Time-dependent Systems Research Articles

A new family of semi-implicit Finite Volume/Virtual Element methods for incompressible flows on unstructured meshes

We introduce a new family of high order accurate semi-implicit schemes for the solution of nonlinear time-dependent systems of partial differential equations (PDE) on unstructured polygonal meshes. The time discretization is based on a splitting between explicit and implicit terms that may arise either from the multi-scale nature of the governing equations, which involve both slow and fast scales, or in the context of projection methods, where the numerical solution is projected onto the physically meaningful solution manifold. We propose to use a high order finite volume (FV) scheme for the explicit terms, hence ensuring conservation property and robustness across shock waves, while the virtual element method (VEM) is employed to deal with the discretization of the implicit terms, which typically requires an elliptic problem to be solved. The numerical solution is then transferred via suitable L2 projection operators from the FV to the VEM solution space and vice-versa. High order time accuracy is then achieved using the semi-implicit IMEX Runge–Kutta schemes, and the novel schemes are proven to be asymptotic preserving (AP) and well-balanced (WB). As representative models, we choose the shallow water equations (SWE), thus handling multiple time scales characterized by a different Froude number, and the incompressible Navier–Stokes equations (INS), which are solved at the aid of a projection method to satisfy the solenoidal constraint of the velocity field. Furthermore, an implicit discretization for the viscous terms is also devised for the INS model, which is based on the VEM technique. Consequently, the CFL-type stability condition on the maximum admissible time step is based only on the fluid velocity and not on the celerity nor on the viscous eigenvalues. A large suite of test cases demonstrates the accuracy and the capabilities of the new family of schemes to solve relevant benchmarks in the field of incompressible fluids.

Design and Analysis of Two Nonlinear ZNN Models for Matrix LR and QR Factorization With Application to 3-D Moving Target Location

Two nonlinear zeroing neural network (ZNN) models with prescribed-time convergence for time-dependent matrix LR and QR factorization are proposed in this paper. To do so, two algorithms and two error functions are constructed to transform the time-dependent matrix LR and QR factorization problems into time-dependent linear equation systems, respectively. Simultaneously, a new activation function is introduced based on the initial ZNN models for the prescribed-time convergence of models. The excellent performance (robustness and convergence) of the two proposed ZNN models are analyzed theoretically. Furthermore, the prescribed-time convergence and anti-noise abilities of the proposed ZNN models are well demonstrated in numerical experiments. Finally, the proposed ZNN model is applied to the moving target location problem, and the results show that the location error is at the millimeter level.

Order release optimisation for time-dependent and stochastic manufacturing systems

Order release optimisation is essential in production planning, especially in discrete manufacturing. Order release planning models with load-dependent lead times must anticipate the time-dependent work-in-process and output for any given release schedule and thus require an anticipation model that approximates the time-dependent behaviour of queueing systems. We present a generic optimisation model for order release planning in stochastic, non-stationary manufacturing systems that includes a well-defined interface for the anticipation model. We develop two stationary backlog carryover (SBC) approaches to approximate time-dependent queueing behaviour and prove their consistency with the order release model. The resulting nonlinear programming model is shown to be a special case of the well-known clearing function models. A numerical study demonstrates that the optimised order releases for different demand patterns are close to the optimum that results from simulation-based optimisation even for extreme demand and release patterns. The resulting output closely matches the simulated output with some deviations.

Stability Analysis of Nonlinear Rotating Systems Using Lyapunov Characteristic Exponents Estimated From Multibody Dynamics

Abstract The use of Lyapunov characteristic exponents to assess the stability of nonlinear, time-dependent mechanical systems is discussed. Specific attention is dedicated to methods capable of estimating the largest exponent without requiring the Jacobian matrix of the problem, which can be applied to time histories resulting from simulations performed with existing multibody solvers. Helicopter ground resonance is analyzed as the reference application. Improvements over the available literature are: the problem is formulated in physical coordinates, without eliminating periodicity through multiblade coordinates; the rotation of the blades is not linearized; the problem is modeled considering absolute positions and orientations of parts. The dynamic instability that arises at some angular velocities when the isotropy of the rotor is broken (e.g., caused by the failure of one lead-lag damper, a design test condition) is observed to evolve into a large amplitude limit cycle, where the usual Floquet–Lyapunov analysis of the linearized time-periodic simply predicts instability.

