Nonlinear Drude Model
|
|
- Ursula Bates
- 5 years ago
- Views:
Transcription
1 Nonlinear Drude Model Jeremiah Birrell July 8, Perturbative Study of Nonlinear Drude Model In this section we compare the 3rd order susceptibility of the Nonlinear Drude Model to that of the Kerr effect. The equations of motion in the nonlinear Drude model are the Lorentz force law with a linear damping term. v(t) = q [E(t) + v(t) B(t)] v(t)/τ (1) m In the following we assume a plane wave with E in the x direction and B in the y direction: E(t) = Ee i(kz ωt) B(t) = E(t)/c Since this will produce no force in the y direction we can ignore the y component of the Lorentz force. Equation (1) then reduces to the following two equations for v x and v z : v x (t) = q m [E(t) v zb(t)] v x (t)/τ () v z (t) = q m v x(t)b v z (t)/τ (3) Expanding x(t) and z(t) as Fourier series and inserting these into () and (3) gives: x n ( inω) E n e inωt =qee ikz iωt 1 x n ( inω)e n e inωt τ qe z n ( inω)e n e ikz i(n+1)ωt mc z n ( inω) E n e inωt = 1 x n ( inω)e n e inωt τ + qe mc x n ( inω)e n e ikz i(n+1)ωt 1
2 Equating terms gives: qeikz x 1 = mω(ω + i τ ) qiωe ikz z = mcω(4ω + i τ )x 1 qiωe ikz x 3 = mcω(9ω + 3i τ )z Substituting z and x 1 into the expression for x 3 gives: q 3 e 3ikz x 3 = c m 3 ω(9ω + 3i i τ )(4ω + τ )(ω + i τ ) (4) The polarization associated with the motion x(t) is P (t) = qρx(t) where ρ is the number density of electrons. The third harmonic component of the polarization in the nonlinear Drude model is therefore P 3 (t) = qρx 3 E(t) 3. The polarization associated with the Kerr effect is P Kerr (t) = ɛ 0n ce(t) 3 Using the value of x 3 from (4) the ratio of there two becomes: P 3 P Kerr = ρq 4 e 3ikz ɛ 0 n c 3 m 3 ω(9ω + 3i i τ )(4ω + τ )(ω + i τ ) (5) We let λ = 800nm, τ = s, n = 10 3 m /W, q be the electron charge, m the electron mass, and assume fully ionized air ρ /m 3. Substituting in these values along with the values of c and ɛ 0 gives: P P Kerr Derivation of Numerical Algorithms The model we are using for the current as a function of time is: J(t) = q ρ(t )V (t, t )dt + qρ( )V (t, ) (6) Here ρ is the number density of electrons and V (t, t ) is the velocity at time t computed via the nonlinear Drude model (1) with the initial condition V (t, t ) = 0. The second term is required to account for a nonzero initial charge density. The original plan for computing J(t) was to solve for V (t, t ) on a triangular array {(t, t ) : t t f, t t} and then do the integral in (6) explicitly. We compare results from several numerical ode algorithms for solving for J(t), some of which follow the method outlined here and one method that explicitly steps forward in J without first solving for V (t, ) on the triangular grid. The
3 simplest method considered here for integrating the nonlinear Drude model is Heun s method. Given an ode of the form ẏ(t) = F (t, y(t)) y : R R n, F : R R n R n (7) Heun s method proceeds as follows. Given a uniform grid of points t n with spacing t we make the integral trapezoidal approximation of to write the following: y(t n+1 ) y(t n ) = n+1 t n ẏ(t)dt = n+1 t n F (t, y(t))dt (8) t (F (t n+1, y(t n+1 )) + F (t n, y(t n ))) (9) Next we use the Euler approximation to replace y(t n+1 ) in (9) with y(t n ) + tf (t, y(t n )) Solving (8) and (9) for y(t n+1 ) with this substitution gives: y(t n+1 ) y(t n ) + t [F (t n, y(t n )) + F (t n+1, y(t n ) + tf (t n, y(t n ))] (10) The right hand side of (10) only depends on t and y n, allowing us to iteratively solve for y(t). The nonlinear Drude model is an ode of the form (7) with F (t, V ) = q [E(t) + V B(t)] V/τ (11) m Therefore we can use this algorithm to solve for V (t, t ) and then compute J(t). The above method, though functional, requires us to compute and store a great deal of extra data, in the form of V (t, t ), than we are really interested in. Using Heun s method we can construct an algorithm that skips the above step of solving for V (t, t ) and allows us to iteratively compute J n+1 in terms of J n, ostensibly reducing the number computing cycles and memory used. The starting point for this algorithm is the following: + t ρ(t )V (t + t, t )dt = ρ(t )V (t + t, t )dt + ρ(t )V (t + t, t )dt + t + t t ρ(t )V (t + t, t )dt ρ(t)v (t + t, t) where we have used the trapezoidal approximation as well as the fact that V (t + t, t + t) = 0 due to initial conditions. This implies J(t + t) ρ(t )V (t + t, t )dt (1) + t ρ(t)v (t + t, t) (13) + ρ( )V (t + t, ) (14) 3
