Kappa and other nonequilibrium distributions from the Fokker-Planck equation and the relationship to Tsallis entropy.

PubMed

Shizgal, Bernie D

2018-05-01

This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988)JSTPBS0022-471510.1007/BF01016429].

Kappa and other nonequilibrium distributions from the Fokker-Planck equation and the relationship to Tsallis entropy

NASA Astrophysics Data System (ADS)

Shizgal, Bernie D.

2018-05-01

This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988), 10.1007/BF01016429].

Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.

PubMed

Kleinert, H; Zatloukal, V

2013-11-01

The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.

Cusping, transport and variance of solutions to generalized Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Carnaffan, Sean; Kawai, Reiichiro

2017-06-01

We study properties of solutions to generalized Fokker-Planck equations through the lens of the probability density functions of anomalous diffusion processes. In particular, we examine solutions in terms of their cusping, travelling wave behaviours, and variance, within the framework of stochastic representations of generalized Fokker-Planck equations. We give our analysis in the cases of anomalous diffusion driven by the inverses of the stable, tempered stable and gamma subordinators, demonstrating the impact of changing the distribution of waiting times in the underlying anomalous diffusion model. We also analyse the cases where the underlying anomalous diffusion contains a Lévy jump component in the parent process, and when a diffusion process is time changed by an uninverted Lévy subordinator. On the whole, we present a combination of four criteria which serve as a theoretical basis for model selection, statistical inference and predictions for physical experiments on anomalously diffusing systems. We discuss possible applications in physical experiments, including, with reference to specific examples, the potential for model misclassification and how combinations of our four criteria may be used to overcome this issue.

Generalized quantum Fokker-Planck, diffusion, and Smoluchowski equations with true probability distribution functions.

PubMed

Banik, Suman Kumar; Bag, Bidhan Chandra; Ray, Deb Shankar

2002-05-01

Traditionally, quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasiprobability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using true probability distribution functions is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their coordinates and momenta, we derive a generalized quantum Langevin equation in c numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion, and Smoluchowski equations are the exact quantum analogs of their classical counterparts. The present work is independent of path integral techniques. The theory as developed here is a natural extension of its classical version and is valid for arbitrary temperature and friction (the Smoluchowski equation being considered in the overdamped limit).

A conservative, relativistic Fokker-Planck solver for runaway electrons

NASA Astrophysics Data System (ADS)

Chacon, Luis; Taitano, W.; Tang, X.; Guo, Z.; McDevitt, C.

2017-10-01

Relativistic runaway electrons develop when electric fields surpass a critical electric field, Ec =EDvth/c 2 , with ED the Dreicer field (which is the electric field at which the whole thermal electron population runs away). Above this critical field, electron tails accelerate relativistically until they are arrested by radiative processes. In regimes above this critical electric field (but below the Dreicer field), correctly capturing the interplay between the electron thermal population and the runaway tail is key, and demands a full nonlinear relativistic Fokker-Planck treatment. In this presentation, we report on progress towards a fully conservative, implicit, adaptive implementation of the relativistic electron Fokker-Planck equation. Strict conservation properties, as well as positivity preservation, are a must to avoid spurious numerical effects, and to be able to capture tenuous electron runaway tails for fields just above Ec.

Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems.

PubMed

Chen, Nan; Majda, Andrew J

2017-12-05

Solving the Fokker-Planck equation for high-dimensional complex dynamical systems is an important issue. Recently, the authors developed efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures, which contain many strong non-Gaussian features such as intermittency and fat-tailed probability density functions (PDFs). The algorithms involve a hybrid strategy with a small number of samples [Formula: see text], where a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious Gaussian kernel density estimation in the remaining low-dimensional subspace. In this article, two effective strategies are developed and incorporated into these algorithms. The first strategy involves a judicious block decomposition of the conditional covariance matrix such that the evolutions of different blocks have no interactions, which allows an extremely efficient parallel computation due to the small size of each individual block. The second strategy exploits statistical symmetry for a further reduction of [Formula: see text] The resulting algorithms can efficiently solve the Fokker-Planck equation with strongly non-Gaussian PDFs in much higher dimensions even with orders in the millions and thus beat the curse of dimension. The algorithms are applied to a [Formula: see text]-dimensional stochastic coupled FitzHugh-Nagumo model for excitable media. An accurate recovery of both the transient and equilibrium non-Gaussian PDFs requires only [Formula: see text] samples! In addition, the block decomposition facilitates the algorithms to efficiently capture the distinct non-Gaussian features at different locations in a [Formula: see text]-dimensional two-layer inhomogeneous Lorenz 96 model, using only [Formula: see text] samples. Copyright © 2017 the Author(s). Published by PNAS.

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

NASA Astrophysics Data System (ADS)

Frank, T. D.

2008-02-01

We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.

Remarks on the chemical Fokker-Planck and Langevin equations: Nonphysical currents at equilibrium.

PubMed

Ceccato, Alessandro; Frezzato, Diego

2018-02-14

The chemical Langevin equation and the associated chemical Fokker-Planck equation are well-known continuous approximations of the discrete stochastic evolution of reaction networks. In this work, we show that these approximations suffer from a physical inconsistency, namely, the presence of nonphysical probability currents at the thermal equilibrium even for closed and fully detailed-balanced kinetic schemes. An illustration is given for a model case.

Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions

NASA Astrophysics Data System (ADS)

Chen, Nan; Majda, Andrew J.

2018-02-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace and is therefore computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O (100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6

Efficient Statistically Accurate Algorithms for the Fokker-Planck Equation in Large Dimensions

NASA Astrophysics Data System (ADS)

Chen, N.; Majda, A.

2017-12-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method, which is based on an effective data assimilation framework, provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace. Therefore, it is computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from the traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has a significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O(100) ensembles to

An equilibrium-preserving discretization for the nonlinear Rosenbluth-Fokker-Planck operator in arbitrary multi-dimensional geometry

NASA Astrophysics Data System (ADS)

Taitano, W. T.; Chacón, L.; Simakov, A. N.

2017-06-01

The Fokker-Planck collision operator is an advection-diffusion operator which describe dynamical systems such as weakly coupled plasmas [1,2], photonics in high temperature environment [3,4], biological [5], and even social systems [6]. For plasmas in the continuum, the Fokker-Planck collision operator supports such important physical properties as conservation of number, momentum, and energy, as well as positivity. It also obeys the Boltzmann's H-theorem [7-11], i.e., the operator increases the system entropy while simultaneously driving the distribution function towards a Maxwellian. In the discrete, when these properties are not ensured, numerical simulations can either fail catastrophically or suffer from significant numerical pollution [12,13]. There is strong emphasis in the literature on developing numerical techniques to solve the Fokker-Planck equation while preserving these properties [12-24]. In this short note, we focus on the analytical equilibrium preserving property, meaning that the Fokker-Planck collision operator vanishes when acting on an analytical Maxwellian distribution function. The equilibrium preservation property is especially important, for example, when one is attempting to capture subtle transport physics. Since transport arises from small O (ɛ) corrections to the equilibrium [25] (where ɛ is a small expansion parameter), numerical truncation error present in the equilibrium solution may dominate, overwhelming transport dynamics.

Analytical and Numerical Solutions of Generalized Fokker-Planck Equations - Final Report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Prinja, Anil K.

The overall goal of this project was to develop advanced theoretical and numerical techniques to quantitatively describe the spreading of a collimated beam of charged particles in space, in angle, and in energy, as a result of small deflection, small energy transfer Coulomb collisions with the target nuclei and electrons. Such beams arise in several applications of great interest in nuclear engineering, and include electron and ion radiotherapy, ion beam modification of materials, accelerator transmutation of waste, and accelerator production of tritium, to name some important candidates. These applications present unique and difficult modeling challenges, but from the outset aremore » amenable to the language of ''transport theory'', which is very familiar to nuclear engineers and considerably less-so to physicists and material scientists. Thus, our approach has been to adopt a fundamental description based on transport equations, but the forward peakedness associated with charged particle interactions precludes a direct application of solution methods developed for neutral particle transport. Unique problem formulations and solution techniques are necessary to describe the transport and interaction of charged particles. In particular, we have developed the Generalized Fokker-Planck (GFP) approach to describe the angular and radial spreading of a collimated beam and a renormalized transport model to describe the energy-loss straggling of an initially monoenergetic distribution. Both analytic and numerical solutions have been investigated and in particular novel finite element numerical methods have been developed. In the first phase of the project, asymptotic methods were used to develop closed form solutions to the GFP equation for different orders of expansion, and was described in a previous progress report. In this final report we present a detailed description of (i) a novel energy straggling model based on a Fokker-Planck approximation but which is adapted

Fokker Planck Rosenbluth-type equations for self-gravitating systems in the 1PN approximation

NASA Astrophysics Data System (ADS)

Ramos-Caro, Javier; González, Guillermo A.

2008-02-01

We present two formulations of Fokker Planck Rosenbluth-type (FPR) equations for many-particle self-gravitating systems, with first-order relativistic corrections in the post-Newtonian approach (1PN). The first starts from a covariant Fokker Planck equation for a simple gas, introduced recently by Chacón-Acosta and Kremer (2007 Phys. Rev. E 76 021201). The second derivation is based on the establishment of an 1PN-BBGKY hierarchy, developed systematically from the 1PN microscopic law of force and using the Klimontovich Dupree (KD) method. We close the hierarchy by the introduction of a two-point correlation function that describes adequately the relaxation process. This picture reveals an aspect that is not considered in the first formulation: the contribution of ternary correlation patterns to the diffusion coefficients, as a consequence of the nature of 1PN interaction. Both formulations can be considered as a generalization of the equation derived by Rezania and Sobouti (2000 Astron. Astrophys. 354 1110), to stellar systems where the relativistic effects of gravitation play a significant role.

Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum

NASA Astrophysics Data System (ADS)

Guarnieri, F.; Moon, W.; Wettlaufer, J. S.

2017-09-01

Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with a negative constant drift, described by a Fokker-Planck equation with a potential V (x ) =-[b ln(x ) +a x ] , for b >0 and a <0 . The problem belongs to a family of Fokker-Planck equations with logarithmic potentials closely related to the Bessel process that has been extensively studied for its applications in physics, biology, and finance. The Bessel-like process we consider can be solved by seeking solutions through an expansion into a complete set of eigenfunctions. The associated imaginary-time Schrödinger equation exhibits a mix of discrete and continuous eigenvalue spectra, corresponding to the quantum Coulomb potential describing the bound states of the hydrogen atom. We present a technique to evaluate the normalization factor of the continuous spectrum of eigenfunctions that relies solely upon their asymptotic behavior. We demonstrate the technique by solving the Brownian motion problem and the Bessel process both with a constant negative drift. We conclude with a comparison to other analytical methods and with numerical solutions.

Adjoint Fokker-Planck equation and runaway electron dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Chang; Brennan, Dylan P.; Bhattacharjee, Amitava

2016-01-15

The adjoint Fokker-Planck equation method is applied to study the runaway probability function and the expected slowing-down time for highly relativistic runaway electrons, including the loss of energy due to synchrotron radiation. In direct correspondence to Monte Carlo simulation methods, the runaway probability function has a smooth transition across the runaway separatrix, which can be attributed to effect of the pitch angle scattering term in the kinetic equation. However, for the same numerical accuracy, the adjoint method is more efficient than the Monte Carlo method. The expected slowing-down time gives a novel method to estimate the runaway current decay timemore » in experiments. A new result from this work is that the decay rate of high energy electrons is very slow when E is close to the critical electric field. This effect contributes further to a hysteresis previously found in the runaway electron population.« less

Asymptotic solution of Fokker-Planck equation for plasma in Paul traps

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shah, Kushal

2010-05-15

An exact analytic solution of the Vlasov equation for the plasma distribution in a Paul trap is known to be a Maxwellian and thus, immune to collisions under the assumption of infinitely fast relaxation [K. Shah and H. S. Ramachandran, Phys. Plasmas 15, 062303 (2008)]. In this paper, it is shown that even for a more realistic situation of finite time relaxation, solutions of the Fokker-Planck equation lead to an equilibrium solution of the form of a Maxwellian with oscillatory temperature. This shows that the rf heating observed in Paul traps cannot be caused due to collisional effects alone.

Infinite product expansion of the Fokker-Planck equation with steady-state solution.

PubMed

Martin, R J; Craster, R V; Kearney, M J

2015-07-08

We present an analytical technique for solving Fokker-Planck equations that have a steady-state solution by representing the solution as an infinite product rather than, as usual, an infinite sum. This method has many advantages: automatically ensuring positivity of the resulting approximation, and by design exactly matching both the short- and long-term behaviour. The efficacy of the technique is demonstrated via comparisons with computations of typical examples.

Fokker-Planck description of conductance-based integrate-and-fire neuronal networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kovacic, Gregor; Tao, Louis; Rangan, Aaditya V.

2009-08-15

Steady dynamics of coupled conductance-based integrate-and-fire neuronal networks in the limit of small fluctuations is studied via the equilibrium states of a Fokker-Planck equation. An asymptotic approximation for the membrane-potential probability density function is derived and the corresponding gain curves are found. Validity conditions are discussed for the Fokker-Planck description and verified via direct numerical simulations.

Stability analysis of implicit time discretizations for the Compton-scattering Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.

2009-09-01

The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.

Applicability of the Fokker-Planck equation to the description of diffusion effects on nucleation

NASA Astrophysics Data System (ADS)

Sorokin, M. V.; Dubinko, V. I.; Borodin, V. A.