Decoherence and Transition to Classicality for Time-Dependent Stochastic Quantum Systems with a General Environment

The emergence of classicality from a stochastic quantum system through decoherence is investigated. We consider the case where the parameters, such as mass, frequency, and the damping coefficient, vary with time. The invariant operator theory is employed in order to describe quantum evolution of the system. It is supposed that the system is in equilibrium with the environment at a finite temperature. The characteristics of decoherence, the classical correlation and the quantum coherence length are analyzed. The decoherence time is estimated in both position and momentum spaces. We verify from such analyses that the time dependence of the stochastic process affects the quantum-to-classical transition of the system. To promote the understanding of the results, we apply our development to a particular system which is the damped harmonic oscillator. Through this application, we confirm that the decoherence condition is satisfied in the limit of a sufficiently high temperature, whereas the classical correlation is not affected by the temperature.

Optimal Hamiltonian simulation for time-periodic systems

The implementation of time-evolution operators U(t), called Hamiltonian simulation, is one of the most promising usage of quantum computers. For time-independent Hamiltonians, qubitization has recently established efficient realization of time-evolution U(t)=e−iHt, with achieving the optimal computational resource both in time t and an allowable error ε. In contrast, those for time-dependent systems require larger cost due to the difficulty of handling time-dependency. In this paper, we establish optimal/nearly-optimal Hamiltonian simulation for generic time-dependent systems with time-periodicity, known as Floquet systems. By using a so-called Floquet-Hilbert space equipped with auxiliary states labeling Fourier indices, we develop a way to certainly obtain the target time-evolved state without relying on either time-ordered product or Dyson-series expansion. Consequently, the query complexity, which measures the cost for implementing the time-evolution, has optimal and nearly-optimal dependency respectively in time t and inverse error ε, and becomes sufficiently close to that of qubitization. Thus, our protocol tells us that, among generic time-dependent systems, time-periodic systems provides a class accessible as efficiently as time-independent systems despite the existence of time-dependency. As we also provide applications to simulation of nonequilibrium phenomena and adiabatic state preparation, our results will shed light on nonequilibrium phenomena in condensed matter physics and quantum chemistry, and quantum tasks yielding time-dependency in quantum computation.

Pool dynamics of time-dependent compartmental systems with application to the terrestrial carbon cycle.

Compartmental models play an important role to describe the dynamics of systems that involve mass movements between different types of pools. We develop a theory to analyse the average ages of mass in different pools in a linear compartmental system with time-dependent (i.e. non-autonomous) transfer rates, which involves transit times that characterize the average time a particle has spent in a particular pool. We apply our theoretical results to investigate a nine-dimensional compartmental system with time-dependent fluxes between pools modelling the carbon cycle which is a modification of the Carnegie-Ames-Stanford approach model. Knowledge of transit time and mean age allows calculation of carbon storage in a pool as a function of time. The general result that has important implications for understanding and managing carbon storage is that the change in storage in different pools does not change monotonically through time: as rates change monotonically a pool which initially shows a decrease may then show an increase in storage or vice versa. Thus caution is needed in extrapolating even the direction of future changes in storage in carbon storage in different pools with global change.

Non-Hermitian Floquet-free analytically solvable time-dependent systems [Invited

The non-Hermitian models, which are symmetric under parity (P) and time-reversal (T) operators, are the cornerstone for the fabrication of new ultra-sensitive optoelectronic devices. However, providing the gain in such systems usually demands precise control of nonlinear processes, limiting their application. In this paper, to bypass this obstacle, we introduce a class of time-dependent non-Hermitian Hamiltonians (not necessarily Floquet) that can describe a two-level system with temporally modulated on-site potential and couplings. We show that implementing an appropriate non-Unitary gauge transformation converts the original system to an effective one with a balanced gain and loss. This will allow us to derive the evolution of states analytically. Our proposed class of Hamiltonians can be employed in different platforms such as electronic circuits, acoustics, and photonics to design structures with hidden PT-symmetry potentially without imaginary onsite amplification and absorption mechanism to obtain an exceptional point.

