An interpolation between the wave and diffusion equations through the fractional evolution equations Dirac like

International Nuclear Information System (INIS)

Pierantozzi, T.; Vazquez, L.

2005-01-01

Through fractional calculus and following the method used by Dirac to obtain his well-known equation from the Klein-Gordon equation, we analyze a possible interpolation between the Dirac and the diffusion equations in one space dimension. We study the transition between the hyperbolic and parabolic behaviors by means of the generalization of the D'Alembert formula for the classical wave equation and the invariance under space and time inversions of the interpolating fractional evolution equations Dirac like. Such invariance depends on the values of the fractional index and is related to the nonlocal property of the time fractional differential operator. For this system of fractional evolution equations, we also find an associated conserved quantity analogous to the Hamiltonian for the classical Dirac case

Weierstrass Elliptic Function Solutions to Nonlinear Evolution Equations

International Nuclear Information System (INIS)

Yu Jianping; Sun Yongli

2008-01-01

This paper is based on the relations between projection Riccati equations and Weierstrass elliptic equation, combined with the Groebner bases in the symbolic computation. Then the novel method for constructing the Weierstrass elliptic solutions to the nonlinear evolution equations is given by using the above relations

Emmy Noether and Linear Evolution Equations

Directory of Open Access Journals (Sweden)

P. G. L. Leach

2013-01-01

Full Text Available Noether’s Theorem relates the Action Integral of a Lagrangian with symmetries which leave it invariant and the first integrals consequent upon the variational principle and the existence of the symmetries. These each have an equivalent in the Schrödinger Equation corresponding to the Lagrangian and by extension to linear evolution equations in general. The implications of these connections are investigated.

Effective evolution equations from quantum mechanics

OpenAIRE

Leopold, Nikolai

2018-01-01

The goal of this thesis is to provide a mathematical rigorous derivation of the Schrödinger-Klein-Gordon equations, the Maxwell-Schrödinger equations and the defocusing cubic nonlinear Schrödinger equation in two dimensions. We study the time evolution of the Nelson model (with ultraviolet cutoff) in a limit where the number N of charged particles gets large while the coupling of each particle to the radiation field is of order N^{−1/2}. At time zero it is assumed that almost all charges a...

Nonlocal higher order evolution equations

KAUST Repository

Rossi, Julio D.; Schö nlieb, Carola-Bibiane

2010-01-01

In this article, we study the asymptotic behaviour of solutions to the nonlocal operator ut(x, t)1/4(-1)n-1 (J*Id -1)n (u(x, t)), x ∈ ℝN, which is the nonlocal analogous to the higher order local evolution equation vt(-1)n-1(Δ)nv. We prove

Effective evolution equations from many-body quantum mechanics

International Nuclear Information System (INIS)

Benedikter, Niels Patriz

2014-01-01

Systems of interest in physics often consist of a very large number of interacting particles. In certain physical regimes, effective non-linear evolution equations are commonly used as an approximation for making predictions about the time-evolution of such systems. Important examples are Bose-Einstein condensates of dilute Bose gases and degenerate Fermi gases. While the effective equations are well-known in physics, a rigorous justification is very difficult. However, a rigorous derivation is essential to precisely understand the range and the limits of validity and the quality of the approximation. In this thesis, we prove that the time evolution of Bose-Einstein condensates in the Gross-Pitaevskii regime can be approximated by the time-dependent Gross-Pitaevskii equation, a cubic non-linear Schroedinger equation. We then turn to fermionic systems and prove that the evolution of a degenerate Fermi gas can be approximated by the time-dependent Hartree-Fock equation (TDHF) under certain assumptions on the semiclassical structure of the initial data. Finally, we extend the latter result to fermions with relativistic kinetic energy. All our results provide explicit bounds on the error as the number of particles becomes large. A crucial methodical insight on bosonic systems is that correlations can be modeled by Bogolyubov transformations. We construct initial data appropriate for the Gross-Pitaevskii regime using a Bogolyubov transformation acting on a coherent state, which amounts to studying squeezed coherent states. As a crucial insight for fermionic systems, we point out a semiclassical structure in states close to the ground state of fermions in a trap. As a convenient language for studying the dynamics of fermionic systems, we use particle-hole transformations.

Existence of solutions of abstract fractional impulsive semilinear evolution equations

Directory of Open Access Journals (Sweden)

K. Balachandran

2010-01-01

Full Text Available In this paper we prove the existence of solutions of fractional impulsive semilinear evolution equations in Banach spaces. A nonlocal Cauchy problem is discussed for the evolution equations. The results are obtained using fractional calculus and fixed point theorems. An example is provided to illustrate the theory.

Hamiltonian structures of some non-linear evolution equations

International Nuclear Information System (INIS)

Tu, G.Z.

1983-06-01

The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)

QCD evolution equations for high energy partons in nuclear matter

CERN Document Server

Kinder-Geiger, Klaus; Geiger, Klaus; Mueller, Berndt

1994-01-01

We derive a generalized form of Altarelli-Parisi equations to decribe the time evolution of parton distributions in a nuclear medium. In the framework of the leading logarithmic approximation, we obtain a set of coupled integro- differential equations for the parton distribution functions and equations for the virtuality (``age'') distribution of partons. In addition to parton branching processes, we take into account fusion and scattering processes that are specific to QCD in medium. Detailed balance between gain and loss terms in the resulting evolution equations correctly accounts for both real and virtual contributions which yields a natural cancellation of infrared divergences.

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

International Nuclear Information System (INIS)

Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.

2015-01-01

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method

Prolongation Structure of Semi-discrete Nonlinear Evolution Equations

International Nuclear Information System (INIS)

Bai Yongqiang; Wu Ke; Zhao Weizhong; Guo Hanying

2007-01-01

Based on noncommutative differential calculus, we present a theory of prolongation structure for semi-discrete nonlinear evolution equations. As an illustrative example, a semi-discrete model of the nonlinear Schroedinger equation is discussed in terms of this theory and the corresponding Lax pairs are also given.

Decomposing Additive Genetic Variance Revealed Novel Insights into Trait Evolution in Synthetic Hexaploid Wheat

Directory of Open Access Journals (Sweden)

Abdulqader Jighly

2018-02-01

Full Text Available Whole genome duplication (WGD is an evolutionary phenomenon, which causes significant changes to genomic structure and trait architecture. In recent years, a number of studies decomposed the additive genetic variance explained by different sets of variants. However, they investigated diploid populations only and none of the studies examined any polyploid organism. In this research, we extended the application of this approach to polyploids, to differentiate the additive variance explained by the three subgenomes and seven sets of homoeologous chromosomes in synthetic allohexaploid wheat (SHW to gain a better understanding of trait evolution after WGD. Our SHW population was generated by crossing improved durum parents (Triticum turgidum; 2n = 4x = 28, AABB subgenomes with the progenitor species Aegilops tauschii (syn Ae. squarrosa, T. tauschii; 2n = 2x = 14, DD subgenome. The population was phenotyped for 10 fungal/nematode resistance traits as well as two abiotic stresses. We showed that the wild D subgenome dominated the additive effect and this dominance affected the A more than the B subgenome. We provide evidence that this dominance was not inflated by population structure, relatedness among individuals or by longer linkage disequilibrium blocks observed in the D subgenome within the population used for this study. The cumulative size of the three homoeologs of the seven chromosomal groups showed a weak but significant positive correlation with their cumulative explained additive variance. Furthermore, an average of 69% for each chromosomal group's cumulative additive variance came from one homoeolog that had the highest explained variance within the group across all 12 traits. We hypothesize that structural and functional changes during diploidization may explain chromosomal group relations as allopolyploids keep balanced dosage for many genes. Our results contribute to a better understanding of trait evolution mechanisms in polyploidy

Nonlinear evolution equations having a physical meaning

International Nuclear Information System (INIS)

Nakach, R.

1976-06-01

The non stationary self-similar solutions of the nonlinear evolution equations which can be solved by the inverse scattering method are studied. It turns out, as shown by means of several examples, that when the L linear operator associated with these equations, is of second order and only then, the self-similar solutions can be expressed in terms of the various Painleve's transcendents [fr

Cusping, transport and variance of solutions to generalized Fokker-Planck equations

Science.gov (United States)

Carnaffan, Sean; Kawai, Reiichiro

2017-06-01

We study properties of solutions to generalized Fokker-Planck equations through the lens of the probability density functions of anomalous diffusion processes. In particular, we examine solutions in terms of their cusping, travelling wave behaviours, and variance, within the framework of stochastic representations of generalized Fokker-Planck equations. We give our analysis in the cases of anomalous diffusion driven by the inverses of the stable, tempered stable and gamma subordinators, demonstrating the impact of changing the distribution of waiting times in the underlying anomalous diffusion model. We also analyse the cases where the underlying anomalous diffusion contains a Lévy jump component in the parent process, and when a diffusion process is time changed by an uninverted Lévy subordinator. On the whole, we present a combination of four criteria which serve as a theoretical basis for model selection, statistical inference and predictions for physical experiments on anomalously diffusing systems. We discuss possible applications in physical experiments, including, with reference to specific examples, the potential for model misclassification and how combinations of our four criteria may be used to overcome this issue.

A Minimum Variance Algorithm for Overdetermined TOA Equations with an Altitude Constraint.

Energy Technology Data Exchange (ETDEWEB)

Romero, Louis A; Mason, John J.

2018-04-01

We present a direct (non-iterative) method for solving for the location of a radio frequency (RF) emitter, or an RF navigation receiver, using four or more time of arrival (TOA) measurements and an assumed altitude above an ellipsoidal earth. Both the emitter tracking problem and the navigation application are governed by the same equations, but with slightly different interpreta- tions of several variables. We treat the assumed altitude as a soft constraint, with a specified noise level, just as the TOA measurements are handled, with their respective noise levels. With 4 or more TOA measurements and the assumed altitude, the problem is overdetermined and is solved in the weighted least squares sense for the 4 unknowns, the 3-dimensional position and time. We call the new technique the TAQMV (TOA Altitude Quartic Minimum Variance) algorithm, and it achieves the minimum possible error variance for given levels of TOA and altitude estimate noise. The method algebraically produces four solutions, the least-squares solution, and potentially three other low residual solutions, if they exist. In the lightly overdermined cases where multiple local minima in the residual error surface are more likely to occur, this algebraic approach can produce all of the minima even when an iterative approach fails to converge. Algorithm performance in terms of solution error variance and divergence rate for bas eline (iterative) and proposed approach are given in tables.

Critical spaces for quasilinear parabolic evolution equations and applications

Science.gov (United States)

Prüss, Jan; Simonett, Gieri; Wilke, Mathias

2018-02-01

We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal Lp-regularity in time-weighted function spaces. It is shown that our notion of critical spaces coincides with the concept of scaling invariant spaces in case that the underlying partial differential equation enjoys a scaling invariance. Applications to the vorticity equations for the Navier-Stokes problem, convection-diffusion equations, the Nernst-Planck-Poisson equations in electro-chemistry, chemotaxis equations, the MHD equations, and some other well-known parabolic equations are given.

Soliton evolution and radiation loss for the Korteweg--de Vries equation

International Nuclear Information System (INIS)

Kath, W.L.; Smyth, N.F.

1995-01-01

The time-dependent behavior of solutions of the Korteweg--de Vries (KdV) equation for nonsoliton initial conditions is considered. While the exact solution of the KdV equation can in principle be obtained using the inverse scattering transform, in practice it can be extremely difficult to obtain information about a solution's transient evolution by this method. As an alternative, we present here an approximate method for investigating this transient evolution which is based upon the conservation laws associated with the KdV equation. Initial conditions which form one or two solitons are considered, and the resulting approximate evolution is found to be in good agreement with the numerical solution of the KdV equation. Justification for the approximations employed is also given by way of the linearized inverse scattering solution of the KdV equation. In addition, the final soliton state determined from the approximate equations agrees very well with the final state determined from the exact inverse scattering transform solution

A general nonlinear evolution equation for irreversible conservative approach to stable equilibrium

International Nuclear Information System (INIS)

Beretta, G.P.

1986-01-01

This paper addresses a mathematical problem relevant to the question of nonequilibrium and irreversibility, namely, that of ''designing'' a general evolution equation capable of describing irreversible but conservative relaxtion towards equilibrium. The objective is to present an interesting mathematical solution to this design problem, namely, a new nonlinear evolution equation that satisfies a set of very stringent relevant requirements. Three different frameworks are defined from which the new equation could be adopted, with entirely different interpretations. Some useful well-known mathematics involving Gram determinants are presented and a nonlinear evolution equation is given which meets the stringent design specifications

Semigroup methods for evolution equations on networks

CERN Document Server

Mugnolo, Delio

2014-01-01

This concise text is based on a series of lectures held only a few years ago and originally intended as an introduction to known results on linear hyperbolic and parabolic equations.  Yet the topic of differential equations on graphs, ramified spaces, and more general network-like objects has recently gained significant momentum and, well beyond the confines of mathematics, there is a lively interdisciplinary discourse on all aspects of so-called complex networks. Such network-like structures can be found in virtually all branches of science, engineering and the humanities, and future research thus calls for solid theoretical foundations.      This book is specifically devoted to the study of evolution equations – i.e., of time-dependent differential equations such as the heat equation, the wave equation, or the Schrödinger equation (quantum graphs) – bearing in mind that the majority of the literature in the last ten years on the subject of differential equations of graphs has been devoted to ellip...

Nonlocal higher order evolution equations

KAUST Repository

Rossi, Julio D.

2010-06-01

In this article, we study the asymptotic behaviour of solutions to the nonlocal operator ut(x, t)1/4(-1)n-1 (J*Id -1)n (u(x, t)), x ∈ ℝN, which is the nonlocal analogous to the higher order local evolution equation vt(-1)n-1(Δ)nv. We prove that the solutions of the nonlocal problem converge to the solution of the higher order problem with the right-hand side given by powers of the Laplacian when the kernel J is rescaled in an appropriate way. Moreover, we prove that solutions to both equations have the same asymptotic decay rate as t goes to infinity. © 2010 Taylor & Francis.

Symmetry Reduction and Cauchy Problems for a Class of Fourth-Order Evolution Equations

International Nuclear Information System (INIS)

Li Jina; Zhang Shunli

2008-01-01

We exploit higher-order conditional symmetry to reduce initial-value problems for evolution equations to Cauchy problems for systems of ordinary differential equations (ODEs). We classify a class of fourth-order evolution equations which admit certain higher-order generalized conditional symmetries (GCSs) and give some examples to show the main reduction procedure. These reductions cannot be derived within the framework of the standard Lie approach, which hints that the technique presented here is something essential for the dimensional reduction of evolution equations

The Liouville equation for flavour evolution of neutrinos and neutrino wave packets

Energy Technology Data Exchange (ETDEWEB)

Hansen, Rasmus Sloth Lundkvist; Smirnov, Alexei Yu., E-mail: rasmus@mpi-hd.mpg.de, E-mail: smirnov@mpi-hd.mpg.de [Max-Planck-Institut für Kernphysik, Saupfercheckweg 1, 69117 Heidelberg (Germany)

2016-12-01

We consider several aspects related to the form, derivation and applications of the Liouville equation (LE) for flavour evolution of neutrinos. To take into account the quantum nature of neutrinos we derive the evolution equation for the matrix of densities using wave packets instead of Wigner functions. The obtained equation differs from the standard LE by an additional term which is proportional to the difference of group velocities. We show that this term describes loss of the propagation coherence in the system. In absence of momentum changing collisions, the LE can be reduced to a single derivative equation over a trajectory coordinate. Additional time and spatial dependence may stem from initial (production) conditions. The transition from single neutrino evolution to the evolution of a neutrino gas is considered.

Variance squeezing and entanglement of the XX central spin model

International Nuclear Information System (INIS)

El-Orany, Faisal A A; Abdalla, M Sebawe

2011-01-01

In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.

Variance squeezing and entanglement of the XX central spin model

Energy Technology Data Exchange (ETDEWEB)

El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)

2011-01-21

In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.

Finite difference evolution equations and quantum dynamical semigroups

International Nuclear Information System (INIS)

Ghirardi, G.C.; Weber, T.

1983-12-01

We consider the recently proposed [Bonifacio, Lett. Nuovo Cimento, 37, 481 (1983)] coarse grained description of time evolution for the density operator rho(t) through a finite difference equation with steps tau, and we prove that there exists a generator of the quantum dynamical semigroup type yielding an equation giving a continuous evolution coinciding at all time steps with the one induced by the coarse grained description. The map rho(0)→rho(t) derived in this way takes the standard form originally proposed by Lindblad [Comm. Math. Phys., 48, 119 (1976)], even when the map itself (and, therefore, the corresponding generator) is not bounded. (author)

Periodic feedback stabilization for linear periodic evolution equations

CERN Document Server

Wang, Gengsheng

2016-01-01

This book introduces a number of recent advances regarding periodic feedback stabilization for linear and time periodic evolution equations. First, it presents selected connections between linear quadratic optimal control theory and feedback stabilization theory for linear periodic evolution equations. Secondly, it identifies several criteria for the periodic feedback stabilization from the perspective of geometry, algebra and analyses respectively. Next, it describes several ways to design periodic feedback laws. Lastly, the book introduces readers to key methods for designing the control machines. Given its coverage and scope, it offers a helpful guide for graduate students and researchers in the areas of control theory and applied mathematics.

Spectral transform and solvability of nonlinear evolution equations

International Nuclear Information System (INIS)

Degasperis, A.

1979-01-01

These lectures deal with an exciting development of the last decade, namely the resolving method based on the spectral transform which can be considered as an extension of the Fourier analysis to nonlinear evolution equations. Since many important physical phenomena are modeled by nonlinear partial wave equations this method is certainly a major breakthrough in mathematical physics. We follow the approach, introduced by Calogero, which generalizes the usual Wronskian relations for solutions of a Sturm-Liouville problem. Its application to the multichannel Schroedinger problem will be the subject of these lectures. We will focus upon dynamical systems described at time t by a multicomponent field depending on one space coordinate only. After recalling the Fourier technique for linear evolution equations we introduce the spectral transform method taking the integral equations of potential scattering as an example. The second part contains all the basic functional relationships between the fields and their spectral transforms as derived from the Wronskian approach. In the third part we discuss a particular class of solutions of nonlinear evolution equations, solitons, which are considered by many physicists as a first step towards an elementary particle theory, because of their particle-like behaviour. The effect of the polarization time-dependence on the motion of the soliton is studied by means of the corresponding spectral transform, leading to new concepts such as the 'boomeron' and the 'trappon'. The rich dynamic structure is illustrated by a brief report on the main results of boomeron-boomeron and boomeron-trappon collisions. In the final section we discuss further results concerning important properties of the solutions of basic nonlinear equations. We introduce the Baecklund transform for the special case of scalar fields and demonstrate how it can be used to generate multisoliton solutions and how the conservation laws are obtained. (HJ)

Unbiased minimum variance estimator of a matrix exponential function. Application to Boltzmann/Bateman coupled equations solving

International Nuclear Information System (INIS)

Dumonteil, E.; Diop, C. M.

2009-01-01

This paper derives an unbiased minimum variance estimator (UMVE) of a matrix exponential function of a normal wean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. The last section will present numerical results on a simple example. (authors)

A time dependent mixing model to close PDF equations for transport in heterogeneous aquifers

Science.gov (United States)

Schüler, L.; Suciu, N.; Knabner, P.; Attinger, S.

2016-10-01

Probability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They make it possible to derive the evolution equations of the mean concentration and the concentration variance, used in moment methods. The mixing model, describing the transport of the PDF in concentration space, is essential for both methods. Finding a satisfactory mixing model is still an open question and due to the rather elaborate PDF methods, a difficult undertaking. Both the PDF equation and the concentration variance equation depend on the same mixing model. This connection is used to find and test an improved mixing model for the much easier to handle concentration variance. Subsequently, this mixing model is transferred to the PDF equation and tested. The newly proposed mixing model yields significantly improved results for both variance modelling and PDF modelling.

The spectral transform as a tool for solving nonlinear discrete evolution equations

International Nuclear Information System (INIS)

Levi, D.

1979-01-01

In this contribution we study nonlinear differential difference equations which became important to the description of an increasing number of problems in natural science. Difference equations arise for instance in the study of electrical networks, in statistical problems, in queueing problems, in ecological problems, as computer models for differential equations and as models for wave excitation in plasma or vibrations of particles in an anharmonic lattice. We shall first review the passages necessary to solve linear discrete evolution equations by the discrete Fourier transfrom, then, starting from the Zakharov-Shabat discretized eigenvalue, problem, we shall introduce the spectral transform. In the following part we obtain the correlation between the evolution of the potentials and scattering data through the Wronskian technique, giving at the same time many other properties as, for example, the Baecklund transformations. Finally we recover some of the important equations belonging to this class of nonlinear discrete evolution equations and extend the method to equations with n-dependent coefficients. (HJ)

Evolution in fluctuating environments: decomposing selection into additive components of the Robertson-Price equation.

Science.gov (United States)

Engen, Steinar; Saether, Bernt-Erik

2014-03-01

We analyze the stochastic components of the Robertson-Price equation for the evolution of quantitative characters that enables decomposition of the selection differential into components due to demographic and environmental stochasticity. We show how these two types of stochasticity affect the evolution of multivariate quantitative characters by defining demographic and environmental variances as components of individual fitness. The exact covariance formula for selection is decomposed into three components, the deterministic mean value, as well as stochastic demographic and environmental components. We show that demographic and environmental stochasticity generate random genetic drift and fluctuating selection, respectively. This provides a common theoretical framework for linking ecological and evolutionary processes. Demographic stochasticity can cause random variation in selection differentials independent of fluctuating selection caused by environmental variation. We use this model of selection to illustrate that the effect on the expected selection differential of random variation in individual fitness is dependent on population size, and that the strength of fluctuating selection is affected by how environmental variation affects the covariance in Malthusian fitness between individuals with different phenotypes. Thus, our approach enables us to partition out the effects of fluctuating selection from the effects of selection due to random variation in individual fitness caused by demographic stochasticity. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.

Additive genetic variance in polyandry enables its evolution, but polyandry is unlikely to evolve through sexy or good sperm processes.

Science.gov (United States)

Travers, L M; Simmons, L W; Garcia-Gonzalez, F

2016-05-01

Polyandry is widespread despite its costs. The sexually selected sperm hypotheses ('sexy' and 'good' sperm) posit that sperm competition plays a role in the evolution of polyandry. Two poorly studied assumptions of these hypotheses are the presence of additive genetic variance in polyandry and sperm competitiveness. Using a quantitative genetic breeding design in a natural population of Drosophila melanogaster, we first established the potential for polyandry to respond to selection. We then investigated whether polyandry can evolve through sexually selected sperm processes. We measured lifetime polyandry and offensive sperm competitiveness (P2 ) while controlling for sampling variance due to male × male × female interactions. We also measured additive genetic variance in egg-to-adult viability and controlled for its effect on P2 estimates. Female lifetime polyandry showed significant and substantial additive genetic variance and evolvability. In contrast, we found little genetic variance or evolvability in P2 or egg-to-adult viability. Additive genetic variance in polyandry highlights its potential to respond to selection. However, the low levels of genetic variance in sperm competitiveness suggest that the evolution of polyandry may not be driven by sexy sperm or good sperm processes. © 2016 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2016 European Society For Evolutionary Biology.

Lectures on nonlinear evolution equations initial value problems

CERN Document Server

Racke, Reinhard

2015-01-01

This book mainly serves as an elementary, self-contained introduction to several important aspects of the theory of global solutions to initial value problems for nonlinear evolution equations. The book employs the classical method of continuation of local solutions with the help of a priori estimates obtained for small data. The existence and uniqueness of small, smooth solutions that are defined for all values of the time parameter are investigated. Moreover, the asymptotic behavior of the solutions is described as time tends to infinity. The methods for nonlinear wave equations are discussed in detail. Other examples include the equations of elasticity, heat equations, the equations of thermoelasticity, Schrödinger equations, Klein-Gordon equations, Maxwell equations and plate equations. To emphasize the importance of studying the conditions under which small data problems offer global solutions, some blow-up results are briefly described. Moreover, the prospects for corresponding initial-boundary value p...

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear partial differential evolution equations of dynamical systems

Institute of Scientific and Technical Information of China (English)

2008-01-01

Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.

The presentation of explicit analytical solutions of a class of nonlinear evolution equations

International Nuclear Information System (INIS)

Feng Jinshun; Guo Mingpu; Yuan Deyou

2009-01-01

In this paper, we introduce a function set Ω m . There is a conjecture that an arbitrary explicit travelling-wave analytical solution of a real constant coefficient nonlinear evolution equation is necessarily a linear (or nonlinear) combination of the product of some elements in Ω m . A widespread applicable approach for solving a class of nonlinear evolution equations is established. The new analytical solutions to two kinds of nonlinear evolution equations are described with the aid of the guess.

Diffusion equations and the time evolution of foreign exchange rates

Energy Technology Data Exchange (ETDEWEB)

Figueiredo, Annibal; Castro, Marcio T. de [Institute of Physics, Universidade de Brasília, Brasília DF 70910-900 (Brazil); Fonseca, Regina C.B. da [Department of Mathematics, Instituto Federal de Goiás, Goiânia GO 74055-110 (Brazil); Gleria, Iram, E-mail: iram@fis.ufal.br [Institute of Physics, Federal University of Alagoas, Brazil, Maceió AL 57072-900 (Brazil)

2013-10-01

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers–Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

Diffusion equations and the time evolution of foreign exchange rates

Science.gov (United States)

Figueiredo, Annibal; de Castro, Marcio T.; da Fonseca, Regina C. B.; Gleria, Iram

2013-10-01

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers-Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

Diffusion equations and the time evolution of foreign exchange rates

International Nuclear Information System (INIS)

Figueiredo, Annibal; Castro, Marcio T. de; Fonseca, Regina C.B. da; Gleria, Iram

2013-01-01

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers–Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

An application of transverse momentum dependent evolution equations in QCD

International Nuclear Information System (INIS)

Ceccopieri, Federico A.; Trentadue, Luca

2008-01-01

The properties and behaviour of the solutions of the recently obtained k t -dependent QCD evolution equations are investigated. When used to reproduce transverse momentum spectra of hadrons in Semi-Inclusive DIS, an encouraging agreement with data is found. The present analysis also supports at the phenomenological level the factorization properties of the Semi-Inclusive DIS cross-sections in terms of k t -dependent distributions. Further improvements and possible developments of the proposed evolution equations are envisaged

An axisymmetric evolution code for the Einstein equations on hyperboloidal slices

International Nuclear Information System (INIS)

Rinne, Oliver

2010-01-01

We present the first stable dynamical numerical evolutions of the Einstein equations in terms of a conformally rescaled metric on hyperboloidal hypersurfaces extending to future null infinity. Axisymmetry is imposed in order to reduce the computational cost. The formulation is based on an earlier axisymmetric evolution scheme, adapted to time slices of constant mean curvature. Ideas from a previous study by Moncrief and the author are applied in order to regularize the formally singular evolution equations at future null infinity. Long-term stable and convergent evolutions of Schwarzschild spacetime are obtained, including a gravitational perturbation. The Bondi news function is evaluated at future null infinity.

Analysis and classification of nonlinear dispersive evolution equations in the potential representation

International Nuclear Information System (INIS)

Eichmann, U.A.; Draayer, J.P.; Ludu, A.

2002-01-01

A potential representation for the subset of travelling solutions of nonlinear dispersive evolution equations is introduced. The procedure involves reduction of a third-order partial differential equation to a first-order ordinary differential equation. The potential representation allows us to deduce certain properties of the solutions without the actual need to solve the underlying evolution equation. In particular, the paper deals with the so-called K(n, m) equations. Starting from their respective potential representations it is shown that these equations can be classified according to a simple point transformation. As a result, e.g., all equations with linear dispersion join the same equivalence class with the Korteweg-deVries equation being its representative, and all soliton solutions of higher order nonlinear equations are thus equivalent to the KdV soliton. Certain equations with both linear and quadratic dispersions can also be treated within this equivalence class. (author)

On the fundamental equation of nonequilibrium statistical physics—Nonequilibrium entropy evolution equation and the formula for entropy production rate

Institute of Scientific and Technical Information of China (English)

无

2010-01-01

In this paper the author presents an overview on his own research works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type’s Langevin equation in 6N dimensional phase space or its equivalent Liouville diffusion equation. This equation is time-reversed asymmetrical. It shows that the form of motion of particles in statistical thermodynamic systems has the drift-diffusion duality, and the law of motion of statistical thermodynamics is expressed by a superposition of both the law of dynamics and the stochastic velocity and possesses both determinism and probability. Hence it is different from the law of motion of particles in dynamical systems. The stochastic diffusion motion of the particles is the microscopic origin of macroscopic irreversibility. Starting from this fundamental equation the BBGKY diffusion equation hierarchy, the Boltzmann collision diffusion equation, the hydrodynamic equations such as the mass drift-diffusion equation, the Navier-Stokes equation and the thermal conductivity equation have been derived and presented here. What is more important, we first constructed a nonlinear evolution equation of nonequilibrium entropy density in 6N, 6 and 3 dimensional phase space, predicted the existence of entropy diffusion. This entropy evolution equation plays a leading role in nonequilibrium entropy theory, it reveals that the time rate of change of nonequilibrium entropy density originates together from its drift, diffusion and production in space. From this evolution equation, we presented a formula for entropy production rate (i.e. the law of entropy increase) in 6N and 6 dimensional phase space, proved that internal attractive force in nonequilibrium system can result in entropy decrease while internal repulsive force leads to another entropy increase, and derived a common expression for this entropy decrease rate or

The fundamental solutions for fractional evolution equations of parabolic type

Directory of Open Access Journals (Sweden)

Mahmoud M. El-Borai

2004-01-01

Full Text Available The fundamental solutions for linear fractional evolution equations are obtained. The coefficients of these equations are a family of linear closed operators in the Banach space. Also, the continuous dependence of solutions on the initial conditions is studied. A mixed problem of general parabolic partial differential equations with fractional order is given as an application.

Existence results for impulsive evolution differential equations with state-dependent delay

OpenAIRE

Eduardo Hernandez M.; Rathinasamy Sakthivel; Sueli Tanaka Aki

2008-01-01

We study the existence of mild solution for impulsive evolution abstract differential equations with state-dependent delay. A concrete application to partial delayed differential equations is considered.

Existence families, functional calculi and evolution equations

CERN Document Server

deLaubenfels, Ralph

1994-01-01

This book presents an operator-theoretic approach to ill-posed evolution equations. It presents the basic theory, and the more surprising examples, of generalizations of strongly continuous semigroups known as 'existent families' and 'regularized semigroups'. These families of operators may be used either to produce all initial data for which a solution in the original space exists, or to construct a maximal subspace on which the problem is well-posed. Regularized semigroups are also used to construct functional, or operational, calculi for unbounded operators. The book takes an intuitive and constructive approach by emphasizing the interaction between functional calculus constructions and evolution equations. One thinks of a semigroup generated by A as etA and thinks of a regularized semigroup generated by A as etA g(A), producing solutions of the abstract Cauchy problem for initial data in the image of g(A). Material that is scattered throughout numerous papers is brought together and presented in a fresh, ...

Exact solutions for nonlinear evolution equations using Exp-function method

International Nuclear Information System (INIS)

Bekir, Ahmet; Boz, Ahmet

2008-01-01

In this Letter, the Exp-function method is used to construct solitary and soliton solutions of nonlinear evolution equations. The Klein-Gordon, Burger-Fisher and Sharma-Tasso-Olver equations are chosen to illustrate the effectiveness of the method. The method is straightforward and concise, and its applications are promising. The Exp-function method presents a wider applicability for handling nonlinear wave equations

Method for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations

CSIR Research Space (South Africa)

Kirton, A

2010-08-01

Full Text Available for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations A KIRTON B SCHOLES S ARCHIBALD CSIR Ecosystem Processes and Dynamics, Natural Resources and the Environment P.O. BOX 395, Pretoria, 0001, South... intervals (confidence intervals for predicted values) for allometric estimates can be obtained using an example of estimating tree biomass from stem diameter. It explains how to deal with relationships which are in the power function form - a common form...

A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

Science.gov (United States)

Motsa, S S; Magagula, V M; Sibanda, P

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

Directory of Open Access Journals (Sweden)

S. S. Motsa

2014-01-01

Full Text Available This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs. The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

Fermionic covariant prolongation structure theory for supernonlinear evolution equation

International Nuclear Information System (INIS)

Cheng Jipeng; Wang Shikun; Wu Ke; Zhao Weizhong

2010-01-01

We investigate the superprincipal bundle and its associated superbundle. The super(nonlinear)connection on the superfiber bundle is constructed. Then by means of the connection theory, we establish the fermionic covariant prolongation structure theory of the supernonlinear evolution equation. In this geometry theory, the fermionic covariant fundamental equations determining the prolongation structure are presented. As an example, the supernonlinear Schroedinger equation is analyzed in the framework of this fermionic covariant prolongation structure theory. We obtain its Lax pairs and Baecklund transformation.

From BBGKY hierarchy to non-Markovian evolution equations

International Nuclear Information System (INIS)

Gerasimenko, V.I.; Shtyk, V.O.; Zagorodny, A.G.

2009-01-01

The problem of description of the evolution of the microscopic phase density and its generalizations is discussed. With this purpose, the sequence of marginal microscopic phase densities is introduced, and the appropriate BBGKY hierarchy for these microscopic distributions and their average values is formulated. The microscopic derivation of the generalized evolution equation for the average value of the microscopic phase density is given, and the non-Markovian generalization of the Fokker-Planck collision integral is proposed

Approach in Theory of Nonlinear Evolution Equations: The Vakhnenko-Parkes Equation

Directory of Open Access Journals (Sweden)

V. O. Vakhnenko

2016-01-01

Full Text Available A variety of methods for examining the properties and solutions of nonlinear evolution equations are explored by using the Vakhnenko equation (VE as an example. The VE, which arises in modelling the propagation of high-frequency waves in a relaxing medium, has periodic and solitary traveling wave solutions some of which are loop-like in nature. The VE can be written in an alternative form, known as the Vakhnenko-Parkes equation (VPE, by a change of independent variables. The VPE has an N-soliton solution which is discussed in detail. Individual solitons are hump-like in nature whereas the corresponding solution to the VE comprises N-loop-like solitons. Aspects of the inverse scattering transform (IST method, as applied originally to the KdV equation, are used to find one- and two-soliton solutions to the VPE even though the VPE’s spectral equation is third-order and not second-order. A Bäcklund transformation for the VPE is used to construct conservation laws. The standard IST method for third-order spectral problems is used to investigate solutions corresponding to bound states of the spectrum and to a continuous spectrum. This leads to N-soliton solutions and M-mode periodic solutions, respectively. Interactions between these types of solutions are investigated.

Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations

Directory of Open Access Journals (Sweden)

Toufik Guendouzi

2014-08-01

Full Text Available In this paper, we consider the existence of square-mean piecewise almost periodic solutions for impulsive fractional stochastic evolution equations involving Caputo fractional derivative. The main results are obtained by means of the theory of operators semi-group, fractional calculus, fixed point technique and stochastic analysis theory and methods adopted directly from deterministic fractional equations. Some known results are improved and generalized.

Inverse scattering solution of non-linear evolution equations in one space dimension: an introduction

International Nuclear Information System (INIS)

Alvarez-Estrada, R.F.

1979-01-01

A comprehensive review of the inverse scattering solution of certain non-linear evolution equations of physical interest in one space dimension is presented. We explain in some detail the interrelated techniques which allow to linearize exactly the following equations: (1) the Korteweg and de Vries equation; (2) the non-linear Schrodinger equation; (3) the modified Korteweg and de Vries equation; (4) the Sine-Gordon equation. We concentrate in discussing the pairs of linear operators which accomplish such an exact linearization and the solution of the associated initial value problem. The application of the method to other non-linear evolution equations is reviewed very briefly

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

Science.gov (United States)

Adler, V. E.

2018-04-01

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

Exact solitary wave solutions for some nonlinear evolution equations via Exp-function method

International Nuclear Information System (INIS)

Ebaid, A.

2007-01-01

Based on the Exp-function method, exact solutions for some nonlinear evolution equations are obtained. The KdV equation, Burgers' equation and the combined KdV-mKdV equation are chosen to illustrate the effectiveness of the method

Wave functions, evolution equations and evolution kernels form light-ray operators of QCD

International Nuclear Information System (INIS)

Mueller, D.; Robaschik, D.; Geyer, B.; Dittes, F.M.; Horejsi, J.

1994-01-01

The widely used nonperturbative wave functions and distribution functions of QCD are determined as matrix elements of light-ray operators. These operators appear as large momentum limit of non-local hardron operators or as summed up local operators in light-cone expansions. Nonforward one-particle matrix elements of such operators lead to new distribution amplitudes describing both hadrons simultaneously. These distribution functions depend besides other variables on two scaling variables. They are applied for the description of exclusive virtual Compton scattering in the Bjorken region near forward direction and the two meson production process. The evolution equations for these distribution amplitudes are derived on the basis of the renormalization group equation of the considered operators. This includes that also the evolution kernels follow from the anomalous dimensions of these operators. Relations between different evolution kernels (especially the Altarelli-Parisi and the Brodsky-Lepage kernels) are derived and explicitly checked for the existing two-loop calculations of QCD. Technical basis of these resluts are support and analytically properties of the anomalous dimensions of light-ray operators obtained with the help of the α-representation of Green's functions. (orig.)

Complete integrability of the difference evolution equations

International Nuclear Information System (INIS)

Gerdjikov, V.S.; Ivanov, M.I.; Kulish, P.P.

1980-01-01

The class of exactly solvable nonlinear difference evolution equations (DEE) related to the discrete analog of the one-dimensional Dirac problem L is studied. For this starting from L we construct a special linear non-local operator Λ and obtain the expansions of w and σ 3 deltaw over its eigenfunctions, w being the potential in L. This allows us to obtain compact expressions for the integrals of motion and to prove that these DEE are completely integrable Hamiltonian systems. Moreover, it is shown that there exists a hierarchy of Hamiltonian structures, generated by Λ, and the action-angle variables are explicity calculated. As particular cases the difference analog of the non-linear Schroedinger equation and the modified Korteweg-de-Vries equation are considered. The quantization of these Hamiltonian system through the use of the quantum inverse scattering method is briefly discussed [ru

Preservation of support and positivity for solutions of degenerate evolution equations

International Nuclear Information System (INIS)

Ambrose, David M; Wright, J Douglas

2010-01-01

We prove that sufficiently smooth solutions of equations of a certain class have two interesting properties. These evolution equations are in a sense degenerate, in that every term on the right-hand side of the evolution equation has either the unknown or its first spatial derivative as a factor. We first find a conserved quantity for the equation: the measure of the set on which the solution is non-zero. Second, we show that solutions which are initially non-negative remain non-negative for all times. These properties rely heavily upon the degeneracy of the leading order term. When the equation is more degenerate, we are able to prove that there are additional conserved quantities: the measure of the set on which the solution is positive and the measure of the set on which the solution is negative. To illustrate these results, we give examples of equations with nonlinear dispersion which have solutions in spaces with sufficient regularity to satisfy the hypotheses of the support and positivity theorems. An important family of equations with nonlinear dispersion are the Rosenau–Hyman compacton equations; there is no existence theory yet for these equations, but the known solutions of the compacton equations are of lower regularity than is needed for the preceding theorems. We prove an additional positivity theorem which applies to solutions of the same family of equations in a function space which includes some solutions of compacton equations

Evolution equation for classical and quantum light in turbulence

CSIR Research Space (South Africa)

Roux, FS

2015-06-01

Full Text Available Recently, an infinitesimal propagation equation was derived for the evolution of orbital angular momentum entangled photonic quantum states through turbulence. The authors will discuss its derivation and application within both classical and quantum...

On the evolution equations, solvable through the inverse scattering method

International Nuclear Information System (INIS)

Gerdjikov, V.S.; Khristov, E.Kh.

1979-01-01

The nonlinear evolution equations (NLEE), related to the one-parameter family of Dirac operators are considered in a uniform manner. The class of NLEE solvable through the inverse scatterina method and their conservation laws are described. The description of the hierarchy of Hamiltonian structures and the proof of complete integrability of the NLEE is presented. The class of Baecklund transformations for these NLEE is derived. The general formulae are illustrated by two important examples: the nonlinear Schroedinger equation and the sine-Gordon equation

Deterministic and stochastic evolution equations for fully dispersive and weakly nonlinear waves

DEFF Research Database (Denmark)

Eldeberky, Y.; Madsen, Per A.

1999-01-01

and stochastic formulations are solved numerically for the case of cross shore motion of unidirectional waves and the results are verified against laboratory data for wave propagation over submerged bars and over a plane slope. Outside the surf zone the two model predictions are generally in good agreement......This paper presents a new and more accurate set of deterministic evolution equations for the propagation of fully dispersive, weakly nonlinear, irregular, multidirectional waves. The equations are derived directly from the Laplace equation with leading order nonlinearity in the surface boundary...... is significantly underestimated for larger wave numbers. In the present work we correct this inconsistency. In addition to the improved deterministic formulation, we present improved stochastic evolution equations in terms of the energy spectrum and the bispectrum for multidirectional waves. The deterministic...

Evolution equation for the shape function in the parton model approach to inclusive B decays

International Nuclear Information System (INIS)

Baek, Seungwon; Lee, Kangyoung

2005-01-01

We derive an evolution equation for the shape function of the b quark in an analogous way to the Altarelli-Parisi equation by incorporating the perturbative QCD correction to the inclusive semileptonic decays of the B meson. Since the parton picture works well for inclusive B decays due to the heavy mass of the b quark, the scaling feature manifests and the decay rate may be expressed by a single structure function describing the light-cone distribution of the b quark apart from the kinematic factor. The evolution equation introduces a q 2 dependence of the shape function and violates the scaling properties. We solve the evolution equation and discuss the phenomenological implication.

Spin and energy evolution equations for a wide class of extended bodies

International Nuclear Information System (INIS)

Racine, Etienne

2006-01-01

We give a surface integral derivation of the leading-order evolution equations for the spin and energy of a relativistic body interacting with other bodies in the post-Newtonian expansion scheme. The bodies can be arbitrarily shaped and can be strongly self-gravitating. The effects of all mass and current multipoles are taken into account. As part of the computation one of the 2PN potentials parametrizing the metric is obtained. The formulae obtained here for spin and energy evolution coincide with those obtained by Damour, Soffel and Xu for the case of weakly self-gravitating bodies. By combining an Einstein-Infeld-Hoffman-type surface integral approach with multipolar expansions we extend the domain of validity of these evolution equations to a wide class of strongly self-gravitating bodies. This paper completes in a self-contained way a previous work by Racine and Flanagan on translational equations of motion for compact objects

Application of Exp-function method for (2 + 1)-dimensional nonlinear evolution equations

International Nuclear Information System (INIS)

Bekir, Ahmet; Boz, Ahmet

2009-01-01

In this paper, the Exp-function method is used to construct solitary and soliton solutions of (2 + 1)-dimensional nonlinear evolution equations. (2 + 1)-dimensional breaking soliton (Calogero) equation, modified Zakharov-Kuznetsov and Konopelchenko-Dubrovsky equations are chosen to illustrate the effectiveness of the method. The method is straightforward and concise, and its applications are promising. The Exp-function method presents a wider applicability for handling nonlinear wave equations.

SGS Analysis of the Evolution Equations of the Mixture Fraction and the Progress Variable Variances in the Presence of Spray Combustion

Directory of Open Access Journals (Sweden)

H. Meftah

2010-03-01

Full Text Available In this paper, direct numerical simulation databases have been generated to analyze the impact of the propagation of a spray flame on several subgrid scales (SGS models dedicated to the closure of the transport equations of the subgrid fluctuations of the mixture fraction Z and the progress variable c. Computations have been carried out starting from a previous inert database [22] where a cold flame has been ignited in the center of the mixture when the droplet segregation and evaporation rate were at their highest levels. First, a RANS analysis has shown a brutal increase of the mixture fraction fluctuations due to the fuel consumption by the flame. Indeed, local vapour mass fraction reaches then a minimum value, far from the saturation level. It leads to a strong increase of the evaporation rate, which is also accompanied by a diminution of the oxidiser level. In a second part of this paper, a detailed evaluation of the subgrid models allowing to close the variance and the dissipation rates of the mixture fraction and the progress variable has been carried out. Models that have been selected for their efficiency in inert flows have shown a very good behaviour in the framework of reactive flows.

New prospects in direct, inverse and control problems for evolution equations

CERN Document Server

Fragnelli, Genni; Mininni, Rosa

2014-01-01

This book, based on a selection of talks given at a dedicated meeting in Cortona, Italy, in June 2013, shows the high degree of interaction between a number of fields related to applied sciences. Applied sciences consider situations in which the evolution of a given system over time is observed, and the related models can be formulated in terms of evolution equations (EEs). These equations have been studied intensively in theoretical research and are the source of an enormous number of applications. In this volume, particular attention is given to direct, inverse and control problems for EEs. The book provides an updated overview of the field, revealing its richness and vitality.

Phase-space formalism: Operational calculus and solution of evolution equations in phase-space

International Nuclear Information System (INIS)

Dattoli, G.; Torre, A.

1995-05-01

Phase-space formulation of physical problems offers conceptual and practical advantages. A class of evolution type equations, describing the time behaviour of a physical system, using an operational formalism useful to handle time ordering problems has been described. The methods proposed generalize the algebraic ordering techniques developed to deal with the ordinary Schroedinger equation, and how they are taylored suited to treat evolution problems both in classical and quantum dynamics has been studied

Center manifolds for a class of degenerate evolution equations and existence of small-amplitude kinetic shocks

Science.gov (United States)

Pogan, Alin; Zumbrun, Kevin

2018-06-01

We construct center manifolds for a class of degenerate evolution equations including the steady Boltzmann equation and related kinetic models, establishing in the process existence and behavior of small-amplitude kinetic shock and boundary layers. Notably, for Boltzmann's equation, we show that elements of the center manifold decay in velocity at near-Maxwellian rate, in accord with the formal Chapman-Enskog picture of near-equilibrium flow as evolution along the manifold of Maxwellian states, or Grad moment approximation via Hermite polynomials in velocity. Our analysis is from a classical dynamical systems point of view, with a number of interesting modifications to accommodate ill-posedness of the underlying evolution equation.

Nonlinear evolution equations and solving algebraic systems: the importance of computer algebra

International Nuclear Information System (INIS)

Gerdt, V.P.; Kostov, N.A.

1989-01-01

In the present paper we study the application of computer algebra to solve the nonlinear polynomial systems which arise in investigation of nonlinear evolution equations. We consider several systems which are obtained in classification of integrable nonlinear evolution equations with uniform rank. Other polynomial systems are related with the finding of algebraic curves for finite-gap elliptic potentials of Lame type and generalizations. All systems under consideration are solved using the method based on construction of the Groebner basis for corresponding polynomial ideals. The computations have been carried out using computer algebra systems. 20 refs

The Pathwise Numerical Approximation of Stationary Solutions of Semilinear Stochastic Evolution Equations

International Nuclear Information System (INIS)

Caraballo, T.; Kloeden, P.E.

2006-01-01

Under a one-sided dissipative Lipschitz condition on its drift, a stochastic evolution equation with additive noise of the reaction-diffusion type is shown to have a unique stochastic stationary solution which pathwise attracts all other solutions. A similar situation holds for each Galerkin approximation and each implicit Euler scheme applied to these Galerkin approximations. Moreover, the stationary solution of the Euler scheme converges pathwise to that of the Galerkin system as the stepsize tends to zero and the stationary solutions of the Galerkin systems converge pathwise to that of the evolution equation as the dimension increases. The analysis is carried out on random partial and ordinary differential equations obtained from their stochastic counterparts by subtraction of appropriate Ornstein-Uhlenbeck stationary solutions

Effective average action for gauge theories and exact evolution equations

International Nuclear Information System (INIS)

Reuter, M.; Wetterich, C.

1993-11-01

We propose a new nonperturbative evolution equation for Yang-Mills theories. It describes the scale dependence of an effective action. The running of the nonabelian gauge coupling in arbitrary dimension is computed. (orig.)

Operations involving momentum variables in non-Hamiltonian evolution equations

International Nuclear Information System (INIS)

Benatti, F.; Ghirardi, G.C.; Rimini, A.; Weber, T.

1988-02-01

Non-Hamiltonian evolution equations have been recently considered for the description of various physical processes. Among this type of equations the class which has been more extensively studied is the one usually referred to as Quantum Dynamical Semigroup equations (QDS). In particular an equation of the QDS type has been considered as the basis for a model, called Quantum Mechanics with Spontaneous Localization (QMSL), which has been shown to exhibit some very interesting features allowing to overcome most of the conceptual difficulties of standard quantum theory, QMSL assumes a modification of the pure Schroedinger evolution by assuming the occurrence, at random times, of stochastic processes for the wave function corresponding formally to approximate position measurements. In this paper, we investigate the consequences of modifying and/or enlarging the class of the considered stochastic processes, by considering the spontaeous occurrence of approximate momentum and of simultaneous position and momentum measurements. It is shown that the considered changes in the elementary processes have unacceptable consequences. In particular they either lead to drastic modifications in the dynamics of microsystems or are completely useless from the point of view of the conceptual advantages that one was trying to get from QMSL. The present work supports therefore the idea that QMSL, as originally formulated, can be taken as the basic scheme for the generalizations which are still necessary in order to make it appropriate for the description of systems of identical particles and to meet relativistic requirements. (author). 14 refs

Operations involving momentum variables in non-Hamiltonian evolution equation

International Nuclear Information System (INIS)

Benatti, F.; Ghirardi, G.C.; Weber, T.; Rimini, A.

1988-01-01

Non-Hamiltonian evolution equations have been recently considered for the description of various physical processes. Among these types of equations the class which has been more extensively studied is the one usually referred to as quantum-dynamical semi-group equations (QDS). In particular an equation of the QDS type has been considered as the basis for a model, called quantum mechanics with spontaneous localization (QMSL), which has been shown to exhibit some very interesting features allowing us to overcome most of the conceptual difficulties of standard quantum theory. QMSL assumes a modification of the pure Schroedinger evolution by assuming the occurrence, at random times, of stochastic processes for the wave function corresponding formally to approximate position measurements. In this paper the consequences of modifying and/or enlarging the class of the considered stochastic processes, by considering the spontaneous occurrence of approximate momentum and of simultaneous position and momentum measurements, are investigated. It is shown that the considered changes in the elementary processes have unacceptable consequences. In particular they either lead to drastic modification in the dynamics of microsystems or are completely useless from the point of view of the conceptual advantages that one was trying to get from QMSL. The present work supports therefore the idea that QMSL, as originally formulated, can be taken as the basic scheme for the generalizations which are still necessary in order to make it appropriate for the description of systems of identical particles and to meet relativistic requirements

Variance in binary stellar population synthesis

Science.gov (United States)

Breivik, Katelyn; Larson, Shane L.

2016-03-01

In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.

Topological soliton solutions for some nonlinear evolution equations

Directory of Open Access Journals (Sweden)

Ahmet Bekir

2014-03-01

Full Text Available In this paper, the topological soliton solutions of nonlinear evolution equations are obtained by the solitary wave ansatz method. Under some parameter conditions, exact solitary wave solutions are obtained. Note that it is always useful and desirable to construct exact solutions especially soliton-type (dark, bright, kink, anti-kink, etc. envelope for the understanding of most nonlinear physical phenomena.

Algebraic models for the hierarchy structure of evolution equations at small x

International Nuclear Information System (INIS)

Rembiesa, P.; Stasto, A.M.

2005-01-01

We explore several models of QCD evolution equations simplified by considering only the rapidity dependence of dipole scattering amplitudes, while provisionally neglecting their dependence on transverse coordinates. Our main focus is on the equations that include the processes of pomeron splittings. We examine the algebraic structures of the governing equation hierarchies, as well as the asymptotic behavior of their solutions in the large-rapidity limit

An x-space analysis of evolution equations: Soffer's inequality and the non-forward evolution

International Nuclear Information System (INIS)

Cafarella, Alessandro; Coriano, Claudio; Guzzi, Marco

2003-01-01

We analyze the use of algorithms based in x-space for the solution of renormalization group equations of DGLAP-type and test their consistency by studying bounds among partons distributions - in our specific case Soffer's inequality and the perturbative behaviour of the nucleon tensor charge - to next-to-leading order in QCD. A discussion of the perturbative resummation implicit in these expansions using Mellin moments is included. We also comment on the (kinetic) proof of positivity of the evolution of h1, using a kinetic analogy and illustrate the extension of the algorithm to the evolution of generalized parton distributions. We prove positivity of the non-forward evolution in a special case and illustrate a Fokker-Planck approximation to it. (author)

Traveling solitary wave solutions to evolution equations with nonlinear terms of any order

International Nuclear Information System (INIS)

Feng Zhaosheng

2003-01-01

Many physical phenomena in one- or higher-dimensional space can be described by nonlinear evolution equations, which can be reduced to ordinary differential equations such as the Lienard equation. Thus, to study those ordinary differential equations is of significance not only in mathematics itself, but also in physics. In this paper, a kind of explicit exact solutions to the Lienard equation is obtained. The applications of the solutions to the nonlinear RR-equation and the compound KdV-type equation are presented, which extend the results obtained in the previous literature

Existence and uniqueness of mild and classical solutions of impulsive evolution equations

Directory of Open Access Journals (Sweden)

Annamalai Anguraj

2005-10-01

Full Text Available We consider the non-linear impulsive evolution equation $$displaylines{ u'(t=Au(t+f(t,u(t,Tu(t,Su(t, quad 0evolution equation by using semigroup theory and then show that the mild solutions give rise to a classical solutions.

Evolution equations for extended dihadron fragmentation functions

International Nuclear Information System (INIS)

Ceccopieri, F.A.; Bacchetta, A.

2007-03-01

We consider dihadron fragmentation functions, describing the fragmentation of a parton in two unpolarized hadrons, and in particular extended dihadron fragmentation functions, explicitly dependent on the invariant mass, M h , of the hadron pair. We first rederive the known results on M h -integrated functions using Jet Calculus techniques, and then we present the evolution equations for extended dihadron fragmentation functions. Our results are relevant for the analysis of experimental measurements of two-particle-inclusive processes at different energies. (orig.)

Existence of solutions for quasilinear random impulsive neutral differential evolution equation

Directory of Open Access Journals (Sweden)

B. Radhakrishnan

2018-07-01

Full Text Available This paper deals with the existence of solutions for quasilinear random impulsive neutral functional differential evolution equation in Banach spaces and the results are derived by using the analytic semigroup theory, fractional powers of operators and the Schauder fixed point approach. An application is provided to illustrate the theory. Keywords: Quasilinear differential equation, Analytic semigroup, Random impulsive neutral differential equation, Fixed point theorem, 2010 Mathematics Subject Classification: 34A37, 47H10, 47H20, 34K40, 34K45, 35R12

New extended (G'/G)-expansion method to solve nonlinear evolution equation: the (3 + 1)-dimensional potential-YTSF equation.

Science.gov (United States)

Roshid, Harun-Or-; Akbar, M Ali; Alam, Md Nur; Hoque, Md Fazlul; Rahman, Nizhum

2014-01-01

In this article, a new extended (G'/G) -expansion method has been proposed for constructing more general exact traveling wave solutions of nonlinear evolution equations with the aid of symbolic computation. In order to illustrate the validity and effectiveness of the method, we pick the (3 + 1)-dimensional potential-YTSF equation. As a result, abundant new and more general exact solutions have been achieved of this equation. It has been shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in applied mathematics, engineering and mathematical physics.

Molecular representation of molar domain (volume), evolution equations, and linear constitutive relations for volume transport.

Science.gov (United States)

Eu, Byung Chan

2008-09-07

In the traditional theories of irreversible thermodynamics and fluid mechanics, the specific volume and molar volume have been interchangeably used for pure fluids, but in this work we show that they should be distinguished from each other and given distinctive statistical mechanical representations. In this paper, we present a general formula for the statistical mechanical representation of molecular domain (volume or space) by using the Voronoi volume and its mean value that may be regarded as molar domain (volume) and also the statistical mechanical representation of volume flux. By using their statistical mechanical formulas, the evolution equations of volume transport are derived from the generalized Boltzmann equation of fluids. Approximate solutions of the evolution equations of volume transport provides kinetic theory formulas for the molecular domain, the constitutive equations for molar domain (volume) and volume flux, and the dissipation of energy associated with volume transport. Together with the constitutive equation for the mean velocity of the fluid obtained in a previous paper, the evolution equations for volume transport not only shed a fresh light on, and insight into, irreversible phenomena in fluids but also can be applied to study fluid flow problems in a manner hitherto unavailable in fluid dynamics and irreversible thermodynamics. Their roles in the generalized hydrodynamics will be considered in the sequel.

The relation among the hyperbolic-function-type exact solutions of nonlinear evolution equations

International Nuclear Information System (INIS)

Liu Chunping; Liu Xiaoping

2004-01-01

First, we investigate the solitary wave solutions of the Burgers equation and the KdV equation, which are obtained by using the hyperbolic function method. Then we present a theorem which will not only give us a clear relation among the hyperbolic-function-type exact solutions of nonlinear evolution equations, but also provide us an approach to construct new exact solutions in complex scalar field. Finally, we apply the theorem to the KdV-Burgers equation and obtain its new exact solutions

Rogue waves and rational solutions of a (3+1)-dimensional nonlinear evolution equation

International Nuclear Information System (INIS)

Zhaqilao,

2013-01-01

A simple symbolic computation approach for finding the rogue waves and rational solutions to the nonlinear evolution equation is proposed. It turns out that many rational solutions with real and complex forms of a (3+1)-dimensional nonlinear evolution equation are obtained. Some features of rogue waves and rational solutions are graphically discussed. -- Highlights: •A simple symbolic computation approach for finding the rational solutions to the NEE is proposed. •Some rogue waves and rational solutions with real and complex forms of a (3+1)-D NEE are obtained. •Some features of rogue waves are graphically discussed

Rogue waves and rational solutions of a (3+1)-dimensional nonlinear evolution equation

Energy Technology Data Exchange (ETDEWEB)

Zhaqilao,, E-mail: zhaqilao@imnu.edu.cn

2013-12-06

A simple symbolic computation approach for finding the rogue waves and rational solutions to the nonlinear evolution equation is proposed. It turns out that many rational solutions with real and complex forms of a (3+1)-dimensional nonlinear evolution equation are obtained. Some features of rogue waves and rational solutions are graphically discussed. -- Highlights: •A simple symbolic computation approach for finding the rational solutions to the NEE is proposed. •Some rogue waves and rational solutions with real and complex forms of a (3+1)-D NEE are obtained. •Some features of rogue waves are graphically discussed.

Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schroedinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

International Nuclear Information System (INIS)

Keanini, R.G.

2011-01-01

Research highlights: → Systematic approach for physically probing nonlinear and random evolution problems. → Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. → Organization of near-molecular scale vorticity mediated by hydrodynamic modes. → Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the

Gas-evolution oscillators. 10. A model based on a delay equation

Energy Technology Data Exchange (ETDEWEB)

Bar-Eli, K.; Noyes, R.M. [Univ. of Oregon, Eugene, OR (United States)

1992-09-17

This paper develops a simplified method to model the behavior of a gas-evolution oscillator with two differential delay equations in two unknowns consisting of the population of dissolved molecules in solution and the pressure of the gas.

Gas-evolution oscillators. 10. A model based on a delay equation

International Nuclear Information System (INIS)

Bar-Eli, K.; Noyes, R.M.

1992-01-01

This paper develops a simplified method to model the behavior of a gas-evolution oscillator with two differential delay equations in two unknowns consisting of the population of dissolved molecules in solution and the pressure of the gas

Solving QCD evolution equations in rapidity space with Markovian Monte Carlo

CERN Document Server

Golec-Biernat, K; Placzek, W; Skrzypek, M

2009-01-01

This work covers methodology of solving QCD evolution equation of the parton distribution using Markovian Monte Carlo (MMC) algorithms in a class of models ranging from DGLAP to CCFM. One of the purposes of the above MMCs is to test the other more sophisticated Monte Carlo programs, the so-called Constrained Monte Carlo (CMC) programs, which will be used as a building block in the parton shower MC. This is why the mapping of the evolution variables (eikonal variable and evolution time) into four-momenta is also defined and tested. The evolution time is identified with the rapidity variable of the emitted parton. The presented MMCs are tested independently, with ~0.1% precision, against the non-MC program APCheb especially devised for this purpose.

Decoupling of the Leading Order DGLAP Evolution Equation with Spin Dependent Structure Functions

Science.gov (United States)

Azadbakht, F. Teimoury; Boroun, G. R.

2018-02-01

We propose an analytical solution for DGLAP evolution equations with polarized splitting functions at the Leading Order (LO) approximation based on the Laplace transform method. It is shown that the DGLAP evolution equations can be decoupled completely into two second order differential equations which then are solved analytically by using the initial conditions δ FS(x,Q2)=F[partial δ FS0(x), δ FS0(x)] and {δ G}(x,Q2)=G[partial δ G0(x), δ G0(x)]. We used this method to obtain the polarized structure function of the proton as well as the polarized gluon distribution function inside the proton and compared the numerical results with experimental data of COMPASS, HERMES, and AAC'08 Collaborations. It was found that there is a good agreement between our predictions and the experiments.

Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation

International Nuclear Information System (INIS)

Caraballo, Tomas; Kloeden, Peter E.; Schmalfuss, Bjoern

2004-01-01

We consider the exponential stability of stochastic evolution equations with Lipschitz continuous non-linearities when zero is not a solution for these equations. We prove the existence of anon-trivial stationary solution which is exponentially stable, where the stationary solution is generated by the composition of a random variable and the Wiener shift. We also construct stationary solutions with the stronger property of attracting bounded sets uniformly. The existence of these stationary solutions follows from the theory of random dynamical systems and their attractors. In addition, we prove some perturbation results and formulate conditions for the existence of stationary solutions for semilinear stochastic partial differential equations with Lipschitz continuous non-linearities

Slave equations for spin models

International Nuclear Information System (INIS)

Catterall, S.M.; Drummond, I.T.; Horgan, R.R.

1992-01-01

We apply an accelerated Langevin algorithm to the simulation of continuous spin models on the lattice. In conjunction with the evolution equation for the spins we use slave equations to compute estimators for the connected correlation functions of the model. In situations for which the symmetry of the model is sufficiently strongly broken by an external field these estimators work well and yield a signal-to-noise ratio for the Green function at large time separations more favourable than that resulting from the standard method. With the restoration of symmetry, however, the slave equation estimators exhibit an intrinsic instability associated with the growth of a power law tail in the probability distributions for the measured quantities. Once this tail has grown sufficiently strong it results in a divergence of the variance of the estimator which then ceases to be useful for measurement purposes. The instability of the slave equation method in circumstances of weak symmetry breaking precludes its use in determining the mass gap in non-linear sigma models. (orig.)

Higher order Lie-Baecklund symmetries of evolution equations

International Nuclear Information System (INIS)

Roy Chowdhury, A.; Roy Chowdhury, K.; Paul, S.

1983-10-01

We have considered in detail the analysis of higher order Lie-Baecklund symmetries for some representative nonlinear evolution equations. Until now all such symmetry analyses have been restricted only to the first order of the infinitesimal parameter. But the existence of Baecklund transformation (which can be shown to be an overall sum of higher order Lie-Baecklund symmetries) makes it necessary to search for such higher order Lie-Baecklund symmetries directly without taking recourse to the Baecklund transformation or inverse scattering technique. (author)

Evolution of spin-dependent structure functions from DGLAP equations in leading order and next to leading order

International Nuclear Information System (INIS)

Baishya, R.; Jamil, U.; Sarma, J. K.

2009-01-01

In this paper the spin-dependent singlet and nonsinglet structure functions have been obtained by solving Dokshitzer, Gribov, Lipatov, Altarelli, Parisi evolution equations in leading order and next to leading order in the small x limit. Here we have used Taylor series expansion and then the method of characteristics to solve the evolution equations. We have also calculated t and x evolutions of deuteron structure functions, and the results are compared with the SLAC E-143 Collaboration data.

Collinear and TMD quark and gluon densities from parton branching solution of QCD evolution equations

Energy Technology Data Exchange (ETDEWEB)

Hautmann, F. [Rutherford Appleton Laboratory, Chilton (United Kingdom); Oxford Univ. (United Kingdom). Dept. of Theoretical Physics; Antwerpen Univ. (Belgium). Elementaire Deeltjes Fysica; Jung, H.; Lelek, A.; Zlebcik, R. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Radescu, V. [European Organization for Nuclear Research (CERN), Geneva (Switzerland)

2017-08-15

We study parton-branching solutions of QCD evolution equations and present a method to construct both collinear and transverse momentum dependent (TMD) parton densities from this approach. We work with next-to-leading-order (NLO) accuracy in the strong coupling. Using the unitarity picture in terms of resolvable and non-resolvable branchings, we analyze the role of the soft-gluon resolution scale in the evolution equations. For longitudinal momentum distributions, we find agreement of our numerical calculations with existing evolution programs at the level of better than 1 percent over a range of five orders of magnitude both in evolution scale and in longitudinal momentum fraction. We make predictions for the evolution of transverse momentum distributions. We perform fits to the high-precision deep inelastic scattering (DIS) structure function measurements, and we present a set of NLO TMD distributions based on the parton branching approach.

Towards the ultimate variance-conserving convection scheme

International Nuclear Information System (INIS)

Os, J.J.A.M. van; Uittenbogaard, R.E.

2004-01-01

In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287

Evolution equations for connected and disconnected sea parton distributions

Science.gov (United States)

Liu, Keh-Fei

2017-08-01

It has been revealed from the path-integral formulation of the hadronic tensor that there are connected sea and disconnected sea partons. The former is responsible for the Gottfried sum rule violation primarily and evolves the same way as the valence. Therefore, the Dokshitzer-Gribov-Lipatov-Altarelli-Parisi evolution equations can be extended to accommodate them separately. We discuss its consequences and implications vis-á-vis lattice calculations.

A class of periodic solutions of nonlinear wave and evolution equations

International Nuclear Information System (INIS)

Kashcheev, V.N.

1987-01-01

For the case of 1+1 dimensions a new heuristic method is proposed for deriving dels-similar solutions to nonlinear autonomous differential equations. If the differential function f is a polynomial, then: (i) in the case of even derivatives in f the solution is the ratio of two polynomials from the Weierstrass elliptic functions; (ii) in the case of any order derivatives in f the solution is the ratio of two polynomials from simple exponents. Numerous examples are given constructing such periodic solutions to the wave and evolution equations

Nonlinear evolution equations for waves in random media

International Nuclear Information System (INIS)

Pelinovsky, E.; Talipova, T.

1994-01-01

The scope of this paper is to highlight the main ideas of asymptotical methods applying in modern approaches of description of nonlinear wave propagation in random media. We start with the discussion of the classical conception of ''mean field''. Then an exactly solvable model describing nonlinear wave propagation in the medium with fluctuating parameters is considered in order to demonstrate that the ''mean field'' method is not correct. We develop new asymptotic procedures of obtaining the nonlinear evolution equations for the wave fields in random media. (author). 16 refs

A novel algebraic procedure for solving non-linear evolution equations of higher order

International Nuclear Information System (INIS)

Huber, Alfred

2007-01-01

We report here a systematic approach that can easily be used for solving non-linear partial differential equations (nPDE), especially of higher order. We restrict the analysis to the so called evolution equations describing any wave propagation. The proposed new algebraic approach leads us to traveling wave solutions and moreover, new class of solution can be obtained. The crucial step of our method is the basic assumption that the solutions satisfy an ordinary differential equation (ODE) of first order that can be easily integrated. The validity and reliability of the method is tested by its application to some non-linear evolution equations. The important aspect of this paper however is the fact that we are able to calculate distinctive class of solutions which cannot be found in the current literature. In other words, using this new algebraic method the solution manifold is augmented to new class of solution functions. Simultaneously we would like to stress the necessity of such sophisticated methods since a general theory of nPDE does not exist. Otherwise, for practical use the algebraic construction of new class of solutions is of fundamental interest

Universal and integrable nonlinear evolution systems of equations in 2+1 dimensions

International Nuclear Information System (INIS)

Maccari, A.

1997-01-01

Integrable systems of nonlinear partial differential equations (PDEs) are obtained from integrable equations in 2+1 dimensions, by means of a reduction method of broad applicability based on Fourier expansion and spatio endash temporal rescalings, which is asymptotically exact in the limit of weak nonlinearity. The integrability by the spectral transform is explicitly demonstrated, because the corresponding Lax pairs have been derived, applying the same reduction method to the Lax pair of the initial equation. These systems of nonlinear PDEs are likely to be of applicative relevance and have a open-quotes universalclose quotes character, inasmuch as they may be derived from a very large class of nonlinear evolution equations with a linear dispersive part. copyright 1997 American Institute of Physics

Population Thinking, Price’s Equation and the Analysis of Economic Evolution

DEFF Research Database (Denmark)

Andersen, Esben Sloth

2004-01-01

applicable to economic evolution due to the development of what may be called a general evometrics. Central to this evometrics is a method for partitioning evolutionary change developed by George Price into the selection effect and what may be called the innovation effect. This method serves surprisingly...... well as a means of accounting for evolution and as a starting point for the explanation of evolution. The applications of Price’s equation cover the partitioning and analysis of relatively short-term evolutionary change within individual industries as well as the study of more complexly structured...... populations of firms. By extrapolating these applications of Price’s evometrics, the paper suggests that his approach may play a central role in the emerging evolutionary econometrics....

