Multiscale analysis of re-entrant production lines: An equation-free approach

The computer-assisted modeling of re-entrant production lines, and, in particular, simulation scalability, is attracting a lot of attention due to the importance of such lines in semiconductor manufacturing. Re-entrant flows lead to competition for processing capacity among the items produced, which significantly impacts their throughput time (TPT). Such production models naturally exhibit two time scales: a short one, characteristic of single items processed through individual machines, and a longer one, characteristic of the response time of the entire factory. Coarse-grained partial differential equations for the spatio-temporal evolution of a "phase density" were obtained through a kinetic theory approach in Armbruster et al. [2]. We take advantage of the time scale separation to directly solve such coarse-grained equations, even when we cannot derive them explicitly, through an equation-free computational approach. Short bursts of appropriately initialized stochastic fine-scale simulation are used to perform coarse projective integration on the phase density. The key step in this process is lifting: the construction of fine-scale, discrete realizations consistent with a given coarse-grained phase density field. We achieve this through computational evaluation of conditional distributions of a "phase velocity" at the limit of large item influxes.Comment: 14 pages, 17 figure

Chaos in cosmological Hamiltonians

This paper summarises a numerical investigation which aimed to identify and characterise regular and chaotic behaviour in time-dependent Hamiltonians H(r,p,t) = p^2/2 + U(r,t), with U=R(t)V(r) or U=V[R(t)r], where V(r) is a polynomial in x, y, and/or z, and R = const * t^p is a time-dependent scale factor. When p is not too negative, one can distinguish between regular and chaotic behaviour by determining whether an orbit segment exhibits a sensitive dependence on initial conditions. However, chaotic segments in these potentials differ from chaotic segments in time-independent potentials in that a small initial perturbation will usually exhibit a sub- or super-exponential growth in time. Although not periodic, regular segments typically exhibit simpler shapes, topologies, and Fourier spectra than do chaotic segments. This distinction between regular and chaotic behaviour is not absolute since a single orbit segment can seemingly change from regular to chaotic and visa versa. All these observed phenomena can be understood in terms of a simple theoretical model.Comment: 16 pages LaTeX, including 5 figures, no macros require

Phase Space Transport in Noisy Hamiltonian Systems

This paper analyses the effect of low amplitude friction and noise in accelerating phase space transport in time-independent Hamiltonian systems that exhibit global stochasticity. Numerical experiments reveal that even very weak non-Hamiltonian perturbations can dramatically increase the rate at which an ensemble of orbits penetrates obstructions like cantori or Arnold webs, thus accelerating the approach towards an invariant measure, i.e., a near-microcanonical population of the accessible phase space region. An investigation of first passage times through cantori leads to three conclusions, namely: (i) that, at least for white noise, the detailed form of the perturbation is unimportant, (ii) that the presence or absence of friction is largely irrelevant, and (iii) that, overall, the amplitude of the response to weak noise scales logarithmically in the amplitude of the noise.Comment: 13 pages, 3 Postscript figures, latex, no macors. Annals of the New York Academy of Sciences, in pres

Non-equilibrium dynamics and floral trait interactions shape extant angiosperm diversity.

Why are some traits and trait combinations exceptionally common across the tree of life, whereas others are vanishingly rare? The distribution of trait diversity across a clade at any time depends on the ancestral state of the clade, the rate at which new phenotypes evolve, the differences in speciation and extinction rates across lineages, and whether an equilibrium has been reached. Here we examine the role of transition rates, differential diversification (speciation minus extinction) and non-equilibrium dynamics on the evolutionary history of angiosperms, a clade well known for the abundance of some trait combinations and the rarity of others. Our analysis reveals that three character states (corolla present, bilateral symmetry, reduced stamen number) act synergistically as a key innovation, doubling diversification rates for lineages in which this combination occurs. However, this combination is currently less common than predicted at equilibrium because the individual characters evolve infrequently. Simulations suggest that angiosperms will remain far from the equilibrium frequencies of character states well into the future. Such non-equilibrium dynamics may be common when major innovations evolve rarely, allowing lineages with ancestral forms to persist, and even outnumber those with diversification-enhancing states, for tens of millions of years

Search for long lived heaviest nuclei beyond the valley of stability

The existence of long lived superheavy nuclei (SHN) is controlled mainly by spontaneous fission and $\alpha$-decay processes. According to microscopic nuclear theory, spherical shell effects at Z=114, 120, 126 and N=184 provide the extra stability to such SHN to have long enough lifetime to be observed. To investigate whether the so-called "stability island" could really exist around the above Z, N values, the $\alpha$-decay half lives along with the spontaneous fission and $\beta$-decay half lives of such nuclei are studied. The $\alpha$-decay half lives of SHN with Z=102-120 are calculated in a quantum tunneling model with DDM3Y effective nuclear interaction using $Q_\alpha$ values from three different mass formulae prescribed by Koura, Uno, Tachibana, Yamada (KUTY), Myers, Swiatecki (MS) and Muntian, Hofmann, Patyk, Sobiczewski (MMM). Calculation of spontaneous fission (SF) half lives for the same SHN are carried out using a phenomenological formula and compared with SF half lives predicted by Smolanczuk {\it et al}. Possible source of discrepancy between the calculated $\alpha$-decay half lives of some nuclei and the experimental data of GSI, JINR-FLNR, RIKEN are discussed. In the region of Z=106-108 with N$\sim$ 160-164, the $\beta$-stable SHN $^{268}_{106}Sg_{162}$ is predicted to have highest $\alpha$-decay half life ($T_\alpha \sim 3.2hrs$) using $Q_\alpha$ value from MMM. Interestingly, it is much greater than the recently measured $T_\alpha$ ($\sim 22s$) of deformed doubly magic $^{270}_{108}Hs_{162}$ nucleus. A few fission-survived long-lived SHN which are either $\beta$-stable or having large $\beta$-decay half lives are predicted to exist near $^{294}110_{184}$, $^{293}110_{183}$, $^{296}112_{184}$ and $^{298}114_{184}$. These nuclei might decay predominantly through $\alpha$-particle emission.Comment: 14 pages, 6 figures, 1 tabl