Demonstrating Computational Equivalence Between Continuous and Discrete Adjoint Methods by Calculating Time-Dependent Adjoint Solutions with Neutron Diffusion Models

The continuous adjoint method and the discrete adjoint method are two alternative approaches used to calculate adjoint solutions for adjoint systems. The continuous adjoint method derives adjoint equations analytically from continuous forward equations and then solves the adjoint equations either analytically or numerically in a discretized form whereas the discrete adjoint method calculates the adjoint solutions directly from the discretized forward equations. With regard to the methodology development and calculation procedure, distinct differences are well recognized between the two methods. For certain reasons, both methods are exclusively preferred and commonly used by different computational communities, but limited studies clarify the connections between the two adjoint methods from either of the communities. This paper demonstrates the computational equivalence between the continuous and discrete adjoint methods by investigating time-dependent adjoint solutions to the two-group neutron diffusion model in nuclear reactor analysis problems using both methods. Adjoint solutions can be used to estimate system parameters for reactor safety analysis. Appropriate final state conditions for the adjoint systems are specified in both of the methods, and the conditions are clarified with proper physical explanations. With the help of an event-based case study on neutron diffusion models, the accuracy of the time-dependent adjoint fluxes obtained from both methods is verified, and the pros and cons of both adjoint methods are examined. More importantly, the computational equivalence of both methods is demonstrated when they are applied to multigroup neutron diffusion systems. The advantage of calculating time-dependent adjoint fluxes by directly solving time-dependent adjoint systems rather than taking steady-state approximations as in common practice is also demonstrated.

An Introduction to PT-Symmetric Quantum Mechanics-Time-Dependent Systems

I will provide a pedagogical introduction to non-Hermitian quantum systems that are PT-symmetric, that is they are left invariant under a simultaneous parity transformation (P) and time-reversal (T). I will explain how generalised versions of this antilinear symmetry can be utilised to explain that these type of systems possess real eigenvalue spectra in parts of their parameter spaces and how to set up a consistent quantum mechanical framework for them that enables a unitary time-evolution. In the second part I will explain how to extend this framework to explicitly time-dependent Hamiltonian systems and report in particular on recent progress made in this context. I will explain how to construct the essential key quantity in this framework, the time-dependent Dyson map and metric and solutions to the time-dependent Schrödinger equation, in an algebraic fashion, using time-dependent Darboux transformations, utilising Lewis-Riesenfeld invariants, point transformations and some approximation methods. I comment on the ambiguities of this metric and demonstrate that this can even lead to infinite series of metric operators. I conclude with some applications to PT-symmetrically coupled oscillators, demonstrate the equivalence of the time-dependent double wells and unstable anharmonic oscillators and show how the unphysical PT-symmetrically broken regions in the parameter space for the time-independent theory becomes physical in the explicitly time-dependent systems. I discuss how this leads to a prolongation of the otherwise rapidly decaying von Neumann entropy. The so-called sudden death of the entropy is stopped at a finite value.1

Policy Iteration Method for Time-Dependent Mean Field Games Systems with Non-separable Hamiltonians

We introduce two algorithms based on a policy iteration method to numerically solve time-dependent Mean Field Game systems of partial differential equations with non-separable Hamiltonians. We prove the convergence of such algorithms in sufficiently small time intervals with Banach fixed point method. Moreover, we prove that the convergence rates are linear. We illustrate our theoretical results by numerical examples, and we discuss the performance of the proposed algorithms.

“A posteriori” limited high order and robust schemes for transient simulations of fluid flows in gas dynamics

In this paper, we propose a novel approximation strategy for time-dependent hyperbolic systems of conservation laws for the Euler system of gas dynamics that aims to represent the dynamics of strong interacting discontinuities. The goal of our method is to allow an approximation with a high-order of accuracy in smooth regions of the flow, while ensuring robustness and a non-oscillatory behaviour in the regions of steep gradients, in particular across shocks.Following the Multidimensional Optimal Order Detection (MOOD) ([15,17]) approach, a candidate solution is computed at a next time level via a high-order accurate explicit scheme ([3,5]). A so-called detector determines if the candidate solution reveals any spurious oscillations or numerical issue and, if so, only the troubled cells are locally recomputed via a more dissipative scheme. This allows to design a family of “a posteriori” limited, robust and positivity preserving, as well as high accurate, non-oscillatory and effective scheme. Among the detecting criteria of the novel MOOD strategy, two different approaches from literature, based on the work of [15,17] and on [35], are investigated. Numerical examples in 1D and 2D, on structured and unstructured meshes, are proposed to assess the effective order of accuracy for smooth flows, the non-oscillatory behaviour on shocked flows, the robustness and positivity preservation on more extreme flows.