Lie symmetry analysis and conservation laws for the time fractional fourth-order evolution equation

Directory of Open Access Journals (Sweden)

Wang Li

2017-06-01

Full Text Available In this paper, we study Lie symmetry analysis and conservation laws for the time fractional nonlinear fourth-order evolution equation. Using the method of Lie point symmetry, we provide the associated vector fields, and derive the similarity reductions of the equation, respectively. The method can be applied wisely and efficiently to get the reduced fractional ordinary differential equations based on the similarity reductions. Finally, by using the nonlinear self-adjointness method and Riemann-Liouville time-fractional derivative operator as well as Euler-Lagrange operator, the conservation laws of the equation are obtained.

A generalized variational algebra and conserved densities for linear evolution equations

International Nuclear Information System (INIS)

Abellanas, L.; Galindo, A.

1978-01-01

The symbolic algebra of Gel'fand and Dikii is generalized to the case of n variables. Using this algebraic approach a rigorous characterization of the polynomial kernel of the variational derivative is given. This is applied to classify all the conservation laws for linear polynomial evolution equations of arbitrary order. (Auth.)

Symbolic Detection of Permutation and Parity Symmetries of Evolution Equations

KAUST Repository

Alghamdi, Moataz

2017-06-18

We introduce a symbolic computational approach to detecting all permutation and parity symmetries in any general evolution equation, and to generating associated invariant polynomials, from given monomials, under the action of these symmetries. Traditionally, discrete point symmetries of differential equations are systemically found by solving complicated nonlinear systems of partial differential equations; in the presence of Lie symmetries, the process can be simplified further. Here, we show how to find parity- and permutation-type discrete symmetries purely based on algebraic calculations. Furthermore, we show that such symmetries always form groups, thereby allowing for the generation of new group-invariant conserved quantities from known conserved quantities. This work also contains an implementation of the said results in Mathematica. In addition, it includes, as a motivation for this work, an investigation of the connection between variational symmetries, described by local Lie groups, and conserved quantities in Hamiltonian systems.

Evolution equation for the higher-twist B-meson distribution amplitude

International Nuclear Information System (INIS)

Braun, V.M.; Offen, N.; Manashov, A.N.; Regensburg Univ.; Sankt-Petersburg State Univ.

2015-07-01

We find that the evolution equation for the three-particle quark-gluon B-meson light-cone distribution amplitude (DA) of subleading twist is completely integrable in the large N c limit and can be solved exactly. The lowest anomalous dimension is separated from the remaining, continuous, spectrum by a finite gap. The corresponding eigenfunction coincides with the contribution of quark-gluon states to the two-particle DA φ - (ω) so that the evolution equation for the latter is the same as for the leading-twist DA φ + (ω) up to a constant shift in the anomalous dimension. Thus, ''genuine'' three-particle states that belong to the continuous spectrum effectively decouple from φ - (ω) to the leading-order accuracy. In turn, the scale dependence of the full three-particle DA turns out to be nontrivial so that the contribution with the lowest anomalous dimension does not become leading at any scale. The results are illustrated on a simple model that can be used in studies of 1/m b corrections to heavy-meson decays in the framework of QCD factorization or light-cone sum rules.

Nonlinear evolution-type equations and their exact solutions using inverse variational methods

International Nuclear Information System (INIS)

Kara, A H; Khalique, C M

2005-01-01

We present the role of invariants in obtaining exact solutions of differential equations. Firstly, conserved vectors of a partial differential equation (p.d.e.) allow us to obtain reduced forms of the p.d.e. for which some of the Lie point symmetries (in vector field form) are easily concluded and, therefore, provide a mechanism for further reduction. Secondly, invariants of reduced forms of a p.d.e. are obtainable from a variational principle even though the p.d.e. itself does not admit a Lagrangian. In this latter case, the reductions carry all the usual advantages regarding Noether symmetries and double reductions. The examples we consider are nonlinear evolution-type equations such as the Korteweg-deVries equation, but a detailed analysis is made on the Fisher equation (which describes reaction-diffusion waves in biology, inter alia). Other diffusion-type equations lend themselves well to the method we describe (e.g., the Fitzhugh Nagumo equation, which is briefly discussed). Some aspects of Painleve properties are also suggested

Studying Variance in the Galactic Ultra-compact Binary Population

Science.gov (United States)

Larson, Shane; Breivik, Katelyn

2017-01-01

In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.

Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

International Nuclear Information System (INIS)

Yu, Zhiyong

2013-01-01

This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right

Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

Energy Technology Data Exchange (ETDEWEB)

Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)

2013-12-15

This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

Analytic treatment of leading-order parton evolution equations: Theory and tests

International Nuclear Information System (INIS)

Block, Martin M.; Durand, Loyal; McKay, Douglas W.

2009-01-01

We recently derived an explicit expression for the gluon distribution function G(x,Q 2 )=xg(x,Q 2 ) in terms of the proton structure function F 2 γp (x,Q 2 ) in leading-order (LO) QCD by solving the LO Dokshitzer-Gribov-Lipatov-Altarelli-Parisi equation for the Q 2 evolution of F 2 γp (x,Q 2 ) analytically, using a differential-equation method. We showed that accurate experimental knowledge of F 2 γp (x,Q 2 ) in a region of Bjorken x and virtuality Q 2 is all that is needed to determine the gluon distribution in that region. We rederive and extend the results here using a Laplace-transform technique, and show that the singlet quark structure function F S (x,Q 2 ) can be determined directly in terms of G from the Dokshitzer-Gribov-Lipatov-Altarelli-Parisi gluon evolution equation. To illustrate the method and check the consistency of existing LO quark and gluon distributions, we used the published values of the LO quark distributions from the CTEQ5L and MRST2001 LO analyses to form F 2 γp (x,Q 2 ), and then solved analytically for G(x,Q 2 ). We find that the analytic and fitted gluon distributions from MRST2001LO agree well with each other for all x and Q 2 , while those from CTEQ5L differ significantly from each other for large x values, x > or approx. 0.03-0.05, at all Q 2 . We conclude that the published CTEQ5L distributions are incompatible in this region. Using a nonsinglet evolution equation, we obtain a sensitive test of quark distributions which holds in both LO and next-to-leading order perturbative QCD. We find in either case that the CTEQ5 quark distributions satisfy the tests numerically for small x, but fail the tests for x > or approx. 0.03-0.05--their use could potentially lead to significant shifts in predictions of quantities sensitive to large x. We encountered no problems with the MRST2001LO distributions or later CTEQ distributions. We suggest caution in the use of the CTEQ5 distributions.

The Relationship between Nonconservative Schemes and Initial Values of Nonlinear Evolution Equations

Institute of Scientific and Technical Information of China (English)

林万涛

2004-01-01

For the nonconservative schemes of the nonlinear evolution equations, taking the one-dimensional shallow water wave equation as an example, the necessary conditions of computational stability are given.Based on numerical tests, the relationship between the nonlinear computational stability and the construction of difference schemes, as well as the form of initial values, is further discussed. It is proved through both theoretical analysis and numerical tests that if the construction of difference schemes is definite, the computational stability of nonconservative schemes is decided by the form of initial values.

Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

OpenAIRE

Daheng Peng; Fang Zhang

2017-01-01

In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

Markovian Monte Carlo program EvolFMC v.2 for solving QCD evolution equations

Science.gov (United States)

Jadach, S.; Płaczek, W.; Skrzypek, M.; Stokłosa, P.

2010-02-01

We present the program EvolFMC v.2 that solves the evolution equations in QCD for the parton momentum distributions by means of the Monte Carlo technique based on the Markovian process. The program solves the DGLAP-type evolution as well as modified-DGLAP ones. In both cases the evolution can be performed in the LO or NLO approximation. The quarks are treated as massless. The overall technical precision of the code has been established at 5×10. This way, for the first time ever, we demonstrate that with the Monte Carlo method one can solve the evolution equations with precision comparable to the other numerical methods. New version program summaryProgram title: EvolFMC v.2 Catalogue identifier: AEFN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including binary test data, etc.: 66 456 (7407 lines of C++ code) No. of bytes in distributed program, including test data, etc.: 412 752 Distribution format: tar.gz Programming language: C++ Computer: PC, Mac Operating system: Linux, Mac OS X RAM: Less than 256 MB Classification: 11.5 External routines: ROOT ( http://root.cern.ch/drupal/) Nature of problem: Solution of the QCD evolution equations for the parton momentum distributions of the DGLAP- and modified-DGLAP-type in the LO and NLO approximations. Solution method: Monte Carlo simulation of the Markovian process of a multiple emission of partons. Restrictions:Limited to the case of massless partons. Implemented in the LO and NLO approximations only. Weighted events only. Unusual features: Modified-DGLAP evolutions included up to the NLO level. Additional comments: Technical precision established at 5×10. Running time: For the 10 6 events at 100 GeV: DGLAP NLO: 27s; C-type modified DGLAP NLO: 150s (MacBook Pro with Mac OS X v.10

Analytic solutions of QCD evolution equations for parton cascades inside nuclear matter at small x

International Nuclear Information System (INIS)

Geiger, K.

1994-01-01

An analytical method is presented to solve generalized QCD evolution equations for the time development of parton cascades in a nuclear environment. In addition to the usual parton branching processes in vacuum, these evolution equations provide a consistent description of interactions with the nuclear medium by accounting for stimulated branching processes, fusion, and scattering processes that are specific to QCD in a medium. Closed solutions for the spectra of produced partons with respect to the variables time, longitudinal momentum, and virtuality are obtained under some idealizing assumptions about the composition of the nuclear medium. Several characteristic features of the resulting parton distributions are discussed. One of the main conclusions is that the evolution of a parton shower in a medium is dilated as compared to free space and is accompanied by an enhancement of particle production. These effects become stronger with increasing nuclear density

Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

Directory of Open Access Journals (Sweden)

Daheng Peng

2017-10-01

Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

Solving Partial Differential Equations Using a New Differential Evolution Algorithm

Directory of Open Access Journals (Sweden)

Natee Panagant

2014-01-01

Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.

Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''

International Nuclear Information System (INIS)

Nasseri, K.K.

1987-07-01

Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'

International Nuclear Information System (INIS)

Nasseri, K.K.

1987-01-01

Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

The relation between the kink-type solution and the kink-bell-type solution of nonlinear evolution equations

International Nuclear Information System (INIS)

Liu Chunping

2003-01-01

Using a direct algebraic method, more new exact solutions of the Kolmogorov-Petrovskii-Piskunov equation are presented by formula form. Then a theorem concerning the relation between the kink-type solution and the kink-bell-type solution of nonlinear evolution equations is given. Finally, the applications of the theorem to several well-known equations in physics are also discussed

Some Evolution Hierarchies Derived from Self-dual Yang-Mills Equations

International Nuclear Information System (INIS)

Zhang Yufeng; Hon, Y.C.

2011-01-01

We develop in this paper a new method to construct two explicit Lie algebras E and F. By using a loop algebra Ē of the Lie algebra E and the reduced self-dual Yang-Mills equations, we obtain an expanding integrable model of the Giachetti-Johnson (GJ) hierarchy whose Hamiltonian structure can also be derived by using the trace identity. This provides a much simpler construction method in comparing with the tedious variational identity approach. Furthermore, the nonlinear integrable coupling of the GJ hierarchy is readily obtained by introducing the Lie algebra g N . As an application, we apply the loop algebra E-tilde of the Lie algebra E to obtain a kind of expanding integrable model of the Kaup-Newell (KN) hierarchy which, consisting of two arbitrary parameters α and β, can be reduced to two nonlinear evolution equations. In addition, we use a loop algebra F of the Lie algebra F to obtain an expanding integrable model of the BT hierarchy whose Hamiltonian structure is the same as using the trace identity. Finally, we deduce five integrable systems in R 3 based on the self-dual Yang-Mills equations, which include Poisson structures, irregular lines, and the reduced equations. (general)

High Efficiency Computation of the Variances of Structural Evolutionary Random Responses

Directory of Open Access Journals (Sweden)

J.H. Lin

2000-01-01

Full Text Available For structures subjected to stationary or evolutionary white/colored random noise, their various response variances satisfy algebraic or differential Lyapunov equations. The solution of these Lyapunov equations used to be very difficult. A precise integration method is proposed in the present paper, which solves such Lyapunov equations accurately and very efficiently.

Periodic Solutions and S-Asymptotically Periodic Solutions to Fractional Evolution Equations

Directory of Open Access Journals (Sweden)

Jia Mu

2017-01-01

Full Text Available This paper deals with the existence and uniqueness of periodic solutions, S-asymptotically periodic solutions, and other types of bounded solutions for some fractional evolution equations with the Weyl-Liouville fractional derivative defined for periodic functions. Applying Fourier transform we give reasonable definitions of mild solutions. Then we accurately estimate the spectral radius of resolvent operator and obtain some existence and uniqueness results.

A quasi moment description of the evolution of an electron gas towards a state dominated by a reduced transport equation

International Nuclear Information System (INIS)

Oeien, A.H.

1980-09-01

For electrons in electric and magnetic fields which collide elastically with neutral atoms or molecules a minute evolution study is made using the multiple time scale method. In this study a set of quasi moment equations is used which is derived from the Boltzmann equation by taking appropriate quasi moments, i.e. velocity moments where the integration is performed only over velocity angles. In a systematic way the evolution in a transient regime is revealed where processes take place on time scales related to the electron-atom collision frequency and electron cyclotron frequency and how the evolution enters a regime where it is governed by a reduced transport equation is shown. This work has relevance to the theory of evolution of gases of charged particles in general and to non-neutral plasmas and partially ionized gases in particular. (Auth.)

Evolution operator equation: Integration with algebraic and finite difference methods. Applications to physical problems in classical and quantum mechanics and quantum field theory

Energy Technology Data Exchange (ETDEWEB)

Dattoli, Giuseppe; Torre, Amalia [ENEA, Centro Ricerche Frascati, Rome (Italy). Dipt. Innovazione; Ottaviani, Pier Luigi [ENEA, Centro Ricerche Bologna (Italy); Vasquez, Luis [Madris, Univ. Complutense (Spain). Dept. de Matemateca Aplicado

1997-10-01

The finite-difference based integration method for evolution-line equations is discussed in detail and framed within the general context of the evolution operator picture. Exact analytical methods are described to solve evolution-like equations in a quite general physical context. The numerical technique based on the factorization formulae of exponential operator is then illustrated and applied to the evolution-operator in both classical and quantum framework. Finally, the general view to the finite differencing schemes is provided, displaying the wide range of applications from the classical Newton equation of motion to the quantum field theory.

On the classification of scalar evolution equations with non-constant separant

Science.gov (United States)

Hümeyra Bilge, Ayşe; Mizrahi, Eti

2017-01-01

The ‘separant’ of the evolution equation u t   =  F, where F is some differentiable function of the derivatives of u up to order m, is the partial derivative \\partial F/\\partial {{u}m}, where {{u}m}={{\\partial}m}u/\\partial {{x}m} . As an integrability test, we use the formal symmetry method of Mikhailov-Shabat-Sokolov, which is based on the existence of a recursion operator as a formal series. The solvability of its coefficients in the class of local functions gives a sequence of conservation laws, called the ‘conserved densities’ {ρ(i)}, i=-1,1,2,3,\\ldots . We apply this method to the classification of scalar evolution equations of orders 3≤slant m≤slant 15 , for which {ρ(-1)}={≤ft[\\partial F/\\partial {{u}m}\\right]}-1/m} and {{ρ(1)} are non-trivial, i.e. they are not total derivatives and {ρ(-1)} is not linear in its highest order derivative. We obtain the ‘top level’ parts of these equations and their ‘top dependencies’ with respect to the ‘level grading’, that we defined in a previous paper, as a grading on the algebra of polynomials generated by the derivatives u b+i , over the ring of {{C}∞} functions of u,{{u}1},\\ldots,{{u}b} . In this setting b and i are called ‘base’ and ‘level’, respectively. We solve the conserved density conditions to show that if {ρ(-1)} depends on u,{{u}1},\\ldots,{{u}b}, then, these equations are level homogeneous polynomials in {{u}b+i},\\ldots,{{u}m} , i≥slant 1 . Furthermore, we prove that if {ρ(3)} is non-trivial, then {ρ(-1)}={≤ft(α ub2+β {{u}b}+γ \\right)}1/2} , with b≤slant 3 while if {{ρ(3)} is trivial, then {ρ(-1)}={≤ft(λ {{u}b}+μ \\right)}1/3} , where b≤slant 5 and α, β, γ, λ and μ are functions of u,\\ldots,{{u}b-1} . We show that the equations that we obtain form commuting flows and we construct their recursion operators that are respectively of orders 2 and 6 for non-trivial and trivial {{ρ(3)} respectively. Omitting lower order

An observation on the variance of a predicted response in ...

African Journals Online (AJOL)

... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...

Asymptotically Almost Periodic Solutions of Evolution Equations in Banach Spaces

Science.gov (United States)

Ruess, W. M.; Phong, V. Q.

Tile linear abstract evolution equation (∗) u'( t) = Au( t) + ƒ( t), t ∈ R, is considered, where A: D( A) ⊂ E → E is the generator of a strongly continuous semigroup of operators in the Banach space E. Starting from analogs of Kadets' and Loomis' Theorems for vector valued almost periodic Functions, we show that if σ( A) ∩ iR is countable and ƒ: R → E is [asymptotically] almost periodic, then every bounded and uniformly continuous solution u to (∗) is [asymptotically] almost periodic, provided e-λ tu( t) has uniformly convergent means for all λ ∈ σ( A) ∩ iR. Related results on Eberlein-weakly asymptotically almost periodic, periodic, asymptotically periodic and C 0-solutions of (∗), as well as on the discrete case of solutions of difference equations are included.

Multiple travelling wave solutions of nonlinear evolution equations using a unified algebraic method

International Nuclear Information System (INIS)

Fan Engui

2002-01-01

A new direct and unified algebraic method for constructing multiple travelling wave solutions of general nonlinear evolution equations is presented and implemented in a computer algebraic system. Compared with most of the existing tanh methods, the Jacobi elliptic function method or other sophisticated methods, the proposed method not only gives new and more general solutions, but also provides a guideline to classify the various types of the travelling wave solutions according to the values of some parameters. The solutions obtained in this paper include (a) kink-shaped and bell-shaped soliton solutions, (b) rational solutions, (c) triangular periodic solutions and (d) Jacobi and Weierstrass doubly periodic wave solutions. Among them, the Jacobi elliptic periodic wave solutions exactly degenerate to the soliton solutions at a certain limit condition. The efficiency of the method can be demonstrated on a large variety of nonlinear evolution equations such as those considered in this paper, KdV-MKdV, Ito's fifth MKdV, Hirota, Nizhnik-Novikov-Veselov, Broer-Kaup, generalized coupled Hirota-Satsuma, coupled Schroedinger-KdV, (2+1)-dimensional dispersive long wave, (2+1)-dimensional Davey-Stewartson equations. In addition, as an illustrative sample, the properties of the soliton solutions and Jacobi doubly periodic solutions for the Hirota equation are shown by some figures. The links among our proposed method, the tanh method, extended tanh method and the Jacobi elliptic function method are clarified generally. (author)

New generalized and improved (G′/G-expansion method for nonlinear evolution equations in mathematical physics

Directory of Open Access Journals (Sweden)

Hasibun Naher

2014-10-01

Full Text Available In this article, new extension of the generalized and improved (G′/G-expansion method is proposed for constructing more general and a rich class of new exact traveling wave solutions of nonlinear evolution equations. To demonstrate the novelty and motivation of the proposed method, we implement it to the Korteweg-de Vries (KdV equation. The new method is oriented toward the ease of utilize and capability of computer algebraic system and provides a more systematic, convenient handling of the solution process of nonlinear equations. Further, obtained solutions disclose a wider range of applicability for handling a large variety of nonlinear partial differential equations.

The contribution of the mitochondrial genome to sex-specific fitness variance.

Science.gov (United States)

Smith, Shane R T; Connallon, Tim

2017-05-01

Maternal inheritance of mitochondrial DNA (mtDNA) facilitates the evolutionary accumulation of mutations with sex-biased fitness effects. Whereas maternal inheritance closely aligns mtDNA evolution with natural selection in females, it makes it indifferent to evolutionary changes that exclusively benefit males. The constrained response of mtDNA to selection in males can lead to asymmetries in the relative contributions of mitochondrial genes to female versus male fitness variation. Here, we examine the impact of genetic drift and the distribution of fitness effects (DFE) among mutations-including the correlation of mutant fitness effects between the sexes-on mitochondrial genetic variation for fitness. We show how drift, genetic correlations, and skewness of the DFE determine the relative contributions of mitochondrial genes to male versus female fitness variance. When mutant fitness effects are weakly correlated between the sexes, and the effective population size is large, mitochondrial genes should contribute much more to male than to female fitness variance. In contrast, high fitness correlations and small population sizes tend to equalize the contributions of mitochondrial genes to female versus male variance. We discuss implications of these results for the evolution of mitochondrial genome diversity and the genetic architecture of female and male fitness. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

Interpretation of the evolution parameter of the Feynman parametrization of the Dirac equation

International Nuclear Information System (INIS)

Aparicio, J.P.; Garcia Alvarez, E.T.

1995-01-01

The Feynman parametrization of the Dirac equation is considered in order to obtain an indefinite mass formulation of relativistic quantum mechanics. It is shown that the parameter that labels the evolution is related to the proper time. The Stueckelberg interpretation of antiparticles naturally arises from the formalism. ((orig.))

Group theoretical and Hamiltonian structures of integrable evolution equations in 1x1 and 2x1 dimensions

International Nuclear Information System (INIS)

Konopel'chenko, B.G.

1983-01-01

New results in investigation of the group-theoretical and hamiltonian structure of the integrable evolution equations in 1+1 and 2+1 dimensions are briefly reviewed. Main general results, such as the form of integrable equations, Baecklund transfomations, symmetry groups, are turned out to have the same form for different spectral problems. The used generalized AKNS-method (the Ablowitz Kaup, Newell and Segur method) permits to prove that all nonlinear evolution equations considered are hamiltonians. The general condition of effective application of the ACNS mehtod to the concrete spectral problem is the possibility to calculate a recursion operator explicitly. The embedded representation is shown to be a fundamental object connected with different aspects of the inverse scattering problem

Dynamics of second order in time evolution equations with state-dependent delay

Czech Academy of Sciences Publication Activity Database

Chueshov, I.; Rezunenko, Oleksandr

123-124, č. 1 (2015), s. 126-149 ISSN 0362-546X R&D Projects: GA ČR GAP103/12/2431 Institutional support: RVO:67985556 Keywords : Second order evolution equations * State dependent delay * Nonlinear plate * Finite-dimensional attractor Subject RIV: BD - Theory of Information Impact factor: 1.125, year: 2015 http://library.utia.cas.cz/separaty/2015/AS/rezunenko-0444708.pdf

Genomic Prediction Within and Across Biparental Families: Means and Variances of Prediction Accuracy and Usefulness of Deterministic Equations

Directory of Open Access Journals (Sweden)

Pascal Schopp

2017-11-01

Full Text Available A major application of genomic prediction (GP in plant breeding is the identification of superior inbred lines within families derived from biparental crosses. When models for various traits were trained within related or unrelated biparental families (BPFs, experimental studies found substantial variation in prediction accuracy (PA, but little is known about the underlying factors. We used SNP marker genotypes of inbred lines from either elite germplasm or landraces of maize (Zea mays L. as parents to generate in silico 300 BPFs of doubled-haploid lines. We analyzed PA within each BPF for 50 simulated polygenic traits, using genomic best linear unbiased prediction (GBLUP models trained with individuals from either full-sib (FSF, half-sib (HSF, or unrelated families (URF for various sizes (Ntrain of the training set and different heritabilities (h2 . In addition, we modified two deterministic equations for forecasting PA to account for inbreeding and genetic variance unexplained by the training set. Averaged across traits, PA was high within FSF (0.41–0.97 with large variation only for Ntrain < 50 and h2 < 0.6. For HSF and URF, PA was on average ∼40–60% lower and varied substantially among different combinations of BPFs used for model training and prediction as well as different traits. As exemplified by HSF results, PA of across-family GP can be very low if causal variants not segregating in the training set account for a sizeable proportion of the genetic variance among predicted individuals. Deterministic equations accurately forecast the PA expected over many traits, yet cannot capture trait-specific deviations. We conclude that model training within BPFs generally yields stable PA, whereas a high level of uncertainty is encountered in across-family GP. Our study shows the extent of variation in PA that must be at least reckoned with in practice and offers a starting point for the design of training sets composed of multiple BPFs.

Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation

DEFF Research Database (Denmark)

Ditlevsen, Ove Dalager

2004-01-01

-called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...

Time evolution of the wave equation using rapid expansion method

KAUST Repository

Pestana, Reynam C.; Stoffa, Paul L.

2010-01-01

Forward modeling of seismic data and reverse time migration are based on the time evolution of wavefields. For the case of spatially varying velocity, we have worked on two approaches to evaluate the time evolution of seismic wavefields. An exact solution for the constant-velocity acoustic wave equation can be used to simulate the pressure response at any time. For a spatially varying velocity, a one-step method can be developed where no intermediate time responses are required. Using this approach, we have solved for the pressure response at intermediate times and have developed a recursive solution. The solution has a very high degree of accuracy and can be reduced to various finite-difference time-derivative methods, depending on the approximations used. Although the two approaches are closely related, each has advantages, depending on the problem being solved. © 2010 Society of Exploration Geophysicists.

Time evolution of the wave equation using rapid expansion method

KAUST Repository

Pestana, Reynam C.

2010-07-01

Forward modeling of seismic data and reverse time migration are based on the time evolution of wavefields. For the case of spatially varying velocity, we have worked on two approaches to evaluate the time evolution of seismic wavefields. An exact solution for the constant-velocity acoustic wave equation can be used to simulate the pressure response at any time. For a spatially varying velocity, a one-step method can be developed where no intermediate time responses are required. Using this approach, we have solved for the pressure response at intermediate times and have developed a recursive solution. The solution has a very high degree of accuracy and can be reduced to various finite-difference time-derivative methods, depending on the approximations used. Although the two approaches are closely related, each has advantages, depending on the problem being solved. © 2010 Society of Exploration Geophysicists.

Lorentz-force equations as Heisenberg equations for a quantum system in the euclidean space

International Nuclear Information System (INIS)

Rodriguez D, R.

2007-01-01

In an earlier work, the dynamic equations for a relativistic charged particle under the action of electromagnetic fields were formulated by R. Yamaleev in terms of external, as well as internal momenta. Evolution equations for external momenta, the Lorentz-force equations, were derived from the evolution equations for internal momenta. The mapping between the observables of external and internal momenta are related by Viete formulae for a quadratic polynomial, the characteristic polynomial of the relativistic dynamics. In this paper we show that the system of dynamic equations, can be cast into the Heisenberg scheme for a four-dimensional quantum system. Within this scheme the equations in terms of internal momenta play the role of evolution equations for a state vector, whereas the external momenta obey the Heisenberg equation for an operator evolution. The solutions of the Lorentz-force equation for the motion inside constant electromagnetic fields are presented via pentagonometric functions. (Author)

Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

Directory of Open Access Journals (Sweden)

Hamidreza Rezazadeh

2014-05-01

Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.

Lie symmetry analysis, explicit solutions and conservation laws for the space-time fractional nonlinear evolution equations

Science.gov (United States)

Inc, Mustafa; Yusuf, Abdullahi; Aliyu, Aliyu Isa; Baleanu, Dumitru

2018-04-01

This paper studies the symmetry analysis, explicit solutions, convergence analysis, and conservation laws (Cls) for two different space-time fractional nonlinear evolution equations with Riemann-Liouville (RL) derivative. The governing equations are reduced to nonlinear ordinary differential equation (ODE) of fractional order using their Lie point symmetries. In the reduced equations, the derivative is in Erdelyi-Kober (EK) sense, power series technique is applied to derive an explicit solutions for the reduced fractional ODEs. The convergence of the obtained power series solutions is also presented. Moreover, the new conservation theorem and the generalization of the Noether operators are developed to construct the nonlocal Cls for the equations . Some interesting figures for the obtained explicit solutions are presented.

A trick loop algebra and a corresponding Liouville integrable hierarchy of evolution equations

International Nuclear Information System (INIS)

Zhang Yufeng; Xu Xixiang

2004-01-01

A subalgebra of loop algebra A-bar 2 is first constructed, which has its own special feature. It follows that a new Liouville integrable hierarchy of evolution equations is obtained, possessing a tri-Hamiltonian structure, which is proved by us in this paper. Especially, three symplectic operators are constructed directly from recurrence relations. The conjugate operator of a recurrence operator is a hereditary symmetry. As reduction cases of the hierarchy presented in this paper, the celebrated MKdV equation and heat-conduction equation are engendered, respectively. Therefore, we call the hierarchy a generalized MKdV-H system. At last, a high-dimension loop algebra G-bar is constructed by making use of a proper scalar transformation. As a result, a type expanding integrable model of the MKdV-H system is given

Evolution of the cosmological horizons in a universe with countably infinitely many state equations

Energy Technology Data Exchange (ETDEWEB)

Margalef-Bentabol, Berta; Cepa, Jordi [Departamento de Astrofísica, Universidad de la Laguna, E-38205 La Laguna, Tenerife (Spain); Margalef-Bentabol, Juan, E-mail: bmb@cca.iac.es, E-mail: juanmargalef@estumail.ucm.es, E-mail: jcn@iac.es [Facultad de Ciencias Matemáticas, Universidad Complutense de Madrid, E-28040 Madrid (Spain)

2013-02-01

This paper is the second of two papers devoted to the study of the evolution of the cosmological horizons (particle and event horizons). Specifically, in this paper we consider a general accelerated universe with countably infinitely many constant state equations, and we obtain simple expressions in terms of their respective recession velocities that generalize the previous results for one and two state equations. We also provide a qualitative study of the values of the horizons and their velocities at the origin of the universe and at the far future, and we prove that these values only depend on one dominant state equation. Finally, we compare both horizons and determine when one is larger than the other.

Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.

Science.gov (United States)

Diaz, S Anaid; Viney, Mark

2014-06-01

Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.

Thermodynamic consistency of viscoplastic material models involving external variable rates in the evolution equations for the internal variables

International Nuclear Information System (INIS)

Malmberg, T.

1993-09-01

The objective of this study is to derive and investigate thermodynamic restrictions for a particular class of internal variable models. Their evolution equations consist of two contributions: the usual irreversible part, depending only on the present state, and a reversible but path dependent part, linear in the rates of the external variables (evolution equations of ''mixed type''). In the first instance the thermodynamic analysis is based on the classical Clausius-Duhem entropy inequality and the Coleman-Noll argument. The analysis is restricted to infinitesimal strains and rotations. The results are specialized and transferred to a general class of elastic-viscoplastic material models. Subsequently, they are applied to several viscoplastic models of ''mixed type'', proposed or discussed in the literature (Robinson et al., Krempl et al., Freed et al.), and it is shown that some of these models are thermodynamically inconsistent. The study is closed with the evaluation of the extended Clausius-Duhem entropy inequality (concept of Mueller) where the entropy flux is governed by an assumed constitutive equation in its own right; also the constraining balance equations are explicitly accounted for by the method of Lagrange multipliers (Liu's approach). This analysis is done for a viscoplastic material model with evolution equations of the ''mixed type''. It is shown that this approach is much more involved than the evaluation of the classical Clausius-Duhem entropy inequality with the Coleman-Noll argument. (orig.) [de

Equivalent construction of the infinitesimal time translation operator in algebraic dynamics algorithm for partial differential evolution equation

Institute of Scientific and Technical Information of China (English)

无

2010-01-01

We give an equivalent construction of the infinitesimal time translation operator for partial differential evolution equation in the algebraic dynamics algorithm proposed by Shun-Jin Wang and his students. Our construction involves only simple partial differentials and avoids the derivative terms of δ function which appear in the course of computation by means of Wang-Zhang operator. We prove Wang’s equivalent theorem which says that our construction and Wang-Zhang’s are equivalent. We use our construction to deal with several typical equations such as nonlinear advection equation, Burgers equation, nonlinear Schrodinger equation, KdV equation and sine-Gordon equation, and obtain at least second order approximate solutions to them. These equations include the cases of real and complex field variables and the cases of the first and the second order time derivatives.

arXiv GeV-scale hot sterile neutrino oscillations: a derivation of evolution equations

CERN Document Server

Ghiglieri, J.

2017-05-23

Starting from operator equations of motion and making arguments based on a separation of time scales, a set of equations is derived which govern the non-equilibrium time evolution of a GeV-scale sterile neutrino density matrix and active lepton number densities at temperatures T > 130 GeV. The density matrix possesses generation and helicity indices; we demonstrate how helicity permits for a classification of various sources for leptogenesis. The coefficients parametrizing the equations are determined to leading order in Standard Model couplings, accounting for the LPM resummation of 1+n 2+n scatterings and for all 2 2 scatterings. The regime in which sphaleron processes gradually decouple so that baryon plus lepton number becomes a separate non-equilibrium variable is also considered.

An Empirical Temperature Variance Source Model in Heated Jets

Science.gov (United States)

Khavaran, Abbas; Bridges, James

2012-01-01

An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.

Variance-optimal hedging for processes with stationary independent increments

DEFF Research Database (Denmark)

Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.

We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...

Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition

KAUST Repository

Bessaih, Hakima; Efendiev, Yalchin; Maris, Florin

2015-01-01

The evolution Stokes equation in a domain containing periodically distributed obstacles subject to Fourier boundary condition on the boundaries is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior

Monte Carlo variance reduction approaches for non-Boltzmann tallies

International Nuclear Information System (INIS)

Booth, T.E.

1992-12-01

Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

Evolution families of conformal mappings with fixed points and the Löwner-Kufarev equation

International Nuclear Information System (INIS)

Goryainov, V V

2015-01-01

The paper is concerned with evolution families of conformal mappings of the unit disc to itself that fix an interior point and a boundary point. Conditions are obtained for the evolution families to be differentiable, and an existence and uniqueness theorem for an evolution equation is proved. A convergence theorem is established which describes the topology of locally uniform convergence of evolution families in terms of infinitesimal generating functions. The main result in this paper is the embedding theorem which shows that any conformal mapping of the unit disc to itself with two fixed points can be embedded into a differentiable evolution family of such mappings. This result extends the range of the parametric method in the theory of univalent functions. In this way the problem of the mutual change of the derivative at an interior point and the angular derivative at a fixed point on the boundary is solved for a class of mappings of the unit disc to itself. In particular, the rotation theorem is established for this class of mappings. Bibliography: 27 titles

PC analysis of stochastic differential equations driven by Wiener noise

KAUST Repository

Le Maitre, Olivier

2015-03-01

A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.