2017-01-01

The nucleation of islands in a supersaturated solution of surface adatoms is considered taking into account the possibility of diffusion profile formation in the island vicinity. It is shown that the treatment of diffusion-controlled cluster growth in terms of the Fokker-Planck equation is justified only provided certain restrictions are satisfied. First of all, the standard requirement that diffusion profiles of adatoms quickly adjust themselves to the actual island sizes (adiabatic principle) can be realized only for sufficiently high island concentration. The adiabatic principle is essential for the probabilities of adatom attachment to and detachment from island edges to be independent of the adatom diffusion profile establishment kinetics, justifying the island nucleation treatment as the Markovian stochastic process. Second, it is shown that the commonly used definition of the "diffusion" coefficient in the Fokker-Planck equation in terms of adatom attachment and detachment rates is justified only provided the attachment and detachment are statistically independent, which is generally not the case for the diffusion-limited growth of islands. We suggest a particular way to define the attachment and detachment rates that allows us to satisfy this requirement as well. When applied to the problem of surface island nucleation, our treatment predicts the steady-state nucleation barrier, which coincides with the conventional thermodynamic expression, even though no thermodynamic equilibrium is assumed and the adatom diffusion is treated explicitly. The effect of adatom diffusional profiles on the nucleation rate preexponential factor is also discussed. Monte Carlo simulation is employed to analyze the applicability domain of the Fokker-Planck equation and the diffusion effect beyond it. It is demonstrated that a diffusional cloud is slowing down the nucleation process for a given monomer interaction with the nucleus edge.

Fokker-Planck equation for particle growth by monomer attachment.

PubMed

Matsoukas, Themis; Lin, Yulan

2006-09-01

The population balance equation (PBE) for growth by attachment of a monomeric unit is described in the discrete domain by an infinite set of differential equations. Transforming the discrete problem into the continuous domain produces a series expansion which is usually truncated past the first term. We study the effect of this truncation and we show that by including the second-order term one obtains a Fokker-Planck approximation of the continuous PBE whose first and second moments are exact. We use this truncation to study the asymptotic behavior of the variance of the size distribution with growth rate that is a power-law function of the particle mass with exponent a . We obtain analytic expressions for the variance and show that its asymptotic behavior is different in the regimes a<1/2 and a>1/2. These conclusions are corroborated by Monte Carlo simulations.

Indispensable finite time corrections for Fokker-Planck equations from time series data.

PubMed

Ragwitz, M; Kantz, H

2001-12-17

The reconstruction of Fokker-Planck equations from observed time series data suffers strongly from finite sampling rates. We show that previously published results are degraded considerably by such effects. We present correction terms which yield a robust estimation of the diffusion terms, together with a novel method for one-dimensional problems. We apply these methods to time series data of local surface wind velocities, where the dependence of the diffusion constant on the state variable shows a different behavior than previously suggested.

On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Arnold, Anton; Einav, Amit; Wöhrer, Tobias

2018-06-01

We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in time. The novelty of our study lies in the amalgamation of spectral theory and a quantitative non-symmetric hypercontractivity result, as opposed to the usual approach of the entropy method.

A mass, momentum, and energy conserving, fully implicit, scalable algorithm for the multi-dimensional, multi-species Rosenbluth-Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Taitano, W. T.; Chacón, L.; Simakov, A. N.; Molvig, K.

2015-09-01

In this study, we demonstrate a fully implicit algorithm for the multi-species, multidimensional Rosenbluth-Fokker-Planck equation which is exactly mass-, momentum-, and energy-conserving, and which preserves positivity. Unlike most earlier studies, we base our development on the Rosenbluth (rather than Landau) form of the Fokker-Planck collision operator, which reduces complexity while allowing for an optimal fully implicit treatment. Our discrete conservation strategy employs nonlinear constraints that force the continuum symmetries of the collision operator to be satisfied upon discretization. We converge the resulting nonlinear system iteratively using Jacobian-free Newton-Krylov methods, effectively preconditioned with multigrid methods for efficiency. Single- and multi-species numerical examples demonstrate the advertised accuracy properties of the scheme, and the superior algorithmic performance of our approach. In particular, the discretization approach is numerically shown to be second-order accurate in time and velocity space and to exhibit manifestly positive entropy production. That is, H-theorem behavior is indicated for all the examples we have tested. The solution approach is demonstrated to scale optimally with respect to grid refinement (with CPU time growing linearly with the number of mesh points), and timestep (showing very weak dependence of CPU time with time-step size). As a result, the proposed algorithm delivers several orders-of-magnitude speedup vs. explicit algorithms.

Statistics of the stochastically forced Lorenz attractor by the Fokker-Planck equation and cumulant expansions.

PubMed

Allawala, Altan; Marston, J B

2016-11-01

We investigate the Fokker-Planck description of the equal-time statistics of the three-dimensional Lorenz attractor with additive white noise. The invariant measure is found by computing the zero (or null) mode of the linear Fokker-Planck operator as a problem of sparse linear algebra. Two variants are studied: a self-adjoint construction of the linear operator and the replacement of diffusion with hyperdiffusion. We also access the low-order statistics of the system by a perturbative expansion in equal-time cumulants. A comparison is made to statistics obtained by the standard approach of accumulation via direct numerical simulation. Theoretical and computational aspects of the Fokker-Planck and cumulant expansion methods are discussed.

Dirac(-Pauli), Fokker-Planck equations and exceptional Laguerre polynomials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ho, Choon-Lin, E-mail: hcl@mail.tku.edu.tw

2011-04-15

Research Highlights: > Physical examples involving exceptional orthogonal polynomials. > Exceptional polynomials as deformations of classical orthogonal polynomials. > Exceptional polynomials from Darboux-Crum transformation. - Abstract: An interesting discovery in the last two years in the field of mathematical physics has been the exceptional X{sub l} Laguerre and Jacobi polynomials. Unlike the well-known classical orthogonal polynomials which start with constant terms, these new polynomials have lowest degree l = 1, 2, and ..., and yet they form complete set with respect to some positive-definite measure. While the mathematical properties of these new X{sub l} polynomials deserve further analysis, it ismore » also of interest to see if they play any role in physical systems. In this paper we indicate some physical models in which these new polynomials appear as the main part of the eigenfunctions. The systems we consider include the Dirac equations coupled minimally and non-minimally with some external fields, and the Fokker-Planck equations. The systems presented here have enlarged the number of exactly solvable physical systems known so far.« less

Nonlinear anomalous diffusion equation and fractal dimension: exact generalized Gaussian solution.

PubMed

Pedron, I T; Mendes, R S; Malacarne, L C; Lenzi, E K

2002-04-01

In this work we incorporate, in a unified way, two anomalous behaviors, the power law and stretched exponential ones, by considering the radial dependence of the N-dimensional nonlinear diffusion equation partial differential rho/ partial differential t=nabla.(Knablarho(nu))-nabla.(muFrho)-alpharho, where K=Dr(-theta), nu, theta, mu, and D are real parameters, F is the external force, and alpha is a time-dependent source. This equation unifies the O'Shaughnessy-Procaccia anomalous diffusion equation on fractals (nu=1) and the spherical anomalous diffusion for porous media (theta=0). An exact spherical symmetric solution of this nonlinear Fokker-Planck equation is obtained, leading to a large class of anomalous behaviors. Stationary solutions for this Fokker-Planck-like equation are also discussed by introducing an effective potential.

Fokker-Planck description of wealth dynamics and the origin of Pareto's law

NASA Astrophysics Data System (ADS)

Boghosian, Bruce

2014-05-01

The so-called "Yard-Sale Model" of wealth distribution posits that wealth is transferred between economic agents as a result of transactions whose size is proportional to the wealth of the less wealthy agent. In recent work [B. M. Boghosian, Phys. Rev. E89, 042804 (2014)], it was shown that this results in a Fokker-Planck equation governing the distribution of wealth. With the addition of a mechanism for wealth redistribution, it was further shown that this model results in stationary wealth distributions that are very similar in form to Pareto's well-known law. In this paper, a much simpler derivation of that Fokker-Planck equation is presented.

Physical interrelation between Fokker-Planck and random walk models with application to Coulomb interactions.

NASA Technical Reports Server (NTRS)

Englert, G. W.

1971-01-01

A model of the random walk is formulated to allow a simple computing procedure to replace the difficult problem of solution of the Fokker-Planck equation. The step sizes and probabilities of taking steps in the various directions are expressed in terms of Fokker-Planck coefficients. Application is made to many particle systems with Coulomb interactions. The relaxation of a highly peaked velocity distribution of particles to equilibrium conditions is illustrated.

Simulating transient dynamics of the time-dependent time fractional Fokker-Planck systems

NASA Astrophysics Data System (ADS)

Kang, Yan-Mei

2016-09-01

For a physically realistic type of time-dependent time fractional Fokker-Planck (FP) equation, derived as the continuous limit of the continuous time random walk with time-modulated Boltzmann jumping weight, a semi-analytic iteration scheme based on the truncated (generalized) Fourier series is presented to simulate the resultant transient dynamics when the external time modulation is a piece-wise constant signal. At first, the iteration scheme is demonstrated with a simple time-dependent time fractional FP equation on finite interval with two absorbing boundaries, and then it is generalized to the more general time-dependent Smoluchowski-type time fractional Fokker-Planck equation. The numerical examples verify the efficiency and accuracy of the iteration method, and some novel dynamical phenomena including polarized motion orientations and periodic response death are discussed.

Reduced Fokker-Planck models for fast particle distribution across a transition layer of disparate plasma temperatures

NASA Astrophysics Data System (ADS)

Tang, Xian-Zhu; Berk, H. L.; Guo, Zehua; McDevitt, C. J.

2014-03-01

Across a transition layer of disparate plasma temperatures, the high energy tail of the plasma distribution can have appreciable deviations from the local Maxwellian distribution due to the Knudson layer effect. The Fokker-Planck equation for the tail particle population can be simplified in a series of practically useful limiting cases. The first is the approximation of background Maxwellian distribution for linearizing the collision operator. The second is the supra-thermal particle speed ordering of vTi ≪ v ≪ vTe for the tail ions and vTi ≪ vTe ≪ v for the tail electrons. Keeping both the collisional drag and energy scattering is essential for the collision operator to produce a Maxwellian tail distribution. The Fokker-Planck model for following the tail ion distribution for a given background plasma profile is explicitly worked out for systems of one spatial dimension, in both slab and spherical geometry. A third simplification is an expansion of the tail particle distribution using the spherical harmonics, which are eigenfunctions of the pitch angle scattering operator. This produces a set of coupled Fokker-Planck equations that contain energy-dependent spatial diffusion terms in two coordinates (position and energy), which originate from pitch angle scattering in the original Fokker-Planck equation. It is shown that the well-known diffusive Fokker-Planck model is a poor approximation of the two-mode truncation model, which itself has fundamental deficiency compared with the three-mode truncation model. The cause is the lack of even-symmetry representation in pitch dependence in the two-mode truncation model.

An adaptive, implicit, conservative, 1D-2V multi-species Vlasov-Fokker-Planck multi-scale solver in planar geometry

NASA Astrophysics Data System (ADS)

Taitano, W. T.; Chacón, L.; Simakov, A. N.

2018-07-01

We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we extend the conservative adaptive velocity-space discretization scheme proposed in [Taitano et al., J. Comput. Phys., 318, 391-420, (2016)] to a spatially inhomogeneous system. In this approach, we normalize the velocity-space coordinate to a temporally and spatially varying local characteristic speed per species. We explicitly consider the resulting inertial terms in the Vlasov equation, and derive a discrete formulation that conserves mass, momentum, and energy up to a prescribed nonlinear tolerance upon convergence. Our conservation strategy employs nonlinear constraints to enforce these properties discretely for both the Vlasov operator and the Fokker-Planck collision operator. Numerical examples of varying degrees of complexity, including shock-wave propagation, demonstrate the favorable efficiency and accuracy properties of the scheme.

Multi-dimensional Fokker-Planck equation analysis using the modified finite element method

NASA Astrophysics Data System (ADS)

Náprstek, J.; Král, R.

2016-09-01

The Fokker-Planck equation (FPE) is a frequently used tool for the solution of cross probability density function (PDF) of a dynamic system response excited by a vector of random processes. FEM represents a very effective solution possibility, particularly when transition processes are investigated or a more detailed solution is needed. Actual papers deal with single degree of freedom (SDOF) systems only. So the respective FPE includes two independent space variables only. Stepping over this limit into MDOF systems a number of specific problems related to a true multi-dimensionality must be overcome. Unlike earlier studies, multi-dimensional simplex elements in any arbitrary dimension should be deployed and rectangular (multi-brick) elements abandoned. Simple closed formulae of integration in multi-dimension domain have been derived. Another specific problem represents the generation of multi-dimensional finite element mesh. Assembling of system global matrices should be subjected to newly composed algorithms due to multi-dimensionality. The system matrices are quite full and no advantages following from their sparse character can be profited from, as is commonly used in conventional FEM applications in 2D/3D problems. After verification of partial algorithms, an illustrative example dealing with a 2DOF non-linear aeroelastic system in combination with random and deterministic excitations is discussed.

Large-Time Behavior of Solutions to Vlasov-Poisson-Fokker-Planck Equations: From Evanescent Collisions to Diffusive Limit

NASA Astrophysics Data System (ADS)

Herda, Maxime; Rodrigues, L. Miguel

2018-03-01

The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted L^2 space, and where dependencies on the mean-free path τ and the Debye length δ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions τ → ∞ to the strongly collisional regime τ → 0. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the τ -dependent constraint on δ ensuring exponential decay with explicit τ -dependent rates towards the stationary solution. In the strongly collisional limit τ → 0, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a L^2 space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates.

A transformed path integral approach for solution of the Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Subramaniam, Gnana M.; Vedula, Prakash

2017-10-01

A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.

Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field

NASA Astrophysics Data System (ADS)

Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

2017-10-01

In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field.

PubMed

Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

2017-10-28

In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bakhtiyari-Ramezani, M., E-mail: mahdiyeh.bakhtiyari@gmail.com; Alinejad, N., E-mail: nalinezhad@aeoi.org.ir; Mahmoodi, J., E-mail: mahmoodi@qom.ac.ir

2015-11-15

In the fusion devices, ions, H atoms, and H{sub 2} molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H{sub 2} molecules, and desorption of the recombined H{sub 2} molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.

Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma

NASA Astrophysics Data System (ADS)

Bakhtiyari-Ramezani, M.; Mahmoodi, J.; Alinejad, N.

2015-11-01

In the fusion devices, ions, H atoms, and H2 molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H2 molecules, and desorption of the recombined H2 molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.