Modeling Supply Networks and Business Cycles as Unstable Transport Phenomena

Physical concepts developed to describe instabilities in traffic flows can be generalized in a way that allows one to understand the well-known instability of supply chains (the so-called ``bullwhip effect''). That is, small variations in the consumption rate can cause large variations in the production rate of companies generating the requested product. Interestingly, the resulting oscillations have characteristic frequencies which are considerably lower than the variations in the consumption rate. This suggests that instabilities of supply chains may be the reason for the existence of business cycles. At the same time, we establish some link to queuing theory and between micro- and macroeconomics.Comment: For related work see http://www.helbing.or

A characteristic particle method for traffic flow simulations on highway networks

A characteristic particle method for the simulation of first order macroscopic traffic models on road networks is presented. The approach is based on the method "particleclaw", which solves scalar one dimensional hyperbolic conservations laws exactly, except for a small error right around shocks. The method is generalized to nonlinear network flows, where particle approximations on the edges are suitably coupled together at the network nodes. It is demonstrated in numerical examples that the resulting particle method can approximate traffic jams accurately, while only devoting a few degrees of freedom to each edge of the network.Comment: 15 pages, 5 figures. Accepted to the proceedings of the Sixth International Workshop Meshfree Methods for PDE 201

Search for the Hypothetical pi -> mu x Decay

The KARMEN collaboration has reported the possible observation of a hitherto unknown neutral and weakly interacting particle x, which is produced in the decay pi -> mu + x with a mass m(x) = 33.9 MeV. We have searched for this hypothetical decay branch by studying muons from pion decay in flight with the LEPS spectrometer at the piE3 channel at PSI and find branching ratios BR(pi- to mu- anti-x) < 4e-7 and BR(pi+ to mu+ x) < 7e-8 (95\% C.L.). Together with the limit BR > 2e-8 derived in a recent theoretical paper our result would leave only a narrow region for the existence of x if it is a heavy neutrino.Comment: 10 pages, TeX (uses epsf), 3 Postscript figures uu-encode

Broken symmetries and pattern formation in two-frequency forced Faraday waves

We exploit the presence of approximate (broken) symmetries to obtain general scaling laws governing the process of pattern formation in weakly damped Faraday waves. Specifically, we consider a two-frequency forcing function and trace the effects of time translation, time reversal and Hamiltonian structure for three illustrative examples: hexagons, two-mode superlattices, and two-mode rhomboids. By means of explicit parameter symmetries, we show how the size of various three-wave resonant interactions depends on the frequency ratio m:n and on the relative temporal phase of the two driving terms. These symmetry-based predictions are verified for numerically calculated coefficients, and help explain the results of recent experiments.Comment: 4 pages, 6 figure

Seismicity and fault interaction, Southern San Jacinto Fault Zone and adjacent faults, southern California: Implications for seismic hazard

The southern San Jacinto fault zone is characterized by high seismicity and a complex fault pattern that offers an excellent setting for investigating interactions between distinct faults. This fault zone is roughly outlined by two subparallel master fault strands, the Coyote Creek and Clark-San Felipe Hills faults, that are located 2 to 10 km apart and are intersected by a series of secondary cross faults. Seismicity is intense on both master faults and secondary cross faults in the southern San Jacinto fault zone. The seismicity on the two master strands occurs primarily below 10 km; the upper 10 km of the master faults are now mostly quiescent and appear to rupture mainly or solely in large earthquakes. Our results also indicate that a considerable portion of recent background activity near the April 9, 1968, Borrego Mountain rupture zone (M_L=6.4) is located on secondary faults outside the fault zone. We name and describe the Palm Wash fault, a very active secondary structure located about 25 km northeast of Borrego Mountain that is oriented subparallel to the San Jacinto fault system, dips approximately 70° to the northeast, and accommodates right-lateral shear motion. The Vallecito Mountain cluster is another secondary feature delineated by the recent seismicity and is characterized by swarming activity prior to nearby large events on the master strand. The 1968 Borrego Mountain and the April 28, 1969, Coyote Mountain (M_L=5.8) events are examples of earthquakes with aftershocks and subevents on these secondary and master faults. Mechanisms from those earthquakes and recent seismic data for the period 1981 to 1986 are not simply restricted to strike-slip motion; dipslip motion is also indicated. Teleseismic body waves (long-period P and SH) of the 1968 and 1969 earthquakes were inverted simultaneously for source mechanism, seismic moment, rupture history, and centroid depth. The complicated waveforms of the 1968 event (M_o=1.2 × 10^(19) Nm) are interpreted in terms of two subevents; the first caused by right-lateral strike-slip motion in the mainshock along the Coyote Creek fault and the second by a rupture located about 25 km away from the master fault. Our waveform inversion of the 1969 event indicates that strike-slip motion predominated, releasing a seismic moment of 2.5 × 10^(17) Nm. Nevertheless, the right-lateral nodal plane of the focal mechanism is significantly misoriented (20°) with respect to the master fault, and hence the event is not likely to be associated with a rupture on that fault. From this and other examples in southern California, we conclude that cross faults may contribute significantly to seismic hazard and that interaction between faults has important implications for earthquake prediction