Variance-based Salt Body Reconstruction

KAUST Repository

Ovcharenko, Oleg

2017-05-26

Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

Science.gov (United States)

Venturi, D.; Karniadakis, G. E.

2012-08-01

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

Completely integrable operator evolution equations. II

International Nuclear Information System (INIS)

Chudnovsky, D.V.

1979-01-01

The author continues the investigation of operator classical completely integrable systems. The main attention is devoted to the stationary operator non-linear Schroedinger equation. It is shown that this equation can be used for separation of variables for a large class of completely integrable equations. (Auth.)

Approximate zero-variance Monte Carlo estimation of Markovian unreliability

International Nuclear Information System (INIS)

Delcoux, J.L.; Labeau, P.E.; Devooght, J.

1997-01-01

Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)

Dominance genetic variance for traits under directional selection in Drosophila serrata.

Science.gov (United States)

Sztepanacz, Jacqueline L; Blows, Mark W

2015-05-01

In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.

An analytical method for solving exact solutions of a nonlinear evolution equation describing the dynamics of ionic currents along microtubules

Directory of Open Access Journals (Sweden)

Md. Nur Alam

2017-11-01

Full Text Available In this article, a variety of solitary wave solutions are observed for microtubules (MTs. We approach the problem by treating the solutions as nonlinear RLC transmission lines and then find exact solutions of Nonlinear Evolution Equations (NLEEs involving parameters of special interest in nanobiosciences and biophysics. We determine hyperbolic, trigonometric, rational and exponential function solutions and obtain soliton-like pulse solutions for these equations. A comparative study against other methods demonstrates the validity of the technique that we developed and demonstrates that our method provides additional solutions. Finally, using suitable parameter values, we plot 2D and 3D graphics of the exact solutions that we observed using our method. Keywords: Analytical method, Exact solutions, Nonlinear evolution equations (NLEEs of microtubules, Nonlinear RLC transmission lines

Existence of mild solutions for nonlocal Cauchy problem for fractional neutral evolution equations with infinite delay

Directory of Open Access Journals (Sweden)

V. Vijayakumar

2014-09-01

Full Text Available In this article, we study the existence of mild solutions for nonlocal Cauchy problem for fractional neutral evolution equations with infinite delay. The results are obtained by using the Banach contraction principle. Finally, an application is given to illustrate the theory.

Reduced genetic variance among high fitness individuals: inferring stabilizing selection on male sexual displays in Drosophila serrata.

Science.gov (United States)

Sztepanacz, Jacqueline L; Rundle, Howard D

2012-10-01

Directional selection is prevalent in nature, yet phenotypes tend to remain relatively constant, suggesting a limit to trait evolution. However, the genetic basis of this limit is unresolved. Given widespread pleiotropy, opposing selection on a trait may arise from the effects of the underlying alleles on other traits under selection, generating net stabilizing selection on trait genetic variance. These pleiotropic costs of trait exaggeration may arise through any number of other traits, making them hard to detect in phenotypic analyses. Stabilizing selection can be inferred, however, if genetic variance is greater among low- compared to high-fitness individuals. We extend a recently suggested approach to provide a direct test of a difference in genetic variance for a suite of cuticular hydrocarbons (CHCs) in Drosophila serrata. Despite strong directional sexual selection on these traits, genetic variance differed between high- and low-fitness individuals and was greater among the low-fitness males for seven of eight CHCs, significantly more than expected by chance. Univariate tests of a difference in genetic variance were nonsignificant but likely have low power. Our results suggest that further CHC exaggeration in D. serrata in response to sexual selection is limited by pleiotropic costs mediated through other traits. © 2012 The Author(s). Evolution© 2012 The Society for the Study of Evolution.

Hamiltonian approach to the derivation of evolution equations for wave trains in weakly unstable media

Directory of Open Access Journals (Sweden)

N. N. Romanova

1998-01-01

Full Text Available The dynamics of weakly nonlinear wave trains in unstable media is studied. This dynamics is investigated in the framework of a broad class of dynamical systems having a Hamiltonian structure. Two different types of instability are considered. The first one is the instability in a weakly supercritical media. The simplest example of instability of this type is the Kelvin-Helmholtz instability. The second one is the instability due to a weak linear coupling of modes of different nature. The simplest example of a geophysical system where the instability of this and only of this type takes place is the three-layer model of a stratified shear flow with a continuous velocity profile. For both types of instability we obtain nonlinear evolution equations describing the dynamics of wave trains having an unstable spectral interval of wavenumbers. The transformation to appropriate canonical variables turns out to be different for each case, and equations we obtained are different for the two types of instability we considered. Also obtained are evolution equations governing the dynamics of wave trains in weakly subcritical media and in media where modes are coupled in a stable way. Presented results do not depend on a specific physical nature of a medium and refer to a broad class of dynamical systems having the Hamiltonian structure of a special form.

Decoupling the NLO coupled DGLAP evolution equations: an analytic solution to pQCD

International Nuclear Information System (INIS)

Block, Martin M.; Durand, Loyal; Ha, Phuoc; McKay, Douglas W.

2010-01-01

Using repeated Laplace transforms, we turn coupled, integral-differential singlet DGLAP equations into NLO (next-to-leading) coupled algebraic equations, which we then decouple. After two Laplace inversions we find new tools for pQCD: decoupled NLO analytic solutions F s (x,Q 2 )=F s (F s0 (x),G 0 (x)), G(x,Q 2 )=G(F s0 (x), G 0 (x)). F s , G are known NLO functions and F s0 (x)≡F s (x,Q 0 2 ), G 0 (x)≡G(x,Q 0 2 ) are starting functions for evolution beginning at Q 2 =Q 0 2 . We successfully compare our u and d non-singlet valence quark distributions with MSTW results (Martin et al., Eur. Phys. J. C 63:189, 2009). (orig.)

The population and decay evolution of a qubit under the time-convolutionless master equation

International Nuclear Information System (INIS)

Huang Jiang; Fang Mao-Fa; Liu Xiang

2012-01-01

We consider the population and decay of a qubit under the electromagnetic environment. Employing the time-convolutionless master equation, we investigate the Markovian and non-Markovian behaviour of the corresponding perturbation expansion. The Jaynes-Cummings model on resonance is investigated. Some figures clearly show the different evolution behaviours. The reasons are interpreted in the paper. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee.

Science.gov (United States)

Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P

2007-08-29

The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight) and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.

Three-loop evolution equation for flavor-nonsinglet operators in off-forward kinematics

Energy Technology Data Exchange (ETDEWEB)

Braun, V.M.; Strohmaier, M. [Regensburg Univ. (Germany). Inst. fuer Theoretische Physik; Manashov, A.N. [Regensburg Univ. (Germany). Inst. fuer Theoretische Physik; Hamburg Univ. (Germany). 1. Inst. fuer Theoretische Physik; Moch, S. [Hamburg Univ. (Germany). 1. Inst. fuer Theoretische Physik

2017-03-15

Using the approach based on conformal symmetry we calculate the three-loop (NNLO) contribution to the evolution equation for flavor-nonsinglet leading twist operators in the MS scheme. The explicit expression for the three-loop kernel is derived for the corresponding light-ray operator in coordinate space. The expansion in local operators is performed and explicit results are given for the matrix of the anomalous dimensions for the operators up to seven covariant derivatives. The results are directly applicable to the renormalization of the pion light-cone distribution amplitude and flavor-nonsinglet generalized parton distributions.

Partial Differential Equations

CERN Document Server

1988-01-01

The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.

A transport equation for the evolution of shock amplitudes along rays

Directory of Open Access Journals (Sweden)

Giovanni Russo

1991-05-01

Full Text Available A new asymptotic method is derived for the study of the evolution of weak shocks in several dimension. The method is based on the Generalized Wavefront Expansion derived in [1]. In that paper the propagation of a shock into a known background was studied under the assumption that shock is weak, i.e. Mach Number =1+O(ε, ε ≪ 1, and that the perturbation of the field varies over a length scale O(ε. To the lowest order, the shock surface evolves along the rays associated with the unperturbed state. An infinite system of compatibility relations was derived for the jump in the field and its normal derivatives along the shock, but no valid criterion was found for a truncation of the system. Here we show that the infinite hierarchy is equivalent to a single equation that describes the evolution of the shock along the rays. We show that this method gives equivalent results to those obtained by Weakly Nonlinear Geometrical Optics [2].

Mean-variance portfolio selection for defined-contribution pension funds with stochastic salary.

Science.gov (United States)

Zhang, Chubing

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

OpenAIRE

Chubing Zhang

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

Symbolic computation of exact solutions for a nonlinear evolution equation

International Nuclear Information System (INIS)

Liu Yinping; Li Zhibin; Wang Kuncheng

2007-01-01

In this paper, by means of the Jacobi elliptic function method, exact double periodic wave solutions and solitary wave solutions of a nonlinear evolution equation are presented. It can be shown that not only the obtained solitary wave solutions have the property of loop-shaped, cusp-shaped and hump-shaped for different values of parameters, but also different types of double periodic wave solutions are possible, namely periodic loop-shaped wave solutions, periodic hump-shaped wave solutions or periodic cusp-shaped wave solutions. Furthermore, periodic loop-shaped wave solutions will be degenerated to loop-shaped solitary wave solutions for the same values of parameters. So do cusp-shaped solutions and hump-shaped solutions. All these solutions are new and first reported here

Attractors for equations of mathematical physics

CERN Document Server

Chepyzhov, Vladimir V

2001-01-01

One of the major problems in the study of evolution equations of mathematical physics is the investigation of the behavior of the solutions to these equations when time is large or tends to infinity. The related important questions concern the stability of solutions or the character of the instability if a solution is unstable. In the last few decades, considerable progress in this area has been achieved in the study of autonomous evolution partial differential equations. For a number of basic evolution equations of mathematical physics, it was shown that the long time behavior of their soluti

Evolution equation of Lie-type for finite deformations, time-discrete integration, and incremental methods

Czech Academy of Sciences Publication Activity Database

Fiala, Zdeněk

2015-01-01

Roč. 226, č. 1 (2015), s. 17-35 ISSN 0001-5970 R&D Projects: GA ČR(CZ) GA103/09/2101 Institutional support: RVO:68378297 Keywords : solid mechanics * finite deformations * evolution equation of Lie-type * time-discrete integration Subject RIV: BA - General Mathematics OBOR OECD: Statistics and probability Impact factor: 1.694, year: 2015 http://link.springer.com/article/10.1007%2Fs00707-014-1162-9#page-1

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

Science.gov (United States)

Grima, Ramon

2011-11-01

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

Robust Means Modeling: An Alternative for Hypothesis Testing of Independent Means under Variance Heterogeneity and Nonnormality

Science.gov (United States)

Fan, Weihua; Hancock, Gregory R.

2012-01-01

This study proposes robust means modeling (RMM) approaches for hypothesis testing of mean differences for between-subjects designs in order to control the biasing effects of nonnormality and variance inequality. Drawing from structural equation modeling (SEM), the RMM approaches make no assumption of variance homogeneity and employ robust…

Loss of Energy Concentration in Nonlinear Evolution Beam Equations

Science.gov (United States)

Garrione, Maurizio; Gazzola, Filippo

2017-12-01

Motivated by the oscillations that were seen at the Tacoma Narrows Bridge, we introduce the notion of solutions with a prevailing mode for the nonlinear evolution beam equation u_{tt} + u_{xxxx} + f(u)= g(x, t) in bounded space-time intervals. We give a new definition of instability for these particular solutions, based on the loss of energy concentration on their prevailing mode. We distinguish between two different forms of energy transfer, one physiological (unavoidable and depending on the nonlinearity) and one due to the insurgence of instability. We then prove a theoretical result allowing to reduce the study of this kind of infinite-dimensional stability to that of a finite-dimensional approximation. With this background, we study the occurrence of instability for three different kinds of nonlinearities f and for some forcing terms g, highlighting some of their structural properties and performing some numerical simulations.

Symplectic and Hamiltonian structures of nonlinear evolution equations

International Nuclear Information System (INIS)

Dorfman, I.Y.

1993-01-01

A Hamiltonian structure on a finite-dimensional manifold can be introduced either by endowing it with a (pre)symplectic structure, or by describing the Poisson bracket with the help of a tensor with two upper indices named the Poisson structure. Under the assumption of nondegeneracy, the Poisson structure is nothing else than the inverse of the symplectic structure. Also in the degenerate case the distinction between the two approaches is almost insignificant, because both presymplectic and Poisson structures split into symplectic structures on leaves of appropriately chosen foliations. Hamiltonian structures that arise in the theory of evolution equations demonstrate something new in this respect: trying to operate in local terms, one is induced to develop both approaches independently. Hamiltonian operators, being the infinite-dimensional counterparts of Poisson structures, were the first to become the subject of investigations. A considerable period of time passed before the papers initiated research in the theory of symplectic operators, being the counterparts of presymplectic structures. In what follows, we focus on the main achievements in this field

Controllability for Semilinear Functional and Neutral Functional Evolution Equations with Infinite Delay in Frechet Spaces

International Nuclear Information System (INIS)

Agarwal, Ravi P.; Baghli, Selma; Benchohra, Mouffak

2009-01-01

The controllability of mild solutions defined on the semi-infinite positive real interval for two classes of first order semilinear functional and neutral functional differential evolution equations with infinite delay is studied in this paper. Our results are obtained using a recent nonlinear alternative due to Avramescu for sum of compact and contraction operators in Frechet spaces, combined with the semigroup theory

Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

Directory of Open Access Journals (Sweden)

Chubing Zhang

2014-01-01

Full Text Available This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

Science.gov (United States)

Zhang, Chubing

2014-01-01

This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier. PMID:24782667

Polygons of differential equations for finding exact solutions

International Nuclear Information System (INIS)

Kudryashov, Nikolai A.; Demina, Maria V.

2007-01-01

A method for finding exact solutions of nonlinear differential equations is presented. Our method is based on the application of polygons corresponding to nonlinear differential equations. It allows one to express exact solutions of the equation studied through solutions of another equation using properties of the basic equation itself. The ideas of power geometry are used and developed. Our approach has a pictorial interpretation, which is illustrative and effective. The method can be also applied for finding transformations between solutions of differential equations. To demonstrate the method application exact solutions of several equations are found. These equations are: the Korteveg-de Vries-Burgers equation, the generalized Kuramoto-Sivashinsky equation, the fourth-order nonlinear evolution equation, the fifth-order Korteveg-de Vries equation, the fifth-order modified Korteveg-de Vries equation and the sixth-order nonlinear evolution equation describing turbulent processes. Some new exact solutions of nonlinear evolution equations are given

Mean and variance evolutions of the hot and cold temperatures in Europe

Energy Technology Data Exchange (ETDEWEB)

Parey, Sylvie [EDF/R and D, Chatou Cedex (France); Dacunha-Castelle, D. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); Hoang, T.T.H. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); EDF/R and D, Chatou Cedex (France)

2010-02-15

In this paper, we examine the trends of temperature series in Europe, for the mean as well as for the variance in hot and cold seasons. To do so, we use as long and homogenous series as possible, provided by the European Climate Assessment and Dataset project for different locations in Europe, as well as the European ENSEMBLES project gridded dataset and the ERA40 reanalysis. We provide a definition of trends that we keep as intrinsic as possible and apply non-parametric statistical methods to analyse them. Obtained results show a clear link between trends in mean and variance of the whole series of hot or cold temperatures: in general, variance increases when the absolute value of temperature increases, i.e. with increasing summer temperature and decreasing winter temperature. This link is reinforced in locations where winter and summer climate has more variability. In very cold or very warm climates, the variability is lower and the link between the trends is weaker. We performed the same analysis on outputs of six climate models proposed by European teams for the 1961-2000 period (1950-2000 for one model), available through the PCMDI portal for the IPCC fourth assessment climate model simulations. The models generally perform poorly and have difficulties in capturing the relation between the two trends, especially in summer. (orig.)

dimensional nonlinear evolution equations

Indian Academy of Sciences (India)

in real-life situations, it is important to find their exact solutions. Further, in ... But only little work is done on the high-dimensional equations. .... Similarly, to determine the values of d and q, we balance the linear term of the lowest order in eq.

Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee

Directory of Open Access Journals (Sweden)

Stevens Mark I

2007-08-01

Full Text Available Abstract Background The Central Limit Theorem (CLT is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Results Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. Conclusion These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.

Kalman filtering techniques for reducing variance of digital speckle displacement measurement noise

Institute of Scientific and Technical Information of China (English)

Donghui Li; Li Guo

2006-01-01

@@ Target dynamics are assumed to be known in measuring digital speckle displacement. Use is made of a simple measurement equation, where measurement noise represents the effect of disturbances introduced in measurement process. From these assumptions, Kalman filter can be designed to reduce variance of measurement noise. An optical and analysis system was set up, by which object motion with constant displacement and constant velocity is experimented with to verify validity of Kalman filtering techniques for reduction of measurement noise variance.

On an abstract evolution equation with a spectral operator of scalar type

Directory of Open Access Journals (Sweden)

Marat V. Markin

2002-01-01

Full Text Available It is shown that the weak solutions of the evolution equation y′(t=Ay(t, t∈[0,T (0

Helicity evolution at small x

International Nuclear Information System (INIS)

Kovchegov, Yuri V.; Pitonyak, Daniel; Sievert, Matthew D.

2016-01-01

We construct small-x evolution equations which can be used to calculate quark and anti-quark helicity TMDs and PDFs, along with the g 1 structure function. These evolution equations resum powers of α s ln 2  (1/x) in the polarization-dependent evolution along with the powers of α s ln (1/x) in the unpolarized evolution which includes saturation effects. The equations are written in an operator form in terms of polarization-dependent Wilson line-like operators. While the equations do not close in general, they become closed and self-contained systems of non-linear equations in the large-N c and large-N c   N f limits. As a cross-check, in the ladder approximation, our equations map onto the same ladder limit of the infrared evolution equations for the g 1 structure function derived previously by Bartels, Ermolaev and Ryskin http://dx.doi.org/10.1007/s002880050285.

Neutron star evolutions using tabulated equations of state with a new execution model

Science.gov (United States)

Anderson, Matthew; Kaiser, Hartmut; Neilsen, David; Sterling, Thomas

2012-03-01

The addition of nuclear and neutrino physics to general relativistic fluid codes allows for a more realistic description of hot nuclear matter in neutron star and black hole systems. This additional microphysics requires that each processor have access to large tables of data, such as equations of state, and in large simulations the memory required to store these tables locally can become excessive unless an alternative execution model is used. In this talk we present neutron star evolution results obtained using a message driven multi-threaded execution model known as ParalleX as an alternative to using a hybrid MPI-OpenMP approach. ParalleX provides the user a new way of computation based on message-driven flow control coordinated by lightweight synchronization elements which improves scalability and simplifies code development. We present the spectrum of radial pulsation frequencies for a neutron star with the Shen equation of state using the ParalleX execution model. We present performance results for an open source, distributed, nonblocking ParalleX-based tabulated equation of state component capable of handling tables that may even be too large to read into the memory of a single node.

Transformation properties of the integrable evolution equations

International Nuclear Information System (INIS)

Konopelchenko, B.G.

1981-01-01

Group-theoretical properties of partial differential equations integrable by the inverse scattering transform method are discussed. It is shown that nonlinear transformations typical to integrable equations (symmetry groups, Baecklund-transformations) and these equations themselves are contained in a certain universal nonlinear transformation group. (orig.)

Cosmic strings in an open universe: Quantitative evolution and observational consequences

International Nuclear Information System (INIS)

Avelino, P.P.; Caldwell, R.R.; Martins, C.J.

1997-01-01

The cosmic string scenario in an open universe is developed - including the equations of motion, a model of network evolution, the large angular scale cosmic microwave background (CMB) anisotropy, and the power spectrum of density fluctuations produced by cosmic strings with dark matter. We first derive the equations of motion for a cosmic string in an open Friedmann-Robertson-Walker (FRW) space-time. With these equations and the cosmic string stress-energy conservation law, we construct a quantitative model of the evolution of the gross features of a cosmic string network in a dust-dominated, Ω 2 /Mpc. In a low density universe the string+CDM scenario is a better model for structure formation. We find that for cosmological parameters Γ=Ωh∼0.1 - 0.2 in an open universe the string+CDM power spectrum fits the shape of the linear power spectrum inferred from various galaxy surveys. For Ω∼0.2 - 0.4, the model requires a bias b approx-gt 2 in the variance of the mass fluctuation on scales 8h -1 Mpc. In the presence of a cosmological constant, the spatially flat string+CDM power spectrum requires a slightly lower bias than for an open universe of the same matter density. copyright 1997 The American Physical Society

Hyperbolicity and constrained evolution in linearized gravity

International Nuclear Information System (INIS)

Matzner, Richard A.

2005-01-01

Solving the 4-d Einstein equations as evolution in time requires solving equations of two types: the four elliptic initial data (constraint) equations, followed by the six second order evolution equations. Analytically the constraint equations remain solved under the action of the evolution, and one approach is to simply monitor them (unconstrained evolution). Since computational solution of differential equations introduces almost inevitable errors, it is clearly 'more correct' to introduce a scheme which actively maintains the constraints by solution (constrained evolution). This has shown promise in computational settings, but the analysis of the resulting mixed elliptic hyperbolic method has not been completely carried out. We present such an analysis for one method of constrained evolution, applied to a simple vacuum system, linearized gravitational waves. We begin with a study of the hyperbolicity of the unconstrained Einstein equations. (Because the study of hyperbolicity deals only with the highest derivative order in the equations, linearization loses no essential details.) We then give explicit analytical construction of the effect of initial data setting and constrained evolution for linearized gravitational waves. While this is clearly a toy model with regard to constrained evolution, certain interesting features are found which have relevance to the full nonlinear Einstein equations

Decoupling the NLO coupled DGLAP evolution equations: an analytic solution to pQCD

Energy Technology Data Exchange (ETDEWEB)

Block, Martin M. [Northwestern University, Department of Physics and Astronomy, Evanston, IL (United States); Durand, Loyal [University of Wisconsin, Department of Physics, Madison, WI (United States); Ha, Phuoc [Towson University, Department of Physics, Astronomy and Geosciences, Towson, MD (United States); McKay, Douglas W. [University of Kansas, Department of Physics and Astronomy, Lawrence, KS (United States)

2010-10-15

Using repeated Laplace transforms, we turn coupled, integral-differential singlet DGLAP equations into NLO (next-to-leading) coupled algebraic equations, which we then decouple. After two Laplace inversions we find new tools for pQCD: decoupled NLO analytic solutions F{sub s}(x,Q{sup 2})=F{sub s}(F{sub s0}(x),G{sub 0}(x)), G(x,Q{sup 2})=G(F{sub s0}(x), G{sub 0}(x)). F{sub s}, G are known NLO functions and F{sub s0}(x){identical_to}F{sub s}(x,Q{sub 0}{sup 2}), G{sub 0}(x){identical_to}G(x,Q{sub 0}{sup 2}) are starting functions for evolution beginning at Q{sup 2}=Q{sub 0}{sup 2}. We successfully compare our u and d non-singlet valence quark distributions with MSTW results (Martin et al., Eur. Phys. J. C 63:189, 2009). (orig.)

The AGL equation from the dipole picture

International Nuclear Information System (INIS)

Gay Ducati, M.B.; Goncalves, V.P.

1999-01-01

The AGL equation includes all multiple pomeron exchanges in the double logarithmic approximation (DLA) limit, leading to a unitarized gluon distribution in the small x regime. This equation was originally obtained using the Glauber-Mueller approach. We demonstrate in this paper that the AGL equation and, consequently, the GLR equation, can also be obtained from the dipole picture in the double logarithmic limit, using an evolution equation, recently proposed, which includes all multiple pomeron exchanges in the leading logarithmic approximation. Our conclusion is that the AGL equation is a good candidate for a unitarized evolution equation at small x in the DLA limit

Nonlinear Evolution of Alfvenic Wave Packets

Science.gov (United States)

Buti, B.; Jayanti, V.; Vinas, A. F.; Ghosh, S.; Goldstein, M. L.; Roberts, D. A.; Lakhina, G. S.; Tsurutani, B. T.

1998-01-01

Alfven waves are a ubiquitous feature of the solar wind. One approach to studying the evolution of such waves has been to study exact solutions to approximate evolution equations. Here we compare soliton solutions of the Derivative Nonlinear Schrodinger evolution equation (DNLS) to solutions of the compressible MHD equations.

Predicting evolutionary responses when genetic variance and selection covary with the environment: a large-scale Open Access Data approach

NARCIS (Netherlands)

Ramakers, J.J.C.; Culina, A.; Visser, M.E.; Gienapp, P.

2017-01-01

Additive genetic variance and selection are the key ingredients for evolution. In wild populations, however, predicting evolutionary trajectories is difficult, potentially by an unrecognised underlying environment dependency of both (additive) genetic variance and selection (i.e. G×E and S×E).

Tip displacement variance of manipulator to simultaneous horizontal and vertical stochastic base excitations

International Nuclear Information System (INIS)

Rahi, A.; Bahrami, M.; Rastegar, J.

2002-01-01

The tip displacement variance of an articulated robotic manipulator to simultaneous horizontal and vertical stochastic base excitation is studied. The dynamic equations for an n-links manipulator subjected to both horizontal and vertical stochastic excitations are derived by Lagrangian method and decoupled for small displacement of joints. The dynamic response covariance of the manipulator links is computed in the coordinate frame attached to the base and then the principal variance of tip displacement is determined. Finally, simulation for a two-link planner robotic manipulator under base excitation is developed. Then sensitivity of the principal variance of tip displacement and tip velocity to manipulator configuration, damping, excitation parameters and manipulator links length are investigated

Computing generalized Langevin equations and generalized Fokker-Planck equations.

Science.gov (United States)

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.

Final state dipole showers and the DGLAP equation

International Nuclear Information System (INIS)

Nagy, Zoltan; Soper, Davison E.

2009-01-01

We study a parton shower description, based on a dipole picture, of the final state in electron-positron annihilation. In such a shower, the distribution function describing the inclusive probability to find a quark with a given energy depends on the shower evolution time. Starting from the exclusive evolution equation for the shower, we derive an equation for the evolution of the inclusive quark energy distribution in the limit of strong ordering in shower evolution time of the successive parton splittings. We find that, as expected, this is the DGLAP equation. This paper is a response to a recent paper of Dokshitzer and Marchesini that raised troubling issues about whether a dipole based shower could give the DGLAP equation for the quark energy distribution.

A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management

Directory of Open Access Journals (Sweden)

Hui-qiang Ma

2015-01-01

Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.

A Simple Approach to Derive a Novel N-Soliton Solution for a (3+1)-Dimensional Nonlinear Evolution Equation

International Nuclear Information System (INIS)

Wu Jianping

2010-01-01

Based on the Hirota bilinear form, a simple approach without employing the standard perturbation technique, is presented for constructing a novel N-soliton solution for a (3+1)-dimensional nonlinear evolution equation. Moreover, the novel N-soliton solution is shown to have resonant behavior with the aid of Mathematica. (general)

Evolution of a Network of Vortex Loops in He-II: Exact Solution of the Rate Equation

International Nuclear Information System (INIS)

Nemirovskii, Sergey K.

2006-01-01

The evolution of a network of vortex loops in He-II due to the fusion and breakdown of vortex loops is studied. We perform investigation on the base of the ''rate equation'' for the distribution function n(l) of number of loops of length l. By use of the special ansatz we have found the exact powerlike solution of the rate equation in a stationary case. That solution is the famous equilibrium distribution n(l)∝l -5/2 obtained earlier from thermodynamic arguments. Our result, however, is not equilibrium; it describes the state with two mutual fluxes of the length (or energy) in l space. Analyzing this solution we drew several results on the structure and dynamics of the vortex tangle in the superfluid turbulent helium. In particular, we obtained that the mean radius of the curvature is of the order of interline space and that the decay of the vortex tangle obeys the Vinen equation. We also evaluated the full rate of reconnection

Evolution of a network of vortex loops in He-II: exact solution of the rate equation.

Science.gov (United States)

Nemirovskii, Sergey K

2006-01-13

The evolution of a network of vortex loops in He-II due to the fusion and breakdown of vortex loops is studied. We perform investigation on the base of the "rate equation" for the distribution function n(l) of number of loops of length l. By use of the special ansatz we have found the exact power-like solution of the rate equation in a stationary case. That solution is the famous equilibrium distribution n(l) proportional l(-5/2) obtained earlier from thermodynamic arguments. Our result, however, is not equilibrium; it describes the state with two mutual fluxes of the length (or energy) in l space. Analyzing this solution we drew several results on the structure and dynamics of the vortex tangle in the superfluid turbulent helium. In particular, we obtained that the mean radius of the curvature is of the order of interline space and that the decay of the vortex tangle obeys the Vinen equation. We also evaluated the full rate of reconnection.

Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting

Directory of Open Access Journals (Sweden)

Stanislav Anatolyev

2015-08-01

Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.

Abstract methods in partial differential equations

CERN Document Server

Carroll, Robert W

2012-01-01

Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.

Toward making the constraint hypersurface an attractor in free evolution

International Nuclear Information System (INIS)

Fiske, David R.

2004-01-01

When constructing numerical solutions to systems of evolution equations subject to a constraint, one must decide what role the constraint equations will play in the evolution system. In one popular choice, known as free evolution, a simulation is treated as a Cauchy problem, with the initial data constructed to satisfy the constraint equations. This initial data are then evolved via the evolution equations with no further enforcement of the constraint equations. The evolution, however, via the discretized evolution equations introduce constraint violating modes at the level of truncation error, and these constraint violating modes will behave in a formalism dependent way. This paper presents a generic method for incorporating the constraint equations into the evolution equations so that the off-constraint dynamics are biased toward the constraint satisfying solutions

Mean-Variance Portfolio Selection with Margin Requirements

Directory of Open Access Journals (Sweden)

Yuan Zhou

2013-01-01

Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.

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

Science.gov (United States)

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.

Kinetic equations for an unstable plasma; Equations cinetiques d'un plasma instable

Energy Technology Data Exchange (ETDEWEB)

Laval, G; Pellat, R [Commissariat a l' Energie Atomique, Fontenay-aux-Roses (France). Centre d' Etudes Nucleaires

1968-07-01

In this work, we establish the plasma kinetic equations starting from the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy of equations. We demonstrate that relations existing between correlation functions may help to justify the truncation of the hierarchy. Then we obtain the kinetic equations of a stable or unstable plasma. They do not reduce to an equation for the one-body distribution function, but generally involve two coupled equations for the one-body distribution function and the spectral density of the fluctuating electric field. We study limiting cases where the Balescu-Lenard equation, the quasi-linear theory, the Pines-Schrieffer equations and the equations of weak turbulence in the random phase approximation are recovered. At last we generalise the H-theorem for the system of equations and we define conditions for irreversible behaviour. (authors) [French] Dans ce travail nous etablissons les equations cinetiques d'un plasma a partir des equations de la recurrence de Bogoliubov, Born, Green, Kirkwood et Yvon. Nous demontrons qu'entre les fonctions de correlation d'un plasma existent des relations qui permettent de justifier la troncature de la recurrence. Nous obtenons alors les equations cinetiques d'un plasma stable ou instable. En general elles ne se reduisent pas a une equation d'evolution pour la densite simple, mais se composent de deux equations couplees portant sur la densite simple et la densite spectrale du champ electrique fluctuant. Nous etudions le cas limites ou l'on retrouve l'equation de Balescu-Lenard, les equations de la theorie quasi-lineaire, les equations de Pines et Schrieffer et les equations de la turbulence faible dans l'approximation des phases aleatoires. Enfin, nous generalisons le theoreme H pour ce systeme d'equations et nous precisons les conditions d'evolution irreversible. (auteurs)

Nonlinear evolution equations and Painlevé test

CERN Document Server

Steeb, Willi-Hans

1988-01-01

This book is an edited version of lectures given by the authors at a seminar at the Rand Afrikaans University. It gives a survey on the Painlevé test, Painlevé property and integrability. Both ordinary differential equations and partial differential equations are considered.

A multiscale asymptotic analysis of time evolution equations on the complex plane

Energy Technology Data Exchange (ETDEWEB)

Braga, Gastão A., E-mail: gbraga@mat.ufmg.br [Departamento de Matemática, Universidade Federal de Minas Gerais, Caixa Postal 702, 30161-970 Belo Horizonte, MG (Brazil); Conti, William R. P., E-mail: wrpconti@gmail.com [Departamento de Ciências do Mar, Universidade Federal de São Paulo, Rua Dr. Carvalho de Mendonça 144, 11070-100 Santos, SP (Brazil)

2016-07-15

Using an appropriate norm on the space of entire functions, we extend to the complex plane the renormalization group method as developed by Bricmont et al. The method is based upon a multiscale approach that allows for a detailed description of the long time asymptotics of solutions to initial value problems. The time evolution equation considered here arises in the study of iterations of the block spin renormalization group transformation for the hierarchical N-vector model. We show that, for initial conditions belonging to a certain Fréchet space of entire functions of exponential type, the asymptotics is universal in the sense that it is dictated by the fixed point of a certain operator acting on the space of initial conditions.

Beyond mean allelic effects: A locus at the major color gene MC1R associates also with differing levels of phenotypic and genetic (co)variance for coloration in barn owls.

Science.gov (United States)

San-Jose, Luis M; Ducret, Valérie; Ducrest, Anne-Lyse; Simon, Céline; Roulin, Alexandre

2017-10-01

The mean phenotypic effects of a discovered variant help to predict major aspects of the evolution and inheritance of a phenotype. However, differences in the phenotypic variance associated to distinct genotypes are often overlooked despite being suggestive of processes that largely influence phenotypic evolution, such as interactions between the genotypes with the environment or the genetic background. We present empirical evidence for a mutation at the melanocortin-1-receptor gene, a major vertebrate coloration gene, affecting phenotypic variance in the barn owl, Tyto alba. The white MC1R allele, which associates with whiter plumage coloration, also associates with a pronounced phenotypic and additive genetic variance for distinct color traits. Contrarily, the rufous allele, associated with a rufous coloration, relates to a lower phenotypic and additive genetic variance, suggesting that this allele may be epistatic over other color loci. Variance differences between genotypes entailed differences in the strength of phenotypic and genetic associations between color traits, suggesting that differences in variance also alter the level of integration between traits. This study highlights that addressing variance differences of genotypes in wild populations provides interesting new insights into the evolutionary mechanisms and the genetic architecture underlying the phenotype. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

Mass and energy-capital conservation equations to study the price evolution of non-renewable energy resources

International Nuclear Information System (INIS)

Gori, F.

