Two stages of motion of anharmonic oscillators modeling fast particles in crystals

We consider the evolution of the spatial distribution of fast atomic particles as they pass through a crystal. At small penetration depths where the particles move without significant loss of coherence, the joint probability density function becomes smoother at the expense of the gradient of the anharmonic potential of the planar channel. We show that as a result of this smoothing, there arises a quasiequilibrium (quasistationary) state of the subsystem of fast particles. The further evolution of the particle distribution is caused by nonelastic scattering and is described by the kinetic equation. At this stage, the anharmonic character of particle oscillations between the channel walls results in a renormalization of the total phonon scattering cross section of particles, and the renormalization is determined by the fourth-order anharmonic interaction.     

Line-of-sight rendezvous

We consider the rendezvous problem faced by two mobile agents, initially placed according to a known distribution on intersections in Manhattan (nodes of the integer lattice Z²). We assume they can distinguish streets from avenues (the two axes) and move along a common axis in each period (both to an adjacent street or both to an adjacent avenue). However they have no common notion of North or East (positive directions along axes). How should they move, from node to adjacent node, so as to minimize the expected time required to ‘see’ each other, to be on a common street or avenue. This is called ‘line-of-sight’ rendezvous. It is equivalent to a rendezvous problem where two rendezvousers attempt to find each other via two means of communication.     

Coalescing systems of non-Brownian particles

A well-known result of Arratia shows that one can make rigorous the notion of starting an independent Brownian motion at every point of an arbitrary closed subset of the real line and then building a set-valued process by requiring particles to coalesce when they collide. Arratia noted that the value of this process will be almost surely a locally finite set at all positive times, and a finite set almost surely if the initial value is compact: the key to both of these facts is the observation that, because of the topology of the real line and the continuity of Brownian sample paths, at the time when two particles collide one or the other of them must have already collided with each particle that was initially between them. We investigate whether such instantaneous coalescence still occurs for coalescing systems of particles where either the state space of the individual particles is not locally homeomorphic to an interval or the sample paths of the individual particles are discontinuous. We give a quite general criterion for a coalescing system of particles on a compact state space to coalesce to a finite set at all positive times almost surely and show that there is almost sure instantaneous coalescence to a locally finite set for systems of Brownian motions on the Sierpinski gasket and stable processes on the real line with stable index greater than one.     

Trajectories of lattice particles using the new approach to no integrability

We study two systems which lead to a lattice when an integration path is specified in “aesthetic field theory”. One of these cases involves nonsoliton type particles (magnitudes of maxima and minima oscillate in time). The other system is made up of soliton type particles. The two systems are intrinsically three-dimensional. We speak of the third dimension as “time”. In one of our solutions, the particles move on straight line trajectories, insofar as our numerical work indicates. In the other solution, the soliton type particles undergo what appears to be simple harmonic motion in both the x- and y-directions (loop motion). We then study these two systems using the new approach to integrability which involves a superposition principle and is characterized by a unique change function at each point. We still find multi maxima and minima. The systems are not as symmetric as the lattice. The soliton characteristic is preserved by the new method. We investigated the motion of lattice particles. We found evidence of maxima (minima) regions coalescing so that the location of the maxima (minima) became difficult to follow. The concept of location of particles may not even have a well-defined meaning here. We find examples of soliton particles appearing and disappearing. We conclude that the manner of integration in a no integrability theory can transform a system with well-defined trajectories into a system where particles can no longer be followed in time.     

Periodic solutions of the N-body problem

This paper proves the existence of six new classes of periodic solutions to the N-body problem by small parameter methods. Three different methods of introducing a small parameter are considered and an appropriate method of scaling the Hamiltonian is given for each method. The small parameter is either one of the masses, the distance between a pair of particles or the reciprocal of the distances between one particle and the center of mass of the remaining particles. For each case symmetric and non-symmetric periodic solutions are established. For every relative equilibrium solution of the (N ? 1)-body problem each of the six results gives periodic solutions of the N-body problem. Under additional mild non-resonance conditions the results are roughly as follows. Any non-degenerate periodic solutions of the restricted N-body problem can be continued into the full N-body problem. There exist periodic solutions of the N-body problem, where N ? 2 particles and the center of mass of the remaining pair move approximately on a solution of relative equilibrium and the pair move approximately on a small circular orbit of the two-body problems around their center of mass. There exist periodic solutions of the N-body problem, where one small particle and the center of mass of the remaining N ? 1 particles move approximately on a large circular orbit of the two body problems and the remaining N ? 1 bodies move approximately on a solution of relative equilibrium about their center of mass. There are three similar results on the existence of symmetric periodic solutions.     

Non-extinction of a Fleming-Viot particle model

We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but another randomly chosen particle branches into two particles, to keep the population size constant. We prove that the particle population does not approach the boundary simultaneously in a finite time in some Lipschitz domains. This is used to prove a limit theorem for the empirical distribution of the particle family.     

