An Optimal Skorokhod Embedding for Diffusions

Given a Brownian motion $B_t$ and a general target law $\mu$ (not necessarily centered or even integrable) we show how to construct an embedding of $\mu$ in $B$. This embedding is an extension of an embedding due to Perkins, and is optimal in the sense that it simultaneously minimises the distribution of the maximum and maximises the distribution of the minimum among all embeddings of $\mu$. The embedding is then applied to regular diffusions, and used to characterise the target laws for which a $H^p$-embedding may be found.Comment: 22 pages, 4 figure

Two-dimensional Stokes flow driven by elliptical paddles

A fast and accurate numerical technique is developed for solving the biharmonic equation in a multiply connected domain, in two dimensions. We apply the technique to the computation of slow viscous flow (Stokes flow) driven by multiple stirring rods. Previously, the technique has been restricted to stirring rods of circular cross section; we show here how the prior method fails for noncircular rods and how it may be adapted to accommodate general rod cross sections, provided only that for each there exists a conformal mapping to a circle. Corresponding simulations of the flow are described, and their stirring properties and energy requirements are discussed briefly. In particular the method allows an accurate calculation of the flow when flat paddles are used to stir a fluid chaotically

Theory of adiabatic Hexaamminecobalt-Self-Exchange

We have reexamined the thermally induced Co(NH_3)_6^{2+/3+} [Co(II/III)] redox reaction using the first principles density-functional-theory method, semiclassical Marcus theory, and known charge transfer parameters. We confirm a previously suggested mechanism involving excited state (^2E_g) of Co(II) which becomes lower than the ground state (^4T_1g) in the transition state region. This lowers the transition state barrier considerably by about 6.9 kcal/mol and leads to a spin-allowed and adiabatic electron exchange process. Our calculations are consistent with previous experimental results regarding the spin-excitation energy (^3T_1g) of Co(III), and the fact that an optical absorption peak (^2E_g) of the Co(II) species could not be found experimentally. Our rate is of order 6 10^{-3} 1/Ms and hence 2 orders of magnitude faster than determined previously by experiments.Comment: 10 pages, 5 figures, 4 tables; submitted to J.Chem.Phy

Calculating the inherent visual structure of a landscape (inherent viewshed) using high-throughput computing

This paper describes a method of calculating the inherent visibility at all locations in a landscape (‘total viewshed’) by making use of redundant computer cycles. This approach uses a simplified viewshed program that is suitable for use within a distributed environment, in this case managed by the Condor system. Distributing the calculation in this way reduced the calculation time of our example from an estimated 34 days to slightly over 25 hours using a cluster of 43 workstations. Finally, we discuss the example ‘total viewshed’ raster for the Avebury region, and briefly highlight some of its implications

Discrete solitons in electromechanical resonators

We consider a parametrically driven Klein--Gordon system describing micro- and nano-devices, with integrated electrical and mechanical functionality. Using a multiscale expansion method we reduce the system to a discrete nonlinear Schrodinger equation. Analytical and numerical calculations are performed to determine the existence and stability of fundamental bright and dark discrete solitons admitted by the Klein--Gordon system through the discrete Schrodinger equation. We show that a parametric driving can not only destabilize onsite bright solitons, but also stabilize intersite bright discrete solitons and onsite and intersite dark solitons. Most importantly, we show that there is a range of values of the driving coefficient for which dark solitons are stable, for any value of the coupling constant, i.e. oscillatory instabilities are totally suppressed. Stability windows of all the fundamental solitons are presented and approximations to the onset of instability are derived using perturbation theory, with accompanying numerical results. Numerical integrations of the Klein--Gordon equation are performed, confirming the relevance of our analysis

Statistics of quantum transmission in one dimension with broad disorder

We study the statistics of quantum transmission through a one-dimensional disordered system modelled by a sequence of independent scattering units. Each unit is characterized by its length and by its action, which is proportional to the logarithm of the transmission probability through this unit. Unit actions and lengths are independent random variables, with a common distribution that is either narrow or broad. This investigation is motivated by results on disordered systems with non-stationary random potentials whose fluctuations grow with distance. In the statistical ensemble at fixed total sample length four phases can be distinguished, according to the values of the indices characterizing the distribution of the unit actions and lengths. The sample action, which is proportional to the logarithm of the conductance across the sample, is found to obey a fluctuating scaling law, and therefore to be non-self-averaging, in three of the four phases. According to the values of the two above mentioned indices, the sample action may typically grow less rapidly than linearly with the sample length (underlocalization), more rapidly than linearly (superlocalization), or linearly but with non-trivial sample-to-sample fluctuations (fluctuating localization).Comment: 26 pages, 4 figures, 1 tabl