2006-01-01

Mass conservation equation of non-renewable resources is employed to study the resources remaining in the reservoir according to the extraction policy. The energy conservation equation is transformed into an energy-capital conservation equation. The Hotelling rule is shown to be a special case of the general energy-capital conservation equation when the mass flow rate of extracted resources is equal to unity. Mass and energy-capital conservation equations are then coupled and solved together. It is investigated the price evolution of extracted resources. The conclusion of the Hotelling rule for non-extracted resources, i.e. an exponential increase of the price of non-renewable resources at the rate of current interest, is then generalized. A new parameter, called 'Price Increase Factor', PIF, is introduced as the difference between the current interest rate of capital and the mass flow rate of extraction of non-renewable resources. The price of extracted resources can increase exponentially only if PIF is greater than zero or if the mass flow rate of extraction is lower than the current interest rate of capital. The price is constant if PIF is zero or if the mass flow rate of extraction is equal to the current interest rate. The price is decreasing with time if PIF is smaller than zero or if the mass flow rate of extraction is higher than the current interest rate. (author)

Quantum adiabatic Markovian master equations

International Nuclear Information System (INIS)

Albash, Tameem; Zanardi, Paolo; Boixo, Sergio; Lidar, Daniel A

2012-01-01

We develop from first principles Markovian master equations suited for studying the time evolution of a system evolving adiabatically while coupled weakly to a thermal bath. We derive two sets of equations in the adiabatic limit, one using the rotating wave (secular) approximation that results in a master equation in Lindblad form, the other without the rotating wave approximation but not in Lindblad form. The two equations make markedly different predictions depending on whether or not the Lamb shift is included. Our analysis keeps track of the various time and energy scales associated with the various approximations we make, and thus allows for a systematic inclusion of higher order corrections, in particular beyond the adiabatic limit. We use our formalism to study the evolution of an Ising spin chain in a transverse field and coupled to a thermal bosonic bath, for which we identify four distinct evolution phases. While we do not expect this to be a generic feature, in one of these phases dissipation acts to increase the fidelity of the system state relative to the adiabatic ground state. (paper)

Conserved quantities for generalized KdV equations

International Nuclear Information System (INIS)

Calogero, F.; Rome Univ.; Degasperis, A.; Rome Univ.

1980-01-01

It is noted that the nonlinear evolution equation usub(t) = α(t)usub(xxx) - 6ν(t) usub(x)u, u is identical to u(x,t), possesses three (and, in some cases, four) conserved quantities, that are explicitly displayed. These results are of course relevant only to the cases in which this evolution equation is not known to possess an infinite number of conserved quantities. Purpose and scope of this paper is to report three or four simple conservation laws possessed by the evolution equation usub(t) = α(t)usub(xxx) - 6ν(t)usub(x)u, u is identical to u(x,t). (author)

A new formulation of equations of compressible fluids by analogy with Maxwell's equations

International Nuclear Information System (INIS)

Kambe, Tsutomu

2010-01-01

A compressible ideal fluid is governed by Euler's equation of motion and equations of continuity, entropy and vorticity. This system can be reformulated in a form analogous to that of electromagnetism governed by Maxwell's equations with source terms. The vorticity plays the role of magnetic field, while the velocity field plays the part of a vector potential and the enthalpy (of isentropic flows) plays the part of a scalar potential in electromagnetism. The evolution of source terms of fluid Maxwell equations is determined by solving the equations of motion and continuity. The equation of sound waves can be derived from this formulation, where time evolution of the sound source is determined by the equation of motion. The theory of vortex sound of aeroacoustics is included in this formulation. It is remarkable that the forces acting on a point mass moving in a velocity field of an inviscid fluid are analogous in their form to the electric force and Lorentz force in electromagnetism. The significance of the reformulation is interpreted by examples taken from fluid mechanics. This formulation can be extended to viscous fluids without difficulty. The Maxwell-type equations are unchanged by the viscosity effect, although the source terms have additional terms due to viscosities.

Minimal length, Friedmann equations and maximum density

Energy Technology Data Exchange (ETDEWEB)

Awad, Adel [Center for Theoretical Physics, British University of Egypt,Sherouk City 11837, P.O. Box 43 (Egypt); Department of Physics, Faculty of Science, Ain Shams University,Cairo, 11566 (Egypt); Ali, Ahmed Farag [Centre for Fundamental Physics, Zewail City of Science and Technology,Sheikh Zayed, 12588, Giza (Egypt); Department of Physics, Faculty of Science, Benha University,Benha, 13518 (Egypt)

2014-06-16

Inspired by Jacobson’s thermodynamic approach, Cai et al. have shown the emergence of Friedmann equations from the first law of thermodynamics. We extend Akbar-Cai derivation http://dx.doi.org/10.1103/PhysRevD.75.084003 of Friedmann equations to accommodate a general entropy-area law. Studying the resulted Friedmann equations using a specific entropy-area law, which is motivated by the generalized uncertainty principle (GUP), reveals the existence of a maximum energy density closed to Planck density. Allowing for a general continuous pressure p(ρ,a) leads to bounded curvature invariants and a general nonsingular evolution. In this case, the maximum energy density is reached in a finite time and there is no cosmological evolution beyond this point which leaves the big bang singularity inaccessible from a spacetime prospective. The existence of maximum energy density and a general nonsingular evolution is independent of the equation of state and the spacial curvature k. As an example we study the evolution of the equation of state p=ωρ through its phase-space diagram to show the existence of a maximum energy which is reachable in a finite time.

Downside Variance Risk Premium

OpenAIRE

Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric

2015-01-01

We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...

Integrable systems of partial differential equations determined by structure equations and Lax pair

International Nuclear Information System (INIS)

Bracken, Paul

2010-01-01

It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a constraint equation is selected and imposed on the system of equations. This allows for the possibility of selecting the coefficients in the second fundamental form in a general way.

Oscillating patterns in image processing and nonlinear evolution equations the fifteenth Dean Jacqueline B. Lewis memorial lectures

CERN Document Server

Meyer, Yves

2001-01-01

Image compression, the Navier-Stokes equations, and detection of gravitational waves are three seemingly unrelated scientific problems that, remarkably, can be studied from one perspective. The notion that unifies the three problems is that of "oscillating patterns", which are present in many natural images, help to explain nonlinear equations, and are pivotal in studying chirps and frequency-modulated signals. The first chapter of this book considers image processing, more precisely algorithms of image compression and denoising. This research is motivated in particular by the new standard for compression of still images known as JPEG-2000. The second chapter has new results on the Navier-Stokes and other nonlinear evolution equations. Frequency-modulated signals and their use in the detection of gravitational waves are covered in the final chapter. In the book, the author describes both what the oscillating patterns are and the mathematics necessary for their analysis. It turns out that this mathematics invo...

CIME course on Control of Partial Differential Equations

CERN Document Server

Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique

2012-01-01

The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010.  Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...

Theoretical and practical study of the variance and efficiency of a Monte Carlo calculation due to Russian roulette

International Nuclear Information System (INIS)

Hoogenboom, J. E.

2004-01-01

Although Russian roulette is applied very often in Monte Carlo calculations, not much literature exists on its quantitative influence on the variance and efficiency of a Monte Carlo calculation. Elaborating on the work of Lux and Koblinger using moment equations, new relevant equations are derived to calculate the variance of a Monte Carlo simulation using Russian roulette. To demonstrate its practical application the theory is applied to a simplified transport model resulting in explicit analytical expressions for the variance of a Monte Carlo calculation and for the expected number of collisions per history. From these expressions numerical results are shown and compared with actual Monte Carlo calculations, showing an excellent agreement. By considering the number of collisions in a Monte Carlo calculation as a measure of the CPU time, also the efficiency of the Russian roulette can be studied. It opens the way for further investigations, including optimization of Russian roulette parameters. (authors)

R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.

Science.gov (United States)

Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil

2011-01-01

We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.

Continuous evolution of equations and inclusions involving set-valued contraction mappings with applications to generalized fractal transforms

Directory of Open Access Journals (Sweden)

Herb Kunze

2014-06-01

Full Text Available Let T be a set-valued contraction mapping on a general Banach space $\\mathcal{B}$. In the first part of this paper we introduce the evolution inclusion $\\dot x + x \\in Tx$ and study the convergence of solutions to this inclusion toward fixed points of T. Two cases are examined: (i T has a fixed point $\\bar y \\in \\mathcal{B}$ in the usual sense, i.e., $\\bar y = T \\bar y$ and (ii T has a fixed point in the sense of inclusions, i.e., $\\bar y \\in T \\bar y$. In the second part we extend this analysis to the case of set-valued evolution equations taking the form $\\dot x + x = Tx$. We also provide some applications to generalized fractal transforms.

Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition

KAUST Repository

Bessaih, Hakima

2015-04-01

The evolution Stokes equation in a domain containing periodically distributed obstacles subject to Fourier boundary condition on the boundaries is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the obstacles. We represent the solid obstacles by holes in the fluid domain. The macroscopic (homogenized) equation is derived as another stochastic partial differential equation, defined in the whole non perforated domain. Here, the initial stochastic perturbation on the boundary becomes part of the homogenized equation as another stochastic force. We use the twoscale convergence method after extending the solution with 0 in the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. In order to pass to the limit on the boundary integrals, we rewrite them in terms of integrals in the whole domain. In particular, for the stochastic integral on the boundary, we combine the previous idea of rewriting it on the whole domain with the assumption that the Brownian motion is of trace class. Due to the particular boundary condition dealt with, we get that the solution of the stochastic homogenized equation is not divergence free. However, it is coupled with the cell problem that has a divergence free solution. This paper represents an extension of the results of Duan and Wang (Comm. Math. Phys. 275:1508-1527, 2007), where a reaction diffusion equation with a dynamical boundary condition with a noise source term on both the interior of the domain and on the boundary was studied, and through a tightness argument and a pointwise two scale convergence method the homogenized equation was derived. © American Institute of Mathematical Sciences.

An alternative to the breeder's and Lande's equations.

Science.gov (United States)

Houchmandzadeh, Bahram

2014-01-10

The breeder's equation is a cornerstone of quantitative genetics, widely used in evolutionary modeling. Noting the mean phenotype in parental, selected parents, and the progeny by E(Z0), E(ZW), and E(Z1), this equation relates response to selection R = E(Z1) - E(Z0) to the selection differential S = E(ZW) - E(Z0) through a simple proportionality relation R = h(2)S, where the heritability coefficient h(2) is a simple function of genotype and environment factors variance. The validity of this relation relies strongly on the normal (Gaussian) distribution of the parent genotype, which is an unobservable quantity and cannot be ascertained. In contrast, we show here that if the fitness (or selection) function is Gaussian with mean μ, an alternative, exact linear equation of the form R' = j(2)S' can be derived, regardless of the parental genotype distribution. Here R' = E(Z1) - μ and S' = E(ZW) - μ stand for the mean phenotypic lag with respect to the mean of the fitness function in the offspring and selected populations. The proportionality coefficient j(2) is a simple function of selection function and environment factors variance, but does not contain the genotype variance. To demonstrate this, we derive the exact functional relation between the mean phenotype in the selected and the offspring population and deduce all cases that lead to a linear relation between them. These results generalize naturally to the concept of G matrix and the multivariate Lande's equation Δ(z) = GP(-1)S. The linearity coefficient of the alternative equation are not changed by Gaussian selection.

Estimation of measurement variances

International Nuclear Information System (INIS)

Anon.

1981-01-01

In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time

Simulation study on heterogeneous variance adjustment for observations with different measurement error variance

DEFF Research Database (Denmark)

Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander

2013-01-01

of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...

Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *

OpenAIRE

Ismail, Amine; Pham, Huyên

2016-01-01

This paper studies a robust continuous-time Markowitz portfolio selection pro\\-blem where the model uncertainty carries on the covariance matrix of multiple risky assets. This problem is formulated into a min-max mean-variance problem over a set of non-dominated probability measures that is solved by a McKean-Vlasov dynamic programming approach, which allows us to characterize the solution in terms of a Bellman-Isaacs equation in the Wasserstein space of probability measures. We provide expli...

New application of Exp-function method for improved Boussinesq equation

Energy Technology Data Exchange (ETDEWEB)

Abdou, M.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt); Department of Physics, Faculty of Education for Girls, Science Departments, King Khalid University, Bisha (Saudi Arabia)], E-mail: m_abdou_eg@yahoo.com; Soliman, A.A. [Department of Mathematics, Faculty of Education (AL-Arish) Suez Canal University, AL-Arish 45111 (Egypt); Department of Mathematics, Teacher' s College (Bisha), King Khalid University, Bisha, PO Box 551 (Saudi Arabia)], E-mail: asoliman_99@yahoo.com; El-Basyony, S.T. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt)

2007-10-01

The Exp-function method is used to obtain generalized solitary solutions and periodic solutions for nonlinear evolution equations arising in mathematical physics with the aid of symbolic computation method, namely, the improved Boussinesq equation. The method is straightforward and concise, and its applications is promising for other nonlinear evolution equations in mathematical physics.

Perturbation theory for continuous stochastic equations

International Nuclear Information System (INIS)

Chechetkin, V.R.; Lutovinov, V.S.

1987-01-01

The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

A generalized simplest equation method and its application to the Boussinesq-Burgers equation.

Science.gov (United States)

Sudao, Bilige; Wang, Xiaomin

2015-01-01

In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method.

Comment on connections between nonlinear evolution equations

International Nuclear Information System (INIS)

Fuchssteiner, B.; Hefter, E.F.

1981-01-01

An open problem raised in a recent paper by Chodos is treated. We explain the reason for the interrelation between the conservation laws of the Korteweg-de Vries (KdV) and sine-Gordon equations. We point out that it is due to a corresponding connection between the infinite-dimensional Abelian symmetry groups of these equations. While it has been known for a long time that a Baecklund transformation (in this case the Miura transformation) connects corresponding members of the KdV and the sine-Gordon families, it is quite obvious that no Baecklund transformation can exist between different members of these families. And since the KdV and sine-Gordon equations do not correspond to each other, one cannot expect a Baecklund transformation between them; nevertheless we can give explicit relations between their two-soliton solutions. No inverse scattering techniques are used in this paper

Iterative Splitting Methods for Differential Equations

CERN Document Server

Geiser, Juergen

2011-01-01

Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations. In the theoretical part of the book, the author discusses the main theorems and results of the stability and consistency analysis for ordinary differential equations. He then presents extensions of the iterative splitting methods to partial differential

Fractional Diffusion Limit for Collisional Kinetic Equations

KAUST Repository

Mellet, Antoine

2010-08-20

This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is a Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise to a diffusion equation. In this paper, we consider situations in which the equilibrium distribution function is a heavy-tailed distribution with infinite variance. We then show that for an appropriate time scale, the small mean free path limit gives rise to a fractional diffusion equation. © 2010 Springer-Verlag.

Effective equations for the quantum pendulum from momentous quantum mechanics

Energy Technology Data Exchange (ETDEWEB)

Hernandez, Hector H.; Chacon-Acosta, Guillermo [Universidad Autonoma de Chihuahua, Facultad de Ingenieria, Nuevo Campus Universitario, Chihuahua 31125 (Mexico); Departamento de Matematicas Aplicadas y Sistemas, Universidad Autonoma Metropolitana-Cuajimalpa, Artificios 40, Mexico D. F. 01120 (Mexico)

2012-08-24

In this work we study the quantum pendulum within the framework of momentous quantum mechanics. This description replaces the Schroedinger equation for the quantum evolution of the system with an infinite set of classical equations for expectation values of configuration variables, and quantum dispersions. We solve numerically the effective equations up to the second order, and describe its evolution.

Variance-based selection may explain general mating patterns in social insects.

Science.gov (United States)

Rueppell, Olav; Johnson, Nels; Rychtár, Jan

2008-06-23

Female mating frequency is one of the key parameters of social insect evolution. Several hypotheses have been suggested to explain multiple mating and considerable empirical research has led to conflicting results. Building on several earlier analyses, we present a simple general model that links the number of queen matings to variance in colony performance and this variance to average colony fitness. The model predicts selection for multiple mating if the average colony succeeds in a focal task, and selection for single mating if the average colony fails, irrespective of the proximate mechanism that links genetic diversity to colony fitness. Empirical support comes from interspecific comparisons, e.g. between the bee genera Apis and Bombus, and from data on several ant species, but more comprehensive empirical tests are needed.

Evolution of Life and SETI (Evo-SETI)

Science.gov (United States)

Maccone, Claudio

When SETI scientists will be able to discover a signal or just some signs of an Extra-Terrestrial (ET) Civilization, those ETs should turn out to be technologically advanced at least as much as Humans, if not more, or much more so. Comparing the technological level of two different Civilizations is then a key issue in SETI. But at the moment we only know about the development of life on Earth over the last 3.5 billion years. We thus need to mathematically model the evolution of life on Earth (RNA to Humans) and then apply our results to other extra-solar planets to find out “where they stand” along their evolution of life. In a series of recent papers and in a book (refs. [1] through [4]) this author introduced a new statistical model embracing SETI, Darwinian Evolution and Human History into a unified statistical picture and concisely called Evo-SETI (Evolution & SETI). The relevant mathematical instruments are: 1) The statistical generalization of the Drake equation yielding the number N of communicating ET civilizations in the Galaxy. Assuming that each input variable in the Drake equation was a random variable, rather than just a pure number, N was shown to follow the lognormal probability distribution having as mean value the sum of the input mean values, and as variance the sum of the input variances (ref. [1]). 2) Geometric Brownian Motion (GBM), the stochastic process representing Evolution as the stochastic increase of the number of Species living on Earth over the last 3.5 billion years. This GBM is well-known in the mathematics of finances (Black-Sholes models). Its main features are that its probability density function (pdf) is a lognormal pdf, and its mean value is either an increasing, or, more rarely (as in the Mass Extinctions of the past) a decreasing exponential of the time. 3) The probability distributions known as b-lognormals, i.e. lognormals starting at a certain positive instant b>0 rather than at the origin. These b-lognormals were then

A COSMIC VARIANCE COOKBOOK

International Nuclear Information System (INIS)

Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.

2011-01-01

Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic

Soliton solutions of some nonlinear evolution equations with time ...

Indian Academy of Sciences (India)

Abstract. In this paper, we obtain exact soliton solutions of the modified KdV equation, inho- mogeneous nonlinear Schrödinger equation and G(m, n) equation with variable coefficients using solitary wave ansatz. The constraint conditions among the time-dependent coefficients turn out as necessary conditions for the ...

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

NARCIS (Netherlands)

Danilov, D.L.; Magnus, J.R.

2002-01-01

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this estimator in

Estimation of the mean of a univariate normal distribution when the variance is not known

NARCIS (Netherlands)

Danilov, Dmitri

2005-01-01

We consider the problem of estimating the first k coefficients in a regression equation with k+1 variables. For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002). We generalize this estimator to the case

Stochastic differential equation model to Prendiville processes

International Nuclear Information System (INIS)

Granita; Bahar, Arifah

2015-01-01

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

Stochastic differential equation model to Prendiville processes

Energy Technology Data Exchange (ETDEWEB)

Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

2015-10-22

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

MCNP variance reduction overview

International Nuclear Information System (INIS)

Hendricks, J.S.; Booth, T.E.

1985-01-01

The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code

Spectral Ambiguity of Allan Variance

Science.gov (United States)

Greenhall, C. A.

1996-01-01

We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.

Dilation of non-quasifree dissipative evolution

Energy Technology Data Exchange (ETDEWEB)

Varilly, J C [Costa Rica Univ., San Jose. Escuela de Matematica

1981-03-01

A semigroup evolution for the 1/2-spin which admits a conservative dilation is known to be governed by a Bloch equation in a standard form. Here we construct a conservative dilation directly from the Bloch equation, thus yielding an example of a dilation scheme for an evolution which is not quasifree. Moreover, we show that this conservative evolution is never ergodic in the non-quasifree case.

Variance analysis of the Monte-Carlo perturbation source method in inhomogeneous linear particle transport problems

International Nuclear Information System (INIS)

Noack, K.

1982-01-01

The perturbation source method may be a powerful Monte-Carlo means to calculate small effects in a particle field. In a preceding paper we have formulated this methos in inhomogeneous linear particle transport problems describing the particle fields by solutions of Fredholm integral equations and have derived formulae for the second moment of the difference event point estimator. In the present paper we analyse the general structure of its variance, point out the variance peculiarities, discuss the dependence on certain transport games and on generation procedures of the auxiliary particles and draw conclusions to improve this method

Improved Minimum Entropy Filtering for Continuous Nonlinear Non-Gaussian Systems Using a Generalized Density Evolution Equation

Directory of Open Access Journals (Sweden)

Jinliang Xu

2013-06-01

Full Text Available This paper investigates the filtering problem for multivariate continuous nonlinear non-Gaussian systems based on an improved minimum error entropy (MEE criterion. The system is described by a set of nonlinear continuous equations with non-Gaussian system noises and measurement noises. The recently developed generalized density evolution equation is utilized to formulate the joint probability density function (PDF of the estimation errors. Combining the entropy of the estimation error with the mean squared error, a novel performance index is constructed to ensure the estimation error not only has small uncertainty but also approaches to zero. According to the conjugate gradient method, the optimal filter gain matrix is then obtained by minimizing the improved minimum error entropy criterion. In addition, the condition is proposed to guarantee that the estimation error dynamics is exponentially bounded in the mean square sense. Finally, the comparative simulation results are presented to show that the proposed MEE filter is superior to nonlinear unscented Kalman filter (UKF.

Thin film evolution equations from (evaporating) dewetting liquid layers to epitaxial growth

International Nuclear Information System (INIS)

Thiele, U

2010-01-01

In the present contribution we review basic mathematical results for three physical systems involving self-organizing solid or liquid films at solid surfaces. The films may undergo a structuring process by dewetting, evaporation/condensation or epitaxial growth, respectively. We highlight similarities and differences of the three systems based on the observation that in certain limits all of them may be described using models of similar form, i.e. time evolution equations for the film thickness profile. Those equations represent gradient dynamics characterized by mobility functions and an underlying energy functional. Two basic steps of mathematical analysis are used to compare the different systems. First, we discuss the linear stability of homogeneous steady states, i.e. flat films, and second the systematics of non-trivial steady states, i.e. drop/hole states for dewetting films and quantum-dot states in epitaxial growth, respectively. Our aim is to illustrate that the underlying solution structure might be very complex as in the case of epitaxial growth but can be better understood when comparing the much simpler results for the dewetting liquid film. We furthermore show that the numerical continuation techniques employed can shed some light on this structure in a more convenient way than time-stepping methods. Finally we discuss that the usage of the employed general formulation does not only relate seemingly unrelated physical systems mathematically, but does allow as well for discussing model extensions in a more unified way.

Antishadowing effects in the unitarized BFKL equation

International Nuclear Information System (INIS)

Ruan Jianhong; Shen Zhenqi; Yang Jifeng; Zhu Wei

2007-01-01

A unitarized BFKL equation incorporating shadowing and antishadowing corrections of the gluon recombination is proposed. This equation reduces to the Balitsky-Kovchegov evolution equation near the saturation limit. We find that the antishadowing effects have a sizable influence on the gluon distribution function in the preasymptotic regime

Antishadowing effects in the unitarized BFKL equation

Energy Technology Data Exchange (ETDEWEB)

Ruan Jianhong [Department of Physics, East China Normal University, Shanghai 200062 (China); Shen Zhenqi [Department of Physics, East China Normal University, Shanghai 200062 (China); Yang Jifeng [Department of Physics, East China Normal University, Shanghai 200062 (China); Zhu Wei [Department of Physics, East China Normal University, Shanghai 200062 (China)]. E-mail: weizhu@mail.ecnu.edu.cn

2007-01-01

A unitarized BFKL equation incorporating shadowing and antishadowing corrections of the gluon recombination is proposed. This equation reduces to the Balitsky-Kovchegov evolution equation near the saturation limit. We find that the antishadowing effects have a sizable influence on the gluon distribution function in the preasymptotic regime.

Optimum biasing of integral equations in Monte Carlo calculations

International Nuclear Information System (INIS)

Hoogenboom, J.E.

1979-01-01

In solving integral equations and estimating average values with the Monte Carlo method, biasing functions may be used to reduce the variancee of the estimates. A simple derivation was used to prove the existence of a zero-variance collision estimator if a specific biasing function and survival probability are applied. This optimum biasing function is the same as that used for the well known zero-variance last-event estimator

EXACT TRAVELLING WAVE SOLUTIONS TO BBM EQUATION

Institute of Scientific and Technical Information of China (English)

无

2009-01-01

Abundant new travelling wave solutions to the BBM (Benjamin-Bona-Mahoni) equation are obtained by the generalized Jacobian elliptic function method. This method can be applied to other nonlinear evolution equations.

Non-Equilibrium Turbulence and Two-Equation Modeling

Science.gov (United States)

Rubinstein, Robert

2011-01-01

Two-equation turbulence models are analyzed from the perspective of spectral closure theories. Kolmogorov theory provides useful information for models, but it is limited to equilibrium conditions in which the energy spectrum has relaxed to a steady state consistent with the forcing at large scales; it does not describe transient evolution between such states. Transient evolution is necessarily through nonequilibrium states, which can only be found from a theory of turbulence evolution, such as one provided by a spectral closure. When the departure from equilibrium is small, perturbation theory can be used to approximate the evolution by a two-equation model. The perturbation theory also gives explicit conditions under which this model can be valid, and when it will fail. Implications of the non-equilibrium corrections for the classic Tennekes-Lumley balance in the dissipation rate equation are drawn: it is possible to establish both the cancellation of the leading order Re1/2 divergent contributions to vortex stretching and enstrophy destruction, and the existence of a nonzero difference which is finite in the limit of infinite Reynolds number.

Analytic solution to leading order coupled DGLAP evolution equations: A new perturbative QCD tool

International Nuclear Information System (INIS)

Block, Martin M.; Durand, Loyal; Ha, Phuoc; McKay, Douglas W.

2011-01-01

We have analytically solved the LO perturbative QCD singlet DGLAP equations [V. N. Gribov and L. N. Lipatov, Sov. J. Nucl. Phys. 15, 438 (1972)][G. Altarelli and G. Parisi, Nucl. Phys. B126, 298 (1977)][Y. L. Dokshitzer, Sov. Phys. JETP 46, 641 (1977)] using Laplace transform techniques. Newly developed, highly accurate, numerical inverse Laplace transform algorithms [M. M. Block, Eur. Phys. J. C 65, 1 (2010)][M. M. Block, Eur. Phys. J. C 68, 683 (2010)] allow us to write fully decoupled solutions for the singlet structure function F s (x,Q 2 ) and G(x,Q 2 ) as F s (x,Q 2 )=F s (F s0 (x 0 ),G 0 (x 0 )) and G(x,Q 2 )=G(F s0 (x 0 ),G 0 (x 0 )), where the x 0 are the Bjorken x values at Q 0 2 . Here F s and G are known functions--found using LO DGLAP splitting functions--of the initial boundary conditions F s0 (x)≡F s (x,Q 0 2 ) and G 0 (x)≡G(x,Q 0 2 ), i.e., the chosen starting functions at the virtuality Q 0 2 . For both G(x) and F s (x), we are able to either devolve or evolve each separately and rapidly, with very high numerical accuracy--a computational fractional precision of O(10 -9 ). Armed with this powerful new tool in the perturbative QCD arsenal, we compare our numerical results from the above equations with the published MSTW2008 and CTEQ6L LO gluon and singlet F s distributions [A. D. Martin, W. J. Stirling, R. S. Thorne, and G. Watt, Eur. Phys. J. C 63, 189 (2009)], starting from their initial values at Q 0 2 =1 GeV 2 and 1.69 GeV 2 , respectively, using their choice of α s (Q 2 ). This allows an important independent check on the accuracies of their evolution codes and, therefore, the computational accuracies of their published parton distributions. Our method completely decouples the two LO distributions, at the same time guaranteeing that both G and F s satisfy the singlet coupled DGLAP equations. It also allows one to easily obtain the effects of the starting functions on the evolved gluon and singlet structure functions, as functions of both Q

BREIT code: Analytical solution of the balance rate equations for charge-state evolutions of heavy-ion beams in matter

Energy Technology Data Exchange (ETDEWEB)

Winckler, N., E-mail: n.winckler@gsi.de [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Rybalchenko, A. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Shevelko, V.P. [P.N. Lebedev Physical Institute, 119991 Moscow (Russian Federation); Al-Turany, M. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); CERN, European Organization for Nuclear Research, 1211 Geneve 23 (Switzerland); Kollegger, T. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Stöhlker, Th. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Helmholtz-Institute Jena, D-07743 Jena (Germany); Institut für Optik und Quantenelektronik, Friedrich-Schiller-Universität, D-07743 Jena (Germany)

2017-02-01

A detailed description of a recently developed BREIT computer code (Balance Rate Equations of Ion Transportation) for calculating charge-state fractions of ion beams passing through matter is presented. The code is based on the analytical solutions of the differential balance equations for the charge-state fractions as a function of the target thickness and can be used for calculating the ion evolutions in gaseous, solid and plasma targets. The BREIT code is available on-line and requires the charge-changing cross sections and initial conditions in the input file. The eigenvalue decomposition method, applied to obtain the analytical solutions of the rate equations, is described in the paper. Calculations of non-equilibrium and equilibrium charge-state fractions, performed by the BREIT code, are compared with experimental data and results of other codes for ion beams in gaseous and solid targets. Ability and limitations of the BREIT code are discussed in detail.

Evolution equation for the B-meson distribution amplitude in the heavy-quark effective theory in coordinate space

International Nuclear Information System (INIS)

Kawamura, Hiroyuki; Tanaka, Kazuhiro

2010-01-01

The B-meson distribution amplitude (DA) is defined as the matrix element of a quark-antiquark bilocal light-cone operator in the heavy-quark effective theory, corresponding to a long-distance component in the factorization formula for exclusive B-meson decays. The evolution equation for the B-meson DA is governed by the cusp anomalous dimension as well as the Dokshitzer-Gribov-Lipatov-Altarelli-Parisi-type anomalous dimension, and these anomalous dimensions give the ''quasilocal'' kernel in the coordinate-space representation. We show that this evolution equation can be solved analytically in the coordinate space, accomplishing the relevant Sudakov resummation at the next-to-leading logarithmic accuracy. The quasilocal nature leads to a quite simple form of our solution which determines the B-meson DA with a quark-antiquark light-cone separation t in terms of the DA at a lower renormalization scale μ with smaller interquark separations zt (z≤1). This formula allows us to present rigorous calculation of the B-meson DA at the factorization scale ∼√(m b Λ QCD ) for t less than ∼1 GeV -1 , using the recently obtained operator product expansion of the DA as the input at μ∼1 GeV. We also derive the master formula, which reexpresses the integrals of the DA at μ∼√(m b Λ QCD ) for the factorization formula by the compact integrals of the DA at μ∼1 GeV.

Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations

DEFF Research Database (Denmark)

Amado, Cristina; Teräsvirta, Timo

-run and the short-run dynamic behaviour of the volatilities. The structure of the conditional correlation matrix is assumed to be either time independent or to vary over time. We apply our model to pairs of seven daily stock returns belonging to the S&P 500 composite index and traded at the New York Stock Exchange......In this paper we investigate the effects of careful modelling the long-run dynamics of the volatilities of stock market returns on the conditional correlation structure. To this end we allow the individual unconditional variances in Conditional Correlation GARCH models to change smoothly over time...... by incorporating a nonstationary component in the variance equations. The modelling technique to determine the parametric structure of this time-varying component is based on a sequence of specification Lagrange multiplier-type tests derived in Amado and Teräsvirta (2011). The variance equations combine the long...

The forced nonlinear Schroedinger equation

International Nuclear Information System (INIS)

Kaup, D.J.; Hansen, P.J.

1985-01-01

The nonlinear Schroedinger equation describes the behaviour of a radio frequency wave in the ionosphere near the reflexion point where nonlinear processes are important. A simple model of this phenomenon leads to the forced nonlinear Schroedinger equation in terms of a nonlinear boundary value problem. A WKB analysis of the time evolution equations for the nonlinear Schroedinger equation in the inverse scattering transform formalism gives a crude order of magnitude estimation of the qualitative behaviour of the solutions. This estimation is compared with the numerical solutions. (D.Gy.)

An Alternative to the Breeder’s and Lande’s Equations

Science.gov (United States)

Houchmandzadeh, Bahram

2013-01-01

The breeder’s equation is a cornerstone of quantitative genetics, widely used in evolutionary modeling. Noting the mean phenotype in parental, selected parents, and the progeny by E(Z0), E(ZW), and E(Z1), this equation relates response to selection R = E(Z1) − E(Z0) to the selection differential S = E(ZW) − E(Z0) through a simple proportionality relation R = h2S, where the heritability coefficient h2 is a simple function of genotype and environment factors variance. The validity of this relation relies strongly on the normal (Gaussian) distribution of the parent genotype, which is an unobservable quantity and cannot be ascertained. In contrast, we show here that if the fitness (or selection) function is Gaussian with mean μ, an alternative, exact linear equation of the form R′ = j2S′ can be derived, regardless of the parental genotype distribution. Here R′ = E(Z1) − μ and S′ = E(ZW) − μ stand for the mean phenotypic lag with respect to the mean of the fitness function in the offspring and selected populations. The proportionality coefficient j2 is a simple function of selection function and environment factors variance, but does not contain the genotype variance. To demonstrate this, we derive the exact functional relation between the mean phenotype in the selected and the offspring population and deduce all cases that lead to a linear relation between them. These results generalize naturally to the concept of G matrix and the multivariate Lande’s equation Δz¯=GP−1S. The linearity coefficient of the alternative equation are not changed by Gaussian selection. PMID:24212080

On stochastic differential equations with random delay

International Nuclear Information System (INIS)

Krapivsky, P L; Luck, J M; Mallick, K

2011-01-01

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation

Hierarchical regression analysis in structural Equation Modeling

NARCIS (Netherlands)

de Jong, P.F.