FOKKER-PLANCK ANALYSIS OF TRANSVERSE COLLECTIVE INSTABILITIES IN ELECTRON STORAGE RINGS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lindberg, R. R.

We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We expand on the work of Suzuki [1], writing out the linear matrix equation including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. The eigenvalues and eigenvectors determine the collective stability of the beam, and we show that the predicted threshold current for transverse instability and the profile of the unstable agree well with tracking simulations. In particular, we find that predicting collective stability for high energy electron beams at moderate to large values of chromaticitymore » requires the full Fokker-Planck analysis to properly account for the effects of damping and diffusion due to synchrotron radiation.« less

A cross-diffusion system derived from a Fokker-Planck equation with partial averaging

NASA Astrophysics Data System (ADS)

Jüngel, Ansgar; Zamponi, Nicola

2017-02-01

A cross-diffusion system for two components with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the probability density associated with a multi-dimensional Itō process, assuming that the diffusion coefficients depend on partial averages of the probability density with exponential weights. A main feature is that the diffusion matrix of the limiting cross-diffusion system is generally neither symmetric nor positive definite, but its structure allows for the use of entropy methods. The global-in-time existence of positive weak solutions is proved and, under a simplifying assumption, the large-time asymptotics is investigated.

Solution of the Fokker-Planck equation with mixing of angular harmonics by beam-beam charge exchange

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mikkelsen, D.R.

1989-09-01

A method for solving the linear Fokker-Planck equation with anisotropic beam-beam charge exchange loss is presented. The 2-D equation is transformed to a system of coupled 1-D equations which are solved iteratively as independent equations. Although isotropic approximations to the beam-beam losses lead to inaccurate fast ion distributions, typically only a few angular harmonics are needed to include accurately the effect of the beam-beam charge exchange loss on the usual integrals of the fast ion distribution. Consequently, the algorithm converges very rapidly and is much more efficient than a 2-D finite difference method. A convenient recursion formula for the couplingmore » coefficients is given and generalization of the method is discussed. 13 refs., 2 figs.« less

Fokker-Planck equation of the reduced Wigner function associated to an Ohmic quantum Langevin dynamics

NASA Astrophysics Data System (ADS)

Colmenares, Pedro J.

2018-05-01

This article has to do with the derivation and solution of the Fokker-Planck equation associated to the momentum-integrated Wigner function of a particle subjected to a harmonic external field in contact with an ohmic thermal bath of quantum harmonic oscillators. The strategy employed is a simplified version of the phenomenological approach of Schramm, Jung, and Grabert of interpreting the operators as c numbers to derive the quantum master equation arising from a twofold transformation of the Wigner function of the entire phase space. The statistical properties of the random noise comes from the integral functional theory of Grabert, Schramm, and Ingold. By means of a single Wigner transformation, a simpler equation than that mentioned before is found. The Wigner function reproduces the known results of the classical limit. This allowed us to rewrite the underdamped classical Langevin equation as a first-order stochastic differential equation with time-dependent drift and diffusion terms.

Multi-group Fokker-Planck proton transport in MCNP{trademark}

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, K.J.

1997-11-01

MCNP has been enhanced to perform proton transport using a multigroup Fokker Planck (MGFP) algorithm with primary emphasis on proton radiography simulations. The new method solves the Fokker Planck approximation to the Boltzmann transport equation for the small angle multiple scattering portion of proton transport. Energy loss is accounted for by applying a group averaged stopping power over each transport step. Large angle scatter and non-inelastic events are treated as extinction. Comparisons with the more rigorous LAHET code show agreement to a few per cent for the total transmitted currents. The angular distributions through copper and low Z compounds showmore » good agreement between LAHET and MGFP with the MGFP method being slightly less forward peaked and without the large angle tails apparent in the LAHET simulation. Suitability of this method for proton radiography simulations is shown for a simple problem of a hole in a copper slab. LAHET and MGFP calculations of position, angle and energy through more complex objects are presented.« less

Fokker-Planck analysis of transverse collective instabilities in electron storage rings

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lindberg, Ryan R.

We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We first expand on the work of T. Suzuki, Part. Accel. 12, 237 (1982) to derive the theoretical model including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. We reduce the problem to a linear matrix equation, whose eigenvalues and eigenvectors determine the collective stability of the beam. We then show that various predictions of the theory agree quite well with results from particle tracking simulations, including the threshold current for transverse instability and the profilemore » of the unstable mode. In particular, we find that predicting collective stability for high energy electron beams at moderate to large values of chromaticity requires the full Fokker-Planck analysis to properly account for the effects of damping and diffusion due to synchrotron radiation.« less

Fokker-Planck description for the queue dynamics of large tick stocks.

PubMed

Garèche, A; Disdier, G; Kockelkoren, J; Bouchaud, J-P

2013-09-01

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation. Our description explicitly includes state dependence, i.e., the fact that the drift and diffusion depend on the volume present on both sides of the spread. "Jump" events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on the best quotes. One of our central findings is that the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.

Fokker-Planck description for the queue dynamics of large tick stocks

NASA Astrophysics Data System (ADS)

Garèche, A.; Disdier, G.; Kockelkoren, J.; Bouchaud, J.-P.

2013-09-01

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation. Our description explicitly includes state dependence, i.e., the fact that the drift and diffusion depend on the volume present on both sides of the spread. “Jump” events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on the best quotes. One of our central findings is that the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.

Real-time and imaginary-time quantum hierarchal Fokker-Planck equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tanimura, Yoshitaka, E-mail: tanimura@kuchem.kyoto-u.ac.jp

2015-04-14

We consider a quantum mechanical system represented in phase space (referred to hereafter as “Wigner space”), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for themore » hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material.« less

Real-time and imaginary-time quantum hierarchal Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Tanimura, Yoshitaka

2015-04-01

We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for the hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material.

Generalized Fokker-Planck theory for electron and photon transport in biological tissues: application to radiotherapy.

PubMed

Olbrant, Edgar; Frank, Martin

2010-12-01

In this paper, we study a deterministic method for particle transport in biological tissues. The method is specifically developed for dose calculations in cancer therapy and for radiological imaging. Generalized Fokker-Planck (GFP) theory [Leakeas and Larsen, Nucl. Sci. Eng. 137 (2001), pp. 236-250] has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is forward-peaked and where there is a sufficient amount of large-angle scattering. We compare grid-based numerical solutions to FP and GFP in realistic medical applications. First, electron dose calculations in heterogeneous parts of the human body are performed. Therefore, accurate electron scattering cross sections are included and their incorporation into our model is extensively described. Second, we solve GFP approximations of the radiative transport equation to investigate reflectance and transmittance of light in biological tissues. All results are compared with either Monte Carlo or discrete-ordinates transport solutions.

Numerical Methods for Nonlinear Fokker-Planck Collision Operator in TEMPEST

NASA Astrophysics Data System (ADS)

Kerbel, G.; Xiong, Z.

2006-10-01

Early implementations of Fokker-Planck collision operator and moment computations in TEMPEST used low order polynomial interpolation schemes to reuse conservative operators developed for speed/pitch-angle (v, θ) coordinates. When this approach proved to be too inaccurate we developed an alternative higher order interpolation scheme for the Rosenbluth potentials and a high order finite volume method in TEMPEST (,) coordinates. The collision operator is thus generated by using the expansion technique in (v, θ) coordinates for the diffusion coefficients only, and then the fluxes for the conservative differencing are computed directly in the TEMPEST (,) coordinates. Combined with a cut-cell treatment at the turning-point boundary, this new approach is shown to have much better accuracy and conservation properties.

Variable order fractional Fokker-Planck equations derived from Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Straka, Peter

2018-08-01

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent β(x) ∈(0 , 1) varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix varies throughout a cell. Scaling limits of CTRWs are known to have probability distributions which solve fractional Fokker-Planck type equations (FFPE). This correspondence between stochastic processes and FFPE solutions has many useful extensions e.g. to nonlinear particle interactions and reactions, but has not yet been sufficiently developed for FFPEs of the "variable order" type with non-constant β(x) . In this article, variable order FFPEs (VOFFPE) are derived from scaling limits of CTRWs. The key mathematical tool is the 1-1 correspondence of a CTRW scaling limit to a bivariate Langevin process, which tracks the cumulative sum of jumps in one component and the cumulative sum of waiting times in the other. The spatially varying anomalous exponent is modelled by spatially varying β(x) -stable Lévy noise in the waiting time component. The VOFFPE displays a spatially heterogeneous temporal scaling behaviour, with generalized diffusivity and drift coefficients whose units are length2/timeβ(x) resp. length/timeβ(x). A global change of the time scale results in a spatially varying change in diffusivity and drift. A consequence of the mathematical derivation of a VOFFPE from CTRW limits in this article is that a solution of a VOFFPE can be approximated via Monte Carlo simulations. Based on such simulations, we are able to confirm that the VOFFPE is consistent under a change of the global time scale.

SU-E-T-22: A Deterministic Solver of the Boltzmann-Fokker-Planck Equation for Dose Calculation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hong, X; Gao, H; Paganetti, H

2015-06-15

Purpose: The Boltzmann-Fokker-Planck equation (BFPE) accurately models the migration of photons/charged particles in tissues. While the Monte Carlo (MC) method is popular for solving BFPE in a statistical manner, we aim to develop a deterministic BFPE solver based on various state-of-art numerical acceleration techniques for rapid and accurate dose calculation. Methods: Our BFPE solver is based on the structured grid that is maximally parallelizable, with the discretization in energy, angle and space, and its cross section coefficients are derived or directly imported from the Geant4 database. The physical processes that are taken into account are Compton scattering, photoelectric effect, pairmore » production for photons, and elastic scattering, ionization and bremsstrahlung for charged particles.While the spatial discretization is based on the diamond scheme, the angular discretization synergizes finite element method (FEM) and spherical harmonics (SH). Thus, SH is used to globally expand the scattering kernel and FFM is used to locally discretize the angular sphere. As a Result, this hybrid method (FEM-SH) is both accurate in dealing with forward-peaking scattering via FEM, and efficient for multi-energy-group computation via SH. In addition, FEM-SH enables the analytical integration in energy variable of delta scattering kernel for elastic scattering with reduced truncation error from the numerical integration based on the classic SH-based multi-energy-group method. Results: The accuracy of the proposed BFPE solver was benchmarked against Geant4 for photon dose calculation. In particular, FEM-SH had improved accuracy compared to FEM, while both were within 2% of the results obtained with Geant4. Conclusion: A deterministic solver of the Boltzmann-Fokker-Planck equation is developed for dose calculation, and benchmarked against Geant4. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai

A Fokker-Planck based kinetic model for diatomic rarefied gas flows

NASA Astrophysics Data System (ADS)

Gorji, M. Hossein; Jenny, Patrick

2013-06-01

A Fokker-Planck based kinetic model is presented here, which also accounts for internal energy modes characteristic for diatomic gas molecules. The model is based on a Fokker-Planck approximation of the Boltzmann equation for monatomic molecules, whereas phenomenological principles were employed for the derivation. It is shown that the model honors the equipartition theorem in equilibrium and fulfills the Landau-Teller relaxation equations for internal degrees of freedom. The objective behind this approximate kinetic model is accuracy at reasonably low computational cost. This can be achieved due to the fact that the resulting stochastic differential equations are continuous in time; therefore, no collisions between the simulated particles have to be calculated. Besides, because of the devised energy conserving time integration scheme, it is not required to resolve the collisional scales, i.e., the mean collision time and the mean free path of molecules. This, of course, gives rise to much more efficient simulations with respect to other particle methods, especially the conventional direct simulation Monte Carlo (DSMC), for small and moderate Knudsen numbers. To examine the new approach, first the computational cost of the model was compared with respect to DSMC, where significant speed up could be obtained for small Knudsen numbers. Second, the structure of a high Mach shock (in nitrogen) was studied, and the good performance of the model for such out of equilibrium conditions could be demonstrated. At last, a hypersonic flow of nitrogen over a wedge was studied, where good agreement with respect to DSMC (with level to level transition model) for vibrational and translational temperatures is shown.

FPPAC94: A two-dimensional multispecies nonlinear Fokker-Planck package for UNIX systems

NASA Astrophysics Data System (ADS)

Mirin, A. A.; McCoy, M. G.; Tomaschke, G. P.; Killeen, J.

1994-07-01

FPPAC94 solves the complete nonlinear multispecies Fokker-Planck collison operator for a plasma in two-dimensional velocity space. The operator is expressed in terms of spherical coordinates (speed and pitch angle) under the assumption of azimuthal symmetry. Provision is made for additional physics contributions (e.g. rf heating, electric field acceleration). The charged species, referred to as general species, are assumed to be in the presence of an arbitrary number of fixed Maxwellian species. The electrons may be treated either as one of these Maxwellian species or as a general species. Coulomb interactions among all charged species are considered This program is a new version of FPPAC. FPPAC was last published in Computer Physics Communications in 1988. This new version is identical in scope to the previous version. However, it is written in standard Fortran 77 and is able to execute on a variety of Unix systems. The code has been tested on the Cray-C90, HP-755 and Sun Sparc-1. The answers agree on all platforms where the code has been tested. The test problems are the same as those provided in 1988. This version also corrects a bug in the 1988 version.

Automatic mesh refinement and parallel load balancing for Fokker-Planck-DSMC algorithm

NASA Astrophysics Data System (ADS)

Küchlin, Stephan; Jenny, Patrick

2018-06-01

Recently, a parallel Fokker-Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers was developed by the authors. Fokker-Planck-DSMC (FP-DSMC) is an augmentation of the classical DSMC algorithm, which mitigates the near-continuum deficiencies in terms of computational cost of pure DSMC. At each time step, based on a local Knudsen number criterion, the discrete DSMC collision operator is dynamically switched to the Fokker-Planck operator, which is based on the integration of continuous stochastic processes in time, and has fixed computational cost per particle, rather than per collision. In this contribution, we present an extension of the previous implementation with automatic local mesh refinement and parallel load-balancing. In particular, we show how the properties of discrete approximations to space-filling curves enable an efficient implementation. Exemplary numerical studies highlight the capabilities of the new code.

