Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some quantities of interest (mean, variance, exceedance probabilities). We assume that the random diffusion coefficient is given as a smooth transformation of a Gaussian random field. In this case, the PCE is delivered by a complicated formula, which lacks an analytic TT representation. To construct its TT approximation numerically, we develop the new block TT cross algorithm, a method that computes the whole TT decomposition from a few evaluations of the PCE formula. The new method is conceptually similar to the adaptive cross approximation in the TT format, but is more efficient when several tensors must be stored in the same TT representation, which is the case for the PCE. Besides, we demonstrate how to assemble the stochastic Galerkin matrix and to compute the solution of the elliptic equation and its post-processing, staying in the TT format. We compare our technique with the traditional sparse polynomial chaos and the Monte Carlo approaches. In the tensor product polynomial chaos, the polynomial degree is bounded for each random variable independently. This provides higher accuracy than the sparse polynomial set or the Monte Carlo method, but the cardinality of the tensor product set grows exponentially with the number of random variables. However, when the PCE coefficients are implicitly approximated in the TT format, the computations with the full tensor product polynomial set become possible. In the numerical experiments, we confirm that the new methodology is competitive in a wide range of parameters, especially where high accuracy and high polynomial degrees are required.Comment: This is a major revision of the manuscript arXiv:1406.2816 with significantly extended numerical experiments. Some unused material is remove

The large core limit of spiral waves in excitable media: A numerical approach

We modify the freezing method introduced by Beyn & Thuemmler, 2004, for analyzing rigidly rotating spiral waves in excitable media. The proposed method is designed to stably determine the rotation frequency and the core radius of rotating spirals, as well as the approximate shape of spiral waves in unbounded domains. In particular, we introduce spiral wave boundary conditions based on geometric approximations of spiral wave solutions by Archimedean spirals and by involutes of circles. We further propose a simple implementation of boundary conditions for the case when the inhibitor is non-diffusive, a case which had previously caused spurious oscillations. We then utilize the method to numerically analyze the large core limit. The proposed method allows us to investigate the case close to criticality where spiral waves acquire infinite core radius and zero rotation frequency, before they begin to develop into retracting fingers. We confirm the linear scaling regime of a drift bifurcation for the rotation frequency and the core radius of spiral wave solutions close to criticality. This regime is unattainable with conventional numerical methods.Comment: 32 pages, 17 figures, as accepted by SIAM Journal on Applied Dynamical Systems on 20/03/1

Penta-hepta defect chaos in a model for rotating hexagonal convection

In a model for rotating non-Boussinesq convection with mean flow we identify a regime of spatio-temporal chaos that is based on a hexagonal planform and is sustained by the {\it induced nucleation} of dislocations by penta-hepta defects. The probability distribution function for the number of defects deviates substantially from the usually observed Poisson-type distribution. It implies strong correlations between the defects inthe form of density-dependent creation and annihilation rates of defects. We extract these rates from the distribution function and also directly from the defect dynamics.Comment: 4 pages, 5 figures, submitted to PR

Scattering theory for lattice operators in dimension d≥3d\geq 3

This paper analyzes the scattering theory for periodic tight-binding Hamiltonians perturbed by a finite range impurity. The classical energy gradient flow is used to construct a conjugate (or dilation) operator to the unperturbed Hamiltonian. For dimension $d\geq 3$ the wave operator is given by an explicit formula in terms of this dilation operator, the free resolvent and the perturbation. From this formula the scattering and time delay operators can be read off. Using the index theorem approach, a Levinson theorem is proved which also holds in presence of embedded eigenvalues and threshold singularities.Comment: Minor errors and misprints corrected; new result on absense of embedded eigenvalues for potential scattering; to appear in RM

Spin-orbit coupling in curved graphene, fullerenes, nanotubes, and nanotube caps

A continuum model for the effective spin orbit interaction in graphene is derived from a tight-binding model which includes the $\pi$ and $\sigma$ bands. We analyze the combined effects of the intra-atomic spin-orbit coupling, curvature, and applied electric field, using perturbation theory. We recover the effective spin-orbit Hamiltonian derived recently from group theoretical arguments by Kane and Mele. We find, for flat graphene, that the intrinsic spin-orbit coupling \Hi \propto \Delta^ 2 and the Rashba coupling due to a perpendicular electric field ${\cal E}$, $\Delta_{\cal E} \propto \Delta$, where $\Delta$ is the intra-atomic spin-orbit coupling constant for carbon. Moreover we show that local curvature of the graphene sheet induces an extra spin-orbit coupling term $\Delta_{\rm curv} \propto \Delta$. For the values of $\cal E$ and curvature profile reported in actual samples of graphene, we find that \Hi < \Delta_{\cal E} \lesssim \Delta_{\rm curv}. The effect of spin-orbit coupling on derived materials of graphene, like fullerenes, nanotubes, and nanotube caps, is also studied. For fullerenes, only \Hi is important. Both for nanotubes and nanotube caps $\Delta_{\rm curv}$ is in the order of a few Kelvins. We reproduce the known appearance of a gap and spin-splitting in the energy spectrum of nanotubes due to the spin-orbit coupling. For nanotube caps, spin-orbit coupling causes spin-splitting of the localized states at the cap, which could allow spin-dependent field-effect emission.Comment: Final version. Published in Physical Review

Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions

In the paper we simulate a revenue-neutral cut in the social security contribution rate using five different types of macro- / microeconomic models, namely two models based on time-series data where the labour market is modelled basically demand oriented, two models of the class of computable equilibrium models which are supply oriented and finally a firm specific model for international tax burden comparisons. Our primary interest is in the employment effects the models predict due to the cut in the contribution rate. It turns out that qualitatively all models considered predict an increase in employment three years after the cut. But the employment effects differ considerably in magnitude, which follows immediately from the different behavioral assumptions underlying the different models. -- In dem Beitrag wird der Beschäftigungseffekt infolge einer aufkommensneutralen Senkung der Sozialversicherungsbeiträge simuliert. Zu diesem Zweck werden fünf unterschiedliche ökonomische Modelle verwendet, namentlich zwei Modelle, die auf Zeitreihendaten aufbauen und in denen der Arbeitsmarkt überwiegend von der Nachfrageseite dominiert wird, zwei Modelle aus der Klasse der computable equilibrium models, die typischerweise angebotsorientiert sind, und ein mikroökonomisches, firmenspezifisches Steuerbelastungsvergleichsmodell. Alle Simulationsergebnisse der Modelle weisen auf einen, wenngleich teilweise kleinen, positiven Beschäftigungseffekt hin, der sich allerdings beträchtlich in seiner Größenordnung unterscheidet. Dies ist eine unmittelbare Folge aus den unterschiedlichen Verhaltensannahmen, die den einzelnen Modellen unterliegen.