4 where the factor of q was absorbed into the definition of ρ(t), making it the charge density. We now proceed to use Heun s method to approximate V (t 1 + t, t ) in the above. First we make the following definitions: K 1 (t 1, t ) F (t 1, V (t 1, t )) K (t 1, t ) F (t 1 + t, V (t 1, t ) + tk 1 (t 1, t )) Using these definitions along with (10) we can write: V (t 1 + t, t ) V (t 1, t ) + t (K 1(t 1, t ) + K (t 1, t )) (15) We can now substitute this approximation into each of (1), (13), and (14). First consider (1): = ρ(t )V (t + t, t )dt ρ(t )V (t, t )dt + = J 1 (t) + t ρ(t )[V (t, t ) + t (K 1(t, t ) + K (t, t ))]dt ρ(t ) t (K 1(t, t ) + K (t, t ))dt ρ(t )(K 1 (t, t ) + K (t, t ))dt where we have defined J 1 (t) J(t) ρ( )V (t, ). We now break up the last integral: ρ(t )K1(t, t )dt = = q m ([ρ(t) ρ()]e(t) + ρ(t )( q m [E(t) + V (t, t ) B(t)] V (t, t )/τ)dt ρ(t )V (t, t )dt B(t)) = q m ([ρ(t) ρ()]e(t) + J 1 (t) B(t)) J 1 (t)/τ ρ(t )V (t, t )dt /τ = ρ(t )K(t, t )dt = ρ(t )F (t + t, V (t, t ) + tk 1 (t, t ))dt ρ(t )( q m [E(t + t) + (V (t, t ) + tk 1 (t, t )) B(t + t)] [V (t, t ) + tk 1 (t, t )]/τ)dt = q m ([ρ(t) ρ()]e(t + t) + [J 1 (t) + t 1/τ(J 1 (t) + t ρ(t )K 1 (t, t )dt ] B(t + t)) ρ(t )K 1 (t, t )dt ) 4
5 Now consider (13): t ρ(t)v (t + t, t) t = t 4 ρ(t)(v (t, t) + t [K 1(t, t) + K(t, t)]) t ρ(t)(f (t, 0) + F (t + t, tf (t, 0))) = 4 ρ(t)( q (E(t) + E(t + t) m + q t q t E(t) B(t + t)) m mτ E(t)) Finally (14): ρ( )V (t + t, ) ρ( )(V (t, ) + t [K 1(t, ) + K(t, )]) = ρ( )(V (t, ) + t [K 1(t, ) + K(t, )]) K 1 (t, ) = q m (E(t) + V (t, ) B(t)) V (t, )/τ K (t, ) = q m (E(t + t) + (V (t, ) + tk 1 (t, )) B(t + t)) (V (t, ) + tk 1 (t, ))/τ With these expressions substituted in for (1), (13), and (14) we obtain an expression for J(t + t) in terms of J(t), E(t), B(t), ρ(t), and V (t, ). E(t) and B(t) are givens and ρ(t) is either given or is calculated from E(t) so we now have an algorithm that will allow us to iteratively calculate J(t). The only difference from a standard iteration algorithm is that we also need to know V (t, ), which is not given. This means that we must have additional memory allocated to store a single value of V (t, ). Then at each step we can calculate both J(t + t) and V (t + t, ) (the latter using the Heun s method algorithm) and overwrite V (t, ) with V (t + t, ) as in the following pseudo code: for i = 0 to N do K1=F(i,V) K=F(i+1,V+dt*K1) J(i+1)=G(J(i),E(i),B(i),ρ(i),V) V=V+dt/*(K1+K) end for where G denotes the iterative function we just derived and F as in (11). This algorithm will be referred to as the direct algorithm in the remained of the paper. 3 Comparison of Numerical Algorithms Here we compare the solutions calculated by various algorithms to exact or approximately exact solutions. In the following tables the normalized L 1 error 5
6 of an approximation y to an exact solution y exact is given by: y(t) y exact (t) dt/ The normalized L error is given by: ( y(t) y exact (t) dt) 1/ /( The maximum relative error is given by: y exact (t) dt max((y(t i ) y exact (t i ))/y exact (t i )) y exact (t) dt) 1/ The equation of motion has an analytic solution for E(t) and B(t) constants. Below are tables comparing the exact solution to V (t) as calculated by various algorithms. Heun s Method N Maximum Relative Error Time (s) Matlab ode Matlab ode Matlab ode Matlab ode15s
7 Matlab ode3s We now take E(t) to be a Gaussian pulse multiplied by a sine wave. Below are tables comparing the V (t) as calculated by various algorithms to the output of ode45 with relative error tolerance of Heun s Method N 3rd Harmonic Relative Error Time (s) Matlab ode Matlab ode Matlab ode Matlab ode15s Matlab ode3s
8 These results show that Heun s method and the Matlab algorithms perform similarly in terms of accuracy and time to compute. Since we require a method that works on a uniform grid and none of the Matlab algorithms do, we will no longer consider any of the Matlab algorithms. Heun s method will now be the algorithm we evaluate the direct algorithm against. Next we compare J(t) as calculated by Heun s method and integrating to that calculated by the direct algorithm for constant E, B. Heun s Method N Normalized L 1 Error Normalized L Error Maximum Relative Error Time (s) Direct Algorithm N Normalized L 1 Error Normalized L Error Maximum Relative Error Time (s) We now take E(t) to be a Gaussian pulse multiplied by a sine wave. The outputs of the direct algorithm and Heun s method and integrating are compared to the output of the direct algorithm with a grid size of N = 3. Heun s Method N Normalized L 1 Error Normalized L Error 3rd Harmonic Relative Error Time (s) Direct Algorithm N Normalized L 1 Error Normalized L Error 3rd Harmonic Relative Error Time (s) Note that we have no data on calculating J(t) via Heun s method and integrating for N greater than 1 due to ram limitations. 4 Conclusions From these results we can see that both the direct algorithm and Heun s method perform almost identically in terms of accuracy. This is not unexpected since the same approximations were made in deriving both algorithms. Additionally, the normalized L 1 error of both algorithms reduces by a factor of 4 for each factor of increase in N. This is consistent with an algorithm of order accuracy. Finally, the direct algorithm is approximately a factor of N times faster than Heun s method and integration. This is also not unexpected, as Heun s method takes on the order of N iterations to compute J(t) as opposed to N iterations for the direct algorithm. 8
THE FOURIER TRANSFORM (Fourier series for a function whose period is very, very long) Reading: Main 11.3