Toroidal Ampere-Faraday Equations Solved Consistently with the CQL3D Fokker-Planck Time-Evolution

NASA Astrophysics Data System (ADS)

Harvey, R. W.; Petrov, Yu. V.

2013-10-01

A self-consistent, time-dependent toroidal electric field calculation is a key feature of a complete 3D Fokker-Planck kinetic distribution radial transport code for f(v,theta,rho,t). In the present CQL3D finite-difference model, the electric field E(rho,t) is either prescribed, or iteratively adjusted to obtain prescribed toroidal or parallel currents. We discuss first results of an implementation of the Ampere-Faraday equation for the self-consistent toroidal electric field, as applied to the runaway electron production in tokamaks due to rapid reduction of the plasma temperature as occurs in a plasma disruption. Our previous results assuming a constant current density (Lenz' Law) model showed that prompt ``hot-tail runaways'' dominated ``knock-on'' and Dreicer ``drizzle'' runaways; we will examine modifications due to the more complete Ampere-Faraday solution. Work supported by US DOE under DE-FG02-ER54744.

Fokker-Planck-Based Acceleration for SN Equations with Highly Forward Peaked Scattering in Slab Geometry

NASA Astrophysics Data System (ADS)

Patel, Japan

Short mean free paths are characteristic of charged particles. High energy charged particles often have highly forward peaked scattering cross sections. Transport problems involving such charged particles are also highly optically thick. When problems simultaneously have forward peaked scattering and high optical thickness, their solution, using standard iterative methods, becomes very inefficient. In this dissertation, we explore Fokker-Planck-based acceleration for solving such problems.

Hamiltonian chaos acts like a finite energy reservoir: accuracy of the Fokker-Planck approximation.

PubMed

Riegert, Anja; Baba, Nilüfer; Gelfert, Katrin; Just, Wolfram; Kantz, Holger

2005-02-11

The Hamiltonian dynamics of slow variables coupled to fast degrees of freedom is modeled by an effective stochastic differential equation. Formal perturbation expansions, involving a Markov approximation, yield a Fokker-Planck equation in the slow subspace which respects conservation of energy. A detailed numerical and analytical analysis of suitable model systems demonstrates the feasibility of obtaining the system specific drift and diffusion terms and the accuracy of the stochastic approximation on all time scales. Non-Markovian and non-Gaussian features of the fast variables are negligible.

Adaptive non-linear control for cancer therapy through a Fokker-Planck observer.

PubMed

Shakeri, Ehsan; Latif-Shabgahi, Gholamreza; Esmaeili Abharian, Amir

2018-04-01

In recent years, many efforts have been made to present optimal strategies for cancer therapy through the mathematical modelling of tumour-cell population dynamics and optimal control theory. In many cases, therapy effect is included in the drift term of the stochastic Gompertz model. By fitting the model with empirical data, the parameters of therapy function are estimated. The reported research works have not presented any algorithm to determine the optimal parameters of therapy function. In this study, a logarithmic therapy function is entered in the drift term of the Gompertz model. Using the proposed control algorithm, the therapy function parameters are predicted and adaptively adjusted. To control the growth of tumour-cell population, its moments must be manipulated. This study employs the probability density function (PDF) control approach because of its ability to control all the process moments. A Fokker-Planck-based non-linear stochastic observer will be used to determine the PDF of the process. A cost function based on the difference between a predefined desired PDF and PDF of tumour-cell population is defined. Using the proposed algorithm, the therapy function parameters are adjusted in such a manner that the cost function is minimised. The existence of an optimal therapy function is also proved. The numerical results are finally given to demonstrate the effectiveness of the proposed method.

Einstein-Langevin and Einstein-Fokker-Planck equations for Oppenheimer-Snyder gravitational collapse in a spacetime with conformal vacuum fluctuations

NASA Astrophysics Data System (ADS)

Miller, Steven David

1999-10-01

A consistent extension of the Oppenheimer-Snyder gravitational collapse formalism is presented which incorporates stochastic, conformal, vacuum fluctuations of the metric tensor. This results in a tractable approach to studying the possible effects of vacuum fluctuations on collapse and singularity formation. The motivation here, is that it is known that coupling stochastic noise to a classical field theory can lead to workable methodologies that accommodate or reproduce many aspects of quantum theory, turbulence or structure formation. The effect of statistically averaging over the metric fluctuations gives the appearance of a deterministic Riemannian structure, with an induced non-vanishing cosmological constant arising from the nonlinearity. The Oppenheimer-Snyder collapse of a perfect fluid or dust star in the fluctuating or `turbulent' spacetime, is reformulated in terms of nonlinear Einstein-Langevin field equations, with an additional noise source in the energy-momentum tensor. The smooth deterministic worldlines of collapsing matter within the classical Oppenheimer-Snyder model, now become nonlinear Brownian motions due to the backreaction induced by vacuum fluctuations. As the star collapses, the matter worldlines become increasingly randomized since the backreaction coupling to the vacuum fluctuations is nonlinear; the input assumptions of the Hawking-Penrose singularity theorems should then be violated. Solving the nonlinear Einstein-Langevin field equation for collapse - via the Ito interpretation - gives a singularity-free solution, which is equivalent to the original Oppenheimer solution but with higher-order stochastic corrections; the original singular solution is recovered in the limit of zero vacuum fluctuations. The `geometro-hydrodynamics' of noisy gravitational collapse, were also translated into an equivalent mathematical formulation in terms of nonlinear Einstein-Fokker-Planck (EFP) continuity equations with respect to comoving coordinates

Diffusion in an expanding medium: Fokker-Planck equation, Green's function, and first-passage properties

NASA Astrophysics Data System (ADS)

Yuste, S. B.; Abad, E.; Escudero, C.

2016-09-01

We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical expression for the Green's function (propagator) and investigate both analytically and numerically how this function and the associated moments behave. We also study first-passage properties in expanding hyperspherical geometries. We show that in all cases the behavior is determined to a great extent by the so-called Brownian conformal time τ (t ) , which we define via the relation τ ˙=1 /a2 , where a (t ) is the expansion scale factor. If the medium expansion is driven by a power law [a (t ) ∝tγ with γ >0 ] , then we find interesting crossover effects in the mixing effectiveness of the diffusion process when the characteristic exponent γ is varied. Crossover effects are also found at the level of the survival probability and of the moments of the first passage-time distribution with two different regimes separated by the critical value γ =1 /2 . The case of an exponential scale factor is analyzed separately both for expanding and contracting media. In the latter situation, a stationary probability distribution arises in the long-time limit.

Toroidal Ampere-Faraday Equations Solved Simultaneously with CQL3D Fokker-Planck Time-Evolution

NASA Astrophysics Data System (ADS)

Harvey, R. W. (Bob); Petrov, Yu. V. (Yuri); Forest, C. B.; La Haye, R. J.

2017-10-01

A self-consistent, time-dependent toroidal electric field calculation is a key feature of a complete 3D Fokker-Planck kinetic distribution radial transport code for f(v,theta,rho,t). We discuss benchmarking and first applications of an implementation of the Ampere-Faraday equation for the self-consistent toroidal electric field, as applied to (1) resistive turn on of applied electron cyclotron current in the DIII-D tokamak giving initial back current adjacent to the direct CD region and having possible NTM stabilization implications, and (2) runaway electron production in tokamaks due to rapid reduction of the plasma temperature as occurs in pellet injection, massive gas injection, or a plasma disruption. Our previous results assuming a constant current density (Lenz' Law) model showed that prompt ``hot-tail runaways'' dominated ``knock-on'' and Dreicer ``drizzle'' runaways; we perform full-radius modeling and examine modifications due to the more complete Ampere-Faraday solution. Presently, the implementation relies on a fixed shape eqdsk, and this limitation will be addressed in future work. Research supported by USDOE FES award ER54744.

Generalized quantum Fokker-Planck equation for photoinduced nonequilibrium processes with positive definiteness condition

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jang, Seogjoo, E-mail: sjang@qc.cuny.edu

2016-06-07

This work provides a detailed derivation of a generalized quantum Fokker-Planck equation (GQFPE) appropriate for photo-induced quantum dynamical processes. The path integral method pioneered by Caldeira and Leggett (CL) [Physica A 121, 587 (1983)] is extended by utilizing a nonequilibrium influence functional applicable to different baths for the ground and the excited electronic states. Both nonequilibrium and non-Markovian effects are accounted for consistently by expanding the paths in the exponents of the influence functional up to the second order with respect to time. This procedure results in approximations involving only single time integrations for the exponents of the influence functionalmore » but with additional time dependent boundary terms that have been ignored in previous works. The boundary terms complicate the derivation of a time evolution equation but do not affect position dependent physical observables or the dynamics in the steady state limit. For an effective density operator with the boundary terms factored out, a time evolution equation is derived, through short time expansion of the effective action and Gaussian integration in analytically continued complex domain of space. This leads to a compact form of the GQFPE with time dependent kernels and additional terms, which renders the resulting equation to be in the Dekker form [Phys. Rep. 80, 1 (1981)]. Major terms of the equation are analyzed for the case of Ohmic spectral density with Drude cutoff, which shows that the new GQFPE satisfies the positive definiteness condition in medium to high temperature limit. Steady state limit of the GQFPE is shown to approach the well-known expression derived by CL in the high temperature and Markovian bath limit and also provides additional corrections due to quantum and non-Markovian effects of the bath.« less

Generalized quantum Fokker-Planck equation for photoinduced nonequilibrium processes with positive definiteness condition

NASA Astrophysics Data System (ADS)

Jang, Seogjoo

2016-06-01

This work provides a detailed derivation of a generalized quantum Fokker-Planck equation (GQFPE) appropriate for photo-induced quantum dynamical processes. The path integral method pioneered by Caldeira and Leggett (CL) [Physica A 121, 587 (1983)] is extended by utilizing a nonequilibrium influence functional applicable to different baths for the ground and the excited electronic states. Both nonequilibrium and non-Markovian effects are accounted for consistently by expanding the paths in the exponents of the influence functional up to the second order with respect to time. This procedure results in approximations involving only single time integrations for the exponents of the influence functional but with additional time dependent boundary terms that have been ignored in previous works. The boundary terms complicate the derivation of a time evolution equation but do not affect position dependent physical observables or the dynamics in the steady state limit. For an effective density operator with the boundary terms factored out, a time evolution equation is derived, through short time expansion of the effective action and Gaussian integration in analytically continued complex domain of space. This leads to a compact form of the GQFPE with time dependent kernels and additional terms, which renders the resulting equation to be in the Dekker form [Phys. Rep. 80, 1 (1981)]. Major terms of the equation are analyzed for the case of Ohmic spectral density with Drude cutoff, which shows that the new GQFPE satisfies the positive definiteness condition in medium to high temperature limit. Steady state limit of the GQFPE is shown to approach the well-known expression derived by CL in the high temperature and Markovian bath limit and also provides additional corrections due to quantum and non-Markovian effects of the bath.

A New Fokker-Planck Approach for the Relaxation-driven Evolution of Galactic Nuclei

NASA Astrophysics Data System (ADS)

Vasiliev, Eugene

2017-10-01

We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution function instead of the traditionally used energy, which facilitates the solution. The publicly available code PhaseFlow implements a high-accuracy finite-element method for the Fokker-Planck equation, and can handle multiple-component systems, optionally with the central black hole and taking into account loss-cone effects and star formation. We discuss the energy balance in the general setting, and in application to the Bahcall-Wolf cusp around a central black hole, for which we derive a perturbative solution. We stress that the cusp is not a steady-state structure, but rather evolves in amplitude while retaining an approximately ρ \\propto {r}-7/4 density profile. Finally, we apply the method to the nuclear star cluster of the milky Way, and illustrate a possible evolutionary scenario in which a two-component system of lighter main-sequence stars and stellar-mass black holes develops a Bahcall-Wolf cusp in the heavier component and a weaker ρ \\propto {r}-3/2 cusp in the lighter, visible component, over the period of several Gyr. The present-day density profile is consistent with the recently detected mild cusp inside the central parsec, and is weakly sensitive to initial conditions.

Supersymmetric quantum mechanics method for the Fokker-Planck equation with applications to protein folding dynamics

NASA Astrophysics Data System (ADS)

Polotto, Franciele; Drigo Filho, Elso; Chahine, Jorge; Oliveira, Ronaldo Junio de

2018-03-01

This work developed analytical methods to explore the kinetics of the time-dependent probability distributions over thermodynamic free energy profiles of protein folding and compared the results with simulation. The Fokker-Planck equation is mapped onto a Schrödinger-type equation due to the well-known solutions of the latter. Through a semi-analytical description, the supersymmetric quantum mechanics formalism is invoked and the time-dependent probability distributions are obtained with numerical calculations by using the variational method. A coarse-grained structure-based model of the two-state protein Tm CSP was simulated at a Cα level of resolution and the thermodynamics and kinetics were fully characterized. Analytical solutions from non-equilibrium conditions were obtained with the simulated double-well free energy potential and kinetic folding times were calculated. It was found that analytical folding time as a function of temperature agrees, quantitatively, with simulations and experiments from the literature of Tm CSP having the well-known 'U' shape of the Chevron Plots. The simple analytical model developed in this study has a potential to be used by theoreticians and experimentalists willing to explore, quantitatively, rates and the kinetic behavior of their system by informing the thermally activated barrier. The theory developed describes a stochastic process and, therefore, can be applied to a variety of biological as well as condensed-phase two-state systems.

Bayesian inference based on stationary Fokker-Planck sampling.

