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Large Deviations and Importance Sampling for Systems of Slow-Fast Motion

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and fast motion with small noise in the slow component. We assume periodicity with respect to the fast component. Depending on the interaction of the fast scale with the smallness of the noise, we get different behavior. We examine how one range of interaction differs from the other one both for the large deviations and for the importance sampling. We use the large deviations results to identify asymptotically optimal importance sampling schemes in each case. Standard Monte Carlo schemes perform poorly in the small noise limit. In the presence of multiscale aspects one faces additional difficulties and straightforward adaptation of importance sampling schemes for standard small noise diffusions will not produce efficient schemes. It turns out that one has to consider the so called cell problem from the homogenization theory for Hamilton-Jacobi-Bellman equations in order to guarantee asymptotic optimality. We use stochastic control arguments.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Improved methods for Feynman path integral calculations and their application to calculate converged vibrational–rotational partition functions, free energies, enthalpies, entropies, and heat capacities for methane

We present an improved version of our “path-by-path” enhanced same path extrapolation scheme for Feynman path integral (FPI) calculations that permits rapid convergence with discretization errors ranging from O(P{sup −6}) to O(P{sup −12}), where P is the number of path discretization points. We also present two extensions of our importance sampling and stratified sampling schemes for calculating vibrational–rotational partition functions by the FPI method. The first is the use of importance functions for dihedral angles between sets of generalized Jacobi coordinate vectors. The second is an extension of our stratification scheme to allow some strata to be defined based only on coordinate information while other strata are defined based on both the geometry and the energy of the centroid of the Feynman path. These enhanced methods are applied to calculate converged partition functions by FPI methods, and these results are compared to ones obtained earlier by vibrational configuration interaction (VCI) calculations, both calculations being for the Jordan–Gilbert potential energy surface. The earlier VCI calculations are found to agree well (within ∼1.5%) with the new benchmarks. The FPI partition functions presented here are estimated to be converged to within a 2σ statistical uncertainty of between 0.04% and 0.07% for the given potential energy surface for temperatures in the range 300–3000 K and are the most accurately converged partition functions for a given potential energy surface for any molecule with five or more atoms. We also tabulate free energies, enthalpies, entropies, and heat capacities.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

AETHER: A simulation platform for inductively coupled plasma

An in-house code is developed to simulate the inductively coupled plasma (ICP). The model comprises the fluid, electromagnetic and transformer submodels. Fluid equations are solved to evaluate the plasma flow parameters, including the plasma and neutral densities, ion and neutral velocities, electron flux, electron temperature, and electric potential. The model relies on the ambipolar approximation and offers the evaluation of plasma parameters without solving the sheath region. The electromagnetic model handles the calculation of the electric and magnetic fields using the magnetic vector potential. The transformer model captures the effect of the matching circuit utilized in laboratory experiments for RF power deposition. The continuity and momentum equations are solved using finite volume method. The energy, electric potential, and magnetic vector potential equations are solved using finite difference method. The resulting linear systems of equations are solved with iterative solvers including Jacobi and GMRES. The code is written using the C++ programming language, it works in parallel and has graphical user interface. The model is applied to study ICP characteristics of a plasma confined within a cylindrical chamber with dielectric walls for two different power deposition cases. The results obtained from the developed model are verified using the plasma module of COMSOL Multiphysics. The model is also applied to a plasma source configuration, and it is demonstrated that there is an overall increase in the plasma potential when current is extracted from ICP with a biased wall electrode.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Performance of preconditioned iterative solvers in MFiX–Trilinos for fluidized beds

MFiX, a general-purpose Fortran-based suite, simulates the complex flow in fluidized bed applications via BiCGStab and GMRES methods along with plane relaxation preconditioners. Trilinos, an object-oriented framework, contains various first- and second-generation Krylov subspace solvers and preconditioners. We developed a framework to integrate MFiX with Trilinos as MFiX does not possess advanced linear methods. The framework allows MFiX to access advanced linear solvers and preconditioners in Trilinos. The integrated solver is called MFiX–Trilinos, here after. In the present work, we study the performance of variants of GMRES and CGS methods in MFiX–Trilinos and BiCGStab and GMRES solvers in MFiX for a 3D gas–solid fluidized bed problem. Two right preconditioners employed along with various solvers in MFiX–Trilinos are Jacobi and smoothed aggregation. The flow from MFiX–Trilinos is validated against the same from MFiX for BiCGStab and GMRES methods. And, the effect of the preconditioning on the iterative solvers in MFiX–Trilinos is also analyzed. In addition, the effect of left and right smoothed aggregation preconditioning on the solvers is studied. Finally, the performance of the first- and second-generation solver stacks in MFiX–Trilinos is studied as well for two different problem sizes.