THE FOURIER TRANSFORM (Fourier series for a function whose period is very, very long) Reading: Main 11.3 Any periodic function f(t) can be written as a Fourier Series a 0 2 + a n cos( nωt) + b n sin n
More informationA path integral approach to the Langevin equation
A path integral approach to the Langevin equation - Ashok Das Reference: A path integral approach to the Langevin equation, A. Das, S. Panda and J. R. L. Santos, arxiv:1411.0256 (to be published in Int.
More informationLINEAR RESPONSE THEORY
MIT Department of Chemistry 5.74, Spring 5: Introductory Quantum Mechanics II Instructor: Professor Andrei Tokmakoff p. 8 LINEAR RESPONSE THEORY We have statistically described the time-dependent behavior
More informationOrdinary Differential Equations II
Ordinary Differential Equations II CS 205A: Mathematical Methods for Robotics, Vision, and Graphics Justin Solomon CS 205A: Mathematical Methods Ordinary Differential Equations II 1 / 33 Almost Done! Last
More informationOrdinary Differential Equations II
Ordinary Differential Equations II CS 205A: Mathematical Methods for Robotics, Vision, and Graphics Justin Solomon CS 205A: Mathematical Methods Ordinary Differential Equations II 1 / 29 Almost Done! No
More informationPeriodic functions: simple harmonic oscillator
Periodic functions: simple harmonic oscillator Recall the simple harmonic oscillator (e.g. mass-spring system) d 2 y dt 2 + ω2 0y = 0 Solution can be written in various ways: y(t) = Ae iω 0t y(t) = A cos
More informationDamped harmonic motion
Damped harmonic motion March 3, 016 Harmonic motion is studied in the presence of a damping force proportional to the velocity. The complex method is introduced, and the different cases of under-damping,
More informationLinear second-order differential equations with constant coefficients and nonzero right-hand side
Linear second-order differential equations with constant coefficients and nonzero right-hand side We return to the damped, driven simple harmonic oscillator d 2 y dy + 2b dt2 dt + ω2 0y = F sin ωt We note
More informationEnergy Stable Discontinuous Galerkin Methods for Maxwell s Equations in Nonlinear Optical Media
Energy Stable Discontinuous Galerkin Methods for Maxwell s Equations in Nonlinear Optical Media Yingda Cheng Michigan State University Computational Aspects of Time Dependent Electromagnetic Wave Problems
More informationIntroduction to numerical simulations for Stochastic ODEs
Introduction to numerical simulations for Stochastic ODEs Xingye Kan Illinois Institute of Technology Department of Applied Mathematics Chicago, IL 60616 August 9, 2010 Outline 1 Preliminaries 2 Numerical
More informationLecture 4: Numerical solution of ordinary differential equations
Lecture 4: Numerical solution of ordinary differential equations Department of Mathematics, ETH Zürich General explicit one-step method: Consistency; Stability; Convergence. High-order methods: Taylor
More informationOrdinary Differential Equations
Chapter 13 Ordinary Differential Equations We motivated the problem of interpolation in Chapter 11 by transitioning from analzying to finding functions. That is, in problems like interpolation and regression,
More informationRadiation Damping. 1 Introduction to the Abraham-Lorentz equation
Radiation Damping Lecture 18 1 Introduction to the Abraham-Lorentz equation Classically, a charged particle radiates energy if it is accelerated. We have previously obtained the Larmor expression for the
More informationIdentification Methods for Structural Systems. Prof. Dr. Eleni Chatzi Lecture March, 2016
Prof. Dr. Eleni Chatzi Lecture 4-09. March, 2016 Fundamentals Overview Multiple DOF Systems State-space Formulation Eigenvalue Analysis The Mode Superposition Method The effect of Damping on Structural
More informationNumerical solution of ODEs
Numerical solution of ODEs Arne Morten Kvarving Department of Mathematical Sciences Norwegian University of Science and Technology November 5 2007 Problem and solution strategy We want to find an approximation
More information( r) = 1 Z. e Zr/a 0. + n +1δ n', n+1 ). dt ' e i ( ε n ε i )t'/! a n ( t) = n ψ t = 1 i! e iε n t/! n' x n = Physics 624, Quantum II -- Exam 1
Physics 624, Quantum II -- Exam 1 Please show all your work on the separate sheets provided (and be sure to include your name) You are graded on your work on those pages, with partial credit where it is
More informationSolution: (a) Before opening the parachute, the differential equation is given by: dv dt. = v. v(0) = 0
Math 2250 Lab 4 Name/Unid: 1. (25 points) A man bails out of an airplane at the altitute of 12,000 ft, falls freely for 20 s, then opens his parachute. Assuming linear air resistance ρv ft/s 2, taking
More informationProblem Set 2: Solution
University of Alabama Department of Physics and Astronomy PH 53 / LeClair Fall 1 Problem Set : Solution 1. In a hydrogen atom an electron of charge e orbits around a proton of charge +e. (a) Find the total
More informationHow many initial conditions are required to fully determine the general solution to a 2nd order linear differential equation?
