 3'x4' white boards. A few examples included: Finding the distance to the moon with the Aristarchus method, finding the Solar Constant with the inverse square law, etc. Our methodolgy was similar to problem solving techniques in introductory physics. We were therefore worried that the students may be intimidated. To our surprize, not only did most students succeed in solving the problems, but they were not intimidated at all (that is: after the first class...) As a matter of fact, their test results improved, and the students interviewed expressed great enthusiasm for the new method. Warning: Our classes were relatively small <40 studets). For larger classes TA help is needed.
Menikoff, Ralph
2015-12-15
The JWL equation of state (EOS) is frequently used for the products (and sometimes reactants) of a high explosive (HE). Here we review and systematically derive important properties. The JWL EOS is of the Mie-Grueneisen form with a constant Grueneisen coefficient and a constants specific heat. It is thermodynamically consistent to specify the temperature at a reference state. However, increasing the reference state temperature restricts the EOS domain in the (V, e)-plane of phase space. The restrictions are due to the conditions that P ≥ 0, T ≥ 0, and the isothermal bulk modulus is positive. Typically, this limits the low temperature regime in expansion. The domain restrictions can result in the P-T equilibrium EOS of a partly burned HE failing to have a solution in some cases. For application to HE, the heat of detonation is discussed. Example JWL parameters for an HE, both products and reactions, are used to illustrate the restrictions on the domain of the EOS.
A note on "Kepler's equation".
NASA Astrophysics Data System (ADS)
Dutka, J.
1997-07-01
This note briefly points out the formal similarity between Kepler's equation and equations developed in Hindu and Islamic astronomy for describing the lunar parallax. Specifically, an iterative method for calculating the lunar parallax has been developed by the astronomer Habash al-Hasib al-Marwazi (about 850 A.D., Turkestan), which is surprisingly similar to the iterative method for solving Kepler's equation invented by Leonhard Euler (1707 - 1783).
Electronic representation of wave equation
NASA Astrophysics Data System (ADS)
Veigend, Petr; Kunovský, Jiří; Kocina, Filip; Nečasová, Gabriela; Šátek, Václav; Valenta, Václav
2016-06-01
The Taylor series method for solving differential equations represents a non-traditional way of a numerical solution. Even though this method is not much preferred in the literature, experimental calculations done at the Department of Intelligent Systems of the Faculty of Information Technology of TU Brno have verified that the accuracy and stability of the Taylor series method exceeds the currently used algorithms for numerically solving differential equations. This paper deals with solution of Telegraph equation using modelling of a series small pieces of the wire. Corresponding differential equations are solved by the Modern Taylor Series Method.
Sedeonic equations of ideal fluid
NASA Astrophysics Data System (ADS)
Mironov, Victor L.; Mironov, Sergey V.
2017-08-01
In the present paper, we propose the generalized equations for an ideal fluid based on space-time algebra of sixteen-component sedeons. It is shown that the dynamics of isentropic fluid can be described by sedeonic first-order wave equation for fluid potentials. The key features of the proposed formalism are illustrated on the problem of the sound waves propagation. We consider the plane wave solution of linearized sedeonic wave equation and derive the second-order relations for the sound potential analogues to the Poynting theorem in electrodynamics. The generalization of proposed sedeonic equations for the description of viscous fluid is also discussed.
Electronic representation of wave equation
Veigend, Petr; Kunovský, Jiří Kocina, Filip; Nečasová, Gabriela; Valenta, Václav; Šátek, Václav
2016-06-08
The Taylor series method for solving differential equations represents a non-traditional way of a numerical solution. Even though this method is not much preferred in the literature, experimental calculations done at the Department of Intelligent Systems of the Faculty of Information Technology of TU Brno have verified that the accuracy and stability of the Taylor series method exceeds the currently used algorithms for numerically solving differential equations. This paper deals with solution of Telegraph equation using modelling of a series small pieces of the wire. Corresponding differential equations are solved by the Modern Taylor Series Method.
