Spectral methods for multiscale stochastic differential equations

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free method, which rely on Monte Carlo simulations, in this paper we introduce a new numerical methodology that is based on a spectral method. In particular, we use an expansion in Hermite functions to approximate the solution of an appropriate Poisson equation, which is used in order to calculate the coefficients of the homogenized equation. Spectral convergence is proved under suitable assumptions. Numerical experiments corroborate the theory and illustrate the performance of the method. A comparison with the HMM and an application to singularly perturbed stochastic PDEs are also presented

Quantization in classical mechanics and reality of Bohm's psi-field

Based on the Chetaev theorem on stable dynamical trajectories in the presence of dissipative forces, we obtain the generalized condition for stability of Hamilton systems in the form of the Schrodinger equation. It is shown that the energy of dissipative forces, which generate the Chetaev generalized condition of stability, coincides exactly with the Bohm "quantum" potential. Within the framework of Bohmian quantum mechanics supplemented by the generalized Chetaev theorem and on the basis of the principle of least action for dissipative forces, we show that the squared amplitude of a wave function in the Schrodinger equation is equivalent semantically and syntactically to the probability density function for the number of particle trajectories, relative to which the velocity and the position of the particle are not hidden parameters. The conditions for the correctness of the Bohm-Chetaev interpretation of quantum mechanics are discussed.Comment: 16 pages, significant improvement after 0806.4050 and 0804.1427. (v2) revised and reconsidered conclusion

Sequences of Exact Analytical Solutions for Plane-Waves in Graded Media

We present a new method for building sequences of solvable profiles of the electromagnetic (EM) admittance in lossless isotropic materials with 1D graded permittivity and permeability (in particular profiles of the optical refractive-index). These solvable profiles lead to analytical closed-form expressions of the EM fields, for both TE and TM modes. The Property-and-Field Darboux Transformations method, initially developed for heat diffusion modelling, is here transposed to the Maxwell equations in the optical-depth space. Several examples are provided, all stemming from a constant seed-potential, which makes them based on elementary functions only. Solvable profiles of increasingly complex shape can be obtained by iterating the process or by assembling highly flexible canonical profiles. Their implementation for modelling optical devices like matching layers, rugate filters, Bragg gratings, chirped mirrors or 1D photonic crystals, offers an exact and cost-effective alternative to the classical approachesComment: 74 pages, 20 figures, Corrected typos in Annex

Solving periodic semilinear stiff PDEs in 1D, 2D and 3D with exponential integrators

Dozens of exponential integration formulas have been proposed for the high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries and Ginzburg-Landau equations. We report the results of extensive comparisons in MATLAB and Chebfun of such formulas in 1D, 2D and 3D, focusing on fourth and higher order methods, and periodic semilinear stiff PDEs with constant coefficients. Our conclusion is that it is hard to do much better than one of the simplest of these formulas, the ETDRK4 scheme of Cox and Matthews

Accelerating the Fourier split operator method via graphics processing units

Current generations of graphics processing units have turned into highly parallel devices with general computing capabilities. Thus, graphics processing units may be utilized, for example, to solve time dependent partial differential equations by the Fourier split operator method. In this contribution, we demonstrate that graphics processing units are capable to calculate fast Fourier transforms much more efficiently than traditional central processing units. Thus, graphics processing units render efficient implementations of the Fourier split operator method possible. Performance gains of more than an order of magnitude as compared to implementations for traditional central processing units are reached in the solution of the time dependent Schr\"odinger equation and the time dependent Dirac equation

The quark-gluon plasma, turbulence, and quantum mechanics

Quark-gluon plasmas formed in heavy ion collisions at high energies are well described by ideal classical fluid equations with nearly zero viscosity. It is believed that a similar fluid permeated the entire universe at about three microseconds after the big bang. The estimated Reynolds number for this quark-gluon plasma at 3 microseconds is approximately 10^19. The possibility that quantum mechanics may be an emergent property of a turbulent proto-fluid is tentatively explored. A simple relativistic fluid equation which is consistent with general relativity and is based on a cosmic dust model is studied. A proper time transformation transforms it into an inviscid Burgers equation. This is analyzed numerically using a spectral method. Soliton-like solutions are demonstrated for this system, and these interact with the known ergodic behavior of the fluid to yield a stochastic and chaotic system which is time reversible. Various similarities to quantum mechanics are explored.Comment: 41 pages. Content changes in the azimuthal soliton sectio