A systematic elimination procedure for Ito stochastic differential equations and the adiabatic approximation

We study a class of nonlinear Ito stochastic differential equations (with possibly state dependent diffusion coefficients), in which the variables can be divided into linearly damped (slaved) variables s and linearly undamped variablesu (order parameters). We devise a systematic and constructive procedure to eliminate the slaved variables. We take explicit time and chance dependence of the slaved variables into account, the latter via a family of diffusion processesZ _t ^(v) . These act as fluctuating coefficients of the Center Manifolds _t=s(u _t, t,Z _t ^(v) (v=2, 3, ...)) and appear explicitly in the elimination procedure. We show how in the Ito calculus fluctuating and deterministic coefficients of the Center Manifold are more completely separated than in the previously treated Stratonovich case [1]. The adiabatic approximation is defined as a partial summation of the elimination expansion and the stochastic generalization ofs=0 is derived. We show how thus ambiguity of stochastic calculi is removed. Closed form summations are given in two examples. We briefly indicate the potential use of perturbation theory techniques in the systematic elimination procedure.     

Normality of the maximum principle for nonconvex constrained Bolza problems

We consider a Bolza optimal control problem with state constraints. It is well known that under some technical assumptions every strong local minimizer of this problem satisfies first order necessary optimality conditions in the form of a constrained maximum principle. In general, the maximum principle may be abnormal or even degenerate and so does not provide a sufficient information about optimal controls. In the recent literature some sufficient conditions were proposed to guarantee that at least one maximum principle is nondegenerate, cf. [A.V. Arutyanov, S.M. Aseev, Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints, SIAM J. Control Optim. 35 (1997) 930–952; F. Rampazzo, R.B. Vinter, A theorem on existence of neighbouring trajectories satisfying a state constraint, with applications to optimal control, IMA 16 (4) (1999) 335–351; F. Rampazzo, R.B. Vinter, Degenerate optimal control problems with state constraints, SIAM J. Control Optim. 39 (4) (2000) 989–1007]. Our aim is to show that actually conditions of a similar nature guarantee normality of every nondegenerate maximum principle. In particular we allow the initial condition to be fixed and the state constraints to be nonsmooth. To prove normality we use J. Yorke type linearization of control systems and show the existence of a solution to a linearized control system satisfying new state constraints defined, in turn, by linearization of the original set of constraints along an extremal trajectory.     

Potential for micromachined actuation of ultra-wide continuously tunable optoelectronic devices

Tailored scaling represents a principle of success that, both in nature and in technology, allows the effectiveness of physical effects to be enhanced. Mutation and selection in nature are imitated in technology, e.g. by model calculation and design. Proper scaling of dimensions in natural photonic crystals and our fabricated artificial 1D photonic crystals (DBRs, distributed Bragg reflectors) enable efficient diffractive interaction in a specific spectral range. For our optical microsystems we illustrate that tailored miniaturization may also increase the mechanical stability and the effectiveness of spectral tuning by thermal and electrostatic actuation, since the relative significance of the fundamental physical forces involved considerably changes with scaling. These basic physical principles are rigorously applied in micromachined 1.55-μm vertical-resonator-based devices. We modeled, implemented and characterized 1.55-μm micromachined optical filters and vertical-cavity surface-emitting laser devices capable of wide, monotonic and kink-free tuning by a single control parameter. Tuning is achieved by mechanical actuation of one or several air-gaps that are part of the vertical resonator including two ultra-highly reflective DBR mirrors of strong refractive index contrast: (i) Δn=2.17 for InP/air-gap DBRs (3.5 periods) using GaInAs sacrificial layers and (ii) Δn=0.5 for Si₃N₄/SiO₂ DBRs (12 periods) with a polymer sacrificial layer to implement the air-cavity. In semiconductor multiple air-gap filters, a continuous tuning of >8% of the absolute wavelength is obtained. Varying the reverse voltage (U=0–5 V) between the membranes (electrostatic actuation), a tuning range of >110 nm was obtained for a large number of devices. The correlation of the wavelength and the applied voltage is accurately reproducible without any hysteresis. In two filters, tuning of 127 and 130 nm was observed for about ΔU=7 V. The extremely wide tuning range and the very small voltage required are record values to the best of our knowledge. For thermally actuated dielectric filters based on polymer sacrificial layers, Δλ/ΔU=-7 nm/V is found. Received: 10 May 2002 / Published online: 8 August 2002     

Ultrasonic evaluation of anisotropic damage in multiaxially textile-reinforced thermoplastic composites made from hybrid yarns

The basic damage and failure models of multiaxially reinforced composites with a thermoplastic matrix are presented and verified. Within the framework of continuum damage mechanics, a phenomenological model is introduced, where the damage is defined as a change in the elasticity tensor. For damage identification, a specific ultrasonic device was developed. A combination of an immersion set-up and a contact coupling device formed a system for an efficient determination of stiffness-tensor components from convenient sets of velocity measurements. Linked to a tensile machine, it allowed us to measure the anisotropic damage of the new materials group caused by tensile loading. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 42, No. 2, pp. 221–234, March–April, 2006.     

A note on the Σ1 spectrum of a theory

Let T be a suitable system of classical set theory. We will show, that the Σ₁ spectrum of T, i.e. the set of ordinals having good Σ₁ definition in T is an initial segment of the ordinals. Received: 11 October 1999 / Published online: 12 December 2001     

Diffusive motion of iron microcrystals studied by Mössbauer spectroscopy

A new model is presented which explains well the dramatic decrease of the Mössbauer line intensities with raising temperatures for freely dispersed iron microscrystals. In contrast to other theories which consider mainly vibration to be responsible we discuss here the decrease in terms of large amplitude diffusive rotational or translational jumps of the particles. Such diffusive jumps lead — in agreement with the observation — to a strong reduction of the Mössbauer-intensity without broadening the line width in a noticeable way. The typical potential well for a diffusing particle in an equilibrium position is derived quantitatively to be 13 meV. The model might be important also for a new understanding of the dynamics of catalytic clusters either in contact with each other or with larger solid surfaces.Part of this work was supported by the DFG Sonderforschungsbereich 306, Konstanz     

Temperature dependence of hyperfine fields in intermediate valent140CeLa and140CeLu

The hyperfine fields for the systems¹⁴⁰CeLa and¹⁴⁰CeLu have been determined by time differential perturbed angular correlations (TDPAC) in the temperature range 4.2 K≤T≤330 K. Magnitude and temperature dependence of the paramagnetic enhancement factor β indicate that cerium in either system is of intermediate valence. This behaviour is discussed in terms of a theory proposed by Ramakrishnan et al. [1–3].     

The role of alkali content in the devitrification mechanisms of SiO2–Fe2O3–Na2O–PbO SYSTEM

Three batch compositions of pure oxides (SiO₂, Fe₂O₃, PbO, Na₂O) with equivalent SiO₂, Fe₂O₃ and PbO contents and a gradually increased Na₂O content were vitrified through heating in a high temperature electric furnace and subsequent quenching. The resulting vitreous products were thermally treated in order to study the devitrification behaviour, under conditions designated from differential thermal analysis experiments. Depending on the Na₂O content, crystal phase separation gave rise to the growth of acmite and hematite or maghemite. A uniformly phase separated glass-ceramic material, with crystallites of similar size and population density, was produced from devitrification of the vitreous product with the higher Na₂O content.