PubMed

Berrones, Arturo

2010-06-01

A novel formalism for bayesian learning in the context of complex inference models is proposed. The method is based on the use of the stationary Fokker-Planck (SFP) approach to sample from the posterior density. Stationary Fokker-Planck sampling generalizes the Gibbs sampler algorithm for arbitrary and unknown conditional densities. By the SFP procedure, approximate analytical expressions for the conditionals and marginals of the posterior can be constructed. At each stage of SFP, the approximate conditionals are used to define a Gibbs sampling process, which is convergent to the full joint posterior. By the analytical marginals efficient learning methods in the context of artificial neural networks are outlined. Offline and incremental bayesian inference and maximum likelihood estimation from the posterior are performed in classification and regression examples. A comparison of SFP with other Monte Carlo strategies in the general problem of sampling from arbitrary densities is also presented. It is shown that SFP is able to jump large low-probability regions without the need of a careful tuning of any step-size parameter. In fact, the SFP method requires only a small set of meaningful parameters that can be selected following clear, problem-independent guidelines. The computation cost of SFP, measured in terms of loss function evaluations, grows linearly with the given model's dimension.

Fully non-linear multi-species Fokker-Planck-Landau collisions for gyrokinetic particle-in-cell simulations of fusion plasma

NASA Astrophysics Data System (ADS)

Hager, Robert; Yoon, E. S.; Ku, S.; D'Azevedo, E. F.; Worley, P. H.; Chang, C. S.

2015-11-01

We describe the implementation, and application of a time-dependent, fully nonlinear multi-species Fokker-Planck-Landau collision operator based on the single-species work of Yoon and Chang [Phys. Plasmas 21, 032503 (2014)] in the full-function gyrokinetic particle-in-cell codes XGC1 [Ku et al., Nucl. Fusion 49, 115021 (2009)] and XGCa. XGC simulations include the pedestal and scrape-off layer, where significant deviations of the particle distribution function from a Maxwellian can occur. Thus, in order to describe collisional effects on neoclassical and turbulence physics accurately, the use of a non-linear collision operator is a necessity. Our collision operator is based on a finite volume method using the velocity-space distribution functions sampled from the marker particles. Since the same fine configuration space mesh is used for collisions and the Poisson solver, the workload due to collisions can be comparable to or larger than the workload due to particle motion. We demonstrate that computing time spent on collisions can be kept affordable by applying advanced parallelization strategies while conserving mass, momentum, and energy to reasonable accuracy. We also show results of production scale XGCa simulations in the H-mode pedestal and compare to conventional theory. Work supported by US DOE OFES and OASCR.

Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

PubMed

Shotorban, Babak

2010-04-01

The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

A Fokker-Planck model for wealth inequality dynamics

NASA Astrophysics Data System (ADS)

Berman, Yonatan; Shapira, Yoash; Schwartz, Moshe

2017-05-01

Studying the mechanisms that govern the dynamics of the wealth distribution is essential for understanding the recent trend of growing wealth inequality. A particularly important explanation is Piketty's argument, giving credit to the seminal events of the first half of the 20th century for the relatively egalitarian second half of this century. Piketty suggested that these dramatic events were merely a perturbation imposed on the economy affecting the wealth structure, while in general, wealth inequality tends to increase regularly. We present a simple stochastic model for wealth and income based on coupled geometric Brownian motions and derive a Fokker-Planck equation from which the joint wealth-income distribution and its moments can be extracted. We then analyze the dynamics of these moments and hence of the inequality. Our analysis largely supports Piketty's argument regarding the irregularity of the 20th century, that wealth inequality inevitably tends to increase. We find, however, that even if wealth inequality will eventually go up, under plausible conditions, it can go down for periods of up to several decades.

Equilibrium distribution of heavy quarks in fokker-planck dynamics

PubMed

Walton; Rafelski

2000-01-03

We obtain an explicit generalization, within Fokker-Planck dynamics, of Einstein's relation between drag, diffusion, and the equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion for dimension n>1. We provide a complete characterization of the equilibrium distribution in terms of the drag and diffusion transport coefficients. We apply this analysis to charm quark dynamics in a thermal quark-gluon plasma for the case of collisional equilibration.

Stochastic dynamics of uncoupled neural oscillators: Fokker-Planck studies with the finite element method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Galan, Roberto F.; Urban, Nathaniel N.; Center for the Neural Basis of Cognition, Mellon Institute, Pittsburgh, Pennsylvania 15213

We have investigated the effect of the phase response curve on the dynamics of oscillators driven by noise in two limit cases that are especially relevant for neuroscience. Using the finite element method to solve the Fokker-Planck equation we have studied (i) the impact of noise on the regularity of the oscillations quantified as the coefficient of variation, (ii) stochastic synchronization of two uncoupled phase oscillators driven by correlated noise, and (iii) their cross-correlation function. We show that, in general, the limit of type II oscillators is more robust to noise and more efficient at synchronizing by correlated noise thanmore » type I.« less

Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

PubMed

Lund, Steven P; Hubbard, Joseph B; Halter, Michael

2014-11-06

Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.

Fokker-Planck diffusive law: its interpretation in the context of plasma transport modeling

NASA Astrophysics Data System (ADS)

Sanchez, Raul; Carreras, Ben A.; van Milligen, Boudewijn Ph.

2006-10-01

It was recently proposed that, when building phenomenological transport models for particle transport in tokamaks, use of the Fokker-Planck diffusive law might be preferable to Fick's law to express particle fluxes [1]. In particular, it might offer a possible explanation for the excessive pinch velocites observed in some experimental situations with respect to the values expected from the forces and asymmetries existent in the system. In spite of the fact that Fokker-Planck's law was first proposed many years ago, it produces a series of counterintuitive results that at first sight seem in contradiction with the second law of thermodynamics. In this contribution we will review the basic concepts behind its formulation and show that, through the use of simple examples relevant to plasma physics, the second law of thermodynamics is not violated in any manner if properly used. The benefits of its use within the modelling of transport in tokamaks will also be clarified.REFERENCES: [1] R. Sanchez et al, Phys. Plasmas 12, 056105 (2005); B.Ph. van Milligen et al, Plasma Phys.Contr.Fusion 47, B743 (2005)

Fokker-Planck electron diffusion caused by an obliquely propagating electromagnetic wave packet of narrow bandwidth

NASA Technical Reports Server (NTRS)

Hizanidis, Kyriakos

1989-01-01

The relativistic motion of electrons in an intense electromagnetic wave packet propagating obliquely to a uniform magnetic field is analytically studied on the basis of the Fokker-Planck-Kolmogorov (FPK) approach. The wavepacket consists of circularly polarized electron-cyclotron waves. The dynamical system in question is shown to be reducible to one with three degrees of freedom. Within the framework of the Hamiltonian analysis the nonlinear diffusion tensor is derived, and it is shown that this tensor can be separated into zeroth-, first-, and second-order parts with respect to the relative bandwidth. The zeroth-order part describes diffusive acceleration along lines of constant unperturbed Hamiltonian. The second-order part, which corresponds to the longest time scale, describes diffusion across those lines. A possible transport theory is outlined on the basis of this separation of the time scales.

The development of a Krook model for nonlocal transport in laser produced plasmas II. Comparisons with Fokker Planck, experiment and other models

NASA Astrophysics Data System (ADS)

Colombant, Denis; Manheimer, Wallace

2008-11-01

The Krook model described in the previous talk has been incorporated into a fluid simulation. These fluid simulations are then compared with Fokker Planck simulations and also with a recent NRL Nike experiment. We also examine several other models for electron energy transport that have been used in laser fusion research. As regards comparison with Fokker Planck simulation, the Krook model gives better agreement than the other models, especially in the time asymptotic limit. As regards the NRL experiment, all models except one give reasonable agreement.

Langevin and Fokker-Planck analyses of inhibited molecular passing processes controlling transport and reactivity in nanoporous materials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Chi-Jen; Ackerman, David M.; Slowing, Igor I.

2014-07-14

Inhibited passing of reactant and product molecules within the linear pores of nanoporous catalytic materials strongly reduces reactivity. The dependence of the passing propensity P on pore radius R is analyzed utilizing Langevin dynamics to account for solvent effects. We find that P~(R-R c) σ, where passing is sterically blocked for R≤R c, with σ below the transition state theory value. Deeper insight comes from analysis of the corresponding high-dimensional Fokker-Planck equation, which facilitates an effective small-P approximation, and dimensional reduction enabling utilization of conformal mapping ideas. We analyze passing for spherical molecules and also assess the effect of rotationalmore » degrees of freedom for elongated molecules.« less

Fokker-Planck description of electron and photon transport in homogeneous media

DOE Office of Scientific and Technical Information (OSTI.GOV)

Akcasu, A.Z.; Holloway, J.P.

1997-06-01

Starting from a Fokker-Planck description of particle transport, which is valid when the scattering is forwardly peaked and the energy change in scattering is small, we systematically obtain an approximate diffusionlike equation for the particle density by eliminating the direction variable {bold {cflx {Omega}}} with an elimination scheme based on Zwanzig{close_quote}s projection operator formalism in the interaction representation. The elimination procedure closely follows one described by Grigolini and Marchesoni [in {ital Memory Function Approaches to Stochastic Problems in Condensed Matter}, edited by Myron W. Evans, Paolo Grigolini, and Guiseppe P. Parravicini, Advances in Physical Chemistry, Vol. 62 (Wiley-Interscience, New York,more » 1985), Chap. II, p. 29], but with a different projection operator. The resulting diffusion equation is correct up to the second order in the coupling operator between the particle direction and position variable. The diffusion coefficients and mobility in the resulting diffusion equation depend on the initial distribution of the particles in direction and on the path length traveled by the particles. The full solution is obtained for a monoenergetic and monodirectional pulsed point source of particles in an infinite homogeneous medium. This solution is used to study the penetration and the transverse and longitudinal spread of the particles as they are transported through the medium. Application to diffusive wave spectroscopy in calculating the path-length distribution of photons, as well as application to dose calculations in tissue due to an electron beam are mentioned. {copyright} {ital 1997} {ital The American Physical Society}« less

Neoclassical transport including collisional nonlinearity.

PubMed

Candy, J; Belli, E A

2011-06-10

In the standard δf theory of neoclassical transport, the zeroth-order (Maxwellian) solution is obtained analytically via the solution of a nonlinear equation. The first-order correction δf is subsequently computed as the solution of a linear, inhomogeneous equation that includes the linearized Fokker-Planck collision operator. This equation admits analytic solutions only in extreme asymptotic limits (banana, plateau, Pfirsch-Schlüter), and so must be solved numerically for realistic plasma parameters. Recently, numerical codes have appeared which attempt to compute the total distribution f more accurately than in the standard ordering by retaining some nonlinear terms related to finite-orbit width, while simultaneously reusing some form of the linearized collision operator. In this work we show that higher-order corrections to the distribution function may be unphysical if collisional nonlinearities are ignored.

Multilevel Iterative Methods in Nonlinear Computational Plasma Physics

NASA Astrophysics Data System (ADS)

Knoll, D. A.; Finn, J. M.

1997-11-01

Many applications in computational plasma physics involve the implicit numerical solution of coupled systems of nonlinear partial differential equations or integro-differential equations. Such problems arise in MHD, systems of Vlasov-Fokker-Planck equations, edge plasma fluid equations. We have been developing matrix-free Newton-Krylov algorithms for such problems and have applied these algorithms to the edge plasma fluid equations [1,2] and to the Vlasov-Fokker-Planck equation [3]. Recently we have found that with increasing grid refinement, the number of Krylov iterations required per Newton iteration has grown unmanageable [4]. This has led us to the study of multigrid methods as a means of preconditioning matrix-free Newton-Krylov methods. In this poster we will give details of the general multigrid preconditioned Newton-Krylov algorithm, as well as algorithm performance details on problems of interest in the areas of magnetohydrodynamics and edge plasma physics. Work supported by US DoE 1. Knoll and McHugh, J. Comput. Phys., 116, pg. 281 (1995) 2. Knoll and McHugh, Comput. Phys. Comm., 88, pg. 141 (1995) 3. Mousseau and Knoll, J. Comput. Phys. (1997) (to appear) 4. Knoll and McHugh, SIAM J. Sci. Comput. 19, (1998) (to appear)

Kinetic Description of Ionospheric Outflows Based on the Exact Form of Fokker-Planck Collision Operator: Electrons

NASA Technical Reports Server (NTRS)

Khazanov, George V.; Khabibrakhmanov, Ildar K.; Glocer, Alex

2012-01-01

We present the results of a finite difference implementation of the kinetic Fokker-Planck model with an exact form of the nonlinear collisional operator, The model is time dependent and three-dimensional; one spatial dimension and two in velocity space. The spatial dimension is aligned with the local magnetic field, and the velocity space is defined by the magnitude of the velocity and the cosine of pitch angle. An important new feature of model, the concept of integration along the particle trajectories, is discussed in detail. Integration along the trajectories combined with the operator time splitting technique results in a solution scheme which accurately accounts for both the fast convection of the particles along the magnetic field lines and relatively slow collisional process. We present several tests of the model's performance and also discuss simulation results of the evolution of the plasma distribution for realistic conditions in Earth's plasmasphere under different scenarios.

Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems

NASA Astrophysics Data System (ADS)

Marston, J. B.; Hastings, M. B.

2005-03-01

The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.

Isostable reduction with applications to time-dependent partial differential equations.

PubMed

Wilson, Dan; Moehlis, Jeff

2016-07-01

Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.

Feedback-induced bistability of an optically levitated nanoparticle: A Fokker-Planck treatment

NASA Astrophysics Data System (ADS)

Ge, Wenchao; Rodenburg, Brandon; Bhattacharya, M.

2016-08-01

Optically levitated nanoparticles have recently emerged as versatile platforms for investigating macroscopic quantum mechanics and enabling ultrasensitive metrology. In this paper we theoretically consider two damping regimes of an optically levitated nanoparticle cooled by cavityless parametric feedback. Our treatment is based on a generalized Fokker-Planck equation derived from the quantum master equation presented recently and shown to agree very well with experiment [B. Rodenburg, L. P. Neukirch, A. N. Vamivakas, and M. Bhattacharya, Quantum model of cooling and force sensing with an optically trapped nanoparticle, Optica 3, 318 (2016), 10.1364/OPTICA.3.000318]. For low damping, we find that the resulting Wigner function yields the single-peaked oscillator position distribution and recovers the appropriate energy distribution derived earlier using a classical theory and verified experimentally [J. Gieseler, R. Quidant, C. Dellago, and L. Novotny, Dynamic relaxation of a levitated nanoparticle from a non-equilibrium steady state, Nat. Nano. 9, 358 (2014), 10.1038/nnano.2014.40]. For high damping, in contrast, we predict a double-peaked position distribution, which we trace to an underlying bistability induced by feedback. Unlike in cavity-based optomechanics, stochastic processes play a major role in determining the bistable behavior. To support our conclusions, we present analytical expressions as well as numerical simulations using the truncated Wigner function approach. Our work opens up the prospect of developing bistability-based devices, characterization of phase-space dynamics, and investigation of the quantum-classical transition using levitated nanoparticles.