97 MATHEMATICS AND COMPUTING↗

Measuring the diffraction properties of an imaging quartz(211) crystal

A dual goniometer X-ray system was used to measure the reflectivity curve for a spherically bent quartz(211) crystal. An analysis of the dual goniometer instrument response function for the rocking curve width measurement was developed and tested against the actual measurements. The rocking curve was measured at 4510.8 eV using the Ti Kα1 characteristic spectral line. The crystal is the dispersion element for a high resolution spectrometer used for plasma studies. It was expected to have a very narrow rocking curve width. The analysis showed that we could measure the upper bound for the rocking curve width of the Qz(211) crystal. The upper bound was 58 μrad giving a lower bound for the instrument resolving power E/ΔE = 34 000. Greatly improved insight into the dual goniometer operation and its limitations was achieved.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Fermi-Löwdin-orbital self-interaction correction using the optimized-effective-potential method within the Krieger-Li-Iafrate approximation

Perdew-Zunger self-interaction correction (PZ-SIC) offers a route to remove self interaction errors on an orbital-by-orbital basis. A recent formulation of PZ-SIC by Pederson, Ruzsinszky and Perdew proposes restricting the unitary transformation to localized orbitals called Fermi-Löwdin orbitals. This formulation, called the FLOSIC method, simplifies PZ-SIC calculations and was implemented self-consistently using a Jacobi-like (FLOSIC-Jacobi) iteration scheme. In this work we implement the FLOSIC approach using the Krieger-Li-Iafrate (KLI) approximation to the optimized effective potential (OEP). We compare the results of present FLOSIC-KLI approach with FLOSIC-Jacobi scheme for atomic energies, atomization energies, ionization energies, barrier heights, polarizability of chains of hydrogen molecules etc. to validate the FLOSIC-KLI approach. The FLOSICKLI approach, which is within the realm of Kohn-Sham theory, predicts smaller energy gaps between frontier orbitals due to the lowering of eigenvalues of the lowest unoccupied orbitals. Results show that atomic energies, atomization energies, ionization energy as an absolute of highest occupied orbital eigenvalue, and polarizability of chains of hydrogen molecules between the two methods agree within 2%. Lastly the FLOSIC-KLI approach is used to determine the vertical ionization energies of water clusters.

74 ATOMIC AND MOLECULAR PHYSICS↗

Crossover ensembles of random matrices and skew-orthogonal polynomials

Highlights: > We study crossover ensembles of Jacobi family of random matrices. > We consider correlations for orthogonal-unitary and symplectic-unitary crossovers. > We use the method of skew-orthogonal polynomials and quaternion determinants. > We prove universality of spectral correlations in crossover ensembles. > We discuss applications to quantum conductance and communication theory problems. - Abstract: In a recent paper (S. Kumar, A. Pandey, Phys. Rev. E, 79, 2009, p. 026211) we considered Jacobi family (including Laguerre and Gaussian cases) of random matrix ensembles and reported exact solutions of crossover problems involving time-reversal symmetry breaking. In the present paper we give details of the work. We start with Dyson's Brownian motion description of random matrix ensembles and obtain universal hierarchic relations among the unfolded correlation functions. For arbitrary dimensions we derive the joint probability density (jpd) of eigenvalues for all transitions leading to unitary ensembles as equilibrium ensembles. We focus on the orthogonal-unitary and symplectic-unitary crossovers and give generic expressions for jpd of eigenvalues, two-point kernels and n-level correlation functions. This involves generalization of the theory of skew-orthogonal polynomials to crossover ensembles. We also consider crossovers in the circular ensembles to show the generality of our method. In the large dimensionality limit, correlations in spectra with arbitrary initial density are shown to be universal when expressed in terms of a rescaled symmetry breaking parameter. Applications of our crossover results to communication theory and quantum conductance problems are also briefly discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Modified semi-classical methods for nonlinear quantum oscillations problems