A Circuit Equation as a Limit of Eddy Current Equations
NASA Astrophysics Data System (ADS)
Amirat, Youcef; Touzani, Rachid
2017-06-01
We consider a three-dimensional time-harmonic eddy current problem formulated in terms of the magnetic field. We prove that in the case of one thin toroidal conductor, eddy current equations have as a limit Kirchhoff's algebraic equation for circuits. This approximation is valid in the case of small resistivity and voltage.
A Circuit Equation as a Limit of Eddy Current Equations
NASA Astrophysics Data System (ADS)
Amirat, Youcef; Touzani, Rachid
2017-10-01
We consider a three-dimensional time-harmonic eddy current problem formulated in terms of the magnetic field. We prove that in the case of one thin toroidal conductor, eddy current equations have as a limit Kirchhoff's algebraic equation for circuits. This approximation is valid in the case of small resistivity and voltage.
Darling, P.
1995-10-01
In the mid-1970s PT Rio Tinto Indonesia, a wholly owned subsidiary of CRA of Australia, entered into an agreement with BP of the United Kingdom to explore jointly for coal in Indonesia on a 50:50 basis. In 1978, the government of Indonesia invited tenders from foreign companies for the exploration and development of coal resources in eastern and southern Kalimantan (Borneo). The CRA-BP joint venture was successful in bidding for an area of 7,900 km{sup 2} in two blocks extending 300 km along the coast of eastern Kalimantan. In April 1982, PT Kaltim Prima Coal (KPC) entered into an agreement with the Indonesian State Coal Company whereby it could explore, produce, and market coal from the agreed blocks for a period of 30 years. From 1982 to 1986, detailed exploration led to the delineation of several propsects of which the most promising was near the small town of Sangatta, 200 km north of Balikpapan and less than one degree north of the equator. After this exploration period KPC relinquished all but 1,962 km{sup 2} of the original agreement area. In its simplest form, the mining operation can be described as: a series of open pits, coal preparation facilities, 13.7 km of overland conveyor to the coast, and a marine terminal capable of handling bulk carriers of up to 200K dwt. The remote location necessities a fully supportive infrastructure, including a power station, housing, schools, hospitals, water supply, and recreational facilities. In 1994 the mine produced 10M mt coal of which 70% was Prima coal, one of the highest quality internationally traded thermal coals.
Graphical Solution of Polynomial Equations
ERIC Educational Resources Information Center
Grishin, Anatole
2009-01-01
Graphing utilities, such as the ubiquitous graphing calculator, are often used in finding the approximate real roots of polynomial equations. In this paper the author offers a simple graphing technique that allows one to find all solutions of a polynomial equation (1) of arbitrary degree; (2) with real or complex coefficients; and (3) possessing…
Homotopy Solutions of Kepler's Equations
NASA Technical Reports Server (NTRS)
Fitz-Coy, Norman; Jang, Jiann-Woei
1996-01-01
Kepler's Equation is solved using an integrative algorithm developed using homotropy theory. The solution approach is applicable to both elliptic and hyperbolic forms of Kepler's Equation. The results from the proposed algorithm compare quite favorably with those from existing iterative schemes.
Students' Understanding of Quadratic Equations
ERIC Educational Resources Information Center
López, Jonathan; Robles, Izraim; Martínez-Planell, Rafael
2016-01-01
Action-Process-Object-Schema theory (APOS) was applied to study student understanding of quadratic equations in one variable. This required proposing a detailed conjecture (called a genetic decomposition) of mental constructions students may do to understand quadratic equations. The genetic decomposition which was proposed can contribute to help…
How Students Understand Physics Equations.
ERIC Educational Resources Information Center
Sherin, Bruce L.
2001-01-01
Analyzed a corpus of videotapes in which university students solved physics problems to determine how students learn to understand a physics equation. Found that students learn to understand physics equations in terms of a vocabulary of elements called symbolic forms, each associating a simple conceptual schema with a pattern of symbols. Findings…
Uncertainty of empirical correlation equations
NASA Astrophysics Data System (ADS)
Feistel, R.; Lovell-Smith, J. W.; Saunders, P.; Seitz, S.