Quantum Stochastic Trajectories: The Fokker-Planck-Bohm Equation Driven by the Reduced Density Matrix.

PubMed

Avanzini, Francesco; Moro, Giorgio J

2018-03-15

The quantum molecular trajectory is the deterministic trajectory, arising from the Bohm theory, that describes the instantaneous positions of the nuclei of molecules by assuring the agreement with the predictions of quantum mechanics. Therefore, it provides the suitable framework for representing the geometry and the motions of molecules without neglecting their quantum nature. However, the quantum molecular trajectory is extremely demanding from the computational point of view, and this strongly limits its applications. To overcome such a drawback, we derive a stochastic representation of the quantum molecular trajectory, through projection operator techniques, for the degrees of freedom of an open quantum system. The resulting Fokker-Planck operator is parametrically dependent upon the reduced density matrix of the open system. Because of the pilot role played by the reduced density matrix, this stochastic approach is able to represent accurately the main features of the open system motions both at equilibrium and out of equilibrium with the environment. To verify this procedure, the predictions of the stochastic and deterministic representation are compared for a model system of six interacting harmonic oscillators, where one oscillator is taken as the open quantum system of interest. The undeniable advantage of the stochastic approach is that of providing a simplified and self-contained representation of the dynamics of the open system coordinates. Furthermore, it can be employed to study the out of equilibrium dynamics and the relaxation of quantum molecular motions during photoinduced processes, like photoinduced conformational changes and proton transfers.

Integral Equation for the Equilibrium State of Colliding Electron Beams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Warnock, Robert L.

2002-11-11

We study a nonlinear integral equation for the equilibrium phase distribution of stored colliding electron beams. It is analogous to the Haissinski equation, being derived from Vlasov-Fokker-Planck theory, but is quite different in form. We prove existence of a unique solution, thus the existence of a unique equilibrium state, for sufficiently small current. This is done for the Chao-Ruth model of the beam-beam interaction in one degree of freedom. We expect no difficulty in generalizing the argument to more realistic models.

Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest

NASA Astrophysics Data System (ADS)

Bianucci, Marco

2018-05-01

Finding the generalized Fokker-Planck Equation (FPE) for the reduced probability density function of a subpart of a given complex system is a classical issue of statistical mechanics. Zwanzig projection perturbation approach to this issue leads to the trouble of resumming a series of commutators of differential operators that we show to correspond to solving the Lie evolution of first order differential operators along the unperturbed Liouvillian of the dynamical system of interest. In this paper, we develop in a systematic way the procedure to formally solve this problem. In particular, here we show which the basic assumptions are, concerning the dynamical system of interest, necessary for the Lie evolution to be a group on the space of first order differential operators, and we obtain the coefficients of the so-evolved operators. It is thus demonstrated that if the Liouvillian of the system of interest is not a first order differential operator, in general, the FPE structure breaks down and the master equation contains all the power of the partial derivatives, up to infinity. Therefore, this work shed some light on the trouble of the ubiquitous emergence of both thermodynamics from microscopic systems and regular regression laws at macroscopic scales. However these results are very general and can be applied also in other contexts that are non-Hamiltonian as, for example, geophysical fluid dynamics, where important events, like El Niño, can be considered as large time scale phenomena emerging from the observation of few ocean degrees of freedom of a more complex system, including the interaction with the atmosphere.

A Finite-Orbit-Width Fokker-Planck solver for modeling of RF Current Drive in ITER

NASA Astrophysics Data System (ADS)

Petrov, Yu. V.; Harvey, R. W.

2017-10-01

The bounce-average (BA) finite-difference Fokker-Planck (FP) code CQL3D now includes the essential physics to describe the RF heating of Finite-Orbit-Width (FOW) ions in tokamaks. The FP equation is reformulated in terms of constants-of-motion coordinates, which we select to be particle speed, pitch angle, and major radius on the equatorial plane thus obtaining the distribution function directly at this location. A recent development is the capability to obtain solution simultaneously for FOW ions and Zero-Orbit-Width (ZOW) electrons. As a practical application, the code is used for simulation of alpha-particle heating by high-harmonic waves in ITER scenarios. Coupling of high harmonic or helicon fast waves power to electrons is a promising current drive (CD) scenario for high beta plasmas. However, the efficiency of current drive can be diminished by parasitic channeling of RF power into fast ions such as alphas or NBI-produced deuterons, through finite Larmor-radius effects. Based on simulations, we formulate conditions where the fast ions absorb less than 10% of RF power. Supported by USDOE Grants ER54649, ER54744, and SC0006614.

Brownian motion from Boltzmann's equation.

NASA Technical Reports Server (NTRS)

Montgomery, D.

1971-01-01

Two apparently disparate lines of inquiry in kinetic theory are shown to be equivalent: (1) Brownian motion as treated by the (stochastic) Langevin equation and Fokker-Planck equation; and (2) Boltzmann's equation. The method is to derive the kinetic equation for Brownian motion from the Boltzmann equation for a two-component neutral gas by a simultaneous expansion in the density and mass ratios.

A method for the analysis of nonlinearities in aircraft dynamic response to atmospheric turbulence

NASA Technical Reports Server (NTRS)

Sidwell, K.

1976-01-01

An analytical method is developed which combines the equivalent linearization technique for the analysis of the response of nonlinear dynamic systems with the amplitude modulated random process (Press model) for atmospheric turbulence. The method is initially applied to a bilinear spring system. The analysis of the response shows good agreement with exact results obtained by the Fokker-Planck equation. The method is then applied to an example of control-surface displacement limiting in an aircraft with a pitch-hold autopilot.

A finite volume Fokker-Planck collision operator in constants-of-motion coordinates

NASA Astrophysics Data System (ADS)

Xiong, Z.; Xu, X. Q.; Cohen, B. I.; Cohen, R.; Dorr, M. R.; Hittinger, J. A.; Kerbel, G.; Nevins, W. M.; Rognlien, T.

2006-04-01

TEMPEST is a 5D gyrokinetic continuum code for edge plasmas. Constants of motion, namely, the total energy E and the magnetic moment μ, are chosen as coordinate s because of their advantage in minimizing numerical diffusion in advection operato rs. Most existing collision operators are written in other coordinates; using them by interpolating is shown to be less satisfactory in maintaining overall numerical accuracy and conservation. Here we develop a Fokker-Planck collision operator directly in (E,μ) space usin g a finite volume approach. The (E, μ) grid is Cartesian, and the turning point boundary represents a straight line cutting through the grid that separates the ph ysical and non-physical zones. The resulting cut-cells are treated by a cell-mergin g technique to ensure a complete particle conservation. A two dimensional fourth or der reconstruction scheme is devised to achieve good numerical accuracy with modest number of grid points. The new collision operator will be benchmarked by numerical examples.

Coupled Particle Transport and Pattern Formation in a Nonlinear Leaky-Box Model

NASA Technical Reports Server (NTRS)

Barghouty, A. F.; El-Nemr, K. W.; Baird, J. K.

2009-01-01

Effects of particle-particle coupling on particle characteristics in nonlinear leaky-box type descriptions of the acceleration and transport of energetic particles in space plasmas are examined in the framework of a simple two-particle model based on the Fokker-Planck equation in momentum space. In this model, the two particles are assumed coupled via a common nonlinear source term. In analogy with a prototypical mathematical system of diffusion-driven instability, this work demonstrates that steady-state patterns with strong dependence on the magnetic turbulence but a rather weak one on the coupled particles attributes can emerge in solutions of a nonlinearly coupled leaky-box model. The insight gained from this simple model may be of wider use and significance to nonlinearly coupled leaky-box type descriptions in general.

Poisson-Nernst-Planck equations for simulating biomolecular diffusion-reaction processes I: Finite element solutions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu Benzhuo; Holst, Michael J.; Center for Theoretical Biological Physics, University of California San Diego, La Jolla, CA 92093

2010-09-20

In this paper we developed accurate finite element methods for solving 3-D Poisson-Nernst-Planck (PNP) equations with singular permanent charges for simulating electrodiffusion in solvated biomolecular systems. The electrostatic Poisson equation was defined in the biomolecules and in the solvent, while the Nernst-Planck equation was defined only in the solvent. We applied a stable regularization scheme to remove the singular component of the electrostatic potential induced by the permanent charges inside biomolecules, and formulated regular, well-posed PNP equations. An inexact-Newton method was used to solve the coupled nonlinear elliptic equations for the steady problems; while an Adams-Bashforth-Crank-Nicolson method was devised formore » time integration for the unsteady electrodiffusion. We numerically investigated the conditioning of the stiffness matrices for the finite element approximations of the two formulations of the Nernst-Planck equation, and theoretically proved that the transformed formulation is always associated with an ill-conditioned stiffness matrix. We also studied the electroneutrality of the solution and its relation with the boundary conditions on the molecular surface, and concluded that a large net charge concentration is always present near the molecular surface due to the presence of multiple species of charged particles in the solution. The numerical methods are shown to be accurate and stable by various test problems, and are applicable to real large-scale biophysical electrodiffusion problems.« less

Poisson-Nernst-Planck Equations for Simulating Biomolecular Diffusion-Reaction Processes I: Finite Element Solutions

PubMed Central

Lu, Benzhuo; Holst, Michael J.; McCammon, J. Andrew; Zhou, Y. C.

2010-01-01

In this paper we developed accurate finite element methods for solving 3-D Poisson-Nernst-Planck (PNP) equations with singular permanent charges for electrodiffusion in solvated biomolecular systems. The electrostatic Poisson equation was defined in the biomolecules and in the solvent, while the Nernst-Planck equation was defined only in the solvent. We applied a stable regularization scheme to remove the singular component of the electrostatic potential induced by the permanent charges inside biomolecules, and formulated regular, well-posed PNP equations. An inexact-Newton method was used to solve the coupled nonlinear elliptic equations for the steady problems; while an Adams-Bashforth-Crank-Nicolson method was devised for time integration for the unsteady electrodiffusion. We numerically investigated the conditioning of the stiffness matrices for the finite element approximations of the two formulations of the Nernst-Planck equation, and theoretically proved that the transformed formulation is always associated with an ill-conditioned stiffness matrix. We also studied the electroneutrality of the solution and its relation with the boundary conditions on the molecular surface, and concluded that a large net charge concentration is always present near the molecular surface due to the presence of multiple species of charged particles in the solution. The numerical methods are shown to be accurate and stable by various test problems, and are applicable to real large-scale biophysical electrodiffusion problems. PMID:21709855

Poisson-Nernst-Planck Equations for Simulating Biomolecular Diffusion-Reaction Processes I: Finite Element Solutions.

PubMed

Lu, Benzhuo; Holst, Michael J; McCammon, J Andrew; Zhou, Y C

2010-09-20

In this paper we developed accurate finite element methods for solving 3-D Poisson-Nernst-Planck (PNP) equations with singular permanent charges for electrodiffusion in solvated biomolecular systems. The electrostatic Poisson equation was defined in the biomolecules and in the solvent, while the Nernst-Planck equation was defined only in the solvent. We applied a stable regularization scheme to remove the singular component of the electrostatic potential induced by the permanent charges inside biomolecules, and formulated regular, well-posed PNP equations. An inexact-Newton method was used to solve the coupled nonlinear elliptic equations for the steady problems; while an Adams-Bashforth-Crank-Nicolson method was devised for time integration for the unsteady electrodiffusion. We numerically investigated the conditioning of the stiffness matrices for the finite element approximations of the two formulations of the Nernst-Planck equation, and theoretically proved that the transformed formulation is always associated with an ill-conditioned stiffness matrix. We also studied the electroneutrality of the solution and its relation with the boundary conditions on the molecular surface, and concluded that a large net charge concentration is always present near the molecular surface due to the presence of multiple species of charged particles in the solution. The numerical methods are shown to be accurate and stable by various test problems, and are applicable to real large-scale biophysical electrodiffusion problems.

Addendum: ``The Dynamics of M15: Observations of the Velocity Dispersion Profile and Fokker-Planck Models'' (ApJ, 481, 267 [1997])

NASA Astrophysics Data System (ADS)

Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Murphy, B. W.; Seitzer, P. O.; Callanan, P. J.; Rutten, R. G. M.; Charles, P. A.

2003-03-01

It has recently come to our attention that there are axis scale errors in three of the figures presented in Dull et al. (1997, hereafter D97). This paper presented Fokker-Planck models for the collapsed-core globular cluster M15 that include a dense, centrally concentrated population of neutron stars and massive white dwarfs. These models do not include a central black hole. Figure 12 of D97, which presents the predicted mass-to-light profile, is of particular interest, since it was used by Gerssen et al. (2002) as an input to their Jeans equation analysis of the Hubble Space Telescope (HST) STIS velocity measurements reported by van der Marel et al. (2002). On the basis of the original, incorrect version of Figure 12, Gerssen et al. (2002) concluded that the D97 models can fit the new data only with the addition of an intermediate-mass black hole. However, this is counter to our previous finding, shown in Figure 6 of D97, that the Fokker-Planck models predict the sort of moderately rising velocity dispersion profile that Gerssen et al. (2002) infer from the new data. Baumgardt et al. (2003) have independently noted this apparent inconsistency. We appreciate the thoughtful cooperation of Roeland van der Marel in resolving this issue. Using our corrected version of Figure 12 (see below), Gerssen et al. (2003) now find that the velocity dispersion profile that they infer from the D97 mass-to-light ratio profile is entirely consistent with the velocity dispersion profile presented in Figure 6 of D97. Gerssen et al. (2003) further find that there is no statistically significant difference between the fit to the van der Marel et al. (2002) velocity measurements provided by the D97 intermediate-phase model and that provided by their model, which supplements this D97 model with a 1.7+2.7-1.7×103Msolar black hole. Thus, the choice between models with and without black holes will require additional model predictions and observational tests. We present corrected versions of

Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation

NASA Astrophysics Data System (ADS)

Tsuchida, Satoshi; Kuratsuji, Hiroshi

2018-05-01

A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

NASA Astrophysics Data System (ADS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-04-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevi equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O( N) non-linear α model and it is shown that singular terms appearing in the improved Langevin equation cancel out the σ n(O) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of idependent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalish.