We develop a modified semi-classical approach to the approximate solution of Schroedinger's equation for certain nonlinear quantum oscillations problems. In our approach, at lowest order, the Hamilton-Jacobi equation of the conventional semi-classical formalism is replaced by an inverted-potential-vanishing-energy variant thereof. With suitable smoothness, convexity and coercivity properties imposed on its potential energy function, we prove, using methods drawn from the calculus of variations together with the (Banach space) implicit function theorem, the existence of a global, smooth 'fundamental solution' to this equation. Higher order quantum corrections thereto, for both ground and excited states, can then be computed through the integration of associated systems of linear transport equations, derived from Schroedinger's equation, and formal expansions for the corresponding energy eigenvalues obtained therefrom by imposing the natural demand for smoothness on the (successively computed) quantum corrections to the eigenfunctions. For the special case of linear oscillators our expansions naturally truncate, reproducing the well-known exact solutions for the energy eigenfunctions and eigenvalues. As an explicit application of our methods to computable nonlinear problems, we calculate a number of terms in the corresponding expansions for the one-dimensional anharmonic oscillators of quartic, sectic, octic, and dectic types and compare the results obtained with those of conventional Rayleigh/Schroedinger perturbation theory. To the orders considered (and, conjecturally, to all orders) our eigenvalue expansions agree with those of Rayleigh/Schroedinger theory whereas our wave functions more accurately capture the more-rapid-than-gaussian decay known to hold for the exact solutions to these problems. For the quartic oscillator in particular our results strongly suggest that both the ground state energy eigenvalue expansion and its associated wave function expansion are Borel summable to yield natural candidates for the actual exact ground state solution and its energy. Our techniques for proving the existence of the crucial 'fundamental solution' to the relevant (inverted-potential-vanishing-energy) Hamilton-Jacobi equation have the important property of admitting interesting infinite dimensional generalizations. In a project paralleling the present one we shall show how this basic construction can be carried out for the Yang-Mills equations in Minkowski spacetime.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Exact solitary solution of Schamel equation in plasmas with negative ions

A theoretical investigation is carried out for understanding the properties of the solitary solution in plasmas with negative ions. Schamel equation for a plasma consisting of electron, positive ions and negative ions has been derived by using the reductive perturbation method. The effects of negative ions and the density on the properties of the solitary solution is discussed. We make use of the extended mapping method and auxiliary equation to obtain the solution of Schamel equation. This solution includes the Jacobi elliptic function solutions, hyperbolic function solutions, rational solutions, and periodic wave solutions. Furthermore, we show that the incorporate negative ion effects in the nonlinear propagation of ion acoustic waves that are controlled by trapped electrons and the results of the solitary solution in plasmas with negative ions model are discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Applying the Euclidean-signature semi-classical method to the quantum Taub models with a cosmological constant and aligned electromagnetic field

We prove the existence of a countably infinite number of “excited” states for the Lorentzian-signature Taub–Wheeler–DeWitt (WDW) equation when a cosmological constant is present using the Euclidean-signature semi-classical method. We also find a “ground” state solution when both an aligned electromagnetic field and cosmological constant are present; as a result, conjecture that the Euclidean-signature semi classical method can be used to prove the existence of a countably “infinite” number of “excited” states when the two aforementioned matter sources are present. Afterward, we prove the existence of asymptotic solutions to the vacuum Taub–WDW equation using the “no boundary” and “wormhole” solutions of the Taub Euclidean-signature Hamilton–Jacobi equation and compare their mathematical properties. We then discuss the fascinating qualitative properties of the wave functions we have computed. By utilizing the Euclidean-signature semi-classical method in the above manner, we further show its ability to prove the existence of solutions to Lorentzian-signature equations without having to invoke a Wick rotation. This feature of not needing to apply a Wick rotation makes this method potentially very useful for tackling a variety of problems in bosonic relativistic field theory and quantum gravity

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Five-loop four-point integrand of N = 8 supergravity as a generalized double copy