2016-08-01
The International Association for the Properties of Water and Steam (IAPWS) has published a set of empirical reference equations of state, forming the basis of the 2010 Thermodynamic Equation of Seawater (TEOS-10), from which all thermodynamic properties of seawater, ice, and humid air can be derived in a thermodynamically consistent manner. For each of the equations of state, the parameters have been found by simultaneously fitting equations for a range of different derived quantities using large sets of measurements of these quantities. In some cases, uncertainties in these fitted equations have been assigned based on the uncertainties of the measurement results. However, because uncertainties in the parameter values have not been determined, it is not possible to estimate the uncertainty in many of the useful quantities that can be calculated using the parameters. In this paper we demonstrate how the method of generalised least squares (GLS), in which the covariance of the input data is propagated into the values calculated by the fitted equation, and in particular into the covariance matrix of the fitted parameters, can be applied to one of the TEOS-10 equations of state, namely IAPWS-95 for fluid pure water. Using the calculated parameter covariance matrix, we provide some preliminary estimates of the uncertainties in derived quantities, namely the second and third virial coefficients for water. We recommend further investigation of the GLS method for use as a standard method for calculating and propagating the uncertainties of values computed from empirical equations.
Drug Levels and Difference Equations
ERIC Educational Resources Information Center
Acker, Kathleen A.
2004-01-01
American university offers a course in finite mathematics whose focus is difference equation with emphasis on real world applications. The conclusion states that students learned to look for growth and decay patterns in raw data, to recognize both arithmetic and geometric growth, and to model both scenarios with graphs and difference equations.
The report describes a program for computing equation of state parameters for a material which undergoes a phase transition, either rate-dependent or...obtaining explicit temperature dependence if measurements are made at three temperatures. It is applied to data from calcite. Finally a theoretical equation of state is described for solid iron. (Author)
Complete solution of Boolean equations
NASA Technical Reports Server (NTRS)
Tapia, M. A.; Tucker, J. H.
1980-01-01
A method is presented for generating a single formula involving arbitary Boolean parameters, which includes in it each and every possible solution of a system of Boolean equations. An alternate condition equivalent to a known necessary and sufficient condition for solving a system of Boolean equations is given.
Students' Understanding of Quadratic Equations
ERIC Educational Resources Information Center
López, Jonathan; Robles, Izraim; Martínez-Planell, Rafael
2016-01-01
Action-Process-Object-Schema theory (APOS) was applied to study student understanding of quadratic equations in one variable. This required proposing a detailed conjecture (called a genetic decomposition) of mental constructions students may do to understand quadratic equations. The genetic decomposition which was proposed can contribute to help…
Generalized Multilevel Structural Equation Modeling
ERIC Educational Resources Information Center
Rabe-Hesketh, Sophia; Skrondal, Anders; Pickles, Andrew
2004-01-01
A unifying framework for generalized multilevel structural equation modeling is introduced. The models in the framework, called generalized linear latent and mixed models (GLLAMM), combine features of generalized linear mixed models (GLMM) and structural equation models (SEM) and consist of a response model and a structural model for the latent…
The Bessel Equation and Dissipation
NASA Astrophysics Data System (ADS)
Alfinito, Eleonora; Vitiello, Giuseppe
The Bessel equation can be cast, by means of suitable transformations, into a system of two damped/amplified parametric oscillator equations. The role of group contraction and the breakdown of loop-antiloop symmetry is discussed. The relation between the Virasoro algebra and the Euclidean algebras e(2) and e(3) is also presented.
The Equations of Oceanic Motions
NASA Astrophysics Data System (ADS)
Müller, Peter
2006-10-01
Modeling and prediction of oceanographic phenomena and climate is based on the integration of dynamic equations. The Equations of Oceanic Motions derives and systematically classifies the most common dynamic equations used in physical oceanography, from large scale thermohaline circulations to those governing small scale motions and turbulence. After establishing the basic dynamical equations that describe all oceanic motions, M|ller then derives approximate equations, emphasizing the assumptions made and physical processes eliminated. He distinguishes between geometric, thermodynamic and dynamic approximations and between the acoustic, gravity, vortical and temperature-salinity modes of motion. Basic concepts and formulae of equilibrium thermodynamics, vector and tensor calculus, curvilinear coordinate systems, and the kinematics of fluid motion and wave propagation are covered in appendices. Providing the basic theoretical background for graduate students and researchers of physical oceanography and climate science, this book will serve as both a comprehensive text and an essential reference.