1999-01-01

In a hierarchical or fixed-order regression analysis, the independent variables are entered into the regression equation in a prespecified order. Such an analysis is often performed when the extra amount of variance accounted for in a dependent variable by a specific independent variable is the main

Variâncias do ponto crítico de equações de regressão quadrática Variances of the critical point of a quadratic regression equation

Directory of Open Access Journals (Sweden)

Ceile Cristina Ferreira Nunes

2004-04-01

ítico calculada usando-se a expressão que leva em consideração a covariância entre  e  apresenta resultados mais satisfatórios e que não segue uma distribuição normal, pois apresenta uma distribuição de freqüência com assimetria positiva e formato leptocúrtico.The aim of this paper is determine variances for the analysis of the critical point of a second-degree regression equation in experimental situations with different variances through Monte Carlo simulation. In many theoretical or applied studies, one finds situations involving ratios of random variables and more frequently normal variables. Examples are provided by variables, which appear in economic dose research of nutrients in fertilization experiments, as well as in other problems in which there are interests in the random variable, estimator of the critic point in the regression . Data of five hundred thirty six trials in cotton yield were utilized to study the distribution of the critical point of a quadratic regression equation by adjusting a quadratic model. The parameters were evaluated using a least square method. From the estimations a MATLAB routine was implemented to simulate two sets with five thousands random errors with normal distribution and zero mean, relative to each of the theoretical variances: or = 0.1; 0.5; 1; 5; 10; 15; 20 and 50. The estimation of the variance of the critical point was obtained by three methods: (a usual formula for the variance; (b formula obtained by differentiation of the critical point estimator and (c formula for the computation of the variance of a quotient by taking into consideration the covariance between  and . The results obtained for the  statistic  average  for  the  regression between  e , as well as its respective variances in terms of the several theoretical residual variances ( adopted show that those theoretical values are close to real ones. Moreover, there is a trend of increasing  and  with increase of the theoretical variance. It may

submitter BREIT code: Analytical solution of the balance rate equations for charge-state evolutions of heavy-ion beams in matter

CERN Document Server

Winckler, N; Shevelko, V P; Al-Turany, M; Kollegger, T; Stöhlker, Th

2017-01-01

A detailed description of a recently developed BREIT computer code (Balance Rate Equations of Ion Transportation) for calculating charge-state fractions of ion beams passing through matter is presented. The code is based on the analytical solutions of the differential balance equations for the charge-state fractions as a function of the target thickness and can be used for calculating the ion evolutions in gaseous, solid and plasma targets. The BREIT code is available on-line and requires the charge-changing cross sections and initial conditions in the input file. The eigenvalue decomposition method, applied to obtain the analytical solutions of the rate equations, is described in the paper. Calculations of non-equilibrium and equilibrium charge-state fractions, performed by the BREIT code, are compared with experimental data and results of other codes for ion beams in gaseous and solid targets. Ability and limitations of the BREIT code are discussed in detail.

Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium

DEFF Research Database (Denmark)

Casas, Isabel; Mao, Xiuping; Veiga, Helena

This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...

Degenerate nonlinear diffusion equations

CERN Document Server

Favini, Angelo

2012-01-01

The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...

A zero-variance-based scheme for variance reduction in Monte Carlo criticality

Energy Technology Data Exchange (ETDEWEB)

Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)

2006-07-01

A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)

A zero-variance-based scheme for variance reduction in Monte Carlo criticality

International Nuclear Information System (INIS)

Christoforou, S.; Hoogenboom, J. E.

2006-01-01

A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)

On the evolution of perturbations to solutions of the Kadomtsev-Petviashvilli equation using the Benney-Luke equation

International Nuclear Information System (INIS)

Ablowitz, Mark J; Curtis, Christopher W

2011-01-01

The Benney-Luke equation, which arises as a long wave asymptotic approximation of water waves, contains the Kadomtsev-Petviashvilli (KP) equation as a leading-order maximal balanced approximation. The question analyzed is how the Benney-Luke equation modifies the so-called web solutions of the KP equation. It is found that the Benney-Luke equation introduces dispersive radiation which breaks each of the symmetric soliton-like humps well away from the interaction region of the KP web solution into a tail of multi-peaked oscillating profiles behind the main solitary hump. Computation indicates that the wave structure is modified near the center of the interaction region. Both analytical and numerical techniques are employed for working with non-periodic, non-decaying solutions on unbounded domains.

On the evolution of perturbations to solutions of the Kadomtsev-Petviashvilli equation using the Benney-Luke equation

Science.gov (United States)

Ablowitz, Mark J.; Curtis, Christopher W.

2011-05-01

The Benney-Luke equation, which arises as a long wave asymptotic approximation of water waves, contains the Kadomtsev-Petviashvilli (KP) equation as a leading-order maximal balanced approximation. The question analyzed is how the Benney-Luke equation modifies the so-called web solutions of the KP equation. It is found that the Benney-Luke equation introduces dispersive radiation which breaks each of the symmetric soliton-like humps well away from the interaction region of the KP web solution into a tail of multi-peaked oscillating profiles behind the main solitary hump. Computation indicates that the wave structure is modified near the center of the interaction region. Both analytical and numerical techniques are employed for working with non-periodic, non-decaying solutions on unbounded domains.

Dirac Mass Dynamics in Multidimensional Nonlocal Parabolic Equations

KAUST Repository

Lorz, Alexander; Mirrahimi, Sepideh; Perthame, Benoî t

2011-01-01

simulations show that the trajectories can exhibit unexpected dynamics well explained by this equation. Our motivation comes from population adaptive evolution a branch of mathematical ecology which models Darwinian evolution. © Taylor & Francis Group, LLC.

Genetic evolution, plasticity, and bet-hedging as adaptive responses to temporally autocorrelated fluctuating selection: A quantitative genetic model.

Science.gov (United States)

Tufto, Jarle

2015-08-01

Adaptive responses to autocorrelated environmental fluctuations through evolution in mean reaction norm elevation and slope and an independent component of the phenotypic variance are analyzed using a quantitative genetic model. Analytic approximations expressing the mutual dependencies between all three response modes are derived and solved for the joint evolutionary outcome. Both genetic evolution in reaction norm elevation and plasticity are favored by slow temporal fluctuations, with plasticity, in the absence of microenvironmental variability, being the dominant evolutionary outcome for reasonable parameter values. For fast fluctuations, tracking of the optimal phenotype through genetic evolution and plasticity is limited. If residual fluctuations in the optimal phenotype are large and stabilizing selection is strong, selection then acts to increase the phenotypic variance (bet-hedging adaptive). Otherwise, canalizing selection occurs. If the phenotypic variance increases with plasticity through the effect of microenvironmental variability, this shifts the joint evolutionary balance away from plasticity in favor of genetic evolution. If microenvironmental deviations experienced by each individual at the time of development and selection are correlated, however, more plasticity evolves. The adaptive significance of evolutionary fluctuations in plasticity and the phenotypic variance, transient evolution, and the validity of the analytic approximations are investigated using simulations. © 2015 The Author(s). Evolution © 2015 The Society for the Study of Evolution.

Numerical Methods for Partial Differential Equations

CERN Document Server

Guo, Ben-yu

1987-01-01

These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.

Classification of polynomial integrable systems of mixed scalar and vector evolution equations: I

International Nuclear Information System (INIS)

Tsuchida, Takayuki; Wolf, Thomas

2005-01-01

We perform a classification of integrable systems of mixed scalar and vector evolution equations with respect to higher symmetries. We consider polynomial systems that are homogeneous under a suitable weighting of variables. This paper deals with the KdV weighting, the Burgers (or potential KdV or modified KdV) weighting, the Ibragimov-Shabat weighting and two unfamiliar weightings. The case of other weightings will be studied in a subsequent paper. Making an ansatz for undetermined coefficients and using a computer package for solving bilinear algebraic systems, we give the complete lists of second-order systems with a third-order or a fourth-order symmetry and third-order systems with a fifth-order symmetry. For all but a few systems in the lists, we show that the system (or, at least a subsystem of it) admits either a Lax representation or a linearizing transformation. A thorough comparison with recent work of Foursov and Olver is made

Classification of polynomial integrable systems of mixed scalar and vector evolution equations: I

Energy Technology Data Exchange (ETDEWEB)

Tsuchida, Takayuki [Department of Physics, Kwansei Gakuin University, 2-1 Gakuen, Sanda 669-1337 (Japan); Wolf, Thomas [Department of Mathematics, Brock University, St Catharines, ON L2S 3A1 (Canada)

2005-09-02

We perform a classification of integrable systems of mixed scalar and vector evolution equations with respect to higher symmetries. We consider polynomial systems that are homogeneous under a suitable weighting of variables. This paper deals with the KdV weighting, the Burgers (or potential KdV or modified KdV) weighting, the Ibragimov-Shabat weighting and two unfamiliar weightings. The case of other weightings will be studied in a subsequent paper. Making an ansatz for undetermined coefficients and using a computer package for solving bilinear algebraic systems, we give the complete lists of second-order systems with a third-order or a fourth-order symmetry and third-order systems with a fifth-order symmetry. For all but a few systems in the lists, we show that the system (or, at least a subsystem of it) admits either a Lax representation or a linearizing transformation. A thorough comparison with recent work of Foursov and Olver is made.

The effect of sex on the mean and variance of fitness in facultatively sexual rotifers.

Science.gov (United States)

Becks, L; Agrawal, A F

2011-03-01

The evolution of sex is a classic problem in evolutionary biology. While this topic has been the focus of much theoretical work, there is a serious dearth of empirical data. A simple yet fundamental question is how sex affects the mean and variance in fitness. Despite its importance to the theory, this type of data is available for only a handful of taxa. Here, we report two experiments in which we measure the effect of sex on the mean and variance in fitness in the monogonont rotifer, Brachionus calyciflorus. Compared to asexually derived offspring, we find that sexual offspring have lower mean fitness and less genetic variance in fitness. These results indicate that, at least in the laboratory, there are both short- and long-term disadvantages associated with sexual reproduction. We briefly review the other available data and highlight the need for future work. © 2010 The Authors. Journal of Evolutionary Biology © 2010 European Society For Evolutionary Biology.

Singularities in the nonisotropic Boltzmann equation

International Nuclear Information System (INIS)

Garibotti, C.R.; Martiarena, M.L.; Zanette, D.

1987-09-01

We consider solutions of the nonlinear Boltzmann equation (NLBE) with anisotropic singular initial conditions, which give a simplified model for the penetration of a monochromatic beam on a rarified target. The NLBE is transformed into an integral equation which is solved iteratively and the evolution of the initial singularities is discussed. (author). 5 refs

Study of the stochastic point reactor kinetic equation

International Nuclear Information System (INIS)

Gotoh, Yorio

1980-01-01

Diagrammatic technique is used to solve the stochastic point reactor kinetic equation. The method gives exact results which are derived from Fokker-Plank theory. A Green's function dressed with the clouds of noise is defined, which is a transfer function of point reactor with fluctuating reactivity. An integral equation for the correlation function of neutron power is derived using the following assumptions: 1) Green's funntion should be dressed with noise, 2) The ladder type diagrams only contributes to the correlation function. For a white noise and the one delayed neutron group approximation, the norm of the integral equation and the variance to mean-squared ratio are analytically obtained. (author)

Dirac Mass Dynamics in Multidimensional Nonlocal Parabolic Equations

KAUST Repository

Lorz, Alexander

2011-01-17

Nonlocal Lotka-Volterra models have the property that solutions concentrate as Dirac masses in the limit of small diffusion. Is it possible to describe the dynamics of the limiting concentration points and of the weights of the Dirac masses? What is the long time asymptotics of these Dirac masses? Can several Dirac masses coexist? We will explain how these questions relate to the so-called "constrained Hamilton-Jacobi equation" and how a form of canonical equation can be established. This equation has been established assuming smoothness. Here we build a framework where smooth solutions exist and thus the full theory can be developed rigorously. We also show that our form of canonical equation comes with a kind of Lyapunov functional. Numerical simulations show that the trajectories can exhibit unexpected dynamics well explained by this equation. Our motivation comes from population adaptive evolution a branch of mathematical ecology which models Darwinian evolution. © Taylor & Francis Group, LLC.

Exact traveling wave solutions of modified KdV-Zakharov-Kuznetsov equation and viscous Burgers equation.

Science.gov (United States)

Islam, Md Hamidul; Khan, Kamruzzaman; Akbar, M Ali; Salam, Md Abdus

2014-01-01

Mathematical modeling of many physical systems leads to nonlinear evolution equations because most physical systems are inherently nonlinear in nature. The investigation of traveling wave solutions of nonlinear partial differential equations (NPDEs) plays a significant role in the study of nonlinear physical phenomena. In this article, we construct the traveling wave solutions of modified KDV-ZK equation and viscous Burgers equation by using an enhanced (G '/G) -expansion method. A number of traveling wave solutions in terms of unknown parameters are obtained. Derived traveling wave solutions exhibit solitary waves when special values are given to its unknown parameters. 35C07; 35C08; 35P99.

Effective action and the quantum equation of motion

International Nuclear Information System (INIS)

Branchina, V.; Faivre, H.; Zappala, D.

2004-01-01

We carefully analyze the use of the effective action in dynamical problems, in particular the conditions under which the equation (δΓ)/(δφ) = 0 can be used as a quantum equation of motion and illustrate in detail the crucial relation between the asymptotic states involved in the definition of Γ and the initial state of the system. Also, by considering the quantum-mechanical example of a double-well potential, where we can get exact results for the time evolution of the system, we show that an approximation to the effective potential in the quantum equation of motion that correctly describes the dynamical evolution of the system is obtained with the help of the wilsonian RG equation (already at the lowest order of the derivative expansion), while the commonly used one-loop effective potential fails to reproduce the exact results. (orig.)

Evolution of gluon TMDs from small to moderate x

Energy Technology Data Exchange (ETDEWEB)

Tarasov, Andrey [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States)

2016-05-01

Recently we obtained an evolution equation of gluon TMDs, which addresses a problem of unification of different kinematic regimes. It describes evolution in the whole range of Bjorken $x_B$ and the whole range of transverse momentum $k_\\perp$. In this notes I study different limits of this evolution equation and show how it yields several well-known and some previously unknown results.

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

Science.gov (United States)

Dazard, Jean-Eudes; Rao, J Sunil

2012-07-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

On the solution of fractional evolution equations

International Nuclear Information System (INIS)

Kilbas, Anatoly A; Pierantozzi, Teresa; Trujillo, Juan J; Vazquez, Luis

2004-01-01

This paper is devoted to the solution of the bi-fractional differential equation ( C D α t u)(t, x) = λ( L D β x u)(t, x) (t>0, -∞ 0 and λ ≠ 0, with the initial conditions lim x→±∞ u(t,x) = 0 u(0+,x)=g(x). Here ( C D α t u)(t, x) is the partial derivative coinciding with the Caputo fractional derivative for 0 L D β x u)(t, x)) is the Liouville partial fractional derivative ( L D β t u)(t, x)) of order β > 0. The Laplace and Fourier transforms are applied to solve the above problem in closed form. The fundamental solution of these problems is established and its moments are calculated. The special case α = 1/2 and β = 1 is presented, and its application is given to obtain the Dirac-type decomposition for the ordinary diffusion equation

Portfolio optimization using median-variance approach

Science.gov (United States)

Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli

2013-04-01

Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.

An equation of state for purely kinetic k-essence inspired by cosmic topological defects

Energy Technology Data Exchange (ETDEWEB)

Cordero, Ruben; Gonzalez, Eduardo L.; Queijeiro, Alfonso [Instituto Politecnico Nacional, Departamento de Fisica, Escuela Superior de Fisica y Matematicas, Ciudad de Mexico (Mexico)

2017-06-15

We investigate the physical properties of a purely kinetic k-essence model with an equation of state motivated in superconducting membranes. We compute the equation of state parameter w and discuss its physical evolution via a nonlinear equation of state. Using the adiabatic speed of sound and energy density, we restrict the range of parameters of the model in order to have an acceptable physical behavior. We study the evolution of the scale factor and address the question of the possible existence of finite-time future singularities. Furthermore, we analyze the evolution of the luminosity distance d{sub L} with redshift z by comparing (normalizing) it with the ΛCDM model. Since the equation of state parameter is z-dependent the evolution of the luminosity distance is also analyzed using the Alcock-Paczynski test. (orig.)

The relative importance of pollinator abundance and species richness for the temporal variance of pollination services.

Science.gov (United States)

Genung, Mark A; Fox, Jeremy; Williams, Neal M; Kremen, Claire; Ascher, John; Gibbs, Jason; Winfree, Rachael

2017-07-01

The relationship between biodiversity and the stability of ecosystem function is a fundamental question in community ecology, and hundreds of experiments have shown a positive relationship between species richness and the stability of ecosystem function. However, these experiments have rarely accounted for common ecological patterns, most notably skewed species abundance distributions and non-random extinction risks, making it difficult to know whether experimental results can be scaled up to larger, less manipulated systems. In contrast with the prolific body of experimental research, few studies have examined how species richness affects the stability of ecosystem services at more realistic, landscape scales. The paucity of these studies is due in part to a lack of analytical methods that are suitable for the correlative structure of ecological data. A recently developed method, based on the Price equation from evolutionary biology, helps resolve this knowledge gap by partitioning the effect of biodiversity into three components: richness, composition, and abundance. Here, we build on previous work and present the first derivation of the Price equation suitable for analyzing temporal variance of ecosystem services. We applied our new derivation to understand the temporal variance of crop pollination services in two study systems (watermelon and blueberry) in the mid-Atlantic United States. In both systems, but especially in the watermelon system, the stronger driver of temporal variance of ecosystem services was fluctuations in the abundance of common bee species, which were present at nearly all sites regardless of species richness. In contrast, temporal variance of ecosystem services was less affected by differences in species richness, because lost and gained species were rare. Thus, the findings from our more realistic landscapes differ qualitatively from the findings of biodiversity-stability experiments. © 2017 by the Ecological Society of America.

A risk augmented mincer earnings equation? Taking stock

NARCIS (Netherlands)

Hartog, J.

2009-01-01

We survey the literature on the Risk Augmented Mincer equation that seeks to estimate the compensation for uncertainty in the future wage to be earned after completing an education. There is wide empirical support for the predicted positive effect of wage variance and the negative effect of wage

A risk augmented Mincer earnings equation? Taking stock

NARCIS (Netherlands)

Hartog, J.

2011-01-01

We survey the literature on the Risk Augmented Mincer equation that seeks to estimate the compensation for uncertainty in the future wage to be earned after completing an education. There is wide empirical support for the predicted positive effect of wage variance and the negative effect of wage

Efficient Cardinality/Mean-Variance Portfolios

OpenAIRE

Brito, R. Pedro; Vicente, Luís Nunes

2014-01-01

International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...

Diffusion-equation representations of landform evolution in the simplest circumstances: Appendix C

Science.gov (United States)

Hanks, Thomas C.

2009-01-01

The diffusion equation is one of the three great partial differential equations of classical physics. It describes the flow or diffusion of heat in the presence of temperature gradients, fluid flow in porous media in the presence of pressure gradients, and the diffusion of molecules in the presence of chemical gradients. [The other two equations are the wave equation, which describes the propagation of electromagnetic waves (including light), acoustic (sound) waves, and elastic (seismic) waves radiated from earthquakes; and LaPlace’s equation, which describes the behavior of electric, gravitational, and fluid potentials, all part of potential field theory. The diffusion equation reduces to LaPlace’s equation at steady state, when the field of interest does not depend on t. Poisson’s equation is LaPlace’s equation with a source term.

Stationary distributions of stochastic processes described by a linear neutral delay differential equation

International Nuclear Information System (INIS)

Frank, T D

2005-01-01

Stationary distributions of processes are derived that involve a time delay and are defined by a linear stochastic neutral delay differential equation. The distributions are Gaussian distributions. The variances of the Gaussian distributions are either monotonically increasing or decreasing functions of the time delays. The variances become infinite when fixed points of corresponding deterministic processes become unstable. (letter to the editor)

A new Riccati equation rational expansion method and its application to (2 + 1)-dimensional Burgers equation

International Nuclear Information System (INIS)

Wang Qi; Chen Yong; Zhang Hongqing

2005-01-01

In this paper, we present a new Riccati equation rational expansion method to uniformly construct a series of exact solutions for nonlinear evolution equations. Compared with most existing tanh methods and other sophisticated methods, the proposed method not only recover some known solutions, but also find some new and general solutions. The solutions obtained in this paper include rational triangular periodic wave solutions, rational solitary wave solutions and rational wave solutions. The efficiency of the method can be demonstrated on (2 + 1)-dimensional Burgers equation

Monge-Ampere equations and tensorial functors

International Nuclear Information System (INIS)

Tunitsky, Dmitry V

2009-01-01

We consider differential-geometric structures associated with Monge-Ampere equations on manifolds and use them to study the contact linearization of such equations. We also consider the category of Monge-Ampere equations (the morphisms are contact diffeomorphisms) and a number of subcategories. We are chiefly interested in subcategories of Monge-Ampere equations whose objects are locally contact equivalent to equations linear in the second derivatives (semilinear equations), linear in derivatives, almost linear, linear in the second derivatives and independent of the first derivatives, linear, linear and independent of the first derivatives, equations with constant coefficients or evolution equations. We construct a number of functors from the category of Monge-Ampere equations and from some of its subcategories to the category of tensorial objects (that is, multi-valued sections of tensor bundles). In particular, we construct a pseudo-Riemannian metric for every generic Monge-Ampere equation. These functors enable us to establish effectively verifiable criteria for a Monge-Ampere equation to belong to the subcategories listed above.

The two modes extension to the Berk-Breizman equation: Delayed differential equations and asymptotic solutions

International Nuclear Information System (INIS)

Marczynski, Slawomir

2011-01-01

The integro-differential Berk-Breizman (BB) equation, describing the evolution of particle-driven wave mode is transformed into a simple delayed differential equation form ν∂a(τ)/∂τ=a(τ) -a 2 (τ- 1) a(τ- 2). This transformation is also applied to the two modes extension of the BB theory. The obtained solutions are presented together with the derived asymptotic analytical solutions and the numerical results.

Nonadiabatic quantum Vlasov equation for Schwinger pair production

International Nuclear Information System (INIS)

Kim, Sang Pyo; Schubert, Christian

2011-01-01

Using Lewis-Riesenfeld theory, we derive an exact nonadiabatic master equation describing the time evolution of the QED Schwinger pair-production rate for a general time-varying electric field. This equation can be written equivalently as a first-order matrix equation, as a Vlasov-type integral equation, or as a third-order differential equation. In the last version it relates to the Korteweg-de Vries equation, which allows us to construct an exact solution using the well-known one-soliton solution to that equation. The case of timelike delta function pulse fields is also briefly considered.

The Davey-Stewartson Equation on the Half-Plane

Science.gov (United States)

Fokas, A. S.

2009-08-01

The Davey-Stewartson (DS) equation is a nonlinear integrable evolution equation in two spatial dimensions. It provides a multidimensional generalisation of the celebrated nonlinear Schrödinger (NLS) equation and it appears in several physical situations. The implementation of the Inverse Scattering Transform (IST) to the solution of the initial-value problem of the NLS was presented in 1972, whereas the analogous problem for the DS equation was solved in 1983. These results are based on the formulation and solution of certain classical problems in complex analysis, namely of a Riemann Hilbert problem (RH) and of either a d-bar or a non-local RH problem respectively. A method for solving the mathematically more complicated but physically more relevant case of boundary-value problems for evolution equations in one spatial dimension, like the NLS, was finally presented in 1997, after interjecting several novel ideas to the panoply of the IST methodology. Here, this method is further extended so that it can be applied to evolution equations in two spatial dimensions, like the DS equation. This novel extension involves several new steps, including the formulation of a d-bar problem for a sectionally non-analytic function, i.e. for a function which has different non-analytic representations in different domains of the complex plane. This, in addition to the computation of a d-bar derivative, also requires the computation of the relevant jumps across the different domains. This latter step has certain similarities (but is more complicated) with the corresponding step for those initial-value problems in two dimensions which can be solved via a non-local RH problem, like KPI.

A Surface-Layer Study of the Transport and Dissipation of Turbulent Kinetic Energy and the Variances of Temperature, Humidity and CO_2

Science.gov (United States)

Hackerott, João A.; Bakhoday Paskyabi, Mostafa; Reuder, Joachim; de Oliveira, Amauri P.; Kral, Stephan T.; Marques Filho, Edson P.; Mesquita, Michel dos Santos; de Camargo, Ricardo

2017-11-01

We discuss scalar similarities and dissimilarities based on analysis of the dissipation terms in the variance budget equations, considering the turbulent kinetic energy and the variances of temperature, specific humidity and specific CO_2 content. For this purpose, 124 high-frequency sampled segments are selected from the Boundary Layer Late Afternoon and Sunset Turbulence experiment. The consequences of dissipation similarity in the variance transport are also discussed and quantified. The results show that, for the convective atmospheric surface layer, the non-dimensional dissipation terms can be expressed in the framework of Monin-Obukhov similarity theory and are independent of whether the variable is temperature or moisture. The scalar similarity in the dissipation term implies that the characteristic scales of the atmospheric surface layer can be estimated from the respective rate of variance dissipation, the characteristic scale of temperature, and the dissipation rate of temperature variance.

Relations between nonlinear Riccati equations and other equations in fundamental physics

International Nuclear Information System (INIS)

Schuch, Dieter

2014-01-01

Many phenomena in the observable macroscopic world obey nonlinear evolution equations while the microscopic world is governed by quantum mechanics, a fundamental theory that is supposedly linear. In order to combine these two worlds in a common formalism, at least one of them must sacrifice one of its dogmas. Linearizing nonlinear dynamics would destroy the fundamental property of this theory, however, it can be shown that quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown that the information about the dynamics of quantum systems with analytical solutions can not only be obtainable from the time-dependent Schrödinger equation but equally-well from a complex Riccati equation. Comparison with supersymmetric quantum mechanics shows that even additional information can be obtained from the nonlinear formulation. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation for any potential. Extension of the Riccati formulation to include irreversible dissipative effects is straightforward. Via (real and complex) Riccati equations, other fields of physics can also be treated within the same formalism, e.g., statistical thermodynamics, nonlinear dynamical systems like those obeying a logistic equation as well as wave equations in classical optics, Bose- Einstein condensates and cosmological models. Finally, the link to abstract ''quantizations'' such as the Pythagorean triples and Riccati equations connected with trigonometric and hyperbolic functions will be shown

Approximation errors during variance propagation

International Nuclear Information System (INIS)

Dinsmore, Stephen

1986-01-01

Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given

Diffusion equations and hard collisions in multiple scattering of charged particles

International Nuclear Information System (INIS)

Papiez, Lech; Tulovsky, Vladimir

1998-01-01

The processes of angular-spatial evolution of multiple scattering of charged particles are described by the Lewis (special case of Boltzmann) integro-differential equation. The underlying stochastic process for this evolution is the compound Poisson process with transition densities satisfying the Lewis equation. In this paper we derive the Lewis equation from the compound Poisson process and show that the effective method of the solution of this equation can be based on the idea of decomposition of the compound Poisson process into processes of soft and hard collisions. Formulas for transition densities of soft and hard collision processes are provided in this paper together with the formula expressing the general solution of the Lewis equation in terms of those transition densities

Diffusion equations and hard collisions in multiple scattering of charged particles

Energy Technology Data Exchange (ETDEWEB)

Papiez, Lech [Department of Radiation Oncology, Indiana University, Indianapolis, IN (United States); Tulovsky, Vladimir [Department of Mathematics, St. John' s College, Staten Island, New York, NY (United States)

1998-09-01

The processes of angular-spatial evolution of multiple scattering of charged particles are described by the Lewis (special case of Boltzmann) integro-differential equation. The underlying stochastic process for this evolution is the compound Poisson process with transition densities satisfying the Lewis equation. In this paper we derive the Lewis equation from the compound Poisson process and show that the effective method of the solution of this equation can be based on the idea of decomposition of the compound Poisson process into processes of soft and hard collisions. Formulas for transition densities of soft and hard collision processes are provided in this paper together with the formula expressing the general solution of the Lewis equation in terms of those transition densities.

Non-local quasi-linear parabolic equations

International Nuclear Information System (INIS)

Amann, H

2005-01-01

This is a survey of the most common approaches to quasi-linear parabolic evolution equations, a discussion of their advantages and drawbacks, and a presentation of an entirely new approach based on maximal L p regularity. The general results here apply, above all, to parabolic initial-boundary value problems that are non-local in time. This is illustrated by indicating their relevance for quasi-linear parabolic equations with memory and, in particular, for time-regularized versions of the Perona-Malik equation of image processing

Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes

KAUST Repository

Auzinger, Winfried; Hofstä tter, Harald; Ketcheson, David I.; Koch, Othmar

2016-01-01

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial systems for the splitting coefficients. To this end we use and modify a recent approach for generating these systems for a large class of splittings. In particular, various types of pairs of schemes intended for use in adaptive integrators are constructed.

Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes

KAUST Repository

Auzinger, Winfried

2016-07-28

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial systems for the splitting coefficients. To this end we use and modify a recent approach for generating these systems for a large class of splittings. In particular, various types of pairs of schemes intended for use in adaptive integrators are constructed.

Elliptic equation rational expansion method and new exact travelling solutions for Whitham-Broer-Kaup equations

International Nuclear Information System (INIS)

Chen Yong; Wang Qi; Li Biao

2005-01-01

Based on a new general ansatz and a general subepuation, a new general algebraic method named elliptic equation rational expansion method is devised for constructing multiple travelling wave solutions in terms of rational special function for nonlinear evolution equations (NEEs). We apply the proposed method to solve Whitham-Broer-Kaup equation and explicitly construct a series of exact solutions which include rational form solitary wave solution, rational form triangular periodic wave solutions and rational wave solutions as special cases. In addition, the links among our proposed method with the method by Fan [Chaos, Solitons and Fractals 2004;20:609], are also clarified generally

Travelling wave solutions to the Kuramoto-Sivashinsky equation

International Nuclear Information System (INIS)

Nickel, J.

2007-01-01

Combining the approaches given by Baldwin [Baldwin D et al. Symbolic computation of exact solutions expressible in hyperbolic and elliptic functions for nonlinear PDEs. J Symbol Comput 2004;37:669-705], Peng [Peng YZ. A polynomial expansion method and new general solitary wave solutions to KS equation. Comm Theor Phys 2003;39:641-2] and by Schuermann [Schuermann HW, Serov VS. Weierstrass' solutions to certain nonlinear wave and evolution equations. Proc progress electromagnetics research symposium, 28-31 March 2004, Pisa. p. 651-4; Schuermann HW. Traveling-wave solutions to the cubic-quintic nonlinear Schroedinger equation. Phys Rev E 1996;54:4312-20] leads to a method for finding exact travelling wave solutions of nonlinear wave and evolution equations (NLWEE). The first idea is to generalize ansaetze given by Baldwin and Peng to find elliptic solutions of NLWEEs. Secondly, conditions used by Schuermann to find physical (real and bounded) solutions and to discriminate between periodic and solitary wave solutions are used. The method is shown in detail by evaluating new solutions of the Kuramoto-Sivashinsky equation

The phenotypic variance gradient - a novel concept.

Science.gov (United States)

Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton

2014-11-01

Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.

Numerical Solutions of the Complete Navier-Stokes Equations

Science.gov (United States)

Robinson, David F.; Hassan, H. A.

1997-01-01

This report details the development of a new two-equation turbulence closure model based on the exact turbulent kinetic energy k and the variance of vorticity, zeta. The model, which is applicable to three dimensional flowfields, employs one set of model constants and does not use damping or wall functions, or geometric factors.

Stellar structure and evolution

International Nuclear Information System (INIS)

Kippernhahn, R.; Weigert, A.

1990-01-01

This book introduces the theory of the internal structure of stars and their evolution in time. It presents the basic physics of stellar interiors, methods for solving the underlying equations, and the most important results necessary for understanding the wide variety of stellar types and phenomena. The evolution of stars is discussed from their birth through normal evolution to possibly spectacular final stages. Chapters on stellar oscillations and rotation are included

Einstein boundary conditions for the 3+1 Einstein equations

International Nuclear Information System (INIS)

Frittelli, Simonetta; Gomez, Roberto

2003-01-01

In the 3+1 framework of the Einstein equations for the case of a vanishing shift vector and arbitrary lapse, we calculate explicitly the four boundary equations arising from the vanishing of the projection of the Einstein tensor along the normal to the boundary surface of the initial-boundary value problem. Such conditions take the form of evolution equations along (as opposed to across) the boundary for certain components of the extrinsic curvature and for certain space derivatives of the three-metric. We argue that, in general, such boundary conditions do not follow necessarily from the evolution equations and the initial data, but need to be imposed on the boundary values of the fundamental variables. Using the Einstein-Christoffel formulation, which is strongly hyperbolic, we show how three of the boundary equations up to linear combinations should be used to prescribe the values of some incoming characteristic fields. Additionally, we show that the fourth one imposes conditions on some outgoing fields

Equations of State: Gateway to Planetary Origin and Evolution (Invited)

Science.gov (United States)

Melosh, J.

2013-12-01

Research over the past decades has shown that collisions between solid bodies govern many crucial phases of planetary origin and evolution. The accretion of the terrestrial planets was punctuated by planetary-scale impacts that generated deep magma oceans, ejected primary atmospheres and probably created the moons of Earth and Pluto. Several extrasolar planetary systems are filled with silicate vapor and condensed 'tektites', probably attesting to recent giant collisions. Even now, long after the solar system settled down from its violent birth, a large asteroid impact wiped out the dinosaurs, while other impacts may have played a role in the origin of life on Earth and perhaps Mars, while maintaining a steady exchange of small meteorites between the terrestrial planets and our moon. Most of these events are beyond the scale at which experiments are possible, so that our main research tool is computer simulation, constrained by the laws of physics and the behavior of materials during high-speed impact. Typical solar system impact velocities range from a few km/s in the outer solar system to 10s of km/s in the inner system. Extrasolar planetary systems expand that range to 100s of km/sec typical of the tightly clustered planetary systems now observed. Although computer codes themselves are currently reaching a high degree of sophistication, we still rely on experimental studies to determine the Equations of State (EoS) of materials critical for the correct simulation of impact processes. The recent expansion of the range of pressures available for study, from a few 100 GPa accessible with light gas guns up to a few TPa from current high energy accelerators now opens experimental access to the full velocity range of interest in our solar system. The results are a surprise: several groups in both the USA and Japan have found that silicates and even iron melt and vaporize much more easily in an impact than previously anticipated. The importance of these findings is

Confidence Interval Approximation For Treatment Variance In ...

African Journals Online (AJOL)

In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...

Diagonalizing quadratic bosonic operators by non-autonomous flow equations

CERN Document Server

Bach, Volker

2016-01-01

The authors study a non-autonomous, non-linear evolution equation on the space of operators on a complex Hilbert space. They specify assumptions that ensure the global existence of its solutions and allow them to derive its asymptotics at temporal infinity. They demonstrate that these assumptions are optimal in a suitable sense and more general than those used before. The evolution equation derives from the Brocketâe"Wegner flow that was proposed to diagonalize matrices and operators by a strongly continuous unitary flow. In fact, the solution of the non-linear flow equation leads to a diagonalization of Hamiltonian operators in boson quantum field theory which are quadratic in the field.