Dynamical scaling symmetry and asymptotic quantum correlations for time-dependent scalar fields

In time-independent quantum systems, entanglement entropy possesses an inherent scaling symmetry that the energy of the system does not have. The symmetry also assures that entropy divergence can be associated with the zero modes. We generalize this symmetry to time-dependent systems all the way from a coupled harmonic oscillator with a time-dependent frequency, to quantum scalar fields with time-dependent mass. We show that such systems have dynamical scaling symmetry that leaves the evolution of various measures of quantum correlations invariant; entanglement entropy, GS fidelity, the Loschmidt echo, and circuit complexity. Using this symmetry, we show that several quantum correlations are related at late times when the system develops instabilities. We then quantify such instabilities in terms of scrambling time and Lyapunov exponents. The delayed onset of exponential decay of the Loschmidt echo is found to be determined by the largest inverted mode in the system. On the other hand, a zero mode retains information about the system for a considerably longer time, finally resulting in a power-law decay of the Loschmidt echo. We extend the analysis to time-dependent massive scalar fields in ($1+1$)-dimensions and discuss the implications of zero modes and inverted modes occurring in the system at late times. We explicitly show the entropy scaling oscillates between the area-law and volume-law for a scalar field with stable modes or zero modes. We then provide a qualitative discussion of the above effects for scalar fields in cosmological and black hole spacetimes.

Mathematical and Numerical Modelling of Interference of Immune Cells in the Tumour Environment

In this article, the behaviour of tumour growth and its interaction with the immune system have been studied using a mathematical model in the form of partial differential equations. However, the development of tumours and how they interact with the immune system make up an extremely complex and little-understood system. A new mathematical model has been proposed to gain insight into the role of immune response in the tumour microenvironment when no treatment is applied. The resulting model is a set of partial differential equations made up of four variables: the population density of tumour cells, two different types of immune cells (CD4+ helper T cells and CD8+ cytotoxic T cells), and nutrition content. Such kinds of systems also occur frequently in science and engineering. The interaction of tumour and immune cells is exemplified by predator-prey models in ecology, in which tumour cells act as prey and immune cells act as predators. The tumour-immune cell interaction is expressed via Holling’s Type-III and Beddington-DeAngelis functional responses. The combination of finite volume and finite element method is used to approximate the system numerically because these approximations are more suitable for time-dependent systems having diffusion. Finally, numerical simulations show that the methods perform well and depict the behaviour of the model.

Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion

<p style='text-indent:20px;'>In this manuscript the controllability for a class of time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion in a separable Hilbert space with delay is studied. The controllability result is obtained by using stochastic analysis and a fixed-point strategy. Finally, an illustrative example is given to demonstrate the effectiveness of the obtained result.</p>

Lagrangian–Hamiltonian formalism for cocontact systems

<abstract><p>In this paper we present a unified Lagrangian–Hamiltonian geometric formalism to describe time-dependent contact mechanical systems, based on the one first introduced by K. Kamimura and later formalized by R. Skinner and R. Rusk. This formalism is especially interesting when dealing with systems described by singular Lagrangians, since the second-order condition is recovered from the constraint algorithm. In order to illustrate this formulation, some relevant examples are described in full detail: the Duffing equation, an ascending particle with time-dependent mass and quadratic drag, and a charged particle in a stationary electric field with a time-dependent constraint.</p></abstract>

Numerical investigations on high-speed turbo-compressor rotor systems with air ring bearings: Nonlinear vibration behavior and optimization