Upper bounds for parabolic equations and the Landau equation
NASA Astrophysics Data System (ADS)
Silvestre, Luis
2017-02-01
We consider a parabolic equation in nondivergence form, defined in the full space [ 0 , ∞) ×Rd, with a power nonlinearity as the right-hand side. We obtain an upper bound for the solution in terms of a weighted control in Lp. This upper bound is applied to the homogeneous Landau equation with moderately soft potentials. We obtain an estimate in L∞ (Rd) for the solution of the Landau equation, for positive time, which depends only on the mass, energy and entropy of the initial data.
ERIC Educational Resources Information Center
Ozdemir, Burhanettin
2017-01-01
The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…
Higher derivative gravity: Field equation as the equation of state
NASA Astrophysics Data System (ADS)
Dey, Ramit; Liberati, Stefano; Mohd, Arif
2016-08-01
One of the striking features of general relativity is that the Einstein equation is implied by the Clausius relation imposed on a small patch of locally constructed causal horizon. The extension of this thermodynamic derivation of the field equation to more general theories of gravity has been attempted many times in the last two decades. In particular, equations of motion for minimally coupled higher-curvature theories of gravity, but without the derivatives of curvature, have previously been derived using a thermodynamic reasoning. In that derivation the horizon slices were endowed with an entropy density whose form resembles that of the Noether charge for diffeomorphisms, and was dubbed the Noetheresque entropy. In this paper, we propose a new entropy density, closely related to the Noetheresque form, such that the field equation of any diffeomorphism-invariant metric theory of gravity can be derived by imposing the Clausius relation on a small patch of local causal horizon.
On the Shallow Water Equations
NASA Astrophysics Data System (ADS)
Abdelrahman, Mahmoud A. E.
2017-08-01
We studied the shallow water equations of nonlinear conservation laws. First we studied the parametrisation of nonlinear elementary waves and hence we present the solution to the Riemann problem. We also prove the uniqueness of the Riemann solution. The Riemann invariants are formulated. Moreover we give an interesting application of the Riemann invariants. We present the shallow water system in a diagonal form, which admits the existence of a global smooth solution for these equations. The other application is to introduce new conservation laws for the shallow water equations.
Langevin equations from time series.
Racca, E; Porporato, A
2005-02-01
We discuss the link between the approach to obtain the drift and diffusion of one-dimensional Langevin equations from time series, and Pope and Ching's relationship for stationary signals. The two approaches are based on different interpretations of conditional averages of the time derivatives of the time series at given levels. The analysis provides a useful indication for the correct application of Pope and Ching's relationship to obtain stochastic differential equations from time series and shows its validity, in a generalized sense, for nondifferentiable processes originating from Langevin equations.
NASA Technical Reports Server (NTRS)
Shebalin, John V.
1987-01-01
The Boussinesq approximation is extended so as to explicitly account for the transfer of fluid energy through viscous action into thermal energy. Ideal and dissipative integral invariants are discussed, in addition to the general equations for thermal-fluid motion.
Parametric Equations, Maple, and Tubeplots.
ERIC Educational Resources Information Center
Feicht, Louis
1997-01-01
Presents an activity that establishes a graphical foundation for parametric equations by using a graphing output form called tubeplots from the computer program Maple. Provides a comprehensive review and exploration of many previously learned topics. (ASK)
On systems of Boolean equations
NASA Astrophysics Data System (ADS)
Leont'ev, V. K.; Tonoyan, G. P.
2013-05-01
Systems of Boolean equations are considered. The order of maximal consistent subsystems is estimated in the general and "typical" (in a probability sense) cases. Applications for several well-known discrete problems are given.
Accuracy of perturbative master equations.
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.
