An adaptive method for computing invariant manifolds in non-autonomous, three-dimensional dynamical systems

We present a computational method for determining the geometry of a class of three-dimensional invariant manifolds in non-autonomous (aperiodically time-dependent) dynamical systems. The presented approach can be also applied to analyse the geometry of 3D invariant manifolds in three-dimensional, time-dependent fluid flows. The invariance property of such manifolds requires that, at any fixed time, they are given by surfaces in R³. We focus on a class of manifolds whose instantaneous geometry is given by orientable surfaces embedded in R³. The presented technique can be employed, in particular, to compute codimension one (invariant) stable and unstable manifolds of hyperbolic trajectories in 3D non-autonomous dynamical systems which are crucial in the Lagrangian transport analysis. The same approach can also be used to determine evolution of an orientable ‘material surface’ in a fluid flow. These developments represent the first step towards a non-trivial 3D extension of the so-called lobe dynamics — a geometric, invariant-manifold-based framework which has been very successful in the analysis of Lagrangian transport in unsteady, two-dimensional fluid flows. In the developed algorithm, the instantaneous geometry of an invariant manifold is represented by an adaptively evolving triangular mesh with piecewise C² interpolating functions. The method employs an automatic mesh refinement which is coupled with adaptive vertex redistribution. A variant of the advancing front technique is used for remeshing, whenever necessary. Such an approach allows for computationally efficient determination of highly convoluted, evolving geometry of codimension one invariant manifolds in unsteady three-dimensional flows. We show that the developed method is capable of providing detailed information on the evolving Lagrangian flow structure in three dimensions over long periods of time, which is crucial for a meaningful 3D transport analysis.     

Punctuated equilibrium and power law in economic dynamics

This work is primarily based on a recently proposed toy model by Thurner et al. (2010) [3] on Schumpeterian economic dynamics (inspired by the idea of economist Joseph Schumpeter [9]). Interestingly, punctuated equilibrium has been shown to emerge from the dynamics. The punctuated equilibrium and Power law are known to be associated with similar kinds of biologically relevant evolutionary models proposed in the past. The occurrence of the Power law is a signature of Self-Organised Criticality (SOC). In our view, power laws can be obtained by controlling the dynamics through incorporating the idea of feedback into the algorithm in some way. The so-called ‘feedback’ was achieved by introducing the idea of fitness and selection processes in the biological evolutionary models. Therefore, we examine the possible emergence of a power law by invoking the concepts of ‘fitness’ and ‘selection’ in the present model of economic evolution.     

Rare transition event with self-consistent theory of large-amplitude collective motion

A numerical simulation method, based on Dang et al.’s self-consistent theory of large-amplitude collective motion, for rare transition events is presented. The method provides a one-dimensional pathway without knowledge of the final configuration, which includes a dynamical effect caused by not only a potential but also kinetic term. Although it is difficult to apply the molecular dynamics simulation to a narrow-gate potential, the method presented is applicable to the case. A toy model with a high-energy barrier and/or the narrow gate shows that while the Dang et al. treatment is unstable for a changing of model parameters, our method stable for it.     

A numerical study of the topology of normally hyperbolic invariant manifolds supporting Arnold diffusion in quasi-integrable systems

We investigate numerically the stable and unstable manifolds of the hyperbolic manifolds of the phase space related to the resonances of quasi-integrable systems in the regime of validity of the Nekhoroshev and KAM theorems. Using a model of weakly interacting resonances we explain the qualitative features of these manifolds characterized by peculiar ‘flower-like’ structures. We detect different transitions in the topology of these manifolds related to the local rational approximations of the frequencies. We find numerically a correlation among these transitions and the speed of Arnold diffusion.     

