Multilevel Monte Carlo for Random Degenerate Scalar Convection Diffusion Equation

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous dependence of weak solutions on data in the deterministic case, we develop a definition of random entropy solution. We establish existence, uniqueness, measurability and integrability results for these random entropy solutions, generalizing \cite{Mishr478,MishSch10a} to possibly degenerate hyperbolic-parabolic problems with random data. We next address the numerical approximation of random entropy solutions, specifically the approximation of the deterministic first and second order statistics. To this end, we consider explicit and implicit time discretization and Finite Difference methods in space, and single as well as Multi-Level Monte-Carlo methods to sample the statistics. We establish convergence rate estimates with respect to the discretization parameters, as well as with respect to the overall work, indicating substantial gains in efficiency are afforded under realistic regularity assumptions by the use of the Multi-Level Monte-Carlo method. Numerical experiments are presented which confirm the theoretical convergence estimates.Comment: 24 Page

The evolution of the Mira variable R Hydrae

The Mira variable R Hydrae is well known for its declining period, which Wood & Zarro (1981) attributed to a possible recent thermal pulse. Here we investigate the long-term period evolution, covering 340 years, going back to its discovery in AD 1662. Wavelets are used to determine both the period and semi-amplitude. We show that the period decreased linearly between 1770 and 1950; since 1950 the period has stabilized at 385 days. The semi-amplitude closely follows the period evolution. Detailed analysis of the oldest data shows that before 1770 the period was about 495 days. We find no evidence for an increasing period during this time as found by Wood & Zarro. IRAS data shows that the mass loss dropped dramatically around AD 1750. The decline agrees with the mass-loss formalism from Vassiliadis & Wood, but is much larger than predicted by the Bloecker mass-loss law. An outer detached IRAS shell suggests that R Hya has experienced such mass-loss interruptions before. The period evolution can be explained by a thermal pulse occuring around AD 1600, or by an non-linear instability leading to an internal relaxation of the stellar structure. The elapsed time between the mass-loss decline giving rise to the outer detached shell, and the recent event, of approximately 5000 yr suggests that only one of these events could be due to a thermal pulse. Further monitoring of R Hya is recommended, as both models make strong predictions for the future period evolution. R Hya-type events, on time scales of 10^2-10^3 yr, could provide part of the explanation for the rings seen around some AGB and post-AGB stars.Comment: 13 pages. MNRAS, accepted for publicatio

The quest for the solar g modes

Solar gravity modes (or g modes) -- oscillations of the solar interior for which buoyancy acts as the restoring force -- have the potential to provide unprecedented inference on the structure and dynamics of the solar core, inference that is not possible with the well observed acoustic modes (or p modes). The high amplitude of the g-mode eigenfunctions in the core and the evanesence of the modes in the convection zone make the modes particularly sensitive to the physical and dynamical conditions in the core. Owing to the existence of the convection zone, the g modes have very low amplitudes at photospheric levels, which makes the modes extremely hard to detect. In this paper, we review the current state of play regarding attempts to detect g modes. We review the theory of g modes, including theoretical estimation of the g-mode frequencies, amplitudes and damping rates. Then we go on to discuss the techniques that have been used to try to detect g modes. We review results in the literature, and finish by looking to the future, and the potential advances that can be made -- from both data and data-analysis perspectives -- to give unambiguous detections of individual g modes. The review ends by concluding that, at the time of writing, there is indeed a consensus amongst the authors that there is currently no undisputed detection of solar g modes.Comment: 71 pages, 18 figures, accepted by Astronomy and Astrophysics Revie

Generalized Entropies

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation as a semidefinite program, a type of convex optimization. After establishing a few basic properties, we prove upper and lower bounds in terms of the smooth entropies, a family of entropy measures that is used to characterize a wide range of operational quantities. From the formulation as a semidefinite program, we also prove a result on decomposition of hypothesis tests, which leads to a chain rule for the entropy.Comment: 21 page