Comment on "Quantum Raychaudhuri equation"
NASA Astrophysics Data System (ADS)
Lashin, E. I.; Dou, Djamel
2017-03-01
We address the validity of the formalism and results presented in S. Das, Phys. Rev. D 89, 084068 (2014), 10.1103/PhysRevD.89.084068 with regard to the quantum Raychaudhuri equation. The author obtained the so-called quantum Raychaudhuri equation by replacing classical geodesics with quantal trajectories arising from Bhommian mechanics. The resulting modified equation was used to draw some conclusions about the inevitability of focusing and the formation of conjugate points and therefore singularity. We show that the whole procedure is full of problematic points, on both physical relevancy and mathematical correctness. In particular, we illustrate the problems associated with the technical derivation of the so-called quantum Raychaudhuri equation, as well as its invalid physical implications.
Fractional Differential Equations and Multifractality
NASA Astrophysics Data System (ADS)
Larcheveque, M.; Schertzer, D. J.; Schertzer, D. J.; Duan, J.; Lovejoy, S.
2001-12-01
There has been a mushrooming interest in the linear Fokker-Planck Equation (FPPE) which corresponds to the generating equation of Lévy's anomalous diffusion. We already pointed out some theoretical and empirical limitations of the linear FPPE for various geophysical problems: the medium is in fact considered as homogeneous and the exponent of the power law of the pdf tails should be smaller than 2. We showed that a nonlinear extension based on a nonlinear Langevin equation forced by a Lévy stable motion overcomes these limitations. We show that in order to generate multifractal diffusion, and more generally multifractal fields, we need to furthermore consider fractional time derivatives in the Langevin equation and in FPPE. We compare our approach with the Continuous-Time Random Walk (CTWR) approach.
Taxis equations for amoeboid cells.
Erban, Radek; Othmer, Hans G
2007-06-01
The classical macroscopic chemotaxis equations have previously been derived from an individual-based description of the tactic response of cells that use a "run-and-tumble" strategy in response to environmental cues [17,18]. Here we derive macroscopic equations for the more complex type of behavioral response characteristic of crawling cells, which detect a signal, extract directional information from a scalar concentration field, and change their motile behavior accordingly. We present several models of increasing complexity for which the derivation of population-level equations is possible, and we show how experimentally measured statistics can be obtained from the transport equation formalism. We also show that amoeboid cells that do not adapt to constant signals can still aggregate in steady gradients, but not in response to periodic waves. This is in contrast to the case of cells that use a "run-and-tumble" strategy, where adaptation is essential.
Derivation of the Simon equation
NASA Astrophysics Data System (ADS)
Fedorov, P. P.
2016-09-01
The form of the empirical Simon equation describing the dependence of the phase-transition temperature on pressure is shown to be asymptotically strict when the system tends to absolute zero of temperature, and then only for crystalline phases.
Friedmann equation with quantum potential
Siong, Ch'ng Han; Radiman, Shahidan; Nikouravan, Bijan
2013-11-27
Friedmann equations are used to describe the evolution of the universe. Solving Friedmann equations for the scale factor indicates that the universe starts from an initial singularity where all the physical laws break down. However, the Friedmann equations are well describing the late-time or large scale universe. Hence now, many physicists try to find an alternative theory to avoid this initial singularity. In this paper, we generate a version of first Friedmann equation which is added with an additional term. This additional term contains the quantum potential energy which is believed to play an important role at small scale. However, it will gradually become negligible when the universe evolves to large scale.
Hidden Statistics of Schroedinger Equation
NASA Technical Reports Server (NTRS)
Zak, Michail
2011-01-01
Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.
Fractional generalization of Liouville equations.
Tarasov, Vasily E
2004-03-01
In this paper fractional generalization of Liouville equation is considered. We derive fractional analog of normalization condition for distribution function. Fractional generalization of the Liouville equation for dissipative and Hamiltonian systems was derived from the fractional normalization condition. This condition is considered as a normalization condition for systems in fractional phase space. The interpretation of the fractional space is discussed. Copyright 2004 American Institute of Physics.
Wave equations for pulse propagation
Shore, B.W.