Modeling quantum mechanical double slit interference via anomalous diffusion: Independently variable slit widths

Based on a re-formulation of the classical explanation of quantum mechanical Gaussian dispersion (Grössing et al. (2010) [1]) as well as interference of two Gaussians (Grössing et al. (2012) [6]), we present a new and more practical way of their simulation. The quantum mechanical “decay of the wave packet” can be described by anomalous sub-quantum diffusion with a specific diffusivity varying in time due to a particle’s changing thermal environment. In a simulation of the double-slit experiment with different slit widths, the phase with this new approach can be implemented as a local quantity. We describe the conditions of the diffusivity and, by connecting to wave mechanics, we compute the exact quantum mechanical intensity distributions, as well as the corresponding trajectory distributions according to the velocity field of two Gaussian wave packets emerging from a double-slit. We also calculate probability density current distributions, including situations where phase shifters affect a single slit’s current, and provide computer simulations thereof.     

Almost-invariant sets and invariant manifolds — Connecting probabilistic and geometric descriptions of coherent structures in flows

We study the transport and mixing properties of flows in a variety of settings, connecting the classical geometrical approach via invariant manifolds with a probabilistic approach via transfer operators. For non-divergent fluid-like flows, we demonstrate that eigenvectors of numerical transfer operators efficiently decompose the domain into invariant regions. For dissipative chaotic flows such a decomposition into invariant regions does not exist; instead, the transfer operator approach detects almost-invariant sets. We demonstrate numerically that the boundaries of these almost-invariant regions are predominantly comprised of segments of co-dimension 1 invariant manifolds. For a mixing periodically driven fluid-like flow we show that while sets bounded by stable and unstable manifolds are almost-invariant, the transfer operator approach can identify almost-invariant sets with smaller mass leakage. Thus the transport mechanism of lobe dynamics need not correspond to minimal transport.The transfer operator approach is purely probabilistic; it directly determines those regions that minimally mix with their surroundings. The almost-invariant regions are identified via eigenvectors of a transfer operator and are ranked by the corresponding eigenvalues in the order of the sets’ invariance or “leakiness”. While we demonstrate that the almost-invariant sets are often bounded by segments of invariant manifolds, without such a ranking it is not at all clear which intersections of invariant manifolds form the major barriers to mixing. Furthermore, in some cases invariant manifolds do not bound sets of minimal leakage.Our transfer operator constructions are very simple and fast to implement; they require a sample of short trajectories, followed by eigenvector calculations of a sparse matrix.     

Unusual ferromagnetism in nanoparticles of doped oxides and manganites

The observation of unusually large ferromagnetism in the nanoparticles of doped oxides and enhanced ferromagnetic tendencies in manganite nanoparticles have been in focus recently. For the transition metal doped oxide nanoparticles a phenomenological ‘charge transfer ferromagnetism’ model has been recently proposed by Coey et al. From a microscopic calculation with charge transfer between the defect band and mixed valent dopants, acting as reservoir, we show how the unusually high ferromagnetic response develops. The puzzle of nanosize-induced ferromagnetic tendencies in manganites is also addressed within the same framework where lattice imperfections and uncompensated charges at the surface of the nanoparticle are shown to reorganize the surface electronic structures with enhanced double exchange.     

Solving Toda field theories and related algebraic and differential properties

Toda field theories are important integrable systems. They can be regarded as constrained WZNW models, and this viewpoint helps to give their explicit general solutions, especially when a Drinfeld–Sokolov gauge is used. The main objective of this paper is to carry out this approach of solving the Toda field theories for the classical Lie algebras, following Balog et al. (1990) [5]. In this process, we discover and prove some algebraic identities for principal minors of special matrices. The known elegant solutions of Leznov (1980) [10] fit in our scheme in the sense that they are the general solutions to our conditions discovered in this solving process. To prove this, we find and prove some differential identities for iterated integrals. It can be said that altogether our paper gives complete mathematical proofs for Leznov’s solutions.     