Solitary wave solutions to nonlinear evolution equations in ...

Indian Academy of Sciences (India)

1Computer Engineering Technique Department, Al-Rafidain University College, Baghdad, ... applied to extract solutions are tan–cot method and functional variable approaches. ... Consider the nonlinear partial differential equation in the form.

Rethinking the evolution of specialization: A model for the evolution of phenotypic heterogeneity.

Science.gov (United States)

Rubin, Ilan N; Doebeli, Michael

2017-12-21

Phenotypic heterogeneity refers to genetically identical individuals that express different phenotypes, even when in the same environment. Traditionally, "bet-hedging" in fluctuating environments is offered as the explanation for the evolution of phenotypic heterogeneity. However, there are an increasing number of examples of microbial populations that display phenotypic heterogeneity in stable environments. Here we present an evolutionary model of phenotypic heterogeneity of microbial metabolism and a resultant theory for the evolution of phenotypic versus genetic specialization. We use two-dimensional adaptive dynamics to track the evolution of the population phenotype distribution of the expression of two metabolic processes with a concave trade-off. Rather than assume a Gaussian phenotype distribution, we use a Beta distribution that is capable of describing genotypes that manifest as individuals with two distinct phenotypes. Doing so, we find that environmental variation is not a necessary condition for the evolution of phenotypic heterogeneity, which can evolve as a form of specialization in a stable environment. There are two competing pressures driving the evolution of specialization: directional selection toward the evolution of phenotypic heterogeneity and disruptive selection toward genetically determined specialists. Because of the lack of a singular point in the two-dimensional adaptive dynamics and the fact that directional selection is a first order process, while disruptive selection is of second order, the evolution of phenotypic heterogeneity dominates and often precludes speciation. We find that branching, and therefore genetic specialization, occurs mainly under two conditions: the presence of a cost to maintaining a high phenotypic variance or when the effect of mutations is large. A cost to high phenotypic variance dampens the strength of selection toward phenotypic heterogeneity and, when sufficiently large, introduces a singular point into

On the propagation of Einstein's equations with quasi-Maxwellian equations of gravity

International Nuclear Information System (INIS)

Novello, M.; Salim, J.M.

1985-01-01

It is proved that an affirmation proposed in a recent paper of Lesche and Som in which they argue about the non equivalence in the use of Weyl conformal tensor instead of the fuel curvature tensor in Bianchi identities regarded as the equation of evolution is wrong. (L.C.) [pt

Adaptive evolution of plastron shape in emydine turtles.

Science.gov (United States)

Angielczyk, Kenneth D; Feldman, Chris R; Miller, Gretchen R

2011-02-01

Morphology reflects ecological pressures, phylogeny, and genetic and biophysical constraints. Disentangling their influence is fundamental to understanding selection and trait evolution. Here, we assess the contributions of function, phylogeny, and habitat to patterns of plastron (ventral shell) shape variation in emydine turtles. We quantify shape variation using geometric morphometrics, and determine the influence of several variables on shape using path analysis. Factors influencing plastron shape variation are similar between emydine turtles and the more inclusive Testudinoidea. We evaluate the fit of various evolutionary models to the shape data to investigate the selective landscape responsible for the observed morphological patterns. The presence of a hinge on the plastron accounts for most morphological variance, but phylogeny and habitat also correlate with shape. The distribution of shape variance across emydine phylogeny is most consistent with an evolutionary model containing two adaptive zones--one for turtles with kinetic plastra, and one for turtles with rigid plastra. Models with more complex adaptive landscapes often fit the data only as well as the null model (purely stochastic evolution). The adaptive landscape of plastron shape in Emydinae may be relatively simple because plastral kinesis imposes overriding mechanical constraints on the evolution of form. © 2010 The Author(s). Evolution© 2010 The Society for the Study of Evolution.

Differential Equations as Actions

DEFF Research Database (Denmark)

Ronkko, Mauno; Ravn, Anders P.

1997-01-01

We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....

Working covariance model selection for generalized estimating equations.

Science.gov (United States)

Carey, Vincent J; Wang, You-Gan

2011-11-20

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice. Copyright © 2011 John Wiley & Sons, Ltd.

Constrained evolution in numerical relativity

Science.gov (United States)

Anderson, Matthew William

The strongest potential source of gravitational radiation for current and future detectors is the merger of binary black holes. Full numerical simulation of such mergers can provide realistic signal predictions and enhance the probability of detection. Numerical simulation of the Einstein equations, however, is fraught with difficulty. Stability even in static test cases of single black holes has proven elusive. Common to unstable simulations is the growth of constraint violations. This work examines the effect of controlling the growth of constraint violations by solving the constraints periodically during a simulation, an approach called constrained evolution. The effects of constrained evolution are contrasted with the results of unconstrained evolution, evolution where the constraints are not solved during the course of a simulation. Two different formulations of the Einstein equations are examined: the standard ADM formulation and the generalized Frittelli-Reula formulation. In most cases constrained evolution vastly improves the stability of a simulation at minimal computational cost when compared with unconstrained evolution. However, in the more demanding test cases examined, constrained evolution fails to produce simulations with long-term stability in spite of producing improvements in simulation lifetime when compared with unconstrained evolution. Constrained evolution is also examined in conjunction with a wide variety of promising numerical techniques, including mesh refinement and overlapping Cartesian and spherical computational grids. Constrained evolution in boosted black hole spacetimes is investigated using overlapping grids. Constrained evolution proves to be central to the host of innovations required in carrying out such intensive simulations.

The improved fractional sub-equation method and its applications to the space–time fractional differential equations in fluid mechanics

International Nuclear Information System (INIS)

Guo, Shimin; Mei, Liquan; Li, Ying; Sun, Youfa

2012-01-01

By introducing a new general ansätz, the improved fractional sub-equation method is proposed to construct analytical solutions of nonlinear evolution equations involving Jumarie's modified Riemann–Liouville derivative. By means of this method, the space–time fractional Whitham–Broer–Kaup and generalized Hirota–Satsuma coupled KdV equations are successfully solved. The obtained results show that the proposed method is quite effective, promising and convenient for solving nonlinear fractional differential equations. -- Highlights: ► We propose a novel method for nonlinear fractional differential equations. ► Two important fractional differential equations in fluid mechanics are solved successfully. ► Some new exact solutions of the fractional differential equations are obtained. ► These solutions will advance the understanding of nonlinear physical phenomena.

Solving nonlinear evolution equation system using two different methods

Science.gov (United States)

Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

2015-12-01

This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

Portfolio optimization with mean-variance model

Science.gov (United States)

Hoe, Lam Weng; Siew, Lam Weng

2016-06-01

Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.

Classification of exact solutions to the generalized Kadomtsev-Petviashvili equation

International Nuclear Information System (INIS)

Pandir, Yusuf; Gurefe, Yusuf; Misirli, Emine

2013-01-01

In this paper, we study the Kadomtsev-Petviashvili equation with generalized evolution and derive some new results using the approach called the trial equation method. The obtained results can be expressed by the soliton solutions, rational function solutions, elliptic function solutions and Jacobi elliptic function solutions. In the discussion, we give a new version of the trial equation method for nonlinear differential equations.

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

International Nuclear Information System (INIS)

Granita; Bahar, A.

2015-01-01

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

Energy Technology Data Exchange (ETDEWEB)

Granita, E-mail: granitafc@gmail.com [Dept. Mathematical Education, State Islamic University of Sultan Syarif Kasim Riau, 28293 Indonesia and Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor (Malaysia); Bahar, A. [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor Malaysia and UTM Center for Industrial and Applied Mathematics (UTM-CIAM) (Malaysia)

2015-03-09

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

From the Hartree dynamics to the Vlasov equation

DEFF Research Database (Denmark)

Benedikter, Niels Patriz; Porta, Marcello; Saffirio, Chiara

2016-01-01

We consider the evolution of quasi-free states describing N fermions in the mean field limit, as governed by the nonlinear Hartree equation. In the limit of large N, we study the convergence towards the classical Vlasov equation. For a class of regular interaction potentials, we establish precise...

On the solution of fractional evolution equations

Energy Technology Data Exchange (ETDEWEB)

Kilbas, Anatoly A [Department of Mathematics and Mechanics, Belarusian State University, 220050 Minsk (Belarus); Pierantozzi, Teresa [Departamento de Matematica Aplicada, Facultad de Informatica, Universidad Complutense, E-28040 Madrid (Spain); Trujillo, Juan J [Departamento de Analisis Matematico, Universidad de la Laguna, 38271 La Laguna-Tenerife (Spain); Vazquez, Luis [Departamento de Matematica Aplicada, Facultad de Informatica, Universidad Complutense, E-28040 Madrid (Spain)

2004-03-05

This paper is devoted to the solution of the bi-fractional differential equation ({sup C}D{sup {alpha}}{sub t}u)(t, x) = {lambda}({sup L}D{sup {beta}}{sub x}u)(t, x) (t>0, -{infinity} 0 and {lambda} {ne} 0, with the initial conditions lim{sub x{yields}}{sub {+-}}{sub {infinity}} u(t,x) = 0 u(0+,x)=g(x). Here ({sup C}D{sup {alpha}}{sub t}u)(t, x) is the partial derivative coinciding with the Caputo fractional derivative for 0 < {alpha} < 1 and with the usual derivative for {alpha} = 1, while ({sup L}D{sup {beta}}{sub x}u)(t, x)) is the Liouville partial fractional derivative ({sup L}D{sup {beta}}{sub t}u)(t, x)) of order {beta} > 0. The Laplace and Fourier transforms are applied to solve the above problem in closed form. The fundamental solution of these problems is established and its moments are calculated. The special case {alpha} = 1/2 and {beta} = 1 is presented, and its application is given to obtain the Dirac-type decomposition for the ordinary diffusion equation.

Generalized equations of gravitational field

International Nuclear Information System (INIS)

Stanyukovich, K.P.; Borisova, L.B.

1985-01-01

Equations for gravitational fields are obtained on the basis of a generalized Lagrangian Z=f(R) (R is the scalar curvature). Such an approach permits to take into account the evolution of a gravitation ''constant''. An expression for the force Fsub(i) versus the field variability is obtained. Conservation laws are formulated differing from the standard ones by the fact that in the right part of new equations the value Fsub(i) is present that goes to zero at an ultimate passage to the standard Einstein theory. An equation of state is derived for cosmological metrics for a particular case, f=bRsup(1+α) (b=const, α=const)

On an improved method for solving evolution equations of higher ...

African Journals Online (AJOL)

In this paper we introduce a new algebraic procedure to compute new classes of solutions of (1+1)-nonlinear partial differential equations (nPDEs) both of physical and technical relevance. The basic assumption is that the unknown solution(s) of the nPDE under consideration satisfy an ordinary differential equation (ODE) of ...

The auxiliary elliptic-like equation and the exp-function method

Indian Academy of Sciences (India)

exact solutions of the nonlinear evolution equations are derived with the aid of auxiliary elliptic-like equation. ... (NEE) have been paid attention by many researchers, especially the investigations of exact solutions for ... elliptic-like equation with the aid of the travelling wave reduction are introduced. The exact solutions of ...

Variance of discharge estimates sampled using acoustic Doppler current profilers from moving boats

Science.gov (United States)

Garcia, Carlos M.; Tarrab, Leticia; Oberg, Kevin; Szupiany, Ricardo; Cantero, Mariano I.

2012-01-01

This paper presents a model for quantifying the random errors (i.e., variance) of acoustic Doppler current profiler (ADCP) discharge measurements from moving boats for different sampling times. The model focuses on the random processes in the sampled flow field and has been developed using statistical methods currently available for uncertainty analysis of velocity time series. Analysis of field data collected using ADCP from moving boats from three natural rivers of varying sizes and flow conditions shows that, even though the estimate of the integral time scale of the actual turbulent flow field is larger than the sampling interval, the integral time scale of the sampled flow field is on the order of the sampling interval. Thus, an equation for computing the variance error in discharge measurements associated with different sampling times, assuming uncorrelated flow fields is appropriate. The approach is used to help define optimal sampling strategies by choosing the exposure time required for ADCPs to accurately measure flow discharge.

Validation of consistency of Mendelian sampling variance.

Science.gov (United States)

Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H

2018-03-01

Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic

New exact solutions to the generalized KdV equation with ...

Indian Academy of Sciences (India)

is reduced to an ordinary differential equation with constant coefficients ... Application to generalized KdV equation with generalized evolution ..... [12] P F Byrd and M D Friedman, Handbook of elliptic integrals for engineers and physicists.

The quark gluon plasma equation of state and the expansion of the early Universe

International Nuclear Information System (INIS)

Sanches, S.M.; Navarra, F.S.; Fogaça, D.A.

2015-01-01

Our knowledge of the equation of state of the quark gluon plasma has been continuously growing due to the experimental results from heavy ion collisions, due to recent astrophysical measurements and also due to the advances in lattice QCD calculations. The new findings about this state may have consequences on the time evolution of the early Universe, which can be estimated by solving the Friedmann equations. The solutions of these equations give the time evolution of the energy density and also of the temperature in the beginning of the Universe. In this work we compute the time evolution of the QGP in the early Universe, comparing several equations of state, some of them based on the MIT bag model (and on its variants) and some of them based on lattice QCD calculations. Among other things, we investigate the effects of a finite baryon chemical potential in the evolution of the early Universe

Spherical symmetry as a test case for unconstrained hyperboloidal evolution

International Nuclear Information System (INIS)

Vañó-Viñuales, Alex; Husa, Sascha; Hilditch, David

2015-01-01

We consider the hyperboloidal initial value problem for the Einstein equations in numerical relativity, motivated by the goal to evolve radiating compact objects such as black hole binaries with a numerical grid that includes null infinity. Unconstrained evolution schemes promise optimal efficiency, but are difficult to regularize at null infinity, where the compactified Einstein equations are formally singular. In this work we treat the spherically symmetric case, which already poses nontrivial problems and constitutes an important first step. We have carried out stable numerical evolutions with the generalized BSSN and Z4 equations coupled to a scalar field. The crucial ingredients have been to find an appropriate evolution equation for the lapse function and to adapt constraint damping terms to handle null infinity. (paper)

Analytic treatment of nonlinear evolution equations using first ...

Indian Academy of Sciences (India)

1. — journal of. July 2012 physics pp. 3–17. Analytic treatment of nonlinear evolution ... Eskisehir Osmangazi University, Art-Science Faculty, Department of Mathematics, ... (2.2) is integrated where integration constants are considered zeros.

Numerical solution of second-order stochastic differential equations with Gaussian random parameters

Directory of Open Access Journals (Sweden)

Rahman Farnoosh

2014-07-01

Full Text Available In this paper, we present the numerical solution of ordinary differential equations (or SDEs, from each orderespecially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysisfor second-order equations in specially case of scalar linear second-order equations (damped harmonicoscillators with additive or multiplicative noises. Making stochastic differential equations system from thisequation, it could be approximated or solved numerically by different numerical methods. In the case oflinear stochastic differential equations system by Computing fundamental matrix of this system, it could becalculated based on the exact solution of this system. Finally, this stochastic equation is solved by numericallymethod like E.M. and Milstein. Also its Asymptotic stability and statistical concepts like expectationand variance of solutions are discussed.

Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

Science.gov (United States)

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.

Quasi-Newton methods for parameter estimation in functional differential equations

Science.gov (United States)

Brewer, Dennis W.

1988-01-01

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

Least-squares variance component estimation

NARCIS (Netherlands)

Teunissen, P.J.G.; Amiri-Simkooei, A.R.

2007-01-01

Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight

Quantum trajectories for time-dependent adiabatic master equations

Science.gov (United States)

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

2018-02-01

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

Solutions and Conservation Laws of a (2+1-Dimensional Boussinesq Equation

Directory of Open Access Journals (Sweden)

Letlhogonolo Daddy Moleleki

2013-01-01

Full Text Available We study a nonlinear evolution partial differential equation, namely, the (2+1-dimensional Boussinesq equation. For the first time Lie symmetry method together with simplest equation method is used to find the exact solutions of the (2+1-dimensional Boussinesq equation. Furthermore, the new conservation theorem due to Ibragimov will be utilized to construct the conservation laws of the (2+1-dimensional Boussinesq equation.

Dihadron fragmentation function and its evolution

International Nuclear Information System (INIS)

Majumder, A.; Wang Xinnian

2004-01-01

Dihadron fragmentation functions and their evolution are studied in the process of e + e - annihilation. Under the collinear factorization approximation and facilitated by the cut-vertex technique, the two hadron inclusive cross section at leading order is shown to factorize into a short distance parton cross section and a long distance dihadron fragmentation function. We provide the definition of such a dihadron fragmentation function in terms of parton matrix elements and derive its Dokshitzer-Gribov-Lipatov-Altarelli-Parisi evolution equation at leading log. The evolution equation for the nonsinglet quark fragmentation function is solved numerically with a simple ansatz for the initial condition and results are presented for cases of physical interest

Imaginary Time Step Method to Solve the Dirac Equation with Nonlocal Potential

International Nuclear Information System (INIS)

Zhang Ying; Liang Haozhao; Meng Jie

2009-01-01

The imaginary time step (ITS) method is applied to solve the Dirac equation with nonlocal potentials in coordinate space. Taking the nucleus 12 C as an example, even with nonlocal potentials, the direct ITS evolution for the Dirac equation still meets the disaster of the Dirac sea. However, following the recipe in our former investigation, the disaster can be avoided by the ITS evolution for the corresponding Schroedinger-like equation without localization, which gives the convergent results exactly the same with those obtained iteratively by the shooting method with localized effective potentials.

Genetic variants influencing phenotypic variance heterogeneity.

Science.gov (United States)

Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa

2018-03-01

Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.

A stochastic model of multiple scattering of charged particles: process, transport equation and solutions

International Nuclear Information System (INIS)

Papiez, L.; Moskvin, V.; Tulovsky, V.

2001-01-01

The process of angular-spatial evolution of multiple scattering of charged particles can be described by a special case of Boltzmann integro-differential equation called Lewis equation. The underlying stochastic process for this evolution is the compound Poisson process on the surface of the unit sphere. The significant portion of events that constitute compound Poisson process that describes multiple scattering have diffusional character. This property allows to analyze the process of angular-spatial evolution of multiple scattering of charged particles as combination of soft and hard collision processes and compute appropriately its transition densities. These computations provide a method of the approximate solution to the Lewis equation. (orig.)

Exact Solutions of Atmospheric (2+1)-Dimensional Nonlinear Incompressible Non-hydrostatic Boussinesq Equations

Science.gov (United States)

Liu, Ping; Wang, Ya-Xiong; Ren, Bo; Li, Jin-Hua

2016-12-01

Exact solutions of the atmospheric (2+1)-dimensional nonlinear incompressible non-hydrostatic Boussinesq (INHB) equations are researched by Combining function expansion and symmetry method. By function expansion, several expansion coefficient equations are derived. Symmetries and similarity solutions are researched in order to obtain exact solutions of the INHB equations. Three types of symmetry reduction equations and similarity solutions for the expansion coefficient equations are proposed. Non-traveling wave solutions for the INHB equations are obtained by symmetries of the expansion coefficient equations. Making traveling wave transformations on expansion coefficient equations, we demonstrate some traveling wave solutions of the INHB equations. The evolutions on the wind velocities, temperature perturbation and pressure perturbation are demonstrated by figures, which demonstrate the periodic evolutions with time and space. Supported by the National Natural Science Foundation of China under Grant Nos. 11305031 and 11305106, and Training Programme Foundation for Outstanding Young Teachers in Higher Education Institutions of Guangdong Province under Grant No. Yq2013205

Kinetic equation solution by inverse kinetic method

International Nuclear Information System (INIS)

Salas, G.

1983-01-01

We propose a computer program (CAMU) which permits to solve the inverse kinetic equation. The CAMU code is written in HPL language for a HP 982 A microcomputer with a peripheral interface HP 9876 A ''thermal graphic printer''. The CAMU code solves the inverse kinetic equation by taking as data entry the output of the ionization chambers and integrating the equation with the help of the Simpson method. With this program we calculate the evolution of the reactivity in time for a given disturbance

Stochastic Evolution Equations Driven by Fractional Noises

Science.gov (United States)

2016-11-28

paper is to establish the weak convergence, in the topology of the Skorohod space, of the ν-symmetric Riemann sums for functionals of the fractional...stochastic heat equation with fractional-colored noise: existence of the solution. ALEA Lat. Am. J. Probab. Math . Stat. 4 (2008), 57–87. [8] P. Carmona, Y...Hu: Strong disorder implies strong localization for directed polymers in a random environment. ALEA Lat. Am. J. Probab. Math . Stat. 2 (2006), 217

The influence of mean climate trends and climate variance on beaver survival and recruitment dynamics.

Science.gov (United States)

Campbell, Ruairidh D; Nouvellet, Pierre; Newman, Chris; Macdonald, David W; Rosell, Frank

2012-09-01

Ecologists are increasingly aware of the importance of environmental variability in natural systems. Climate change is affecting both the mean and the variability in weather and, in particular, the effect of changes in variability is poorly understood. Organisms are subject to selection imposed by both the mean and the range of environmental variation experienced by their ancestors. Changes in the variability in a critical environmental factor may therefore have consequences for vital rates and population dynamics. Here, we examine ≥90-year trends in different components of climate (precipitation mean and coefficient of variation (CV); temperature mean, seasonal amplitude and residual variance) and consider the effects of these components on survival and recruitment in a population of Eurasian beavers (n = 242) over 13 recent years. Within climatic data, no trends in precipitation were detected, but trends in all components of temperature were observed, with mean and residual variance increasing and seasonal amplitude decreasing over time. A higher survival rate was linked (in order of influence based on Akaike weights) to lower precipitation CV (kits, juveniles and dominant adults), lower residual variance of temperature (dominant adults) and lower mean precipitation (kits and juveniles). No significant effects were found on the survival of nondominant adults, although the sample size for this category was low. Greater recruitment was linked (in order of influence) to higher seasonal amplitude of temperature, lower mean precipitation, lower residual variance in temperature and higher precipitation CV. Both climate means and variance, thus proved significant to population dynamics; although, overall, components describing variance were more influential than those describing mean values. That environmental variation proves significant to a generalist, wide-ranging species, at the slow end of the slow-fast continuum of life histories, has broad implications for

A generalized advection dispersion equation

Indian Academy of Sciences (India)

This paper examines a possible effect of uncertainties, variability or heterogeneity of any dynamic system when being included in its evolution rule; the notion is illustrated with the advection dispersion equation, which describes the groundwater pollution model. An uncertain derivative is defined; some properties of.

Pseudodifferential equations over non-Archimedean spaces

CERN Document Server

Zúñiga-Galindo, W A

2016-01-01

Focusing on p-adic and adelic analogues of pseudodifferential equations, this monograph presents a very general theory of parabolic-type equations and their Markov processes motivated by their connection with models of complex hierarchic systems. The Gelfand-Shilov method for constructing fundamental solutions using local zeta functions is developed in a p-adic setting and several particular equations are studied, such as the p-adic analogues of the Klein-Gordon equation. Pseudodifferential equations for complex-valued functions on non-Archimedean local fields are central to contemporary harmonic analysis and mathematical physics and their theory reveals a deep connection with probability and number theory. The results of this book extend and complement the material presented by Vladimirov, Volovich and Zelenov (1994) and Kochubei (2001), which emphasize spectral theory and evolution equations in a single variable, and Albeverio, Khrennikov and Shelkovich (2010), which deals mainly with the theory and applica...

Neuroticism explains unwanted variance in Implicit Association Tests of personality: Possible evidence for an affective valence confound

Directory of Open Access Journals (Sweden)

Monika eFleischhauer

2013-09-01

Full Text Available Meta-analytic data highlight the value of the Implicit Association Test (IAT as an indirect measure of personality. Based on evidence suggesting that confounding factors such as cognitive abilities contribute to the IAT effect, this study provides a first investigation of whether basic personality traits explain unwanted variance in the IAT. In a gender-balanced sample of 204 volunteers, the Big-Five dimensions were assessed via self-report, peer-report, and IAT. By means of structural equation modeling, latent Big-Five personality factors (based on self- and peer-report were estimated and their predictive value for unwanted variance in the IAT was examined. In a first analysis, unwanted variance was defined in the sense of method-specific variance which may result from differences in task demands between the two IAT block conditions and which can be mirrored by the absolute size of the IAT effects. In a second analysis, unwanted variance was examined in a broader sense defined as those systematic variance components in the raw IAT scores that are not explained by the latent implicit personality factors. In contrast to the absolute IAT scores, this also considers biases associated with the direction of IAT effects (i.e., whether they are positive or negative in sign, biases that might result, for example, from the IAT’s stimulus or category features. None of the explicit Big-Five factors was predictive for method-specific variance in the IATs (first analysis. However, when considering unwanted variance that goes beyond pure method-specific variance (second analysis, a substantial effect of neuroticism occurred that may have been driven by the affective valence of IAT attribute categories and the facilitated processing of negative stimuli, typically associated with neuroticism. The findings thus point to the necessity of using attribute category labels and stimuli of similar affective valence in personality IATs to avoid confounding due to

Climate Change and the Arboviruses: Lessons from the Evolution of the Dengue and Yellow Fever Viruses.

Science.gov (United States)

Tabachnick, Walter J

2016-09-29

The impact of anticipated changes in global climate on the arboviruses and the diseases they cause poses a significant challenge for public health. The past evolution of the dengue and yellow fever viruses provides clues about the influence of changes in climate on their future evolution. The evolution of both viruses has been influenced by virus interactions involving the mosquito species and the primate hosts involved in virus transmission, and by their domestic and sylvatic cycles. Information is needed on how viral genes in general influence phenotypic variance for important viral functions. Changes in global climate will alter the interactions of mosquito species with their primate hosts and with the viruses in domestic cycles, and greater attention should be paid to the sylvatic cycles. There is great danger for the evolution of novel viruses, such as new serotypes, that could compromise vaccination programs and jeopardize public health. It is essential to understand (a) both sylvatic and domestic cycles and (b) the role of virus genetic and environmental variances in shaping virus phenotypic variance to more fully assess the impact of global climate change.

New exact solutions of the mBBM equation

International Nuclear Information System (INIS)

Zhang Zhe; Li Desheng

2013-01-01

The enhanced modified simple equation method presented in this article is applied to construct the exact solutions of modified Benjamin-Bona-Mahoney equation. Some new exact solutions are derived by using this method. When some parameters are taken as special values, the solitary wave solutions can be got from the exact solutions. It is shown that the method introduced in this paper has general significance in searching for exact solutions to the nonlinear evolution equations. (authors)

Scalar evolution equations for shear waves in incompressible solids: a simple derivation of the Z, ZK, KZK and KP equations

KAUST Repository

Destrade, M.

2010-12-08

We study the propagation of two-dimensional finite-amplitude shear waves in a nonlinear pre-strained incompressible solid, and derive several asymptotic amplitude equations in a simple, consistent and rigorous manner. The scalar Zabolotskaya (Z) equation is shown to be the asymptotic limit of the equations of motion for all elastic generalized neo-Hookean solids (with strain energy depending only on the first principal invariant of Cauchy-Green strain). However, we show that the Z equation cannot be a scalar equation for the propagation of two-dimensional shear waves in general elastic materials (with strain energy depending on the first and second principal invariants of strain). Then, we introduce dispersive and dissipative terms to deduce the scalar Kadomtsev-Petviashvili (KP), Zabolotskaya-Khokhlov (ZK) and Khokhlov- Zabolotskaya-Kuznetsov (KZK) equations of incompressible solid mechanics. © 2010 The Royal Society.

Scalar evolution equations for shear waves in incompressible solids: a simple derivation of the Z, ZK, KZK and KP equations

KAUST Repository

Destrade, M.; Goriely, A.; Saccomandi, G.

2010-01-01

We study the propagation of two-dimensional finite-amplitude shear waves in a nonlinear pre-strained incompressible solid, and derive several asymptotic amplitude equations in a simple, consistent and rigorous manner. The scalar Zabolotskaya (Z) equation is shown to be the asymptotic limit of the equations of motion for all elastic generalized neo-Hookean solids (with strain energy depending only on the first principal invariant of Cauchy-Green strain). However, we show that the Z equation cannot be a scalar equation for the propagation of two-dimensional shear waves in general elastic materials (with strain energy depending on the first and second principal invariants of strain). Then, we introduce dispersive and dissipative terms to deduce the scalar Kadomtsev-Petviashvili (KP), Zabolotskaya-Khokhlov (ZK) and Khokhlov- Zabolotskaya-Kuznetsov (KZK) equations of incompressible solid mechanics. © 2010 The Royal Society.

Speed Variance and Its Influence on Accidents.

Science.gov (United States)

Garber, Nicholas J.; Gadirau, Ravi

A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…

Evolution of complex dynamics

Science.gov (United States)

Wilds, Roy; Kauffman, Stuart A.; Glass, Leon

2008-09-01

We study the evolution of complex dynamics in a model of a genetic regulatory network. The fitness is associated with the topological entropy in a class of piecewise linear equations, and the mutations are associated with changes in the logical structure of the network. We compare hill climbing evolution, in which only mutations that increase the fitness are allowed, with neutral evolution, in which mutations that leave the fitness unchanged are allowed. The simple structure of the fitness landscape enables us to estimate analytically the rates of hill climbing and neutral evolution. In this model, allowing neutral mutations accelerates the rate of evolutionary advancement for low mutation frequencies. These results are applicable to evolution in natural and technological systems.

Perfect fluid cosmological Universes: One equation of state and the ...

Indian Academy of Sciences (India)

Anadijiban Das

2018-01-04

Jan 4, 2018 ... equation of state, one may calculate the geometric vari- ables, such as the ... connected by any analytic function ψ, the evolutions equations, mainly ... [3] J E Marsden and A J Tromba, Vector calculus, 3rd edn. (W. H. Freeman ...

Scalar evolution equations for shear waves in incompressible solids: a simple derivation of the Z, ZK, KZK and KP equations

OpenAIRE

Destrade, Michel; Goriely, Alain; Saccomandi, Giuseppe

2011-01-01

We study the propagation of two-dimensional finite-amplitude shear waves in a nonlinear pre-strained incompressible solid, and derive several asymptotic amplitude equations in a simple, consistent, and rigorous manner. The scalar Zabolotskaya (Z) equation is shown to be the asymptotic limit of the equations of motion for all elastic generalized neo-Hookean solids (with strain energy depending only on the first principal invariant of Cauchy-Green strain). However, we show that the Z equation c...

A Dynamic BI–Orthogonal Field Equation Approach to Efficient Bayesian Inversion

Directory of Open Access Journals (Sweden)

Tagade Piyush M.

2017-06-01

Full Text Available This paper proposes a novel computationally efficient stochastic spectral projection based approach to Bayesian inversion of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on the decomposition of the solution into its mean and a random field using a generic Karhunen-Loève expansion. The random field is represented as a convolution of separable Hilbert spaces in stochastic and spatial dimensions that are spectrally represented using respective orthogonal bases. In particular, the present paper investigates generalized polynomial chaos bases for the stochastic dimension and eigenfunction bases for the spatial dimension. Dynamic orthogonality is used to derive closed-form equations for the time evolution of mean, spatial and the stochastic fields. The resultant system of equations consists of a partial differential equation (PDE that defines the dynamic evolution of the mean, a set of PDEs to define the time evolution of eigenfunction bases, while a set of ordinary differential equations (ODEs define dynamics of the stochastic field. This system of dynamic evolution equations efficiently propagates the prior parametric uncertainty to the system response. The resulting bi-orthogonal expansion of the system response is used to reformulate the Bayesian inference for efficient exploration of the posterior distribution. The efficacy of the proposed method is investigated for calibration of a 2D transient diffusion simulator with an uncertain source location and diffusivity. The computational efficiency of the method is demonstrated against a Monte Carlo method and a generalized polynomial chaos approach.

A New Method for Constructing Travelling Wave Solutions to the modified Benjamin–Bona–Mahoney Equation

International Nuclear Information System (INIS)

Jun-Mao, Wang; Miao, Zhang; Wen-Liang, Zhang; Rui, Zhang; Jia-Hua, Han

2008-01-01

We present a new method to find the exact travelling wave solutions of nonlinear evolution equations, with the aid of the symbolic computation. Based on this method, we successfully solve the modified Benjamin–Bona–Mahoney equation, and obtain some new solutions which can be expressed by trigonometric functions and hyperbolic functions. It is shown that the proposed method is direct, effective and can be used for many other nonlinear evolution equations in mathematical physics. (general)

Volatility and variance swaps : A comparison of quantitative models to calculate the fair volatility and variance strike

OpenAIRE

Röring, Johan

2017-01-01

Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...

Local variances in biomonitoring

International Nuclear Information System (INIS)

Wolterbeek, H.T.

1999-01-01

The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)

Changes of the calculation equation for σMUF

International Nuclear Information System (INIS)

Yoshida, Hideki; Niiyama, Toshitaka; Sonobe, Kentaro

2002-01-01

The error variance (σ MUF 2 ) of the material accountancy for the material balance is used for evaluating the MUF of the conventional material accountancy and the near real time material accountancy (NRTA). The σ MUF 2 calculated by the error propagation using the material accounting data and the measurement error. The error propagation equation of σ MUF 2 written on the text of 'The statistical concepts and technique for IAEA safeguards (IAEA/SG/SCT5)'. There are some assumptions in order to simplify the equation. These assumptions are available in the assessment of the facility design. However when the σ MUF 2 of the actual MUF is calculated, it is necessary to drop some assumptions and modify the adapted equation. Furthermore, because the material balance is more frequently taken for NRTA, the inventory of all times cannot be always re-measured at each time. To be solved the matter, the error propagation equation has to be modified. For a reprocessing plant which has material in solution, the equation has been improved to obtain more exact equation. In this paper we present the changes of the error propagation for σ MUF 2 and explain the features. (author)

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

Science.gov (United States)

Ding, A Adam; Wu, Hulin

2014-10-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

The evolution of tensor polarization

International Nuclear Information System (INIS)

Huang, H.; Lee, S.Y.; Ratner, L.

1993-01-01

By using the equation of motion for the vector polarization, the spin transfer matrix for spin tensor polarization, the spin transfer matrix for spin tensor polarization is derived. The evolution equation for the tensor polarization is studied in the presence of an isolate spin resonance and in the presence of a spin rotor, or snake

Three-scale expansion of the solution of MHD and Reynolds equations for tokamak

International Nuclear Information System (INIS)

Maslov, V.P.; Omel'yanov, G.A.