How many initial conditions are required to fully determine the general solution to a 2nd order linear differential equation? (A) 0 (B) 1 (C) 2 (D) more than 2 (E) it depends or don t know How many of
More informationMathematical models for class-d amplifiers
Mathematical models for class-d amplifiers Stephen Cox School of Mathematical Sciences, University of Nottingham, UK 12 November 2012 Stephen Cox Mathematical models for class-d amplifiers 1/38 Background
More informationTherefore the new Fourier coefficients are. Module 2 : Signals in Frequency Domain Problem Set 2. Problem 1
Module 2 : Signals in Frequency Domain Problem Set 2 Problem 1 Let be a periodic signal with fundamental period T and Fourier series coefficients. Derive the Fourier series coefficients of each of the
More informationNumerical Algorithms for ODEs/DAEs (Transient Analysis)
Numerical Algorithms for ODEs/DAEs (Transient Analysis) Slide 1 Solving Differential Equation Systems d q ( x(t)) + f (x(t)) + b(t) = 0 dt DAEs: many types of solutions useful DC steady state: state no
More informationMultistep Methods for IVPs. t 0 < t < T
Multistep Methods for IVPs We are still considering the IVP dy dt = f(t,y) t 0 < t < T y(t 0 ) = y 0 So far we have looked at Euler s method, which was a first order method and Runge Kutta (RK) methods
More informationLesson 14: Van der Pol Circuit and ode23s
Lesson 4: Van der Pol Circuit and ode3s 4. Applied Problem. A series LRC circuit when coupled via mutual inductance with a triode circuit can generate a sequence of pulsing currents that have very rapid
More information08. Brownian Motion. University of Rhode Island. Gerhard Müller University of Rhode Island,
University of Rhode Island DigitalCommons@URI Nonequilibrium Statistical Physics Physics Course Materials 1-19-215 8. Brownian Motion Gerhard Müller University of Rhode Island, gmuller@uri.edu Follow this
More informationAdvanced Vitreous State The Physical Properties of Glass
Advanced Vitreous State The Physical Properties of Glass Active Optical Properties of Glass Lecture 20: Nonlinear Optics in Glass-Fundamentals Denise Krol Department of Applied Science University of California,
More informationAA214B: NUMERICAL METHODS FOR COMPRESSIBLE FLOWS
AA214B: NUMERICAL METHODS FOR COMPRESSIBLE FLOWS 1 / 10 AA214B: NUMERICAL METHODS FOR COMPRESSIBLE FLOWS Pseudo-Time Integration 1 / 10 AA214B: NUMERICAL METHODS FOR COMPRESSIBLE FLOWS 2 / 10 Outline 1
More informationLinear Algebra Review (Course Notes for Math 308H - Spring 2016)
Linear Algebra Review (Course Notes for Math 308H - Spring 2016) Dr. Michael S. Pilant February 12, 2016 1 Background: We begin with one of the most fundamental notions in R 2, distance. Letting (x 1,
More informationMethods for Computing Periodic Steady-State Jacob White
Introduction to Simulation - Lecture 15 Methods for Computing Periodic Steady-State Jacob White Thanks to Deepak Ramaswamy, Michal Rewienski, and Karen Veroy Outline Periodic Steady-state problems Application
More informationDynamic Response. Assoc. Prof. Enver Tatlicioglu. Department of Electrical & Electronics Engineering Izmir Institute of Technology.