1987-06-24
Theoretical discussions of the propagation of pulses of laser radiation through atomic or molecular vapor rely on a number of traditional approximations for idealizing the radiation and the molecules, and for quantifying their mutual interaction by various equations of propagation (for the radiation) and excitation (for the molecules). In treating short-pulse phenomena it is essential to consider coherent excitation phenomena of the sort that is manifest in Rabi oscillations of atomic or molecular populations. Such processes are not adequately treated by rate equations for excitation nor by rate equations for radiation. As part of a more comprehensive treatment of the coupled equations that describe propagation of short pulses, this memo presents background discussion of the equations that describe the field. This memo discusses the origin, in Maxwell's equations, of the wave equation used in the description of pulse propagation. It notes the separation into lamellar and solenoidal (or longitudinal and transverse) and positive and negative frequency parts. It mentions the possibility of separating the polarization field into linear and nonlinear parts, in order to define a susceptibility or index of refraction and, from these, a phase and group velocity. The memo discusses various ways of characterizing the polarization characteristics of plane waves, that is, of parameterizing a transverse unit vector, such as the Jones vector, the Stokes vector, and the Poincare sphere. It discusses the connection between macroscopically defined quantities, such as the intensity or, more generally, the Stokes parameters, and microscopic field amplitudes. The material presented here is a portion of a more extensive treatment of propagation to be presented separately. The equations presented here have been described in various books and articles. They are collected here as a summary and review of theory needed when treating pulse propagation.
Program solves line flow equation
McCaslin, K.P.
1981-01-19
A program written for the TI-59 programmable calculator solves the Panhandle Eastern A equation - an industry-accepted equation for calculating pressure losses in high-pressure gas-transmission pipelines. The input variables include the specific gravity of the gas, the flowing temperature, the pipeline efficiency, the base temperature and pressure, the inlet pressure, the pipeline's length and inside diameter, and the flow rate (SCF/day); the program solves for the discharge pressure.
An Exact Mapping from Navier-Stokes Equation to Schr"odinger Equation via Riccati Equation
NASA Astrophysics Data System (ADS)
Christianto, Vic; Smarandache, Florentin
2010-03-01
In the present article we argue that it is possible to write down Schr"odinger representation of Navier-Stokes equation via Riccati equation. The proposed approach, while differs appreciably from other method such as what is proposed by R. M. Kiehn, has an advantage, i.e. it enables us extend further to quaternionic and biquaternionic version of Navier-Stokes equation, for instance via Kravchenko's and Gibbon's route. Further observation is of course recommended in order to refute or verify this proposition.
The soil moisture velocity equation
NASA Astrophysics Data System (ADS)
Ogden, Fred L.; Allen, Myron B.; Lai, Wencong; Zhu, Jianting; Seo, Mookwon; Douglas, Craig C.; Talbot, Cary A.
2017-06-01
Numerical solution of the one-dimensional Richards' equation is the recommended method for coupling groundwater to the atmosphere through the vadose zone in hyperresolution Earth system models, but requires fine spatial discretization, is computationally expensive, and may not converge due to mathematical degeneracy or when sharp wetting fronts occur. We transformed the one-dimensional Richards' equation into a new equation that describes the velocity of moisture content values in an unsaturated soil under the actions of capillarity and gravity. We call this new equation the Soil Moisture Velocity Equation (SMVE). The SMVE consists of two terms: an advection-like term that accounts for gravity and the integrated capillary drive of the wetting front, and a diffusion-like term that describes the flux due to the shape of the wetting front capillarity profile divided by the vertical gradient of the capillary pressure head. The SMVE advection-like term can be converted to a relatively easy to solve ordinary differential equation (ODE) using the method of lines and solved using a finite moisture-content discretization. Comparing against analytical solutions of Richards' equation shows that the SMVE advection-like term is >99% accurate for calculating infiltration fluxes neglecting the diffusion-like term. The ODE solution of the SMVE advection-like term is accurate, computationally efficient and reliable for calculating one-dimensional vadose zone fluxes in Earth system and large-scale coupled models of land-atmosphere interaction. It is also well suited for use in inverse problems such as when repeat remote sensing observations are used to infer soil hydraulic properties or soil moisture.