Adaptive numerical components for PDE-based simulations

Numerical simulations based on nonlinear partial differential equations (PDEs) using Newton-based methods require the solution of large, sparse linear systems of equations at each nonlinear iteration. Typically in large-scale parallel simulations such linear systems are solved by using preconditioned Krylov methods. In many cases, especially in time-dependent problems, the attributes of the linear systems can change throughout the stimulation, potentially leading to varying times for solving the linear systems during different nonlinear iterations. We present an approach to characterizing the nonlinear and linear system solution and using the resulting application performance information to dynamically select linear solver methods, with the goal of reducing the total time to solution. We discuss the effect of these adaptive heuristics on fluid dynamics and radiation transport codes. We also introduce general component infrastructure to support dynamic algorithm selection and adaptation in applications involving the solution of nonlinear PDEs. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A note on the trade-off between sampling and quantization in signal processing

We discuss the trade-off between sampling and quantization in signal processing for the purpose of minimizing the error of the reconstructed signal subject to the constraint that the digitized signal fits in a given amount of memory. For signals with different regularities, we estimate the intrinsic errors from finite sampling and quantization, and determine the sampling and quantization resolutions.     

First exit time probability for multidimensional diffusions: A PDE-based approach

First exit time distributions for multidimensional processes are key quantities in many areas of risk management and option pricing. The aim of this paper is to provide a flexible, fast and accurate algorithm for computing the probability of the first exit time from a bounded domain for multidimensional diffusions. First, we show that the probability distribution of this stopping time is the unique (weak) solution of a parabolic initial and boundary value problem. Then, we describe the algorithm which is based on a combination of the sparse tensor product finite element spaces and an hp-discontinuous Galerkin method. We illustrate our approach with several examples. We also compare the numerical results to classical Monte Carlo methods.     

On quantization of general covariant theories. The dynamic quantization

A new method for quantizing general covariant theories, which includes regularization and a calculation scheme, is proposed. The method is based on the Dirac theory of quantizing constrained systems. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 112, No. 1, pp. 132–141.     

Stability of quantization dimension and quantization for homogeneous Cantor measures

We effect a stabilization formalism for dimensions of measures and discuss the stability of upper and lower quantization dimension. For instance, we show for a Borel probability measure with compact support that its stabilized upper quantization dimension coincides with its packing dimension and that the upper quantization dimension is finitely stable but not countably stable. Also, under suitable conditions explicit dimension formulae for the quantization dimension of homogeneous Cantor measures are provided. This allows us to construct examples showing that the lower quantization dimension is not even finitely stable. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

p-Adic valued quantization

This review covers an important domain of p-adic mathematical physics — quantum mechanics with p-adic valued wave functions. We start with basic mathematical constructions of this quantum model: Hilbert spaces over quadratic extensions of the field of p-adic numbers ? _p , operators — symmetric, unitary, isometric, one-parameter groups of unitary isometric operators, the p-adic version of Schrödinger’s quantization, representation of canonical commutation relations in Heisenberg andWeyl forms, spectral properties of the operator of p-adic coordinate.We also present postulates of p-adic valued quantization. Here observables as well as probabilities take values in ? _p . A physical interpretation of p-adic quantities is provided through approximation by rational numbers.     

Deformation quantization of gerbes

This is the first in a series of articles devoted to deformation quantization of gerbes. We introduce basic definitions, interpret deformations of a given stack as Maurer-Cartan elements of a differential graded Lie algebra (DGLA), and classify deformations of a given gerbe in terms of Maurer-Cartan elements of the DGLA of Hochschild cochains twisted by the cohomology class of the gerbe. We also classify all deformations of a given gerbe on a symplectic manifold, as well as provide a deformation-theoretic interpretation of the first Rozansky-Witten class.     

Rotation number quantization effect

We study a class of dynamical systems on a torus that includes dynamical systems modeling the dynamics of the Josephson transition. For systems in this class, we introduce certain characteristics including a sequence of functions depending on the system parameters. We prove that if this sequence converges at a given point in the parameter space, then its limit is equal to the classical rotation number, and we then call this point a quantization point for the rotation number. We prove that the rotation number of such a system takes only integer values at a quantization point. Quantization areas are thus defined in the parameter space, and the problem of effectively describing them becomes an important part of characterizing the systems under study. We present graphs of the rotation number at quantization points and under conditions when it is not quantized (an example of a half-integer rotation number) and diagrams for quantization areas.     

Normal covariant quantization maps

We consider questions related to quantizing complex valued functions defined on a locally compact topological group. In the case of bounded functions, we generalize R. Werner's approach to prove the characterization of the associated normal covariant quantization maps.     

Reduction and geometric quantization

A construction is created that makes it possible to geometrically quantize a reduced Hamiltonian system using the procedure of geometric quantization realized for a Hamiltonian system with symmetries (i.e., to find the discrete spectrum and the corresponding eigenfunctions, if these have been found for the initial system). The construction is used to geometrically quantize a system obtained by reduction of a Hamiltonian system that determines the geodesic flow on an n-dimensional sphere.Translated from Ukrayins'kyy Matematychnyy Zhurnal, Vol. 44, No. 9, pp. 1220–1228, September, 1992.     

Wiener quantization of economics as an analog of the quantization of thermodynamics

We show that G?del’s negative results concerning arithmetic, which date back to the 1930s, and the ancient “sand pile” paradox pose the questions of the use of fuzzy sets and of the effect of a measuring device on the experiment. The consideration of these facts led, in thermodynamics, to a new one-parameter family of ideal gases and, in economics, to the correction, based on Friedman’s rule, to Irving Fisher’s “Main Law of Economics.” We introduce the notion of viscosity (braking) in economics. By analogy toWiener quantization, we study the Wiener (tunnel) quantization of economics as well as the tunnel geometric quantization of economics. We also consider debt crises, the stratification of society, and Islamic revolutions from the point of view of Human Thermodynamics.     

Riemannian exponential and quantization

This article continues and completes the previous one [18]. First of all, we present two methods of quantization associated with a linear connection given on a differentiable manifold, one of them being the one presented in [18]. The two methods allow quantization of functions that come from covariant tensor fields. The equivalence of both is demonstrated as a consequence of a remarkable property of the Riemannian exponential (Theorem 5.1) that, as far as we know, is new to the literature. In addition, we provide a characterization of the Schrödinger operators as the only ones that by quantization correspond to classical mechanical systems. Finally, it is shown that the extension of the above quantization to functions of a very broad type can be carried out by generalizing the method of [18] in terms of fields of distributions.     

Classical r-matrices and quantization

The construction of quantum integrals of motion for systems with linear Poisson brackets given by classical r-matrices is described.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 133, pp. 228–235, 1984.The author is grateful to A. G. Reiman, N. Yu. Reshetikhin, and E. K. Sklyanin for numerous fruitful discussions.     

Fedosov quantization in positive characteristic

We study the problem of deformation quantization for (algebraic) symplectic manifolds over a base field of positive characteristic. We prove a reasonably complete classification theorem for one class of such quantizations; in the course of doing it, we also introduce a notion of a restricted Poisson algebra - the Poisson analog of the standard notion of a restricted Lie algebra - and we prove a version of the Darboux Theorem valid in the positive characteristic setting.