Exponentially convergent data assimilation algorithm for Navier-Stokes equations

The paper presents a new state estimation algorithm for a bilinear equation representing the Fourier- Galerkin (FG) approximation of the Navier-Stokes (NS) equations on a torus in R2. This state equation is subject to uncertain but bounded noise in the input (Kolmogorov forcing) and initial conditions, and its output is incomplete and contains bounded noise. The algorithm designs a time-dependent gain such that the estimation error converges to zero exponentially. The sufficient condition for the existence of the gain are formulated in the form of algebraic Riccati equations. To demonstrate the results we apply the proposed algorithm to the reconstruction a chaotic fluid flow from incomplete and noisy data

Preheating after N-flation

We study preheating in N-flation, assuming the Mar\v{c}enko-Pastur mass distribution, equal energy initial conditions at the beginning of inflation and equal axion-matter couplings, where matter is taken to be a single, massless bosonic field. By numerical analysis we find that preheating via parametric resonance is suppressed, indicating that the old theory of perturbative preheating is applicable. While the tensor-to-scalar ratio, the non-Gaussianity parameters and the scalar spectral index computed for N-flation are similar to those in single field inflation (at least within an observationally viable parameter region), our results suggest that the physics of preheating can differ significantly from the single field case.Comment: 14 pages, 14 figures, references added, fixed typo

Models of Passive and Reactive Tracer Motion: an Application of Ito Calculus

By means of Ito calculus it is possible to find, in a straight-forward way, the analytical solution to some equations related to the passive tracer transport problem in a velocity field that obeys the multidimensional Burgers equation and to a simple model of reactive tracer motion.Comment: revised version 7 pages, Latex, to appear as a letter to J. of Physics

On the mass transport by a Burgers velocity field

The mass transport by a Burgers velocity field is investigated in the framework of the theory of stochastic processes. Much attention is devoted to the limit of vanishing viscosity (inviscid limit) describing the "adhesion model" for the early stage of the evolution of the Universe. In particular the mathematical foundations for the ansatz currently used in the literature to compute the mass distribution in the inviscid limit are provided.Comment: 14 pages, Latex, revised version submitted to Physica

Non-intrusive and structure preserving multiscale integration of stiff ODEs, SDEs and Hamiltonian systems with hidden slow dynamics via flow averaging

We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by slow variables (ii) {\it Versatile}: the method is based on averaging the flows of the given dynamical system (which may have hidden slow and fast processes) instead of averaging the instantaneous drift of assumed separated slow and fast processes. This bypasses the need for identifying explicitly (or numerically) the slow or fast variables (iii) {\it Nonintrusive}: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale (iv) {\it Convergent over two scales}: strongly over slow processes and in the sense of measures over fast ones. We introduce the related notion of two-scale flow convergence and analyze the convergence of these integrators under the induced topology (v) {\it Structure preserving}: for stiff Hamiltonian systems (possibly on manifolds), they can be made to be symplectic, time-reversible, and symmetry preserving (symmetries are group actions that leave the system invariant) in all variables. They are explicit and applicable to arbitrary stiff potentials (that need not be quadratic). Their application to the Fermi-Pasta-Ulam problems shows accuracy and stability over four orders of magnitude of time scales. For stiff Langevin equations, they are symmetry preserving, time-reversible and Boltzmann-Gibbs reversible, quasi-symplectic on all variables and conformally symplectic with isotropic friction.Comment: 69 pages, 21 figure

Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum)

The uniqueness argument in the proof of Theorem 5, p. 483, of "Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view, J. Math. Anal. and Appl. (2009) " is flawed. We give here a corrected proof.Comment: 23 pages; Journal of Mathematical Analysis and Applications, 200

Equation-Free Dynamic Renormalization: Self-Similarity in Multidimensional Particle System Dynamics

We present an equation-free dynamic renormalization approach to the computational study of coarse-grained, self-similar dynamic behavior in multidimensional particle systems. The approach is aimed at problems for which evolution equations for coarse-scale observables (e.g. particle density) are not explicitly available. Our illustrative example involves Brownian particles in a 2D Couette flow; marginal and conditional Inverse Cumulative Distribution Functions (ICDFs) constitute the macroscopic observables of the evolving particle distributions.Comment: 7 pages, 5 figure

The quantum theory of measurement within dynamical reduction models

We analyze in mathematical detail, within the framework of the QMUPL model of spontaneous wave function collapse, the von Neumann measurement scheme for the measurement of a 1/2 spin particle. We prove that, according to the equation of the model: i) throughout the whole measurement process, the pointer of the measuring device is always perfectly well localized in space; ii) the probabilities for the possible outcomes are distributed in agreement with the Born probability rule; iii) at the end of the measurement the state of the microscopic system has collapsed to the eigenstate corresponding to the measured eigenvalue. This analysis shows rigorously how dynamical reduction models provide a consistent solution to the measurement problem of quantum mechanics.Comment: 24 pages, RevTeX. Minor changes mad

Cosmological Inflation and the Quantum Measurement Problem

According to cosmological inflation, the inhomogeneities in our universe are of quantum mechanical origin. This scenario is phenomenologically very appealing as it solves the puzzles of the standard hot big bang model and naturally explains why the spectrum of cosmological perturbations is almost scale invariant. It is also an ideal playground to discuss deep questions among which is the quantum measurement problem in a cosmological context. Although the large squeezing of the quantum state of the perturbations and the phenomenon of decoherence explain many aspects of the quantum to classical transition, it remains to understand how a specific outcome can be produced in the early universe, in the absence of any observer. The Continuous Spontaneous Localization (CSL) approach to quantum mechanics attempts to solve the quantum measurement question in a general context. In this framework, the wavefunction collapse is caused by adding new non linear and stochastic terms to the Schroedinger equation. In this paper, we apply this theory to inflation, which amounts to solving the CSL parametric oscillator case. We choose the wavefunction collapse to occur on an eigenstate of the Mukhanov-Sasaki variable and discuss the corresponding modified Schroedinger equation. Then, we compute the power spectrum of the perturbations and show that it acquires a universal shape with two branches, one which remains scale invariant and one with nS=4, a spectral index in obvious contradiction with the Cosmic Microwave Background (CMB) anisotropy observations. The requirement that the non-scale invariant part be outside the observational window puts stringent constraints on the parameter controlling the deviations from ordinary quantum mechanics... (Abridged).Comment: References added, minor corrections, conclusions unchange

The Bismut-Elworthy-Li type formulae for stochastic differential equations with jumps

Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bismut-Elworthy-Li type formulae can be obtained under the uniformly elliptic condition on the coefficients of the diffusion and jump terms. Our approach is based upon the Kolmogorov backward equation by making full use of the Markovian property of the process.Comment: 29 pages, to appear in Journal of Theoretical Probabilit