A fictitious domain approach to the numerical solution of PDEs in stochastic domains

We present an efficient method for the numerical realization of elliptic PDEs in domains depending on random variables. Domains are bounded, and have finite fluctuations. The key feature is the combination of a fictitious domain approach and a polynomial chaos expansion. The PDE is solved in a larger, fixed domain (the fictitious domain), with the original boundary condition enforced via a Lagrange multiplier acting on a random manifold inside the new domain. A (generalized) Wiener expansion is invoked to convert such a stochastic problem into a deterministic one, depending on an extra set of real variables (the stochastic variables). Discretization is accomplished by standard mixed finite elements in the physical variables and a Galerkin projection method with numerical integration (which coincides with a collocation scheme) in the stochastic variables. A stability and convergence analysis of the method, as well as numerical results, are provided. The convergence is “spectral” in the polynomial chaos order, in any subdomain which does not contain the random boundaries.     

Exponential decay rate of survival probability in a disastrous random environment

Summary. We study the exponential decay rate of the survival probability up to time t>0 of a random walker moving in Zopf; ^d in a temporally and spatially fluctuating random environment. When the random walker has a speed parameter κ>0, we investigate the influence of κ on the exponential decay rate λ(d,κ). In particular we prove that for any fixed d≥1, λ(d,κ) behaves like as logκ as κ↘0. Received: 21 May 1996 / In revised form: 2 February 1997     

Field-of-values analysis of preconditioned iterative methods for nonsymmetric elliptic problems

Summary. The convergence rate of Krylov subspace methods for the solution of nonsymmetric systems of linear equations, such as GMRES or FOM, is studied. Bounds on the convergence rate are presented which are based on the smallest real part of the field of values of the coefficient matrix and of its inverse. Estimates for these quantities are available during the iteration from the underlying Arnoldi process. It is shown how these bounds can be used to study the convergence properties, in particular, the dependence on the mesh-size and on the size of the skew-symmetric part, for preconditioners for finite element discretizations of nonsymmetric elliptic boundary value problems. This is illustrated for the hierarchical basis and multilevel preconditioners which constitute popular preconditioning strategies for such problems. Received May 3, 1996     

Cr^4＋：YAG可饱和吸收特性测量

测量了Cr4+:YAG材料的可饱和吸收特性,用多种数据分析方法处理了实验结果,Cr4+:YAG的基态吸收截面σgs=11×10-19cm2,激发态吸收截面σes=1.2×10-19cm2。     

Metric marginal problems for set-valued or non-measurable variables

Summary In a separable metric space, if two Borel probability measures (laws) are nearby in a suitable metric, then there exist random variables with those laws which are nearby in probability. Specifically, by a well-known theorem of Strassen, the Prohorov distance between two laws is the infimum of Ky Fan distances of random variables with those laws. The present paper considers possible extensions of Strassen's theorem to two random elements one of which may be (compact) set-valued and/or non-measurable. There are positive results in finite-dimensional spaces, but with factors depending on the dimension. Examples show that such factors cannot entirely be avoided, so that the extension of Strassen's theorem to the present situation fails in infinite dimensions.This research was partially supported by a Guggenheim Fellowship, by National Science Foundation grant DMS 8505550 at MSRI-Berkeley, and other NSF grants     

Characteristic of a broadband Ti:LiNbO3 optical modulator with buried electrodes and etched grooves in the buffer layer

Traveling wave Ti:LiNbO₃ Mach-Zehnder optical modulators with buried electrodes and etched grooves in the SiO₂ buffer layer are analyzed by the finite element method. The tradeoff between the bandwidth BW and the half-wave voltage Vπ is discussed. The value of BW/Vπ is used to weight the total performance of the modulator. Taking a thick buffer layer and etching deep grooves in the buffer layer are demonstrated as two effective methods to improve the performance of the modulator. A 3-dB optical bandwidth of 18 GHz with half-wave voltage 5V at a wavelength of 1.55 pm could be obtained even though the electrode is not very thick. When the requirement of half-wave voltage is not very critical, a bandwidth of more than 100 GHz can be obtained.     

On order-preservation and positive correlations for multidimensional diffusion processes

Summary As a continuation of the study by Herbst and Pitt (1991), this note presents two criteria. The first one is on the order-preservation for two (may be different) multidimensional diffusion processes. The second one is on the preservation of positive correlations for a diffusion process.Research supported in part by the Ying-Tung Fok Educational Foundation and the National Natural Science Foundation of China     

Non-linearity of the interactions between bottom-up and top-down signals in multistable visual perception

Summary Both bottom-up sensory information and top-down influences contribute to the perception processes. We studied the perceptual alternations of a multistable ambiguous pattern. We observed that it is possible to interfere on the process of the perception alternance by means of subliminal visual stimuli, which either contrast or second the previous perception. We investigated also the effect of the top-down volitional factor on the perceptual alternation. By using a combination of such top-down factor and bottom-up stimulation, we ascertained that a non-linear type of interaction occurs between the two above factors. Paper presented at the International Workshop ?Fluctuations in Physics and Biology: Stochastic Resonance, Signal Processing and Related Phenomena?, Elba, 5–10 June 1994.