Here, we use the recently developed generalized double-copy procedure to construct an integrand for the five-loop four-point amplitude of N = 8 supergravity. This construction starts from a naive double copy of the previously computed corresponding amplitude of N = 4 super-Yang-Mills theory. This is then systematically modified by adding contact terms generated in the context of the method of maximal unitarity cuts. For the simpler generalized cuts, whose corresponding contact terms tend to be the most complicated, we derive a set of formulas relating the contact contributions to the violations of the dual Jacobi identities in the relevant gauge-theory amplitudes. For more complex generalized unitarity cuts, which tend to have simpler contact terms associated with them, we use the method of maximal cuts more directly. The five-loop four-point integrand is a crucial ingredient towards future studies of ultraviolet properties of N = 8 supergravity at five loops and beyond. We further propose a nontrivial check of the consistency of the integrand, based on modern approaches for integrating over the loop momenta in the ultraviolet region.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem

This paper deals with existence and uniqueness of a solution in viscosity sense, for a system of m variational partial differential inequalities with inter-connected obstacles. A particular case is the Hamilton-Jacobi-Bellmann system of the Markovian stochastic optimal m-states switching problem. The switching cost functions depend on (t,x). The main tool is the notion of systems of reflected backward stochastic differential equations with oblique reflection.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantum models with energy-dependent potentials solvable in terms of exceptional orthogonal polynomials

We construct energy-dependent potentials for which the Schrödinger equations admit solutions in terms of exceptional orthogonal polynomials. Our method of construction is based on certain point transformations, applied to the equations of exceptional Hermite, Jacobi and Laguerre polynomials. We present several examples of boundary-value problems with energy-dependent potentials that admit a discrete spectrum and the corresponding normalizable solutions in closed form.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hamilton-Jacobi formalism for inflation with non-minimal derivative coupling

In inflation with nonminimal derivative coupling there is not a conformal transformation to the Einstein frame where calculations are straightforward, and thus in order to extract inflationary observables one needs to perform a detailed and lengthy perturbation investigation. In this work we bypass this problem by performing a Hamilton-Jacobi analysis, namely rewriting the cosmological equations considering the scalar field to be the time variable. We apply the method to two specific models, namely the power-law and the exponential cases, and for each model we calculate various observables such as the tensor-to-scalar ratio, and the spectral index and its running. We compare them with 2013 and 2015 Planck data, and we show that they are in a very good agreement with observations.

79 ASTRONOMY AND ASTROPHYSICS↗

Explicit Weierstrass traveling wave solutions and bifurcation analysis for dissipative Zakharov–Kuznetsov modified equal width equation

We consider the dissipative Zakharov–Kuznetsov modified equal width (ZK-MEW) equation and discuss the effect of the dissipation on the existence and nature of traveling wave solutions of the equation. We use Lyapunov function and dynamical system theory in order to show that when viscosity term is added to the ZK-MEW equation, yet there exists still bounded traveling wave solutions in certain regions. Subsequently, we obtain general solution of the ZK-MEW equation in the presence and absence of viscosity in terms of Weirstrass ℘ functions and Jacobi elliptic functions. We also derive a new form of kink-type solution by exploring a factorization method based on functional transformation and the Abel’s first order nonlinear equation. Finally, we use the phase plane analysis and examine the stability of the viscous waves.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the Degradation of the Effectiveness of Nonlinear Diffusion Acceleration with Parallel Block Jacobi Splitting