Dynamic Response Assoc. Prof. Enver Tatlicioglu Department of Electrical & Electronics Engineering Izmir Institute of Technology Chapter 3 Assoc. Prof. Enver Tatlicioglu (EEE@IYTE) EE362 Feedback Control
More informationSolutions to Problems in Chapter 4
Solutions to Problems in Chapter 4 Problems with Solutions Problem 4. Fourier Series of the Output Voltage of an Ideal Full-Wave Diode Bridge Rectifier he nonlinear circuit in Figure 4. is a full-wave
More informationThe Direct Transcription Method For Optimal Control. Part 2: Optimal Control
The Direct Transcription Method For Optimal Control Part 2: Optimal Control John T Betts Partner, Applied Mathematical Analysis, LLC 1 Fundamental Principle of Transcription Methods Transcription Method
More informationLecture Notes 6: Dynamic Equations Part A: First-Order Difference Equations in One Variable
University of Warwick, EC9A0 Maths for Economists Peter J. Hammond 1 of 54 Lecture Notes 6: Dynamic Equations Part A: First-Order Difference Equations in One Variable Peter J. Hammond latest revision 2017
More information1. Consider the initial value problem: find y(t) such that. y = y 2 t, y(0) = 1.
Engineering Mathematics CHEN30101 solutions to sheet 3 1. Consider the initial value problem: find y(t) such that y = y 2 t, y(0) = 1. Take a step size h = 0.1 and verify that the forward Euler approximation
More informationOptical Solitons. Lisa Larrimore Physics 116
Lisa Larrimore Physics 116 Optical Solitons An optical soliton is a pulse that travels without distortion due to dispersion or other effects. They are a nonlinear phenomenon caused by self-phase modulation
More informationThe (Fast) Fourier Transform
The (Fast) Fourier Transform The Fourier transform (FT) is the analog, for non-periodic functions, of the Fourier series for periodic functions can be considered as a Fourier series in the limit that the
More informationSignals & Systems. Lecture 5 Continuous-Time Fourier Transform. Alp Ertürk
Signals & Systems Lecture 5 Continuous-Time Fourier Transform Alp Ertürk alp.erturk@kocaeli.edu.tr Fourier Series Representation of Continuous-Time Periodic Signals Synthesis equation: x t = a k e jkω
More informationGATE EE Topic wise Questions SIGNALS & SYSTEMS
www.gatehelp.com GATE EE Topic wise Questions YEAR 010 ONE MARK Question. 1 For the system /( s + 1), the approximate time taken for a step response to reach 98% of the final value is (A) 1 s (B) s (C)
More informationLecture V : Oscillatory motion and spectral analysis
Lecture V : Oscillatory motion and spectral analysis I. IDEAL PENDULUM AND STABILITY ANALYSIS Let us remind ourselves of the equation of motion for the pendulum. Remembering that the external torque applied
More informationThe interaction of light and matter
Outline The interaction of light and matter Denise Krol (Atom Optics) Photon physics 014 Lecture February 14, 014 1 / 3 Elementary processes Elementary processes 1 Elementary processes Einstein relations
More informationkg meter ii) Note the dimensions of ρ τ are kg 2 velocity 2 meter = 1 sec 2 We will interpret this velocity in upcoming slides.
II. Generalizing the 1-dimensional wave equation First generalize the notation. i) "q" has meant transverse deflection of the string. Replace q Ψ, where Ψ may indicate other properties of the medium that
More informationConsider the following example of a linear system:
LINEAR SYSTEMS Consider the following example of a linear system: Its unique solution is x + 2x 2 + 3x 3 = 5 x + x 3 = 3 3x + x 2 + 3x 3 = 3 x =, x 2 = 0, x 3 = 2 In general we want to solve n equations
More information1+t 2 (l) y = 2xy 3 (m) x = 2tx + 1 (n) x = 2tx + t (o) y = 1 + y (p) y = ty (q) y =
DIFFERENTIAL EQUATIONS. Solved exercises.. Find the set of all solutions of the following first order differential equations: (a) x = t (b) y = xy (c) x = x (d) x = (e) x = t (f) x = x t (g) x = x log
More information21 Linear State-Space Representations
ME 132, Spring 25, UC Berkeley, A Packard 187 21 Linear State-Space Representations First, let s describe the most general type of dynamic system that we will consider/encounter in this class Systems may
More informationChapter 6 - Ordinary Differential Equations
Chapter 6 - Ordinary Differential Equations 7.1 Solving Initial-Value Problems In this chapter, we will be interested in the solution of ordinary differential equations. Ordinary differential equations
More informationProjection Methods. Michal Kejak CERGE CERGE-EI ( ) 1 / 29
Projection Methods Michal Kejak CERGE CERGE-EI ( ) 1 / 29 Introduction numerical methods for dynamic economies nite-di erence methods initial value problems (Euler method) two-point boundary value problems
More informationPhysics 202 Laboratory 5. Linear Algebra 1. Laboratory 5. Physics 202 Laboratory
Physics 202 Laboratory 5 Linear Algebra Laboratory 5 Physics 202 Laboratory We close our whirlwind tour of numerical methods by advertising some elements of (numerical) linear algebra. There are three
More informationModule 4: Numerical Methods for ODE. Michael Bader. Winter 2007/2008
Outlines Module 4: for ODE Part I: Basic Part II: Advanced Lehrstuhl Informatik V Winter 2007/2008 Part I: Basic 1 Direction Fields 2 Euler s Method Outlines Part I: Basic Part II: Advanced 3 Discretized
More informationSolution of Linear Systems
Solution of Linear Systems Parallel and Distributed Computing Department of Computer Science and Engineering (DEI) Instituto Superior Técnico May 12, 2016 CPD (DEI / IST) Parallel and Distributed Computing
More informationAn Overview of Fluid Animation. Christopher Batty March 11, 2014
An Overview of Fluid Animation Christopher Batty March 11, 2014 What distinguishes fluids? What distinguishes fluids? No preferred shape. Always flows when force is applied. Deforms to fit its container.
