Runge-Kutta convolution quadrature and FEM-BEM coupling for the time dependent linear Schr\"odinger equation

We propose a numerical scheme to solve the time dependent linear Schr\"odinger equation. The discretization is carried out by combining a Runge-Kutta time-stepping scheme with a finite element discretization in space. Since the Schr\"odinger equation is posed on the whole space $\R^d$ we combine the interior finite element discretization with a convolution quadrature based boundary element discretization. In this paper we analyze the resulting fully discrete scheme in terms of stability and convergence rate. Numerical experiments confirm the theoretical findings

Negative tension of scroll wave filaments and turbulence in three-dimensional excitable media and application in cardiac dynamics

Scroll waves are vortices that occur in three-dimensional excitable media. Scroll waves have been observed in a variety of systems including cardiac tissue, where they are associated with cardiac arrhythmias. The disorganization of scroll waves into chaotic behavior is thought to be the mechanism of ventricular fibrillation, whose lethality is widely known. One possible mechanism for this process of scroll wave instability is negative filament tension. It was discovered in 1987 in a simple two variables model of an excitable medium. Since that time, negative filament tension of scroll waves and the resulting complex, often turbulent dynamics was studied in many generic models of excitable media as well as in physiologically realistic models of cardiac tissue. In this article, we review the work in this area from the first simulations in FitzHugh-Nagumo type models to recent studies involving detailed ionic models of cardiac tissue. We discuss the relation of negative filament tension and tissue excitability and the effects of discreteness in the tissue on the filament tension. Finally, we consider the application of the negative tension mechanism to computational cardiology, where it may be regarded as a fundamental mechanism that explains differences in the onset of arrhythmias in thin and thick tissue

The collisional drift wave instability in steep density gradient regimes

The collisional drift wave instability in a straight magnetic field configuration is studied within a full-F gyro-fluid model, which relaxes the Oberbeck-Boussinesq (OB) approximation. Accordingly, we focus our study on steep background density gradients. In this regime we report on corrections by factors of order one to the eigenvalue analysis of former OB approximated approaches as well as on spatially localised eigenfunctions, that contrast strongly with their OB approximated equivalent. Remarkably, non-modal phenomena arise for large density inhomogeneities and for all collisionalities. As a result, we find initial decay and non-modal growth of the free energy and radially localised and sheared growth patterns. The latter non-modal effect sustains even in the nonlinear regime in the form of radially localised turbulence or zonal flow amplitudes.Comment: accepted at Nuclear Fusio

Finite Variation of Fractional Levy Processes

Various characterizations for fractional Levy process to be of finite variation are obtained, one of which is in terms of the characteristic triplet of the driving Levy process, while others are in terms of differentiability properties of the sample paths. A zero-one law and a formula for the expected total variation is also given.Comment: to appear in Journal of Theoretical Probabilit

Non-Oberbeck-Boussinesq zonal flow generation

Novel mechanisms for zonal flow (ZF) generation for both large relative density fluctuations and background density gradients are presented. In this non-Oberbeck-Boussinesq (NOB) regime ZFs are driven by the Favre stress, the large fluctuation extension of the Reynolds stress, and by background density gradient and radial particle flux dominated terms. Simulations of a nonlinear full-F gyro-fluid model confirm the predicted mechanism for radial ZF propagation and show the significance of the NOB ZF terms for either large relative density fluctuation levels or steep background density gradients

Decoding of Repeated-Root Cyclic Codes up to New Bounds on Their Minimum Distance

The well-known approach of Bose, Ray-Chaudhuri and Hocquenghem and its generalization by Hartmann and Tzeng are lower bounds on the minimum distance of simple-root cyclic codes. We generalize these two bounds to the case of repeated-root cyclic codes and present a syndrome-based burst error decoding algorithm with guaranteed decoding radius based on an associated folded cyclic code. Furthermore, we present a third technique for bounding the minimum Hamming distance based on the embedding of a given repeated-root cyclic code into a repeated-root cyclic product code. A second quadratic-time probabilistic burst error decoding procedure based on the third bound is outlined. Index Terms Bound on the minimum distance, burst error, efficient decoding, folded code, repeated-root cyclic code, repeated-root cyclic product cod

The Combined Effect of Salary Restrictions and Revenue Sharing on Club Profits, Player Salaries, and Competitive Balance

This article provides a standard "Fort and Quirk"-style model of a professional team sports league and analyzes the combined effect of salary restrictions (caps and floors) and revenue-sharing arrangements. It shows that the invariance proposition does not hold even under Walrasian conjectures if revenue sharing is combined with either a salary cap or a salary floor. In leagues with a binding salary cap for large clubs but no binding salary floor for small clubs, revenue sharing will decrease the competitive balance and increase club profits. Moreover, a salary cap produces a more balanced league and decreases the cost per unit of talent. The effect of a more restrictive salary cap on the profits of the small clubs is positive, whereas the effects on the profits of the large clubs as well as on aggregate profits are ambiguous. In leagues with a binding salary floor for the small clubs but no binding salary cap for the large clubs, revenue sharing will increase the competitive balance. Moreover, revenue sharing will decrease (increase) the profits of large (small) clubs. Implementing a more restrictive salary floor produces a less balanced league and increases the cost per unit of talent. Furthermore, a salary floor will result in lower profits for all clubs.Team sports leagues, invariance proposition, competitive balance, revenue sharing, salary cap, salary floor

Multilayer Graph-Based Trajectory Planning for Race Vehicles in Dynamic Scenarios

Trajectory planning at high velocities and at the handling limits is a challenging task. In order to cope with the requirements of a race scenario, we propose a far-sighted two step, multi-layered graph-based trajectory planner, capable to run with speeds up to 212~km/h. The planner is designed to generate an action set of multiple drivable trajectories, allowing an adjacent behavior planner to pick the most appropriate action for the global state in the scene. This method serves objectives such as race line tracking, following, stopping, overtaking and a velocity profile which enables a handling of the vehicle at the limit of friction. Thereby, it provides a high update rate, a far planning horizon and solutions to non-convex scenarios. The capabilities of the proposed method are demonstrated in simulation and on a real race vehicle.Comment: Accepted at The 22nd IEEE International Conference on Intelligent Transportation Systems, October 27 - 30, 201

Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications

This paper documents nonlinear cross-sectional dependence in the term structure of U.S. Treasury yields and points out risk management implications. The analysis is based on a Kalman filter estimation of a two-factor affine model which specifies the yield curve dynamics. We then apply a broad class of copula functions for modeling dependence in factors spanning the yield curve. Our sample of monthly yields in the 1982 to 2001 period provides evidence of upper tail dependence in yield innovations; i.e., large positive interest rate shocks tend to occur under increased dependence. In contrast, the best fitting copula model coincides with zero lower tail dependence. This asymmetry has substantial risk management implications. We give an example in estimating bond portfolio loss quantiles and report the biases which result from an application of the normal dependence model.affine term structure models, nonlinear dependence, copula functions, tail dependence, value-at-risk