The dynamics of water in small volumes probed by incoherent quasi-elastic neutron scattering

Summary The dynamics of water molecules occupying very small volumes can be probed by incoherent quasi-elastic neutron scattering. We summarise some results obtained with wet samples of porous silica and hydrated proteins. The movements of the molecules in the vicinity of the substrate are extremely reduced as compared to those of bulk water at the same temperature. Almost only rotational movements subsist and the local diffusion is of the order of that observed in deeply supercooled water. Paper presented at the I International Conference on Scaling Concepts and Complex Fluids, Copanello, Italy, July 4–8, 1994.     

Random walk properties of lattices and correlation factors for diffusion via the vacancy mechanism in crystals

Random walk properties and correlation factors for diffusion via the vacancy mechanism are calculated and compared for various three-dimensional lattices. By applying the theory of random walks on an imperfect lattice, the correlation factor for impurity diffusion is calculated rigorously for the five jump frequency model in the fee lattice.Presented at the Symposium on Random Walks, Gaithersburg, MD, June 1982.     

One-armed bandit models with continuous and delayed responses

One-armed bandit processes with continuous delayed responses are formulated as controlled stochastic processes following the Bayesian approach. It is shown that under some regularity conditions, a Gittins-like index exists which is the limit of a monotonic sequence of break-even values characterizing optimal initial selections of arms for finite horizon bandit processes. Furthermore, there is an optimal stopping solution when all observations on the unknown arm are complete. Results are illustrated with a bandit model having exponentially distributed responses, in which case the controlled stochastic process becomes a Markov decision process, the Gittins-like index is the Gittins index and the Gittins index strategy is optimal. Acknowledgement.We thank an anonymous referee for constructive and insightful comments, especially those related to the notion of the Gittins index.Both authors are funded by the Natural Sciences and Engineering Research Council (NSERC) of Canada.     

A fourth-order parabolic equation modeling epitaxial thin film growth

We study the continuum model for epitaxial thin film growth from Phys. D 132 (1999) 520-542, which is known to simulate experimentally observed dynamics very well. We show existence, uniqueness and regularity of solutions in an appropriate function space, and we characterize the existence of nontrivial equilibria in terms of the size of the underlying domain. In an investigation of asymptotical behavior, we give a weak assumption under which the ω-limit set of the dynamical system consists only of steady states. In the one-dimensional setting we can characterize the set of steady states and determine its unique asymptotically stable element. The article closes with some illustrative numerical examples.     

On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators

Consider a regular diffusion process X with finite speed measure m. Denote the normalized speed measure by μ. We prove that the uniform law of large numbers holds if the class has an envelope function that is μ-integrable, or if is bounded in L _p(μ) for some p>1. In contrast with uniform laws of large numbers for i.i.d. random variables, we do not need conditions on the ‘size’ of the class in terms of bracketing or covering numbers. The result is a consequence of a number of asymptotic properties of diffusion local time that we derive. We apply our abstract results to improve consistency results for the local time estimator (LTE) and to prove consistency for a class of simple M-estimators. This revised version was published online in June 2006 with corrections to the Cover Date.     

A Diffusion Approximation for a Markovian Queue with Reneging

Consider a single-server queue with a Poisson arrival process and exponential processing times in which each customer independently reneges after an exponentially distributed amount of time. We establish that this system can be approximated by either a reflected Ornstein–Uhlenbeck process or a reflected affine diffusion when the arrival rate exceeds or is close to the processing rate and the reneging rate is close to 0. We further compare the quality of the steady-state distribution approximations suggested by each diffusion.     

Some Notes on Reaction Diffusion Systems with Nonlinear Boundary Conditions

This paper deals with the existence and nonexistence of global positive solution to a semilinear reaction-diffusion system with nonlinear boundary conditions.For the heat diffusion case,the necessary and sufficient conditions on the global existence of all positive solutions are obtained.For the general fast diffusion case,we get some conditions on the global existence and nonexistence of positive solutions.The results of this paper fill the some gaps which were left in this field.     

Viscosity solutions of fully nonlinear parabolic systems

In this paper, we discuss the viscosity solutions of the weakly coupled systems of fully nonlinear second-order degenerate parabolic equations and their Cauchy-Dirichlet problem. We prove the existence, uniqueness and continuity of viscosity solution by combining Perron's method with the technique of coupled solutions. The results here generalize those in Proc. London Math. Soc. 63 (1991) 212-240 and Comm. Partial Differential Equations 16 (1991) 1095-1128.     

Monte Carlo simulation of phase separation and clustering in the ABV model

As a model for a binary alloy undergoing an unmixing phase transition, we consider a square lattice where each site can be either taken by an A atom, a B atom, or a vacancy (V), and there exists a repulsive interaction between AB nearest neighbor pairs. Starting from a random initial configuration, unmixing proceeds via random jumps of A atoms or B atoms to nearest neighbor vacant sites. In the absence of any interaction, these jumps occur at jump rates _A and _B, respectively. For a small concentration of vacancies (c _v=0.04) the dynamics of the structure factorS(k,t) and its first two momentsk ₁(t),k ₂ ² (t) is studied during the early stages of phase separation, for several choices of concentrationc _B of B atoms. Forc _B=0.18 also the time evolution of the cluster size distribution is studied. Apart from very early times, the mean cluster sizel(t) as well as the moments of the structure function depend on timet and the ratio of the jump rates (= _B/ _A) only via a scaled timet/(). Qualitatively, the behavior is very similar to the direct exchange model containing no vacancies. Consequences for phase separation of real alloys are briefly discussed.