More informationETNA Kent State University
Electronic Transactions on Numerical Analysis. Volume 4, pp. 373-38, 23. Copyright 23,. ISSN 68-963. ETNA A NOTE ON THE RELATION BETWEEN THE NEWTON HOMOTOPY METHOD AND THE DAMPED NEWTON METHOD XUPING ZHANG
More informationChapter 3 : Linear Differential Eqn. Chapter 3 : Linear Differential Eqn.
1.0 Introduction Linear differential equations is all about to find the total solution y(t), where : y(t) = homogeneous solution [ y h (t) ] + particular solution y p (t) General form of differential equation
More informationPractice Problems For Test 3
Practice Problems For Test 3 Power Series Preliminary Material. Find the interval of convergence of the following. Be sure to determine the convergence at the endpoints. (a) ( ) k (x ) k (x 3) k= k (b)
More informationFinal Exam Solutions
EE55: Linear Systems Final Exam SIST, ShanghaiTech Final Exam Solutions Course: Linear Systems Teacher: Prof. Boris Houska Duration: 85min YOUR NAME: (type in English letters) I Introduction This exam
More informationMultistage Methods I: Runge-Kutta Methods
Multistage Methods I: Runge-Kutta Methods Varun Shankar January, 0 Introduction Previously, we saw that explicit multistep methods (AB methods) have shrinking stability regions as their orders are increased.
More informationChapter 2: Complex numbers
Chapter 2: Complex numbers Complex numbers are commonplace in physics and engineering. In particular, complex numbers enable us to simplify equations and/or more easily find solutions to equations. We
More informationParallel-in-time integrators for Hamiltonian systems
Parallel-in-time integrators for Hamiltonian systems Claude Le Bris ENPC and INRIA Visiting Professor, The University of Chicago joint work with X. Dai (Paris 6 and Chinese Academy of Sciences), F. Legoll
More informationPractice Problems For Test 3
Practice Problems For Test 3 Power Series Preliminary Material. Find the interval of convergence of the following. Be sure to determine the convergence at the endpoints. (a) ( ) k (x ) k (x 3) k= k (b)
More informationLinear Algebra and ODEs review
Linear Algebra and ODEs review Ania A Baetica September 9, 015 1 Linear Algebra 11 Eigenvalues and eigenvectors Consider the square matrix A R n n (v, λ are an (eigenvector, eigenvalue pair of matrix A
More informationCHE302 LECTURE V LAPLACE TRANSFORM AND TRANSFER FUNCTION. Professor Dae Ryook Yang
CHE3 ECTURE V APACE TRANSFORM AND TRANSFER FUNCTION Profeor Dae Ryook Yang Fall Dept. of Chemical and Biological Engineering Korea Univerity CHE3 Proce Dynamic and Control Korea Univerity 5- SOUTION OF
More informationAM205: Assignment 3 (due 5 PM, October 20)
AM25: Assignment 3 (due 5 PM, October 2) For this assignment, first complete problems 1, 2, 3, and 4, and then complete either problem 5 (on theory) or problem 6 (on an application). If you submit answers
More informationFourier transforms. c n e inπx. f (x) = Write same thing in an equivalent form, using n = 1, f (x) = l π
Fourier transforms We can imagine our periodic function having periodicity taken to the limits ± In this case, the function f (x) is not necessarily periodic, but we can still use Fourier transforms (related
More informationAlignment processes on the sphere
Alignment processes on the sphere Amic Frouvelle CEREMADE Université Paris Dauphine Joint works with : Pierre Degond (Imperial College London) and Gaël Raoul (École Polytechnique) Jian-Guo Liu (Duke University)
More informationLight in Matter (Hecht Ch. 3)
Phys 531 Lecture 3 9 September 2004 Light in Matter (Hecht Ch. 3) Last time, talked about light in vacuum: Maxwell equations wave equation Light = EM wave 1 Today: What happens inside material? typical
More informationFinite Elements for Nonlinear Problems
Finite Elements for Nonlinear Problems Computer Lab 2 In this computer lab we apply finite element method to nonlinear model problems and study two of the most common techniques for solving the resulting
More information10. Zwanzig-Mori Formalism
University of Rhode Island DigitalCommons@URI Nonequilibrium Statistical Physics Physics Course Materials 205 0. Zwanzig-Mori Formalism Gerhard Müller University of Rhode Island, gmuller@uri.edu Creative
More informationIII.H Zeroth Order Hydrodynamics
III.H Zeroth Order Hydrodynamics As a first approximation, we shall assume that in local equilibrium, the density f 1 at each point in space can be represented as in eq.(iii.56), i.e. [ ] p m q, t)) f
More informationChapter 4 The Fourier Series and Fourier Transform
Chapter 4 The Fourier Series and Fourier Transform Fourier Series Representation of Periodic Signals Let x(t) be a CT periodic signal with period T, i.e., xt ( + T) = xt ( ), t R Example: the rectangular
More information22.2. Applications of Eigenvalues and Eigenvectors. Introduction. Prerequisites. Learning Outcomes
Applications of Eigenvalues and Eigenvectors 22.2 Introduction Many applications of matrices in both engineering and science utilize eigenvalues and, sometimes, eigenvectors. Control theory, vibration
More informationChapter 5 Exercises. (a) Determine the best possible Lipschitz constant for this function over 2 u <. u (t) = log(u(t)), u(0) = 2.