MOOSE's radiation transport module Rattlesnake comprises a first order S N solver that can be accelerated with a flexible Nonlinear Diffusion Acceleration. At each NDA iteration, the streaming and collision operator of the S{sub N} equations are (approximately) inverted using a transport sweep. When executed on multiple processors parallel block Jacobi (PBJ) splitting is utilized lagging the processor sub-domain's incoming angular fluxes making the implemented method asynchronous, i.e. the convergence properties of NDA become dependent on the number of concurrent tasks and details of the partitioning. Within this work, we study the NDA convergence properties for the two-dimensional C5G7 benchmark problem PBJ with p = 1, 2, 4, 8, 12, 16, 24, 32, 48, 60, 72, 96 and 144 concurrent tasks. Rosa studied the convergence properties of PBJ splitting methods with and without transport synthetic acceleration (TSA) in slab geometry and two-dimensional Cartesian geometry, respectively. Rosa's iteration scheme lags both the incoming angular fluxes and the scattering source making it very similar to the method described here. Rosa found by means of Fourier analysis that convergence of unaccelerated PBJ can degrade for optically thin subdomains, i.e. for a large number of processors given a fixed domain size. Depending on the choice of parameters application of TSA can lead to an effective algorithm. In contrast to Rosa's work, this work focuses on PBJ splitting for NDA accelerated solution of the multigroup eigenvalue problem. Later, Zerr and Anistratov used their integral transport matrix method in conjunction with PBJ. This iteration scheme is different as it does not lag the scattering source. Nevertheless, Fourier analysis with Diamond Difference spatial discretization showed that the method degrades with increasing the overall size of the spatial domain while keeping the sub-domain size constant. In the case of an infinite medium, the observed spectral radius becomes unity. These references establish the iterative performance of PBJ for one-group fixed source problems discretized on rectangular cells, but for the Rattlesnake first order NDA method, an emphasis lies on multigroup eigenvalue problems. In this setting, the additional complication arises that the low order equations are not exactly inverted, but only to some iterative criterion. Further, as the low order problem is solved using Jacobian-Free Newton Krylov methods, a suitable preconditioner for the GMRES iterations is required. As the effectiveness of the preconditioners may decrease when more concurrent processes are used, we expect the low order solve to impact the overall effectiveness of the NDA method in parallel execution as well. Therefore, this work focuses on the question of how detrimental the asynchronicity of the high and low order iterative solutions is for the effectiveness of NDA solutions of realistic, unstructured grid, multigroup eigenvalue problems. The iterative convergence properties of Rattlesnake's NDA method for multigroup eigenvalue problems are studied for varying number of concurrent processes. Rattlesnake's NDA method is asynchronous because the high order transport sweep uses PBJ splitting and because the low order solve's preconditioners, algebraic multigrid and additive Schwarz, are asynchronous. We found that up to 144 processes the number of Picard iterations increases by a factor of 2-3 affecting but not destroying NDA's parallel performance for the C5G7 benchmark problem, a representative LWR (light water reactor) configuration. The solution of the NDA low order eigenvalue problem posed greater problems than expected for the solvers currently available in Rattlesnake mainly because of problems to effectively precondition the modified low-order problem. As a matter of fact, the low order problem becomes an advection-diffusion problem. Non-robustness was observed for the AMG preconditioned coarse mesh acceleration for more than 60 concurrent processes, which was fixed by increasing the number of permissible V-cycles per AMG call. For fine mesh acceleration AMG proved to be ineffective and we resorted to ASM. For both AMG and ASM, increasing number of linear iterations per nonlinear are observed when increasing the number of processes, but for ASM this problem appears to be worse. The results from this work also indicate that initial development efforts should be diverted from implementation of a high-order parallel sweeping algorithm to the effective and robust iterative solution of the low order NDA multigroup eigenvalue problem. (authors)

97 MATHEMATICS AND COMPUTING↗

A Müntz wavelets collocation method for solving fractional differential equations

In this paper, we introduce a new set of wavelets, namely Müntz wavelets. These wavelets are defined based on Müntz Legendre polynomials which have the property of orthogonality. We stabilize the wavelet coefficients by utilizing Jacobi polynomials to construct the modified Müntz wavelets. Next, we present a collocation scheme based on Müntz wavelets for solving fractional differential equations. The fractional derivative is described in the Caputo sense. Some error estimates are given and numerical examples are included to demonstrate the applicability and accuracy of the proposed method. This includes the elastic-dissipative mathematical model of linear mechanical devices known as Boltzman operator.

97 MATHEMATICS AND COMPUTING↗

A reactant-coordinate-based wave packet method for full-dimensional state-to-state quantum dynamics of tetra-atomic reactions: Application to both the abstraction and exchange channels in the H + H 2 O reaction

Here, an efficient and accurate wave packet method is proposed for the calculation of the state-to-state S -matrix elements in bimolecular reactions involving four atoms. This approach propagates an initial state specific wave packet in reactant Jacobi coordinates. The projection in product channels is carried out on projection planes, which have one less degree of freedom, by transforming both the time-dependent wave packet and final product states into a set of intermediate coordinates. This reactant-coordinate-based method is more efficient than product-coordinate-based methods because it typically requires a smaller number of basis functions or grid points and allows the determination of S -matrix elements for multiple product channels from a single propagation. This method is demonstrated in calculating the ( J tot = 0) state-to-state S -matrix elements for both the abstraction and exchange channels of the H + H 2 O reaction.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