The HyperCASL algorithm: A new approach to the numerical simulation of geophysical flows

We describe a major extension to the Contour-Advective Semi-Lagrangian (CASL) algorithm [D.G. Dritschel, M.H.P. Ambaum, A contour-advective semi-Lagrangian numerical algorithm for simulating fine-scale conservative dynamical fields, Quart. J. Roy. Meteorol. Soc. 123 (1997) 1097–1130; D.G. Dritschel, M.H.P. Ambaum, The diabatic contour advective semi-Lagrangian algorithm, Mon. Weather Rev. 134 (9) (2006) 2503–2514]. The extension, called ‘HyperCASL’ (HCASL), uses Lagrangian advection of material potential vorticity contours like CASL, but a Vortex-In-Cell (VIC) method for the treatment of diabatic forcing or damping. In this way, HyperCASL is fully Lagrangian regarding advection. A grid is used as in CASL to deal with ‘inversion’ (computing the velocity field from the potential vorticity field).     

Anderson Localization for a Supersymmetric Sigma Model

We study a lattice sigma model which is expected to reflect the Anderson localization and delocalization transition for real symmetric band matrices in 3D. In this statistical mechanics model, the field takes values in a supermanifold based on the hyperbolic plane. The existence of a diffusive phase in 3 dimensions was proved in Disertori et al. (Commun. Math. Phys., doi:, 2009) [2] for low temperatures. Here we prove localization at high temperatures for any dimension d ≥ 1. Our analysis uses Ward identities coming from internal supersymmetry.     

Michaelis-Menten mechanism for single-enzyme and multi-enzyme system under stochastic noise and spatial diffusion

The investigation of enzymatic reaction under stochastic effect and spatial effect is an interesting problem. By virtue of Monte Carlo simulation, the stochastic dynamic of enzyme and the related Michaelis-Menten mechanism with stochastic internal noise and spatial diffusion are explored in this article. (i) For the single-enzyme system, two cases, including the fast phosphorylation case [X. S. Xie, et al., J. Phys. Chem. B 109 (2005) 19068] and slow phosphorylation case [X. S. Xie, et al., Nat. Chem. Biol. 2 (2006) 87] are considered. It is found the micro enzymatic velocity rate shows a rough hyperbolic dependence on the substrate concentration, hence obeys the Michaelis-Menten law qualitatively. In addition, our result reveals that diffusion rate can adjust the Michaelis-Menten curve; especially, it is shown that increasing diffusion rate enhances the micro enzyme rate. (ii) For the multi-enzyme system, a typical example, i.e., MAPK signaling pathway is used. We apply the Michaelis-Menten mechanism to the MAPK cascade and give a simple comparison for the signaling ability between the Michaelis-Menten mechanism and the single collision mechanism [J. W. Locasale et al., PLOS Comput. Biol. 4 (2008) e1000099].     

Viscous shocks in Hele-Shaw flow and Stokes phenomena of the Painlevé I transcendent

In Hele-Shaw flows at vanishing surface tension, the boundary of a viscous fluid develops cusp-like singularities. In recent papers Lee et al. (2009, 2008) [8] and [9] we have showed that singularities trigger viscous shocks propagating through the viscous fluid. Here we show that the weak solution of the Hele-Shaw problem describing viscous shocks is equivalent to a semiclassical approximation of a special real solution of the Painlevé I equation. We argue that the Painlevé I equation provides an integrable deformation of the Hele-Shaw problem which describes flow passing through singularities. In this interpretation shocks appear as Stokes level-lines of the Painlevélinear problem.     

Theory of the 2S–2P Lamb shift and 2S hyperfine splitting in muonic hydrogen

The 7σ$7\sigma$ discrepancy between the proton rms charge radius from muonic hydrogen and the CODATA-2010 value from hydrogen spectroscopy and electron-scattering has caused considerable discussions. Here, we review the theory of the 2S–2P Lamb shift and 2S hyperfine splitting in muonic hydrogen combining the published contributions and theoretical approaches. The prediction of these quantities is necessary for the determination of both proton charge and Zemach radii from the two 2S–2P transition frequencies measured in muonic hydrogen; see Pohl et al. (2010) [9] and Antognini et al. (2013) [71].     