Chapter 5 Exercises From: Finite Difference Methods for Ordinary and Partial Differential Equations by R. J. LeVeque, SIAM, 2007. http://www.amath.washington.edu/ rjl/fdmbook Exercise 5. (Uniqueness for
More informationHomework 4. May An LTI system has an input, x(t) and output y(t) related through the equation y(t) = t e (t t ) x(t 2)dt
Homework 4 May 2017 1. An LTI system has an input, x(t) and output y(t) related through the equation y(t) = t e (t t ) x(t 2)dt Determine the impulse response of the system. Rewriting as y(t) = t e (t
More informationConsider a system of n ODEs. parameter t, periodic with period T, Let Φ t to be the fundamental matrix of this system, satisfying the following:
Consider a system of n ODEs d ψ t = A t ψ t, dt ψ: R M n 1 C where A: R M n n C is a continuous, (n n) matrix-valued function of real parameter t, periodic with period T, t R k Z A t + kt = A t. Let Φ
More informationOrdinary Differential Equations
CHAPTER 8 Ordinary Differential Equations 8.1. Introduction My section 8.1 will cover the material in sections 8.1 and 8.2 in the book. Read the book sections on your own. I don t like the order of things
More informationSolutions to homework assignment #3 Math 119B UC Davis, Spring = 12x. The Euler-Lagrange equation is. 2q (x) = 12x. q(x) = x 3 + x.
1. Find the stationary points of the following functionals: (a) 1 (q (x) + 1xq(x)) dx, q() =, q(1) = Solution. The functional is 1 L(q, q, x) where L(q, q, x) = q + 1xq. We have q = q, q = 1x. The Euler-Lagrange
More informationCyber-Physical Systems Modeling and Simulation of Continuous Systems
Cyber-Physical Systems Modeling and Simulation of Continuous Systems Matthias Althoff TU München 29. May 2015 Matthias Althoff Modeling and Simulation of Cont. Systems 29. May 2015 1 / 38 Ordinary Differential
More informationWave Phenomena Physics 15c
Wave Phenomena Physics 15c Lecture Harmonic Oscillators (H&L Sections 1.4 1.6, Chapter 3) Administravia! Problem Set #1! Due on Thursday next week! Lab schedule has been set! See Course Web " Laboratory
More informationNew ideas in the non-equilibrium statistical physics and the micro approach to transportation flows
New ideas in the non-equilibrium statistical physics and the micro approach to transportation flows Plenary talk on the conference Stochastic and Analytic Methods in Mathematical Physics, Yerevan, Armenia,
More informationA Harmonic Balance Approach for Large-Scale Problems in Nonlinear Structural Dynamics
A Harmonic Balance Approach for Large-Scale Problems in Nonlinear Structural Dynamics Allen R, PhD Candidate Peter J Attar, Assistant Professor University of Oklahoma Aerospace and Mechanical Engineering
More informationNumerical Differential Equations: IVP
Chapter 11 Numerical Differential Equations: IVP **** 4/16/13 EC (Incomplete) 11.1 Initial Value Problem for Ordinary Differential Equations We consider the problem of numerically solving a differential
More informationE. KOFMAN. Latin American Applied Research 36: (2006)
Latin American Applied Research 36:101-108 (006) A THIRD ORDER DISCRETE EVENT METHOD FOR CONTINUOUS SYSTEM SIMULATION E. KOFMAN Laboratorio de Sistemas Dinámicos. FCEIA UNR CONICET. Riobamba 45 bis (000)
More informationGeneralized Nyquist theorem
Non-Equilibrium Statistical Physics Prof. Dr. Sergey Denisov WS 215/16 Generalized Nyquist theorem by Stefan Gorol & Dominikus Zielke Agenda Introduction to the Generalized Nyquist theorem Derivation of
More informationGetting Some Big Air
Getting Some Big Air Control #10499 February 14, 2011 Abstract In this paper we address the problem of optimizing a ramp for a snowboarder to travel. Our approach is two sided. We first address the forward
More informationSolution: (a) Before opening the parachute, the differential equation is given by: dv dt. = v. v(0) = 0
Math 2250 Lab 4 Name/Unid: 1. (35 points) Leslie Leroy Irvin bails out of an airplane at the altitude of 16,000 ft, falls freely for 20 s, then opens his parachute. Assuming linear air resistance ρv ft/s
More informationLet s consider nonrelativistic electrons. A given electron follows Newton s law. m v = ee. (2)
Plasma Processes Initial questions: We see all objects through a medium, which could be interplanetary, interstellar, or intergalactic. How does this medium affect photons? What information can we obtain?