Soliton chaos and lengthscale competition in nonlinear dynamics

Perturbing soliton-bearing completely integrable dynamics can give rise to rich and fascinating behaviour. If the perturbation introduces a lengthscale which is large compared to the spatial extent of the solitons present in the system, the solitons move like particles in an effective potential. Taking into account two-soliton interaction can result in chaotic behaviour called ‘soliton chaos’. In the opposite limit of a small-lengthscale perturbation the solitons acquire a dressing which effectively shields them from the perturbation. If the resulting ‘dressed solitons’ are subject to an additional long-wavelength perturbation they move like renormalised particles. Furthermore they can scatter nearly elastically. If the perturbation contains lengthscales which are comparable to one of the soliton's typical lengthscales then lengthscale competition can occur. Neither the particle approximation nor the dressed-particle approximation for the soliton is valid and complicated spatio-temporal behaviour is observed. We illustrate this scenario by means of the perturbed nonlinear Schrödinger equation. The perturbed sine-Gordon equation and the Ablowitz-Ladik equation are also discussed.     

A random walk with a branching system in random environments

We consider a branching random walk in random environments, where the particles are reproduced as a branching process with a random environment (in time), and move independently as a random walk on Z with a random environment (in locations). We obtain the asymptotic properties on the position of the rightmost particle at time n, revealing a phase transition phenomenon of the system.     

Capacity and Production Managment in a Single Product Manufacturing System

In planning and managing production systems, manufacturers have two main strategies for responding to uncertainty: they build inventory to hedge against periods in which the production capacity is not sufficient to satisfy demand, or they temporarily increase the production capacity by “purchasing” extra capacity. We consider the problem of minimizing the long-run average cost of holding inventory and/or purchasing extra capacity for a single facility producing a single part-type and assume that the driving uncertainty is demand fluctuation. We show that the optimal production policy is of a hedging point policy type where two hedging levels are associated with each discrete state of the system: a positive hedging level (inventory target) and a negative one (backlog level below which extra capacity should be purchased). We establish some ordering of the hedging levels, derive equations satisfied by the steady-state probability distribution of the inventory/backlog, and give a more detailed analysis of the optimal control policy in a two state (high and low demand rate) model.     

The Lie algebra structure and controllability of spin systems

In this paper, we study the controllability properties and the Lie algebra structure of networks of particles with spin immersed in an electro-magnetic field. We relate the Lie algebra structure to the properties of a graph whose nodes represent the particles and an edge connects two nodes if and only if the interaction between the two corresponding particles is active. For networks with different gyromagnetic ratios, we provide a necessary and sufficient condition of controllability in terms of the properties of the above-mentioned graph and describe the Lie algebra structure in every case. For these systems all the controllability notions, including the possibility of driving the evolution operator and/or the state, are equivalent. For general networks (with possibly equal gyromagnetic ratios), we give a sufficient condition of controllability. A general form of interaction among the particles is assumed which includes both Ising and Heisenberg models as special cases. Assuming Heisenberg interaction we provide an analysis of low-dimensional cases (number of particles less than or equal to three) which includes necessary and sufficient controllability conditions as well as a study of their Lie algebra structure. This also provides an example of quantum mechanical systems where controllability of the state is verified while controllability of the evolution operator is not.     

Two scales hydrodynamic limit for a model of malignant tumor cells

We consider a model introduced in [S. Luckhaus, L. Triolo, The continuum reaction-diffusion limit of a stochastic cellular growth model, Rend. Acc. Lincei (S.9) 15 (2004) 215-223] with two species (η and ξ) of particles, representing respectively malignant and normal cells. The basic motions of the η particles are independent random walks, scaled diffusively. The ξ particles move on a slower time scale and obey an exclusion rule among themselves and with the η particles. The competition between the two species is ruled by a coupled birth and death process. We prove convergence in the hydrodynamic limit to a system of two reaction-diffusion equations with measure valued initial data.     

Multi-scale Clustering for a Non-Markovian Spatial Branching Process

Consider a system of particles which move in R^d according to a symmetric α-stable motion, have a lifetime distribution of finite mean, and branch with an offspring law of index 1+β. In case of the critical dimension d=α/β the phenomenon of multi-scale clustering occurs. This is expressed in an fdd scaling limit theorem, where initially we start with an increasing localized population or with an increasing homogeneous Poissonian population. The limit state is uniform, but its intensity varies in line with the scaling index according to a continuous-state branching process of index 1+β. Our result generalizes the case α=2 of Brownian particles of Klenke (1998), where p.d.e. methods had been used which are not available in the present setting. Supported in part by the DFG. Supported in part by the grants RFBR 02-01-00266 and Russian Scientific School 1758.2003.1.     