Robust tori-like Lagrangian coherent structures

In general the term “Lagrangian coherent structure” (LCS) is used to make reference about structures whose properties are similar to a time-dependent analog of stable and unstable manifolds from a hyperbolic fixed point in Hamiltonian systems. Recently, the term LCS was used to describe a different type of structure, whose properties are similar to those of invariant tori in certain classes of two-dimensional incompressible flows. A new kind of LCS was obtained. It consists of barriers, called robust tori that block the trajectories in certain regions of the phase space. We used the Double-Gyre Flow system as the model. In this system, the robust tori play the role of a skeleton for the dynamics and block, horizontally, vortices that come from different parts of the phase space.     

Dimension Theory for Invariant Measures of Endomorphisms

We establish the exact dimensional property of an ergodic hyperbolic measure for a C ² non-invertible but non-degenerate endomorphism on a compact Riemannian manifold without boundary. Based on this, we give a new formula of Lyapunov dimension of ergodic measures and show it coincides with the dimension of hyperbolic ergodic measures in a setting of random endomorphisms. Our results extend several well known theorems of Barreira et al. (Ann Math 149:755–783, 1999) and Ledrappier and Young [Commun Math Phys 117(4):529–548, 1988] for diffeomorphisms to the case of endomorphisms.     

Spectral variations in the optical transition matrix element and their impact on the optical properties associated with hydrogenated amorphous silicon

Using an empirical model for the density of states functions associated with hydrogenated amorphous silicon, in conjunction with an elementary model for the optical transition matrix elements, we aim to explore how variations in the matrix elements impact upon the spectral dependence of the optical properties associated with this material. We also wish to ascertain as to whether or not the hydrogenated amorphous silicon mobility gap result suggested by Jackson et al. [W.B. Jackson, S.M. Kelso, C.C. Tsai, J.W. Allen, S.-J. Oh, Phys. Rev. B 31 (1985) 5187] is consistent with the results of the experiment. We find that the mobility gap value suggested by Jackson et al. is too large. An upper bound on the mobility gap associated with hydrogenated amorphous silicon of 1.68 eV is suggested instead. Electrical measurements performed on undoped hydrogenated amorphous silicon yield a mobility gap value that is consistent with this bound.     

The fundamental form of a homogeneous Lagrangian in two independent variables

We construct, for a homogeneous Lagrangian of arbitrary order in two independent variables, a differential 2-form with the property that it is closed precisely when the Lagrangian is null. This is similar to the property of the ‘fundamental Lepage equivalent’ associated with first-order Lagrangians defined on jets of sections of a fibred manifold.     

Criticism of generally accepted fundamentals and methodologies of traffic and transportation theory: A brief review

It is explained why the set of the fundamental empirical features of traffic breakdown (a transition from free flow to congested traffic) should be the empirical basis for any traffic and transportation theory that can be reliably used for control and optimization in traffic networks. It is shown that the generally accepted fundamentals and methodologies of the traffic and transportation theory are not consistent with the set of the fundamental empirical features of traffic breakdown at a highway bottleneck. To these fundamentals and methodologies of the traffic and transportation theory belong (i) Lighthill–Whitham–Richards (LWR) theory, (ii) the General Motors (GM) model class (for example, Herman, Gazis et al. GM model, Gipps’s model, Payne’s model, Newell’s optimal velocity (OV) model, Wiedemann’s model, Bando et al. OV model, Treiber’s IDM, Krauß’s model), (iii) the understanding of highway capacity as a particular (fixed or stochastic) value, and (iv) principles for traffic and transportation network optimization and control (for example, Wardrop’s user equilibrium (UE) and system optimum (SO) principles). Alternatively to these generally accepted fundamentals and methodologies of the traffic and transportation theory, we discuss the three-phase traffic theory as the basis for traffic flow modeling as well as briefly consider the network breakdown minimization (BM) principle for the optimization of traffic and transportation networks with road bottlenecks.