Regarding aerodynamic bearings, mainly two basic types can be distinguished: air bearings with a rigid housing and air foil bearings with an elastic supporting structure. Here, a modified bearing concept -- called air ring bearing -- is investigated, which may be considered as a further development of rigid air bearings or as a combination of the two basic bearing types. The idea of air ring bearings is to insert a ring-shaped bearing bushing between the shaft and the foil structure. Alternatively, a visco-elastic supporting structure (e.g., an elastomer) can be applied to connect the bushing ring with the housing. In the first case, external dissipation is mainly generated by dry friction. In the latter case, viscous damping is used to provide external dissipation. Due to the external friction/damping generated by the ring mounting structure, rotor systems with air ring bearings can be operated above the linear threshold speed of instability so that stable self-excited vibrations with moderate amplitudes can be achieved in the complete speed range. Here, a detailed transient co-simulation model for rotor systems with air ring bearings is presented. The rotor is represented by a multibody model. The air films of the two bearings are represented by two nonlinear time-dependent finite element systems. The multibody model and the two finite element subsystems are solved simultaneously by means of an explicit sequential co-simulation technique. Due to the strong nonlinearities, the system shows interesting vibration and bifurcation effects, which are investigated in detail with the help of run-up simulations.

Exact solutions and superposition rules for Hamiltonian systems generalizing time-dependent SIS epidemic models with stochastic fluctuations

<abstract><p>Using the theory of Lie-Hamilton systems, formal generalized time-dependent Hamiltonian systems that extend a recently proposed SIS epidemic model with a variable infection rate are considered. It is shown that, independently on the particular interpretation of the time-dependent coefficients, these systems generally admit an exact solution, up to the case of the maximal extension within the classification of Lie-Hamilton systems, for which a superposition rule is constructed. The method provides the algebraic frame to which any SIS epidemic model that preserves the above-mentioned properties is subjected. In particular, we obtain exact solutions for generalized SIS Hamiltonian models based on the book and oscillator algebras, denoted by $ \mathfrak{b}_2 $ and $ \mathfrak{h}_4 $, respectively. The last generalization corresponds to an SIS system possessing the so-called two-photon algebra symmetry $ \mathfrak{h}_6 $, according to the embedding chain $ \mathfrak{b}_2\subset \mathfrak{h}_4\subset \mathfrak{h}_6 $, for which an exact solution cannot generally be found but a nonlinear superposition rule is explicitly given.</p></abstract>

Novel Approaches For Colon Site-Specific Drug Delivery: An Overview Of Recent Advancements

Nowadays, various routes of administration have been explored for the effective delivery of the drug to the target site. The oral route is considered to be the most convenient for the administration of drugs to patients. But it has a serious drawback in conditions where localized delivery of the drug in the colon is required. The colon-targeted drug delivery system (CDDS) is a potential approach for systemic and topical drug delivery in treating inflammatory bowel diseases such as ulcerative colitis, Crohn’s disease, colon cancer, and amoebiasis. CDDS would provide direct treatment at the site of the disease, reduced dose, and reduced systemic adverse effects. CDDS should be able to release the drug into the colon, indicating that neither drug release nor absorption should take place in the stomach or small intestine, nor should the bioactive agent be degraded there. Instead, the drug should only be released and absorbed when it reaches the colon. The colon is a site for both local and systemic drug delivery. This review mainly compares the primary approaches for CDDS (Colon Specific Drug Delivery) namely prodrugs, pH and time-dependent systems, and microbially triggered systems, which achieved limited success and had limitations as compared with newer CDDS namely pressure-controlled colonic delivery capsules, CODESTM, and osmotic controlled drug delivery systems. The review is also focused on the possible benefits and issues associated with the novel colon-targeted drug delivery system. Recent advancements in various approaches for designing colon-targeted drug delivery systems and their pharmaceutical applications are covered with a particular emphasis on formulation technologies.

Photon number conservation in time dependent systems [Invited

Time dependent systems in general do not conserve photons nor do they conserve energy. However when parity-time symmetry holds Maxwell's equations can sometimes both conserve photon number and energy. Here we show that photon conservation is the more widely applicable law which can hold in circumstances where energy conservation is violated shedding further light on an amplification mechanism identified in previous papers as a process of conserved photons climbing a frequency ladder.