Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations associated with the filter, which are required to make a useable algorithm in practice, are derived in an ad hoc fashion. The aim of this paper is to initiate the development of a systematic analysis of the EnKF, in particular to do so in the small ensemble size limit. The perspective is to view the method as a state estimator, and not as an algorithm which approximates the true filtering distribution. The perturbed observation version of the algorithm is studied, without and with variance inflation. Without variance inflation well-posedness of the filter is established; with variance inflation accuracy of the filter, with resepct to the true signal underlying the data, is established. The algorithm is considered in discrete time, and also for a continuous time limit arising when observations are frequent and subject to large noise. The underlying dynamical model, and assumptions about it, is sufficiently general to include the Lorenz '63 and '96 models, together with the incompressible Navier-Stokes equation on a two-dimensional torus. The analysis is limited to the case of complete observation of the signal with additive white noise. Numerical results are presented for the Navier-Stokes equation on a two-dimensional torus for both complete and partial observations of the signal with additive white noise

Oil Pollution in the Coastal Waters off Port Dickson, Straits of Malacca

The petroleum hydrocarbon dist1ibution in the Port Dichson coastal waters was studied over a period of three years from 1986 to 1989. Generally, there was no significant difference (P > 0.05) of hydrocarbon levels in water among the sampling stations on each of the sampling dates. However a pronounced fluctuation was found at different samping dates. Similarly, a pronounced fluctuation of hydrocarbon content in the sediment with different sampling dates was also detected. The mean hydrocarbon level in the water ranged between 14.69ppb and 150.28 ppb, ESSO 'Tapis A crude oil equivalent (or between 0.77 ppb and 7.87 ppb, chrysene equivalent), while for the sediment it ranged between 21. 73 mg/kg and 74.50 mg/kgdry sediment, Esso Tapis A crude oil equivalent (or between 1.12 mg/hgand 3. 90 mg/kgdry sediment, chrysene equivalent). The oil pollution level in the PortDickson coastal waters was comparable or higher than that found in the Exclusive Economic Zone watels off Pahang and Sabah, but was lower than that detected in the Terengganu and Sanl1uak waters. The saUTce of hydrocarbon pollution in the POTt Dichsm~ coastal waters was probably from the open sea and the nearby harbour and oil refineries rather than from land TUn of

Entangled quantum tunneling of two-component Bose-Einstein condensates

We examine the quantum tunneling process in Bose condensates of two interacting species trapped in a double well configuration. We discover the condition under which particles of different species can tunnel as pairs through the potential barrier between two wells in opposition directions. This novel form of tunneling is due to the interspecies interaction that eliminates the self- trapping effect. The correlated motion of tunneling atoms leads to the generation of quantum entanglement between two macroscopically coherent systems.Comment: 4 pages, 3 figure

Quantum Dot in 2D Topological Insulator: The Two-channel Kondo Fixed Point

In this work, a quantum dot couples to two helical edge states of a 2D topological insulator through weak tunnelings is studied. We show that if the electron interactions on the edge states are repulsive, with Luttinger liquid parameter $K < 1$, the system flows to a stable two-channel fixed point at low temperatures. This is in contrast to the case of a quantum dot couples to two Luttinger liquid leads. In the latter case, a strong electron-electron repulsion is needed, with $K<1/2$, to reach the two-channel fixed point. This two-channel fixed point is described by a boundary Sine-Gordon Hamiltonian with a $K$ dependent boundary term. The impurity entropy at zero temperature is shown to be $\ln\sqrt{2K}$. The impurity specific heat is $C \propto T^{\frac{2}{K}-2}$ when $2/3 < K < 1$, and $C \propto T$ when $K<2/3$. We also show that the linear conductance across the two helical edges has non-trivial temperature dependence as a result of the renormalization group flow.Comment: 4+\epsilon page

Dynamics of spin-2 Bose condensate driven by external magnetic fields

Dynamic response of the F=2 spinor Bose-Einstein condensate (BEC) under the influence of external magnetic fields is studied. A general formula is given for the oscillation period to describe population transfer from the initial polar state to other spin states. We show that when the frequency and the reduced amplitude of the longitudinal magnetic field are related in a specific manner, the population of the initial spin-0 state will be dynamically localized during time evolution. The effects of external noise and nonlinear spin exchange interaction on the dynamics of the spinor BEC are studied. We show that while the external noise may eventually destroy the Rabi oscillations and dynamic spin localization, these coherent phenomena are robust against the nonlinear atomic interaction.Comment: 16 pages, 7 figures. accepted by Phys. Rev.

Atomic layer deposition of ZnS nanotubes

We report on growth of high-aspect-ratio ($\gtrsim300$) zinc sulfide nanotubes with variable, precisely tunable, wall thicknesses and tube diameters into highly ordered pores of anodic alumina templates by atomic layer deposition (ALD) at temperatures as low as 75 $^{\circ}$C. Various characterization techniques are employed to gain information on the composition, morphology, and crystal structure of the synthesized samples. Besides practical applications, the ALD-grown tubes could be envisaged as model systems for the study of a certain class of size-dependent quantum and classical phenomena.Comment: 1 LaTeX source file, 8 eps figures, and the manuscript in PDF forma

Double Phase Transitions in Magnetized Spinor Bose-Einstein Condensation

It is investigated theoretically that magnetized Bose-Einstein condensation (BEC) with the internal (spin) degrees of freedom exhibits a rich variety of phase transitions, depending on the sign of the interaction in the spin channel. In the antiferromagnetic interaction case there exist always double BEC transitions from single component BEC to multiple component BEC. In the ferromagnetic case BEC becomes always unstable at a lower temperature, leading to a phase separation. The detailed phase diagram for the temperature vs the polarization, the spatial spin structure, the distribution of non-condensates and the excitation spectrum are examined for the harmonically trapped systems.Comment: 6 pages, 7 figures. Submitted to J. Phys. Soc. Jp

Dynamic and Energetic Stabilization of Persistent Currents in Bose-Einstein Condensates

We study conditions under which vortices in a highly oblate harmonically trapped Bose-Einstein condensate (BEC) can be stabilized due to pinning by a blue-detuned Gaussian laser beam, with particular emphasis on the potentially destabilizing effects of laser beam positioning within the BEC. Our approach involves theoretical and numerical exploration of dynamically and energetically stable pinning of vortices with winding number up to $S=6$, in correspondence with experimental observations. Stable pinning is quantified theoretically via Bogoliubov-de Gennes excitation spectrum computations and confirmed via direct numerical simulations for a range of conditions similar to those of experimental observations. The theoretical and numerical results indicate that the pinned winding number, or equivalently the winding number of the superfluid current about the laser beam, decays as a laser beam of fixed intensity moves away from the BEC center. Our theoretical analysis helps explain previous experimental observations, and helps define limits of stable vortex pinning for future experiments involving vortex manipulation by laser beams.Comment: 8 pages 5 figure