Nonlinear Schrödinger equation and classical-field description of thermal radiation

NASA Astrophysics Data System (ADS)

Rashkovskiy, Sergey A.

2018-03-01

It is shown that the thermal radiation can be described without quantization of energy in the framework of classical field theory using the nonlinear Schrödinger equation which is considered as a classical field equation. Planck's law for the spectral energy density of thermal radiation and the Einstein A-coefficient for spontaneous emission are derived without using the concept of the energy quanta. It is shown that the spectral energy density of thermal radiation is apparently not a universal function of frequency, as follows from the Planck's law, but depends weakly on the nature of atoms, while Planck's law is valid only as an approximation in the limit of weak excitation of atoms. Spin and relativistic effects are not considered in this paper.

Time domain simulation of the response of geometrically nonlinear panels subjected to random loading

NASA Technical Reports Server (NTRS)

Moyer, E. Thomas, Jr.

1988-01-01

The response of composite panels subjected to random pressure loads large enough to cause geometrically nonlinear responses is studied. A time domain simulation is employed to solve the equations of motion. An adaptive time stepping algorithm is employed to minimize intermittent transients. A modified algorithm for the prediction of response spectral density is presented which predicts smooth spectral peaks for discrete time histories. Results are presented for a number of input pressure levels and damping coefficients. Response distributions are calculated and compared with the analytical solution of the Fokker-Planck equations. RMS response is reported as a function of input pressure level and damping coefficient. Spectral densities are calculated for a number of examples.

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi

2015-04-01

The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be

On the conditions for the onset of nonlinear chirping structures in NSTX

NASA Astrophysics Data System (ADS)

Duarte, Vinicius; Podesta, Mario; Berk, Herbert; Gorelenkov, Nikolai

2015-11-01

The nonlinear dynamics of phase space structures is a topic of interest in tokamak physics in connection with fast ion loss mechanisms. The onset of phase-space holes and clumps has been theoretically shown to be associated with an explosive solution of an integro-differential, nonlocal cubic equation that governs the early mode amplitude evolution in the weakly nonlinear regime. The existence and stability of the solutions of the cubic equation have been theoretically studied as a function of Fokker-Planck coefficients for the idealized case of a single resonant point of a localized mode. From realistic computations of NSTX mode structures and resonant surfaces, we calculate effective pitch angle scattering and slowing-down (drag) collisional coefficients and analyze NSTX discharges for different cases with respect to chirping experimental observation. Those results are confronted to the theory that predicts the parameters region that allow for chirping to take place.

Final Technical Report for SBIR entitled Four-Dimensional Finite-Orbit-Width Fokker-Planck Code with Sources, for Neoclassical/Anomalous Transport Simulation of Ion and Electron Distributions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Harvey, R. W.; Petrov, Yu. V.

2013-12-03

Within the US Department of Energy/Office of Fusion Energy magnetic fusion research program, there is an important whole-plasma-modeling need for a radio-frequency/neutral-beam-injection (RF/NBI) transport-oriented finite-difference Fokker-Planck (FP) code with combined capabilities for 4D (2R2V) geometry near the fusion plasma periphery, and computationally less demanding 3D (1R2V) bounce-averaged capabilities for plasma in the core of fusion devices. Demonstration of proof-of-principle achievement of this goal has been carried out in research carried out under Phase I of the SBIR award. Two DOE-sponsored codes, the CQL3D bounce-average Fokker-Planck code in which CompX has specialized, and the COGENT 4D, plasma edge-oriented Fokker-Planck code whichmore » has been constructed by Lawrence Livermore National Laboratory and Lawrence Berkeley Laboratory scientists, where coupled. Coupling was achieved by using CQL3D calculated velocity distributions including an energetic tail resulting from NBI, as boundary conditions for the COGENT code over the two-dimensional velocity space on a spatial interface (flux) surface at a given radius near the plasma periphery. The finite-orbit-width fast ions from the CQL3D distributions penetrated into the peripheral plasma modeled by the COGENT code. This combined code demonstrates the feasibility of the proposed 3D/4D code. By combining these codes, the greatest computational efficiency is achieved subject to present modeling needs in toroidally symmetric magnetic fusion devices. The more efficient 3D code can be used in its regions of applicability, coupled to the more computationally demanding 4D code in higher collisionality edge plasma regions where that extended capability is necessary for accurate representation of the plasma. More efficient code leads to greater use and utility of the model. An ancillary aim of the project is to make the combined 3D/4D code user friendly. Achievement of full-coupling of these two Fokker-Planck

Energy gain calculations in Penning fusion systems using a bounce-averaged Fokker-Planck model

NASA Astrophysics Data System (ADS)

Chacón, L.; Miley, G. H.; Barnes, D. C.; Knoll, D. A.

2000-11-01

In spherical Penning fusion devices, a spherical cloud of electrons, confined in a Penning-like trap, creates the ion-confining electrostatic well. Fusion energy gains for these systems have been calculated in optimistic conditions (i.e., spherically uniform electrostatic well, no collisional ion-electron interactions, single ion species) using a bounce-averaged Fokker-Planck (BAFP) model. Results show that steady-state distributions in which the Maxwellian ion population is dominant correspond to lowest ion recirculation powers (and hence highest fusion energy gains). It is also shown that realistic parabolic-like wells result in better energy gains than square wells, particularly at large well depths (>100 kV). Operating regimes with fusion power to ion input power ratios (Q-value) >100 have been identified. The effect of electron losses on the Q-value has been addressed heuristically using a semianalytic model, indicating that large Q-values are still possible provided that electron particle losses are kept small and well depths are large.

A Stabilized Finite Element Method for Modified Poisson-Nernst-Planck Equations to Determine Ion Flow Through a Nanopore

PubMed Central

Chaudhry, Jehanzeb Hameed; Comer, Jeffrey; Aksimentiev, Aleksei; Olson, Luke N.

2013-01-01

The conventional Poisson-Nernst-Planck equations do not account for the finite size of ions explicitly. This leads to solutions featuring unrealistically high ionic concentrations in the regions subject to external potentials, in particular, near highly charged surfaces. A modified form of the Poisson-Nernst-Planck equations accounts for steric effects and results in solutions with finite ion concentrations. Here, we evaluate numerical methods for solving the modified Poisson-Nernst-Planck equations by modeling electric field-driven transport of ions through a nanopore. We describe a novel, robust finite element solver that combines the applications of the Newton's method to the nonlinear Galerkin form of the equations, augmented with stabilization terms to appropriately handle the drift-diffusion processes. To make direct comparison with particle-based simulations possible, our method is specifically designed to produce solutions under periodic boundary conditions and to conserve the number of ions in the solution domain. We test our finite element solver on a set of challenging numerical experiments that include calculations of the ion distribution in a volume confined between two charged plates, calculations of the ionic current though a nanopore subject to an external electric field, and modeling the effect of a DNA molecule on the ion concentration and nanopore current. PMID:24363784

Angular Multigrid Preconditioner for Krylov-Based Solution Techniques Applied to the Sn Equations with Highly Forward-Peaked Scattering

NASA Astrophysics Data System (ADS)

Turcksin, Bruno; Ragusa, Jean C.; Morel, Jim E.

2012-01-01

It is well known that the diffusion synthetic acceleration (DSA) methods for the Sn equations become ineffective in the Fokker-Planck forward-peaked scattering limit. In response to this deficiency, Morel and Manteuffel (1991) developed an angular multigrid method for the 1-D Sn equations. This method is very effective, costing roughly twice as much as DSA per source iteration, and yielding a maximum spectral radius of approximately 0.6 in the Fokker-Planck limit. Pautz, Adams, and Morel (PAM) (1999) later generalized the angular multigrid to 2-D, but it was found that the method was unstable with sufficiently forward-peaked mappings between the angular grids. The method was stabilized via a filtering technique based on diffusion operators, but this filtering also degraded the effectiveness of the overall scheme. The spectral radius was not bounded away from unity in the Fokker-Planck limit, although the method remained more effective than DSA. The purpose of this article is to recast the multidimensional PAM angular multigrid method without the filtering as an Sn preconditioner and use it in conjunction with the Generalized Minimal RESidual (GMRES) Krylov method. The approach ensures stability and our computational results demonstrate that it is also significantly more efficient than an analogous DSA-preconditioned Krylov method.

Low-dimensional spike rate models derived from networks of adaptive integrate-and-fire neurons: Comparison and implementation.

PubMed

Augustin, Moritz; Ladenbauer, Josef; Baumann, Fabian; Obermayer, Klaus

2017-06-01

The spiking activity of single neurons can be well described by a nonlinear integrate-and-fire model that includes somatic adaptation. When exposed to fluctuating inputs sparsely coupled populations of these model neurons exhibit stochastic collective dynamics that can be effectively characterized using the Fokker-Planck equation. This approach, however, leads to a model with an infinite-dimensional state space and non-standard boundary conditions. Here we derive from that description four simple models for the spike rate dynamics in terms of low-dimensional ordinary differential equations using two different reduction techniques: one uses the spectral decomposition of the Fokker-Planck operator, the other is based on a cascade of two linear filters and a nonlinearity, which are determined from the Fokker-Planck equation and semi-analytically approximated. We evaluate the reduced models for a wide range of biologically plausible input statistics and find that both approximation approaches lead to spike rate models that accurately reproduce the spiking behavior of the underlying adaptive integrate-and-fire population. Particularly the cascade-based models are overall most accurate and robust, especially in the sensitive region of rapidly changing input. For the mean-driven regime, when input fluctuations are not too strong and fast, however, the best performing model is based on the spectral decomposition. The low-dimensional models also well reproduce stable oscillatory spike rate dynamics that are generated either by recurrent synaptic excitation and neuronal adaptation or through delayed inhibitory synaptic feedback. The computational demands of the reduced models are very low but the implementation complexity differs between the different model variants. Therefore we have made available implementations that allow to numerically integrate the low-dimensional spike rate models as well as the Fokker-Planck partial differential equation in efficient ways for

Low-dimensional spike rate models derived from networks of adaptive integrate-and-fire neurons: Comparison and implementation

PubMed Central

Baumann, Fabian; Obermayer, Klaus

2017-01-01

The spiking activity of single neurons can be well described by a nonlinear integrate-and-fire model that includes somatic adaptation. When exposed to fluctuating inputs sparsely coupled populations of these model neurons exhibit stochastic collective dynamics that can be effectively characterized using the Fokker-Planck equation. This approach, however, leads to a model with an infinite-dimensional state space and non-standard boundary conditions. Here we derive from that description four simple models for the spike rate dynamics in terms of low-dimensional ordinary differential equations using two different reduction techniques: one uses the spectral decomposition of the Fokker-Planck operator, the other is based on a cascade of two linear filters and a nonlinearity, which are determined from the Fokker-Planck equation and semi-analytically approximated. We evaluate the reduced models for a wide range of biologically plausible input statistics and find that both approximation approaches lead to spike rate models that accurately reproduce the spiking behavior of the underlying adaptive integrate-and-fire population. Particularly the cascade-based models are overall most accurate and robust, especially in the sensitive region of rapidly changing input. For the mean-driven regime, when input fluctuations are not too strong and fast, however, the best performing model is based on the spectral decomposition. The low-dimensional models also well reproduce stable oscillatory spike rate dynamics that are generated either by recurrent synaptic excitation and neuronal adaptation or through delayed inhibitory synaptic feedback. The computational demands of the reduced models are very low but the implementation complexity differs between the different model variants. Therefore we have made available implementations that allow to numerically integrate the low-dimensional spike rate models as well as the Fokker-Planck partial differential equation in efficient ways for

Pulse-coupled mixed-mode oscillators: Cluster states and extreme noise sensitivity

NASA Astrophysics Data System (ADS)

Karamchandani, Avinash J.; Graham, James N.; Riecke, Hermann

2018-04-01

Motivated by rhythms in the olfactory system of the brain, we investigate the synchronization of all-to-all pulse-coupled neuronal oscillators exhibiting various types of mixed-mode oscillations (MMOs) composed of sub-threshold oscillations (STOs) and action potentials ("spikes"). We focus particularly on the impact of the delay in the interaction. In the weak-coupling regime, we reduce the system to a Kuramoto-type equation with non-sinusoidal phase coupling and the associated Fokker-Planck equation. Its linear stability analysis identifies the appearance of various cluster states. Their type depends sensitively on the delay and the width of the pulses. Interestingly, long delays do not imply slow population rhythms, and the number of emerging clusters only loosely depends on the number of STOs. Direct simulations of the oscillator equations reveal that for quantitative agreement of the weak-coupling theory the coupling strength and the noise have to be extremely small. Even moderate noise leads to significant skipping of STO cycles, which can enhance the diffusion coefficient in the Fokker-Planck equation by two orders of magnitude. Introducing an effective diffusion coefficient extends the range of agreement significantly. Numerical simulations of the Fokker-Planck equation reveal bistability and solutions with oscillatory order parameters that result from nonlinear mode interactions. These are confirmed in simulations of the full spiking model.

Global Well-posedness of the Spatially Homogeneous Kolmogorov-Vicsek Model as a Gradient Flow

NASA Astrophysics Data System (ADS)

Figalli, Alessio; Kang, Moon-Jin; Morales, Javier

2018-03-01

We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and uniqueness of weak solutions to the equation. We also show that weak solutions exponentially converge to a steady state, which has the form of the Fisher-von Mises distribution.

