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R Kupferman

Publications and source records attributed to R Kupferman.

9 recordsLinked to original sources

Itô versus Stratonovich white-noise limits for systems with inertia and colored multiplicative noise.

We consider the dynamics of systems in the presence of inertia and colored multiplicative noise. We study the limit where the particle relaxation time and the correlation time of the noise both tend to zero. We show that the limiting equation for the particle position depends on the magnitude of the particle relaxation time relative to the noise correlation time. In particular, the limiting equation should be interpreted either in the Itô or Stratonovich sense, with a crossover occurring when the two fast-time scales are of comparable magnitude. At the crossover the limiting stochastic differential equation is neither of Itô nor of Stratonovich type. This means that, after adiabatic elimination, the governing equations have different drift fields, leading to different physical behavior depending on the relative magnitude of the two fast-time scales. Our findings are supported by numerical simulations.

Journal Article↗

Optimal prediction and the Mori-Zwanzig representation of irreversible processes.

Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We point out a relation between optimal prediction and the statistical mechanics of irreversible processes, and use a version of the Mori-Zwanzig formalism to produce a higher-order optimal prediction method.

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Optimal prediction of underresolved dynamics.

A method is presented for computing the average solution of problems that are too complicated for adequate resolution, but where information about the statistics of the solution is available. The method involves computing average derivatives by interpolation based on linear regression, and an updating of a measure constrained by the available crude information. Examples are given.

Journal Article↗

A fast, high resolution, second-order central scheme for incompressible flows.

A high resolution, second-order central difference method for incompressible flows is presented. The method is based on a recent second-order extension of the classic Lax-Friedrichs scheme introduced for hyperbolic conservation laws (Nessyahu H. & Tadmor E. (1990) J. Comp. Physics. 87, 408-463; Jiang G.-S. & Tadmor E. (1996) UCLA CAM Report 96-36, SIAM J. Sci. Comput., in press) and augmented by a new discrete Hodge projection. The projection is exact, yet the discrete Laplacian operator retains a compact stencil. The scheme is fast, easy to implement, and readily generalizable. Its performance was tested on the standard periodic double shear-layer problem; no spurious vorticity patterns appear when the flow is underresolved. A short discussion of numerical boundary conditions is also given, along with a numerical example.

Journal Article↗

Analytical calculation of intracellular calcium wave characteristics.

We present a theoretical analysis of intracellular calcium waves propagated by calcium feedback at the inositol 1,4,5-trisphosphate (IP3) receptor. The model includes essential features of calcium excitability, but is still analytically tractable. Formulas are derived for the wave speed, amplitude, and width. The calculations take into account cytoplasmic Ca buffering, the punctate nature of the Ca release channels, channel inactivation, and Ca pumping. For relatively fast buffers, the wave speed is well approximated by V(infinity) = (J(eff)D(eff)/C0)1/2, where J(eff) is an effective, buffered source strength; D(eff) is the effective, buffered diffusion constant of Ca; and C(0) is the Ca threshold for channel activation. It is found that the saturability and finite on-rate of buffers must be taken into account to accurately derive the wave speed and front width. The time scale governing Ca wave propagation is T(r), the time for Ca release to reach threshold to activate further release. Because IP3 receptor inactivation is slow on this time scale, channel inactivation does not affect the wave speed. However, inactivation competes with Ca removal to limit wave height and front length, and for biological parameter ranges, it is inactivation that determines these parameters. Channel discreteness introduces only small corrections to wave speed relative to a model in which Ca is released uniformly from the surface of the stores. These calculations successfully predict experimental results from basic channel and cell parameters and explain the slowing of waves by exogenous buffers.

Animals↗