The Cross-Entropy Method for Continuous Multi-Extremal Optimization

In recent years, the cross-entropy method has been successfully applied to a wide range of discrete optimization tasks. In this paper we consider the cross-entropy method in the context of continuous optimization. We demonstrate the effectiveness of the cross-entropy method for solving difficult continuous multi-extremal optimization problems, including those with non-linear constraints.      

Chaotic oscillations and noise transformations in a simple dissipative system with delayed feedback

We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties.     

Light Scattering by Cylindrical Fibers with High Aspect Ratio Using the Null‐Field Method with Discrete Sources

The problem of computing light scattering by cylindrical fibers with high aspect ratio in the framework of the Null‐Field method with discrete sources is treated. Numerical experiments for investigating the scattering properties of two fiber geometries are performed using distributed spherical vector wave functions as discrete sources.     

10.1007/s10955-006-9040-z

We derive hydrodynamic equations describing the evolution of a binary fluid segregated into two regions, each rich in one species,which are separated (on the macroscopic scale) by a sharp interface. Our starting point is a Vlasov-Boltzmann (VB) equation describing the evolution of the one particle position and velocity distributions, f_i (x, v, t), i = 1, 2. The solution of the VB equation is developed in a Hilbert expansion appropriate for this system. This yields incompressible Navier-Stokes equations for the velocity field u and a jump boundary condition for the pressure across the interface. The interface, in turn, moves with a velocity given by the normal component of u.