Scheduling in robotic cells: Complexity and steady state analysis

This paper considers the scheduling of operations in a manufacturing cell that repetitively produces a family of similar parts on several machines served by a robot. The decisions to be made include finding the robot move cycle and the part sequence that jointly minimize the production cycle time, or equivalently maximize the throughput rate. We focus on complexity issues and steady state performance. In a three machine cell producing multiple part-types, we prove that in two out of the six potentially optimal robot move cycles for producing one unit, the recognition version of the part sequencing problem is unary NP-complete. The other four cycles have earlier been shown to define efficiently solvable part 'sequencing problems. The general part sequencing problem not restricted to any robot move cycle in a three machine cell is shown to be unary NP-complete. Finally, we discuss the ways in which a robotic cell converges to a steady state.     

Fluctuations of the front in a stochastic combustion model

We consider an interacting particle system on the one-dimensional lattice Z modeling combustion. The process depends on two integer parameters 2?a?M<∞. Particles move independently as continuous time simple symmetric random walks except that (i) when a particle jumps to a site which has not been previously visited by any particle, it branches into a particles, (ii) when a particle jumps to a site with M particles, it is annihilated. We start from a configuration where all sites to the left of the origin have been previously visited and study the law of large numbers and central limit theorem for rt, the rightmost visited site at time t. The proofs are based on the construction of a renewal structure leading to a definition of regeneration times for which good tail estimates can be performed.     

Continuity for the asymptotic shape in the frog model with random initial configurations

We consider the so-called frog model with random initial configurations, which is described by the following evolution mechanism of simple random walks on the multidimensional cubic lattice: Some particles are randomly assigned to any site of the multidimensional cubic lattice. Initially, only particles at the origin are active and they independently perform simple random walks. The other particles are sleeping and do not move at first. When sleeping particles are hit by an active particle, they become active and start doing independent simple random walks. An interest of this model is how initial configurations affect the asymptotic shape of the set of all sites visited by active particles up to a certain time. Thus, in this paper, we prove continuity for the asymptotic shape in the law of the initial configuration.     

Sharp asymptotics for Kawasaki dynamics on a finite box with open boundary

In this paper we study the metastable behavior of the lattice gas in two and three dimensions subject to Kawasaki dynamics in the limit of low temperature and low density. We consider the local version of the model, where particles live on a finite box and are created, respectively, annihilated at the boundary of the box in a way that reflects an infinite gas reservoir. We are interested in how the system nucleates, i.e., how it reaches a full box when it starts from an empty box. Our approach combines geometric and potential theoretic arguments. In two dimensions, we identify the full geometry of the set of critical droplets for the nucleation, compute the average nucleation time up to a multiplicative factor that tends to one, show that the nucleation time divided by its average converges to an exponential random variable, express the proportionality constant for the average nucleation time in terms of certain capacities associated with simple random walk, and compute the asymptotic behavior of this constant as the system size tends to infinity. In three dimensions, we obtain similar results but with less control over the geometry and the constant. A special feature of Kawasaki dynamics is that in the metastable regime particles move along the border of a droplet more rapidly than they arrive from the boundary of the box. The geometry of the critical droplet and the sharp asymptotics for the average nucleation time are highly sensitive to this motion.     

Jamming in attractive granular media

The jamming transition is studied numerically in systems of particles with attraction. Unlike the purely repulsive case where a single transition separates the jammed from unjammed phase, the presence of even an infinitesimal amount of attraction yields two distinct transitions: connectivity and rigidity percolation. We measure critical exponents of these two percolation transitions and find that they are different than the corresponding lattice values. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Smoothness of transition maps in singular perturbation problems with one fast variable

This paper deals with the smoothness of the transition map between two sections transverse to the fast flow of a singularly perturbed vector field (one fast, multiple slow directions). Orbits connecting both sections are canard orbits, i.e. they first move rapidly towards the attracting part of a critical surface, then travel a distance near this critical surface, even beyond the point where the orbit enters the repelling part of the critical surface, and finally repel away from the surface. We prove that the transition map is smooth. In a transcritical situation however, where orbits from an attracting part of one critical manifold follow the repelling part of another critical manifold, the smoothness of the transition map may be limited, due to resonance phenomena that are revealed by blowing up the turning point! We present a polynomial example in R³.     

Asymptotics of particle trajectories in infinite one-dimensional systems with collisions

We investigate the asymptotic behavior of the trajectories of a tagged particle (tp) in an infinite one-dimensional system of point particles. The particles move independently when not in contact: the only interactions are Harris type generalized elastic collisions which prevent crossings. This is achieved by relabeling the independent trajectories when they cross. When these trajectories are differentiable, as in particles with velocities undergoing Ornstein-Uhlenbeck processes, collisions correspond to exchange of velocities. We prove very generally that the suitably scaled tp trajectory converges (weakly) to a simple Gaussian process. This extends the results of Spitzer for New tonian particles to very general non-crossing processes. The proof is based on the consideration of the simpler process which counts the crossings of the origin by the independent trajectories.