1994-01-01

An asymptotic solution of the magnetohydrodynamic equations is constructed. The three scales asymptotic solution describes the non-linear evolution of small, rapidly varying perturbations of equilibrium. It is shown, that an anisotropic coherent structure appears in the linear nonstability situation, and the structures evolution directs to energy interaction between high-frequency and low-frequency waves. The closed system of MHD Reynolds equations for anisotropic structure is derived

Evolution of magnetic field and atmospheric response. I - Three-dimensional formulation by the method of projected characteristics. II - Formulation of proper boundary equations. [stellar magnetohydrodynamics

Science.gov (United States)

Nakagawa, Y.

1981-01-01

The method described as the method of nearcharacteristics by Nakagawa (1980) is renamed the method of projected characteristics. Making full use of properties of the projected characteristics, a new and simpler formulation is developed. As a result, the formulation for the examination of the general three-dimensional problems is presented. It is noted that since in practice numerical solutions must be obtained, the final formulation is given in the form of difference equations. The possibility of including effects of viscous and ohmic dissipations in the formulation is considered, and the physical interpretation is discussed. A systematic manner is then presented for deriving physically self-consistent, time-dependent boundary equations for MHD initial boundary problems. It is demonstrated that the full use of the compatibility equations (differential equations relating variations at two spatial locations and times) is required in determining the time-dependent boundary conditions. In order to provide a clear physical picture as an example, the evolution of axisymmetric global magnetic field by photospheric differential rotation is considered.

Solutions of the KPI equation with smooth initial data

Science.gov (United States)

Boiti, M.; Pempinelli, F.; Pogrebkov, A.

1994-06-01

The solution $u(t,x,y)$ of the Kadomtsev--Petviashvili I (KPI) equation with given initial data $u(0,x,y)$ belonging to the Schwartz space is considered. No additional special constraints, usually considered in literature, as $\\int\\!dx\\,u(0,x,y)=0$ are required to be satisfied by the initial data. The problem is completely solved in the framework of the spectral transform theory and it is shown that $u(t,x,y)$ satisfies a special evolution version of the KPI equation and that, in general, $\\partial_t u(t,x,y)$ has different left and right limits at the initial time $t=0$. The conditions of the type $\\int\\!dx\\,u(t,x,y)=0$, $\\int\\!dx\\,xu_y(t,x,y)=0$ and so on (first, second, etc. `constraints') are dynamically generated by the evolution equation for $t\

The Gaussian cell two-point 'energy-like' equation : application to large-scale galaxy redshift and peculiar motion surveys

NARCIS (Netherlands)

Zaroubi, S; Branchini, E

2005-01-01

We introduce a simple linear equation relating the line-of-sight peculiar-velocity and density contrast correlation functions. The relation, which we call the Gaussian cell two-point 'energy-like' equation, is valid at the distant-observer limit and requires Gaussian smoothed fields. In the variance

Constraint propagation of C2-adjusted formulation: Another recipe for robust ADM evolution system

International Nuclear Information System (INIS)

Tsuchiya, Takuya; Yoneda, Gen; Shinkai, Hisa-aki

2011-01-01

With a purpose of constructing a robust evolution system against numerical instability for integrating the Einstein equations, we propose a new formulation by adjusting the ADM evolution equations with constraints. We apply an adjusting method proposed by Fiske (2004) which uses the norm of the constraints, C 2 . One of the advantages of this method is that the effective signature of adjusted terms (Lagrange multipliers) for constraint-damping evolution is predetermined. We demonstrate this fact by showing the eigenvalues of constraint propagation equations. We also perform numerical tests of this adjusted evolution system using polarized Gowdy-wave propagation, which show robust evolutions against the violation of the constraints than that of the standard ADM formulation.

Equation-Free Analysis of Macroscopic Behavior in Traffic and Pedestrian Flow

DEFF Research Database (Denmark)

Marschler, Christian; Sieber, Jan; Hjorth, Poul G.

2014-01-01

Equation-free methods make possible an analysis of the evolution of a few coarse-grained or macroscopic quantities for a detailed and realistic model with a large number of fine-grained or microscopic variables, even though no equations are explicitly given on the macroscopic level. This will fac......Equation-free methods make possible an analysis of the evolution of a few coarse-grained or macroscopic quantities for a detailed and realistic model with a large number of fine-grained or microscopic variables, even though no equations are explicitly given on the macroscopic level....... This will facilitate a study of how the model behavior depends on parameter values including an understanding of transitions between different types of qualitative behavior. These methods are introduced and explained for traffic jam formation and emergence of oscillatory pedestrian counter flow in a corridor...

Hilbert space methods in partial differential equations

CERN Document Server

Showalter, Ralph E

1994-01-01

This graduate-level text opens with an elementary presentation of Hilbert space theory sufficient for understanding the rest of the book. Additional topics include boundary value problems, evolution equations, optimization, and approximation.1979 edition.

Evolution of the cosmological horizons in a concordance universe

Energy Technology Data Exchange (ETDEWEB)

Margalef-Bentabol, Berta; Cepa, Jordi [Departamento de Astrofísica, Universidad de la Laguna, E-38205 La Laguna, Tenerife (Spain); Margalef-Bentabol, Juan, E-mail: bmb@cca.iac.es, E-mail: juanmargalef@estumail.ucm.es, E-mail: jcn@iac.es [Facultad de Ciencias Matemáticas, Universidad Complutense de Madrid, Madrid (Spain)

2012-12-01

The particle and event horizons are widely known and studied concepts, but the study of their properties, in particular their evolution, have only been done so far considering a single state equation in a decelerating universe. This paper is the first of two where we study this problem from a general point of view. Specifically, this paper is devoted to the study of the evolution of these cosmological horizons in an accelerated universe with two state equations, cosmological constant and dust. We have obtained simple expressions in terms of their respective recession velocities that generalize the previous results for one state equation only. With the equations of state considered, it is proved that both velocities remain always positive.

Embedded solitons in the third-order nonlinear Schroedinger equation

International Nuclear Information System (INIS)

Pal, Debabrata; Ali, Sk Golam; Talukdar, B

2008-01-01

We work with a sech trial function with space-dependent soliton parameters and envisage a variational study for the nonlinear Schoedinger (NLS) equation in the presence of third-order dispersion. We demonstrate that the variational equations for pulse evolution in this NLS equation provide a natural basis to derive a potential model which can account for the existence of a continuous family of embedded solitons supported by the third-order NLS equation. Each member of the family is parameterized by the propagation velocity and co-efficient of the third-order dispersion

Dynamic Mean-Variance Asset Allocation

OpenAIRE

Basak, Suleyman; Chabakauri, Georgy

2009-01-01

Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...

A kinetic equation for irreversible aggregation

International Nuclear Information System (INIS)

Zanette, D.H.

1990-09-01

We introduce a kinetic equation for describing irreversible aggregation in the ballistic regime, including velocity distributions. The associated evolution for the macroscopic quantities is studied, and the general solution for Maxwell interaction models is obtained in the Fourier representation. (author). 23 refs

The Variance Composition of Firm Growth Rates

Directory of Open Access Journals (Sweden)

Luiz Artur Ledur Brito

2009-04-01

Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.

Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear ordinary differential equations

Institute of Scientific and Technical Information of China (English)

WANG; Shunjin; ZHANG; Hua

2006-01-01

The problem of preserving fidelity in numerical computation of nonlinear ordinary differential equations is studied in terms of preserving local differential structure and approximating global integration structure of the dynamical system.The ordinary differential equations are lifted to the corresponding partial differential equations in the framework of algebraic dynamics,and a new algorithm-algebraic dynamics algorithm is proposed based on the exact analytical solutions of the ordinary differential equations by the algebraic dynamics method.In the new algorithm,the time evolution of the ordinary differential system is described locally by the time translation operator and globally by the time evolution operator.The exact analytical piece-like solution of the ordinary differential equations is expressd in terms of Taylor series with a local convergent radius,and its finite order truncation leads to the new numerical algorithm with a controllable precision better than Runge Kutta Algorithm and Symplectic Geometric Algorithm.

A simple model for binary star evolution

International Nuclear Information System (INIS)

Whyte, C.A.; Eggleton, P.P.

1985-01-01

A simple model for calculating the evolution of binary stars is presented. Detailed stellar evolution calculations of stars undergoing mass and energy transfer at various rates are reported and used to identify the dominant physical processes which determine the type of evolution. These detailed calculations are used to calibrate the simple model and a comparison of calculations using the detailed stellar evolution equations and the simple model is made. Results of the evolution of a few binary systems are reported and compared with previously published calculations using normal stellar evolution programs. (author)

Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee

OpenAIRE

Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P

2007-01-01

Abstract Background The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of ...

Variance of the number of tumors in a model for the induction of osteosarcoma by alpha radiation

International Nuclear Information System (INIS)

Groer, P.G.; Marshall, J.H.

1976-01-01

An earlier report on a model for the induction of osteosarcoma by alpha radiation gave differential equations for the mean numbers of normal, transformed, and malignant cells. In this report we show that for a constant dose rate the variance of the number of cells at each stage and time is equal to the corresponding mean, so the numbers of tumors predicted by the model have a Poisson distribution about their mean values

Estimating the encounter rate variance in distance sampling

Science.gov (United States)

Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.

2009-01-01

The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.

Chaotic evolution of arms races

Science.gov (United States)

Tomochi, Masaki; Kono, Mitsuo

1998-12-01

A new set of model equations is proposed to describe the evolution of the arms race, by extending Richardson's model with special emphases that (1) power dependent defensive reaction or historical enmity could be a motive force to promote armaments, (2) a deterrent would suppress the growth of armaments, and (3) the defense reaction of one nation against the other nation depends nonlinearly on the difference in armaments between two. The set of equations is numerically solved to exhibit stationary, periodic, and chaotic behavior depending on the combinations of parameters involved. The chaotic evolution is realized when the economic situation of each country involved in the arms race is quite different, which is often observed in the real world.

Cnoidal waves governed by the Kudryashov–Sinelshchikov equation

International Nuclear Information System (INIS)

Randrüüt, Merle; Braun, Manfred

2013-01-01

The evolution equation for waves propagating in a mixture of liquid and gas bubbles as proposed by Kudryashov and Sinelshchikov allows, in a special case, the propagation of solitary waves of the sech 2 type. It is shown that these waves represent the solitary limit separating two families of periodic waves. One of them consists of the same cnoidal waves that are solutions of the Korteweg–de Vries equation, while the other one does not have a corresponding counterpart. It is pointed out how the ordinary differential equations governing traveling-wave solutions of the Kudryashov–Sinelshchikov and the Korteweg–de Vries equations are related to each other.

Cnoidal waves governed by the Kudryashov–Sinelshchikov equation

Energy Technology Data Exchange (ETDEWEB)

Randrüüt, Merle, E-mail: merler@cens.ioc.ee [Tallinn University of Technology, Faculty of Mechanical Engineering, Department of Mechatronics, Ehitajate tee 5, 19086 Tallinn (Estonia); Braun, Manfred [University of Duisburg–Essen, Chair of Mechanics and Robotics, Lotharstraße 1, 47057 Duisburg (Germany)

2013-10-30

The evolution equation for waves propagating in a mixture of liquid and gas bubbles as proposed by Kudryashov and Sinelshchikov allows, in a special case, the propagation of solitary waves of the sech{sup 2} type. It is shown that these waves represent the solitary limit separating two families of periodic waves. One of them consists of the same cnoidal waves that are solutions of the Korteweg–de Vries equation, while the other one does not have a corresponding counterpart. It is pointed out how the ordinary differential equations governing traveling-wave solutions of the Kudryashov–Sinelshchikov and the Korteweg–de Vries equations are related to each other.

The genetic variance but not the genetic covariance of life-history traits changes towards the north in a time-constrained insect.

Science.gov (United States)

Sniegula, Szymon; Golab, Maria J; Drobniak, Szymon M; Johansson, Frank

2018-03-22

Seasonal time constraints are usually stronger at higher than lower latitudes and can exert strong selection on life-history traits and the correlations among these traits. To predict the response of life-history traits to environmental change along a latitudinal gradient, information must be obtained about genetic variance in traits and also genetic correlation between traits, that is the genetic variance-covariance matrix, G. Here, we estimated G for key life-history traits in an obligate univoltine damselfly that faces seasonal time constraints. We exposed populations to simulated native temperatures and photoperiods and common garden environmental conditions in a laboratory set-up. Despite differences in genetic variance in these traits between populations (lower variance at northern latitudes), there was no evidence for latitude-specific covariance of the life-history traits. At simulated native conditions, all populations showed strong genetic and phenotypic correlations between traits that shaped growth and development. The variance-covariance matrix changed considerably when populations were exposed to common garden conditions compared with the simulated natural conditions, showing the importance of environmentally induced changes in multivariate genetic structure. Our results highlight the importance of estimating variance-covariance matrixes in environments that mimic selection pressures and not only trait variances or mean trait values in common garden conditions for understanding the trait evolution across populations and environments. © 2018 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2018 European Society For Evolutionary Biology.

Cosmological Perturbation Theory Using the Schrödinger Equation

Science.gov (United States)

Szapudi, István; Kaiser, Nick

2003-01-01

We introduce the theory of nonlinear cosmological perturbations using the correspondence limit of the Schrödinger equation. The resulting formalism is equivalent to using the collisionless Boltzmann (or Vlasov) equations, which remain valid during the whole evolution, even after shell crossing. Other formulations of perturbation theory explicitly break down at shell crossing, e.g., Eulerean perturbation theory, which describes gravitational collapse in the fluid limit. This Letter lays the groundwork by introducing the new formalism, calculating the perturbation theory kernels that form the basis of all subsequent calculations. We also establish the connection with conventional perturbation theories, by showing that third-order tree-level results, such as bispectrum, skewness, cumulant correlators, and three-point function, are exactly reproduced in the appropriate expansion of our results. We explicitly show that cumulants up to N=5 predicted by Eulerian perturbation theory for the dark matter field δ are exactly recovered in the corresponding limit. A logarithmic mapping of the field naturally arises in the Schrödinger context, which means that tree-level perturbation theory translates into (possibly incomplete) loop corrections for the conventional perturbation theory. We show that the first loop correction for the variance is σ2=σ2L+(-1.14- n)σ4L for a field with spectral index n. This yields 1.86 and 0.86 for n=-3 and -2, respectively, to be compared with the exact loop order corrections 1.82 and 0.88. Thus, our tree-level theory recovers the dominant part of first-order loop corrections of the conventional theory, while including (partial) loop corrections to infinite order in terms of δ.

A note on the three dimensional sine--Gordon equation

OpenAIRE

Shariati, Ahmad

1996-01-01

Using a simple ansatz for the solutions of the three dimensional generalization of the sine--Gordon and Toda model introduced by Konopelchenko and Rogers, a class of solutions is found by elementary methods. It is also shown that these equations are not evolution equations in the sense that solution to the initial value problem is not unique.

A nonlinear wave equation in nonadiabatic flame propagation

International Nuclear Information System (INIS)

Booty, M.R.; Matalon, M.; Matkowsky, B.J.

1988-01-01

The authors derive a nonlinear wave equation from the diffusional thermal model of gaseous combustion to describe the evolution of a flame front. The equation arises as a long wave theory, for values of the volumeric heat loss in a neighborhood of the extinction point (beyond which planar uniformly propagating flames cease to exist), and for Lewis numbers near the critical value beyond which uniformly propagating planar flames lose stability via a degenerate Hopf bifurcation. Analysis of the equation suggests the possibility of a singularity developing in finite time

The Distribution of the Sample Minimum-Variance Frontier

OpenAIRE

Raymond Kan; Daniel R. Smith

2008-01-01

In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...

Boundary Control of Linear Evolution PDEs - Continuous and Discrete

DEFF Research Database (Denmark)

Rasmussen, Jan Marthedal

2004-01-01

Consider a partial di erential equation (PDE) of evolution type, such as the wave equation or the heat equation. Assume now that you can influence the behavior of the solution by setting the boundary conditions as you please. This is boundary control in a broad sense. A substantial amount...... of literature exists in the area of theoretical results concerning control of partial differential equations. The results have included existence and uniqueness of controls, minimum time requirements, regularity of domains, and many others. Another huge research field is that of control theory for ordinary di...... erential equations. This field has mostly concerned engineers and others with practical applications in mind. This thesis makes an attempt to bridge the two research areas. More specifically, we make finite dimensional approximations to certain evolution PDEs, and analyze how properties of the discrete...

Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans

Science.gov (United States)

Raju, C.; Vidya, R.

2016-06-01

In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.

Whitham modulation theory for (2  +  1)-dimensional equations of Kadomtsev–Petviashvili type

Science.gov (United States)

Ablowitz, Mark J.; Biondini, Gino; Rumanov, Igor

2018-05-01

Whitham modulation theory for certain two-dimensional evolution equations of Kadomtsev–Petviashvili (KP) type is presented. Three specific examples are considered in detail: the KP equation, the two-dimensional Benjamin–Ono (2DBO) equation and a modified KP (m2KP) equation. A unified derivation is also provided. In the case of the m2KP equation, the corresponding Whitham modulation system exhibits features different from the other two. The approach presented here does not require integrability of the original evolution equation. Indeed, while the KP equation is known to be a completely integrable equation, the 2DBO equation and the m2KP equation are not known to be integrable. In each of the cases considered, the Whitham modulation system obtained consists of five first-order quasilinear partial differential equations. The Riemann problem (i.e. the analogue of the Gurevich–Pitaevskii problem) for the one-dimensional reduction of the m2KP equation is studied. For the m2KP equation, the system of modulation equations is used to analyze the linear stability of traveling wave solutions.

A Hamiltonian structure for the linearized Einstein vacuum field equations

International Nuclear Information System (INIS)

Torres del Castillo, G.F.

1991-01-01

By considering the Einstein vacuum field equations linearized about the Minkowski metric, the evolution equations for the gauge-invariant quantities characterizing the gravitational field are written in a Hamiltonian form. A Poisson bracket between functionals of the field, compatible with the constraints satisfied by the field variables, is obtained (Author)

New lumps of Veselov-Novikov integrable nonlinear equation and new exact rational potentials of two-dimensional stationary Schroedinger equation via ∂-macron-dressing method

International Nuclear Information System (INIS)

Dubrovsky, V.G.; Formusatik, I.B.

2003-01-01

The scheme for calculating via Zakharov-Manakov ∂-macron-dressing method of new rational solutions with constant asymptotic values at infinity of the famous two-dimensional Veselov-Novikov (VN) integrable nonlinear evolution equation and new exact rational potentials of two-dimensional stationary Schroedinger (2DSchr) equation with multiple pole wave functions is developed. As examples new lumps of VN nonlinear equation and new exact rational potentials of 2DSchr equation with multiple pole of order two wave functions are calculated. Among the constructed rational solutions are as nonsingular and also singular

Small-χ singlet structure functions from the nonlinear GLR equation

International Nuclear Information System (INIS)

Kim, V.T.; Ryskin, M.G.

1991-06-01

The effect of absorptive corrections in the nonlinear GLR evolution equation is considered. A simple method how to estimate the corrections numerically is described. In the case of the parametrization based on semihard hadron phenomenology developed earlier a visible difference between linear and nonlinear evolution is expected at HERA energies. (orig.)

The interpersonal problems of the socially avoidant: self and peer shared variance.

Science.gov (United States)

Rodebaugh, Thomas L; Gianoli, Mayumi Okada; Turkheimer, Eric; Oltmanns, Thomas F

2010-05-01

We demonstrate a means of conservatively combining self and peer data regarding personality pathology and interpersonal behavior through structural equation modeling, focusing on avoidant personality disorder traits as well as those of two comparison personality disorders (dependent and narcissistic). Assessment of the relationship between personality disorder traits and interpersonal problems based on either self or peer data alone would result in counterintuitive findings regarding avoidant personality disorder. In contrast, analysis of the variance shared between self and peer leads to results that are more in keeping with hypothetical relationships between avoidant traits and interpersonal problems. Similar results were found for both dependent personality disorder traits and narcissistic personality disorder traits, exceeding our expectations for this method.

Executive functions cannot be distinguished from general intelligence: Two variations on a single theme within a symphony of latent variance

Directory of Open Access Journals (Sweden)

Donald R Royall

2014-10-01

Full Text Available The empirical foundation of executive control function (ECF remains controversial. We have employed structural equation models (SEM to explicitly distinguish domain-specific variance in ECF performance from memory (MEM and shared cognitive performance variance, i.e., Spearman’s g. ECF does not survive adjustment for both MEM and g in a well fitting model of data obtained from non-demented older persons (N = 193. Instead, the variance in putative ECF measures is attributable only to g, and related to functional status only through a fraction of that construct (i.e., dECF. dECF is a homolog of the latent variable δ, which we have previously associated specifically with the Default Mode Network (DMN. These findings undermine the validity of ECF and its putative association with the frontal lobe. ECF may have no existence independent of general intelligence, and no functionally salient association with the frontal lobe outside of that structure’s contribution to the DMN.

Discrete and continuous time dynamic mean-variance analysis

OpenAIRE

Reiss, Ariane

1999-01-01

Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

A generalized Zakharov-Shabat equation with finite-band solutions and a soliton-equation hierarchy with an arbitrary parameter

International Nuclear Information System (INIS)

Zhang Yufeng; Tam, Honwah; Feng Binlu

2011-01-01

Highlights: → A generalized Zakharov-Shabat equation is obtained. → The generalized AKNS vector fields are established. → The finite-band solution of the g-ZS equation is obtained. → By using a Lie algebra presented in the paper, a new soliton hierarchy with an arbitrary parameter is worked out. - Abstract: In this paper, a generalized Zakharov-Shabat equation (g-ZS equation), which is an isospectral problem, is introduced by using a loop algebra G ∼ . From the stationary zero curvature equation we define the Lenard gradients {g j } and the corresponding generalized AKNS (g-AKNS) vector fields {X j } and X k flows. Employing the nonlinearization method, we obtain the generalized Zhakharov-Shabat Bargmann (g-ZS-B) system and prove that it is Liouville integrable by introducing elliptic coordinates and evolution equations. The explicit relations of the X k flows and the polynomial integrals {H k } are established. Finally, we obtain the finite-band solutions of the g-ZS equation via the Abel-Jacobian coordinates. In addition, a soliton hierarchy and its Hamiltonian structure with an arbitrary parameter k are derived.

Nonlinear Epigenetic Variance: Review and Simulations

Science.gov (United States)

Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.

2010-01-01

We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…

Transforming parts of a differential equations system to difference equations as a method for run-time savings in NONMEM.

Science.gov (United States)

Petersson, K J F; Friberg, L E; Karlsson, M O

2010-10-01

Computer models of biological systems grow more complex as computing power increase. Often these models are defined as differential equations and no analytical solutions exist. Numerical integration is used to approximate the solution; this can be computationally intensive, time consuming and be a large proportion of the total computer runtime. The performance of different integration methods depend on the mathematical properties of the differential equations system at hand. In this paper we investigate the possibility of runtime gains by calculating parts of or the whole differential equations system at given time intervals, outside of the differential equations solver. This approach was tested on nine models defined as differential equations with the goal to reduce runtime while maintaining model fit, based on the objective function value. The software used was NONMEM. In four models the computational runtime was successfully reduced (by 59-96%). The differences in parameter estimates, compared to using only the differential equations solver were less than 12% for all fixed effects parameters. For the variance parameters, estimates were within 10% for the majority of the parameters. Population and individual predictions were similar and the differences in OFV were between 1 and -14 units. When computational runtime seriously affects the usefulness of a model we suggest evaluating this approach for repetitive elements of model building and evaluation such as covariate inclusions or bootstraps.

The relationship among the solutions of two auxiliary ordinary differential equations

International Nuclear Information System (INIS)

Liu Xiaoping; Liu Chunping

2009-01-01

In a recent article [Phys. Lett. A 356 (2006) 124], Sirendaoreji extended their auxiliary equation method by introducing a new auxiliary ordinary differential equation (NAODE) and its 14 solutions. Then the author studied some nonlinear evolution equations (NLEEs) and got more exact travelling wave solutions. In this paper, we will show that the 14 solutions of the NAODE are actually the same as the solutions obtained by original auxiliary equation method, and they are only different in the form.

Solution of the chemical master equation by radial basis functions approximation with interface tracking

NARCIS (Netherlands)

Kryven, I.; Röblitz, S; Schütte, C.

2015-01-01

Background: The chemical master equation is the fundamental equation of stochastic chemical kinetics. This differential-difference equation describes temporal evolution of the probability density function for states of a chemical system. A state of the system, usually encoded as a vector, represents

Revision: Variance Inflation in Regression

Directory of Open Access Journals (Sweden)

D. R. Jensen

2013-01-01

the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.

The Approach to Equilibrium: Detailed Balance and the Master Equation

Science.gov (United States)

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

2011-01-01

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

Variance estimation for generalized Cavalieri estimators

OpenAIRE

Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen

2011-01-01

The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.

Influence of Family Structure on Variance Decomposition

DEFF Research Database (Denmark)

Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter

Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...

New exact solutions of the Tzitzéica-type equations in non-linear optics using the expa function method

Science.gov (United States)

Hosseini, K.; Ayati, Z.; Ansari, R.

2018-04-01

One specific class of non-linear evolution equations, known as the Tzitzéica-type equations, has received great attention from a group of researchers involved in non-linear science. In this article, new exact solutions of the Tzitzéica-type equations arising in non-linear optics, including the Tzitzéica, Dodd-Bullough-Mikhailov and Tzitzéica-Dodd-Bullough equations, are obtained using the expa function method. The integration technique actually suggests a useful and reliable method to extract new exact solutions of a wide range of non-linear evolution equations.

Multiperiod Mean-Variance Portfolio Optimization via Market Cloning

International Nuclear Information System (INIS)

Ankirchner, Stefan; Dermoune, Azzouz

2011-01-01

The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.

Multiperiod Mean-Variance Portfolio Optimization via Market Cloning

Energy Technology Data Exchange (ETDEWEB)

Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)

2011-08-15

The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.

Robust Sequential Covariance Intersection Fusion Kalman Filtering over Multi-agent Sensor Networks with Measurement Delays and Uncertain Noise Variances

Institute of Scientific and Technical Information of China (English)

QI Wen-Juan; ZHANG Peng; DENG Zi-Li

2014-01-01

This paper deals with the problem of designing robust sequential covariance intersection (SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance (ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.

The reality and importance of founder speciation in evolution.

Science.gov (United States)

Templeton, Alan R

2008-05-01

A founder event occurs when a new population is established from a small number of individuals drawn from a large ancestral population. Mayr proposed that genetic drift in an isolated founder population could alter the selective forces in an epistatic system, an observation supported by recent studies. Carson argued that a period of relaxed selection could occur when a founder population is in an open ecological niche, allowing rapid population growth after the founder event. Selectable genetic variation can actually increase during this founder-flush phase due to recombination, enhanced survival of advantageous mutations, and the conversion of non-additive genetic variance into additive variance in an epistatic system, another empirically confirmed prediction. Templeton combined the theories of Mayr and Carson with population genetic models to predict the conditions under which founder events can contribute to speciation, and these predictions are strongly confirmed by the empirical literature. Much of the criticism of founder speciation is based upon equating founder speciation to an adaptive peak shift opposed by selection. However, Mayr, Carson and Templeton all modeled a positive interaction of selection and drift, and Templeton showed that founder speciation is incompatible with peak-shift conditions. Although rare, founder speciation can have a disproportionate importance in adaptive innovation and radiation, and examples are given to show that "rare" does not mean "unimportant" in evolution. Founder speciation also interacts with other speciation mechanisms such that a speciation event is not a one-dimensional process due to either selection alone or drift alone. (c) 2008 Wiley Periodicals, Inc.

Minimum Variance Portfolios in the Brazilian Equity Market

Directory of Open Access Journals (Sweden)

Alexandre Rubesam

2013-03-01

Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.

Why risk is not variance: an expository note.

Science.gov (United States)

Cox, Louis Anthony Tony

2008-08-01

Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.

Transfer equations for spectral densities of inhomogeneous MHD turbulence

International Nuclear Information System (INIS)

Tu, C.-Y.; Marsch, E.

1990-01-01

On the basis of the dynamic equations governing the evolution of magnetohydrodynamic fluctuations expressed in terms of Elsaesser variables and of their correlation functions derived by Marsch and Tu, a new set of equations is presented describing the evolutions of the energy spectrum e ± and of the residual energy spectra e R and e S of MHD turbulence in an inhomogeneous magnetofluid. The nonlinearities associated with triple correlations in these equations are analysed in detail and evaluated approximately. The resulting energy-transfer functions across wavenumber space are discussed. For e ± they are shown to be approximately energy-conserving if the gradients of the flow speed and density are weak. New cascading functions are heuristically determined by an appropriate dimensional analysis and plausible physical arguments, following the standard phenomenology of fluid turbulence. However, for e R the triple correlations do not correspond to an 'energy' conserving process, but also represent a nonlinear source term for e R . If this source term can be neglected, the spectrum equations are found to be closed. The problem of dealing with the nonlinear source terms remains to be solved in future investigations. (author)

Cultural transmission and the evolution of human behaviour: a general approach based on the Price equation.

Science.gov (United States)

El Mouden, C; André, J-B; Morin, O; Nettle, D

2014-02-01

Transmitted culture can be viewed as an inheritance system somewhat independent of genes that is subject to processes of descent with modification in its own right. Although many authors have conceptualized cultural change as a Darwinian process, there is no generally agreed formal framework for defining key concepts such as natural selection, fitness, relatedness and altruism for the cultural case. Here, we present and explore such a framework using the Price equation. Assuming an isolated, independently measurable culturally transmitted trait, we show that cultural natural selection maximizes cultural fitness, a distinct quantity from genetic fitness, and also that cultural relatedness and cultural altruism are not reducible to or necessarily related to their genetic counterparts. We show that antagonistic coevolution will occur between genes and culture whenever cultural fitness is not perfectly aligned with genetic fitness, as genetic selection will shape psychological mechanisms to avoid susceptibility to cultural traits that bear a genetic fitness cost. We discuss the difficulties with conceptualizing cultural change using the framework of evolutionary theory, the degree to which cultural evolution is autonomous from genetic evolution, and the extent to which cultural change should be seen as a Darwinian process. We argue that the nonselection components of evolutionary change are much more important for culture than for genes, and that this and other important differences from the genetic case mean that different approaches and emphases are needed for cultural than genetic processes. © 2013 The Authors. Journal of Evolutionary Biology © 2013 European Society For Evolutionary Biology.

A nonlinear bounce kinetic equation for trapped electrons

International Nuclear Information System (INIS)

Gang, F.Y.

1990-03-01

A nonlinear bounce averaged drift kinetic equation for trapped electrons is derived. This equation enables one to compute the nonlinear response of the trapped electron distribution function in terms of the field-line projection of a potential fluctuation left-angle e -inqθ φ n right-angle b . It is useful for both analytical and computational studies of the nonlinear evolution of short wavelength (n much-gt 1) trapped electron mode-driven turbulence. 7 refs

Variance bias analysis for the Gelbard's batch method

Energy Technology Data Exchange (ETDEWEB)

Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)

2014-05-15

In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.

The evolution of locomotor rhythmicity in tetrapods.

Science.gov (United States)

Ross, Callum F; Blob, Richard W; Carrier, David R; Daley, Monica A; Deban, Stephen M; Demes, Brigitte; Gripper, Janaya L; Iriarte-Diaz, Jose; Kilbourne, Brandon M; Landberg, Tobias; Polk, John D; Schilling, Nadja; Vanhooydonck, Bieke

2013-04-01

Differences in rhythmicity (relative variance in cycle period) among mammal, fish, and lizard feeding systems have been hypothesized to be associated with differences in their sensorimotor control systems. We tested this hypothesis by examining whether the locomotion of tachymetabolic tetrapods (birds and mammals) is more rhythmic than that of bradymetabolic tetrapods (lizards, alligators, turtles, salamanders). Species averages of intraindividual coefficients of variation in cycle period were compared while controlling for gait and substrate. Variance in locomotor cycle periods is significantly lower in tachymetabolic than in bradymetabolic animals for datasets that include treadmill locomotion, non-treadmill locomotion, or both. When phylogenetic relationships are taken into account the pooled analyses remain significant, whereas the non-treadmill and the treadmill analyses become nonsignificant. The co-occurrence of relatively high rhythmicity in both feeding and locomotor systems of tachymetabolic tetrapods suggests that the anatomical substrate of rhythmicity is in the motor control system, not in the musculoskeletal components. © 2012 The Author(s). Evolution© 2012 The Society for the Study of Evolution.

Heterogeneous network epidemics: real-time growth, variance and extinction of infection.

Science.gov (United States)

Ball, Frank; House, Thomas

2017-09-01

Recent years have seen a large amount of interest in epidemics on networks as a way of representing the complex structure of contacts capable of spreading infections through the modern human population. The configuration model is a popular choice in theoretical studies since it combines the ability to specify the distribution of the number of contacts (degree) with analytical tractability. Here we consider the early real-time behaviour of the Markovian SIR epidemic model on a configuration model network using a multitype branching process. We find closed-form analytic expressions for the mean and variance of the number of infectious individuals as a function of time and the degree of the initially infected individual(s), and write down a system of differential equations for the probability of extinction by time t that are numerically fast compared to Monte Carlo simulation. We show that these quantities are all sensitive to the degree distribution-in particular we confirm that the mean prevalence of infection depends on the first two moments of the degree distribution and the variance in prevalence depends on the first three moments of the degree distribution. In contrast to most existing analytic approaches, the accuracy of these results does not depend on having a large number of infectious individuals, meaning that in the large population limit they would be asymptotically exact even for one initial infectious individual.

Equation for disentangling time-ordered exponentials with arbitrary quadratic generators

International Nuclear Information System (INIS)

Budanov, V.G.

1987-01-01

In many quantum-mechanical constructions, it is necessary to disentangle an operator-valued time-ordered exponential with time-dependent generators quadratic in the creation and annihilation operators. By disentangling, one understands the finding of the matrix elements of the time-ordered exponential or, in a more general formulation. The solution of the problem can also be reduced to calculation of a matrix time-ordered exponential that solves the corresponding classical problem. However, in either case the evolution equations in their usual form do not enable one to take into account explicitly the symmetry of the system. In this paper the methods of Weyl analysis are used to find an ordinary differential equation on a matrix Lie algebra that is invariant with respect to the adjoint action of the dynamical symmetry group of a quadratic Hamiltonian and replaces the operator evolution equation for the Green's function

Applications of the leading-order Dokshitzer-Gribov-Lipatov-Altarelli-Parisi evolution equations to the combined HERA data on deep inelastic scattering