More informationLine Spectra and their Applications
In [ ]: cd matlab pwd Line Spectra and their Applications Scope and Background Reading This session concludes our introduction to Fourier Series. Last time (http://nbviewer.jupyter.org/github/cpjobling/eg-47-
More informationPhysics 116A Notes Fall 2004
Physics 116A Notes Fall 2004 David E. Pellett Draft v.0.9 Notes Copyright 2004 David E. Pellett unless stated otherwise. References: Text for course: Fundamentals of Electrical Engineering, second edition,
More informationMacroscopic dielectric theory
Macroscopic dielectric theory Maxwellʼs equations E = 1 c E =4πρ B t B = 4π c J + 1 c B = E t In a medium it is convenient to explicitly introduce induced charges and currents E = 1 B c t D =4πρ H = 4π
More informationNumerical Methods for Differential Equations
Numerical Methods for Differential Equations Chapter 2: Runge Kutta and Linear Multistep methods Gustaf Söderlind and Carmen Arévalo Numerical Analysis, Lund University Textbooks: A First Course in the
More informationAPPLICATIONS OF FD APPROXIMATIONS FOR SOLVING ORDINARY DIFFERENTIAL EQUATIONS
LECTURE 10 APPLICATIONS OF FD APPROXIMATIONS FOR SOLVING ORDINARY DIFFERENTIAL EQUATIONS Ordinary Differential Equations Initial Value Problems For Initial Value problems (IVP s), conditions are specified
More information3 Constitutive Relations: Macroscopic Properties of Matter
EECS 53 Lecture 3 c Kamal Sarabandi Fall 21 All rights reserved 3 Constitutive Relations: Macroscopic Properties of Matter As shown previously, out of the four Maxwell s equations only the Faraday s and
More informationQUANTUM DECOHERENCE IN THE THEORY OF OPEN SYSTEMS
Ó³ Ÿ. 007.. 4, º 38.. 3Ä36 Š Œ œ ƒˆˆ ˆ ˆŠˆ QUANTUM DECOHERENCE IN THE THEORY OF OPEN SYSTEMS A. Isar Department of Theoretical Physics, Institute of Physics and Nuclear Engineering, Bucharest-Magurele,
More informationFourier Analysis and Power Spectral Density
Chapter 4 Fourier Analysis and Power Spectral Density 4. Fourier Series and ransforms Recall Fourier series for periodic functions for x(t + ) = x(t), where x(t) = 2 a + a = 2 a n = 2 b n = 2 n= a n cos
More information5. THE CLASSES OF FOURIER TRANSFORMS
5. THE CLASSES OF FOURIER TRANSFORMS There are four classes of Fourier transform, which are represented in the following table. So far, we have concentrated on the discrete Fourier transform. Table 1.
More informationModelling and Specifying Dispersive Laser Cavities
Modelling and Specifying Dispersive Laser Cavities C. Sean Bohun (UOIT), Yuri Cher (Toronto), Linda J. Cummings (NJIT), Mehran Ebrahimi (UOIT), Peter Howell (Oxford), Laurent Monasse (CERMICS-ENPC), Judith
More informationLecture 3: Growth Model, Dynamic Optimization in Continuous Time (Hamiltonians)
Lecture 3: Growth Model, Dynamic Optimization in Continuous Time (Hamiltonians) ECO 503: Macroeconomic Theory I Benjamin Moll Princeton University Fall 2014 1/16 Plan of Lecture Growth model in continuous
More informationNONLINEAR OPTICS. Ch. 1 INTRODUCTION TO NONLINEAR OPTICS
NONLINEAR OPTICS Ch. 1 INTRODUCTION TO NONLINEAR OPTICS Nonlinear regime - Order of magnitude Origin of the nonlinearities - Induced Dipole and Polarization - Description of the classical anharmonic oscillator
More informationPlasma Processes. m v = ee. (2)
Plasma Processes In the preceding few lectures, we ve focused on specific microphysical processes. In doing so, we have ignored the effect of other matter. In fact, we ve implicitly or explicitly assumed
More information= m(0) + 4e 2 ( 3e 2 ) 2e 2, 1 (2k + k 2 ) dt. m(0) = u + R 1 B T P x 2 R dt. u + R 1 B T P y 2 R dt +
ECE 553, Spring 8 Posted: May nd, 8 Problem Set #7 Solution Solutions: 1. The optimal controller is still the one given in the solution to the Problem 6 in Homework #5: u (x, t) = p(t)x k(t), t. The minimum
More information23.6. The Complex Form. Introduction. Prerequisites. Learning Outcomes
he Complex Form 3.6 Introduction In this Section we show how a Fourier series can be expressed more concisely if we introduce the complex number i where i =. By utilising the Euler relation: e iθ cos θ
More informationUSING SHANKS BABY-STEP GIANT-STEP METHOD TO SOLVE THE GENERALIZED PELL EQUATION x 2 Dy 2 = N. Copyright 2009 by John P. Robertson. 1.
USING SHANKS BABY-STEP GIANT-STEP METHOD TO SOLVE THE GENERALIZED PELL EQUATION x 2 Dy 2 = N Abstract. For D > 0 not a square, and N 0, the continued fraction algorithm can be used to solve the generalized
More information