Application of the Fokker-Planck molecular mixing model to turbulent scalar mixing using moment methods

NASA Astrophysics Data System (ADS)

Madadi-Kandjani, E.; Fox, R. O.; Passalacqua, A.

2017-06-01

An extended quadrature method of moments using the β kernel density function (β -EQMOM) is used to approximate solutions to the evolution equation for univariate and bivariate composition probability distribution functions (PDFs) of a passive scalar for binary and ternary mixing. The key element of interest is the molecular mixing term, which is described using the Fokker-Planck (FP) molecular mixing model. The direct numerical simulations (DNSs) of Eswaran and Pope ["Direct numerical simulations of the turbulent mixing of a passive scalar," Phys. Fluids 31, 506 (1988)] and the amplitude mapping closure (AMC) of Pope ["Mapping closures for turbulent mixing and reaction," Theor. Comput. Fluid Dyn. 2, 255 (1991)] are taken as reference solutions to establish the accuracy of the FP model in the case of binary mixing. The DNSs of Juneja and Pope ["A DNS study of turbulent mixing of two passive scalars," Phys. Fluids 8, 2161 (1996)] are used to validate the results obtained for ternary mixing. Simulations are performed with both the conditional scalar dissipation rate (CSDR) proposed by Fox [Computational Methods for Turbulent Reacting Flows (Cambridge University Press, 2003)] and the CSDR from AMC, with the scalar dissipation rate provided as input and obtained from the DNS. Using scalar moments up to fourth order, the ability of the FP model to capture the evolution of the shape of the PDF, important in turbulent mixing problems, is demonstrated. Compared to the widely used assumed β -PDF model [S. S. Girimaji, "Assumed β-pdf model for turbulent mixing: Validation and extension to multiple scalar mixing," Combust. Sci. Technol. 78, 177 (1991)], the β -EQMOM solution to the FP model more accurately describes the initial mixing process with a relatively small increase in computational cost.

Transient finite element analysis of electric double layer using Nernst-Planck-Poisson equations with a modified Stern layer.

PubMed

Lim, Jongil; Whitcomb, John; Boyd, James; Varghese, Julian

2007-01-01

A finite element implementation of the transient nonlinear Nernst-Planck-Poisson (NPP) and Nernst-Planck-Poisson-modified Stern (NPPMS) models is presented. The NPPMS model uses multipoint constraints to account for finite ion size, resulting in realistic ion concentrations even at high surface potential. The Poisson-Boltzmann equation is used to provide a limited check of the transient models for low surface potential and dilute bulk solutions. The effects of the surface potential and bulk molarity on the electric potential and ion concentrations as functions of space and time are studied. The ability of the models to predict realistic energy storage capacity is investigated. The predicted energy is much more sensitive to surface potential than to bulk solution molarity.

Ergodicity of the Stochastic Nosé-Hoover Heat Bath

NASA Astrophysics Data System (ADS)

Wei Chung Lo,; Baowen Li,

2010-07-01

We numerically study the ergodicity of the stochastic Nosé-Hoover heat bath whose formalism is based on the Markovian approximation for the Nosé-Hoover equation [J. Phys. Soc. Jpn. 77 (2008) 103001]. The approximation leads to a Langevin-like equation driven by a fluctuating dissipative force and multiplicative Gaussian white noise. The steady state solution of the associated Fokker-Planck equation is the canonical distribution. We investigate the dynamics of this method for the case of (i) free particle, (ii) nonlinear oscillators and (iii) lattice chains. We derive the Fokker-Planck equation for the free particle and present approximate analytical solution for the stationary distribution in the context of the Markovian approximation. Numerical simulation results for nonlinear oscillators show that this method results in a Gaussian distribution for the particles velocity. We also employ the method as heat baths to study nonequilibrium heat flow in one-dimensional Fermi-Pasta-Ulam (FPU-β) and Frenkel-Kontorova (FK) lattices. The establishment of well-defined temperature profiles are observed only when the lattice size is large. Our results provide numerical justification for such Markovian approximation for classical single- and many-body systems.

A discontinuous Galerkin method for nonlinear parabolic equations and gradient flow problems with interaction potentials

NASA Astrophysics Data System (ADS)

Sun, Zheng; Carrillo, José A.; Shu, Chi-Wang

2018-01-01

We consider a class of time-dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of problems covers important cases such as Fokker-Planck type equations and aggregation models, which have been studied intensively in the past decades. In this paper, we design a high order discontinuous Galerkin method for such problems. If the interaction potential is not involved, or the interaction is defined by a smooth kernel, our semi-discrete scheme admits an entropy inequality on the discrete level. Furthermore, by applying the positivity-preserving limiter, our fully discretized scheme produces non-negative solutions for all cases under a time step constraint. Our method also applies to two dimensional problems on Cartesian meshes. Numerical examples are given to confirm the high order accuracy for smooth test cases and to demonstrate the effectiveness for preserving long time asymptotics.

Flexible traffic control of the synfire-mode transmission by inhibitory modulation: Nonlinear noise reduction

NASA Astrophysics Data System (ADS)

Shinozaki, Takashi; Okada, Masato; Reyes, Alex D.; Câteau, Hideyuki

2010-01-01

Intermingled neural connections apparent in the brain make us wonder what controls the traffic of propagating activity in the brain to secure signal transmission without harmful crosstalk. Here, we reveal that inhibitory input but not excitatory input works as a particularly useful traffic controller because it controls the degree of synchrony of population firing of neurons as well as controlling the size of the population firing bidirectionally. Our dynamical system analysis reveals that the synchrony enhancement depends crucially on the nonlinear membrane potential dynamics and a hidden slow dynamical variable. Our electrophysiological study with rodent slice preparations show that the phenomenon happens in real neurons. Furthermore, our analysis with the Fokker-Planck equations demonstrates the phenomenon in a semianalytical manner.

Fokker-Planck simulation of runaway electron generation in disruptions with the hot-tail effect

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nuga, H., E-mail: nuga@p-grp.nucleng.kyoto-u.ac.jp; Fukuyama, A.; Yagi, M.

2016-06-15

To study runaway electron generation in disruptions, we have extended the three-dimensional (two-dimensional in momentum space; one-dimensional in the radial direction) Fokker-Planck code, which describes the evolution of the relativistic momentum distribution function of electrons and the induced toroidal electric field in a self-consistent manner. A particular focus is placed on the hot-tail effect in two-dimensional momentum space. The effect appears if the drop of the background plasma temperature is sufficiently rapid compared with the electron-electron slowing down time for a few times of the pre-quench thermal velocity. It contributes to not only the enhancement of the primary runaway electronmore » generation but also the broadening of the runaway electron distribution in the pitch angle direction. If the thermal energy loss during the major disruption is assumed to be isotropic, there are hot-tail electrons that have sufficiently large perpendicular momentum, and the runaway electron distribution becomes broader in the pitch angle direction. In addition, the pitch angle scattering also yields the broadening. Since the electric field is reduced due to the burst of runaway electron generation, the time required for accelerating electrons to the runaway region becomes longer. The longer acceleration period makes the pitch-angle scattering more effective.« less

Some remarks on quantum physics, stochastic processes, and nonlinear filtering theory

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2016-05-01

The mathematical similarities between quantum mechanics and stochastic processes has been studied in the literature. Some of the major results are reviewed, such as the relationship between the Fokker-Planck equation and the Schrödinger equation. Also reviewed are more recent results that show the mathematical similarities between quantum many particle systems and concepts in other areas of applied science, such as stochastic Petri nets. Some connections to filtering theory are discussed.

A Finite-Orbit-Width Fokker-Planck solver for modeling of energetic particle interactions with waves, with application to Helicons in ITER

NASA Astrophysics Data System (ADS)

Petrov, Yuri V.; Harvey, R. W.

2017-10-01

The bounce-average (BA) finite-difference Fokker-Planck (FP) code CQL3D [1,2] now includes the essential physics to describe the RF heating of Finite-Orbit-Width (FOW) ions in tokamaks. The FP equation is reformulated in terms of Constants-Of-Motion coordinates, which we select to be particle speed, pitch angle, and major radius on the equatorial plane thus obtaining the distribution function directly at this location. Full-orbit, low collisionality neoclassical radial transport emerges from averaging the local friction and diffusion coefficients along guiding center orbits. Similarly, the BA of local quasilinear RF diffusion terms gives rise to additional radial transport. The local RF electric field components needed for the BA operator are usually obtained by a ray-tracing code, such as GENRAY, or in conjunction with full-wave codes. As a new, practical application, the CQL3D-FOW version is used for simulation of alpha-particle heating by high-harmonic waves in ITER. Coupling of high harmonic or helicon fast waves power to electrons is a promising current drive (CD) scenario for high beta plasmas. However, the efficiency of current drive can be diminished by parasitic channeling of RF power into fast ions, such as alphas, through finite Larmor-radius effects. We investigate possibilities to reduce the fast ion heating in CD scenarios.

Fractional Poisson-Nernst-Planck Model for Ion Channels I: Basic Formulations and Algorithms.

PubMed

Chen, Duan

2017-11-01

In this work, we propose a fractional Poisson-Nernst-Planck model to describe ion permeation in gated ion channels. Due to the intrinsic conformational changes, crowdedness in narrow channel pores, binding and trapping introduced by functioning units of channel proteins, ionic transport in the channel exhibits a power-law-like anomalous diffusion dynamics. We start from continuous-time random walk model for a single ion and use a long-tailed density distribution function for the particle jump waiting time, to derive the fractional Fokker-Planck equation. Then, it is generalized to the macroscopic fractional Poisson-Nernst-Planck model for ionic concentrations. Necessary computational algorithms are designed to implement numerical simulations for the proposed model, and the dynamics of gating current is investigated. Numerical simulations show that the fractional PNP model provides a more qualitatively reasonable match to the profile of gating currents from experimental observations. Meanwhile, the proposed model motivates new challenges in terms of mathematical modeling and computations.

Electron acceleration by an obliquely propagating electromagnetic wave in the regime of validity of the Fokker-Planck-Kolmogorov approach

NASA Technical Reports Server (NTRS)

Hizanidis, Kyriakos; Vlahos, L.; Polymilis, C.

1989-01-01

The relativistic motion of an ensemble of electrons in an intense monochromatic electromagnetic wave propagating obliquely in a uniform external magnetic field is studied. The problem is formulated from the viewpoint of Hamiltonian theory and the Fokker-Planck-Kolmogorov approach analyzed by Hizanidis (1989), leading to a one-dimensional diffusive acceleration along paths of constant zeroth-order generalized Hamiltonian. For values of the wave amplitude and the propagating angle inside the analytically predicted stochastic region, the numerical results suggest that the diffusion probes proceeds in stages. In the first stage, the electrons are accelerated to relatively high energies by sampling the first few overlapping resonances one by one. During that stage, the ensemble-average square deviation of the variable involved scales quadratically with time. During the second stage, they scale linearly with time. For much longer times, deviation from linear scaling slowly sets in.

Transport equations for low-energy solar particles in evolving interplanetary magnetic fields

NASA Technical Reports Server (NTRS)

Ng, C. K.

1988-01-01

Two new forms of a simplified Fokker-Planck equation are derived for the transport of low-energy solar energetic particles in an evolving interplanetary magnetic field, carried by a variable radial solar wind. An idealized solution suggests that the 'invariant' anisotropy direction reported by Allum et al. (1974) may be explained within the conventional theoretical framework. The equations may be used to relate studies of solar particle propagation to solar wind transients, and vice versa.

Simulating Donnan equilibria based on the Nernst-Planck equation

NASA Astrophysics Data System (ADS)

Gimmi, Thomas; Alt-Epping, Peter

2018-07-01

Understanding ion transport through clays and clay membranes is important for many geochemical and environmental applications. Ion transport is affected by electrostatic forces exerted by charged clay surfaces. Anions are partly excluded from pore water near these surfaces, whereas cations are enriched. Such effects can be modeled by the Donnan approach. Here we introduce a new, comparatively simple way to represent Donnan equilibria in transport simulations. We include charged surfaces as immobile ions in the balance equation and calculate coupled transport of all components, including the immobile charges, with the Nernst-Planck equation. This results in an additional diffusion potential that influences ion transport, leading to Donnan ion distributions while maintaining local charge balance. The validity of our new approach was demonstrated by comparing Nernst-Planck simulations using the reactive transport code Flotran with analytical solutions available for simple Donnan systems. Attention has to be paid to the numerical evaluation of the electrochemical migration term in the Nernst-Planck equation to obtain correct results for asymmetric electrolytes. Sensitivity simulations demonstrate the influence of various Donnan model parameters on simulated anion accessible porosities. It is furthermore shown that the salt diffusion coefficient in a Donnan pore depends on local concentrations, in contrast to the aqueous salt diffusion coefficient. Our approach can be easily implemented into other transport codes. It is versatile and facilitates, for instance, assessing the implications of different activity models for the Donnan porosity.

Brownian motion of classical spins: Anomalous dissipation and generalized Langevin equation

NASA Astrophysics Data System (ADS)

Bandyopadhyay, Malay; Jayannavar, A. M.

2017-10-01

In this work, we derive the Langevin equation (LE) of a classical spin interacting with a heat bath through momentum variables, starting from the fully dynamical Hamiltonian description. The derived LE with anomalous dissipation is analyzed in detail. The obtained LE is non-Markovian with multiplicative noise terms. The concomitant dissipative terms obey the fluctuation-dissipation theorem. The Markovian limit correctly produces the Kubo and Hashitsume equation. The perturbative treatment of our equations produces the Landau-Lifshitz equation and the Seshadri-Lindenberg equation. Then we derive the Fokker-Planck equation corresponding to LE and the concept of equilibrium probability distribution is analyzed.

The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guo, Ran; Du, Jiulin, E-mail: jiulindu@aliyun.com

2015-08-15

We study the time behavior of the Fokker–Planck equation in Zwanzig’s rule (the backward-Ito’s rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in momentum space and follows a generalized fluctuation–dissipation relation. We obtain the precise time-dependent analytical solution of the Fokker–Planck equation and at long time the solution approaches to a stationary power-law distribution in nonextensive statistics. As a test, numerically we have demonstrated the accuracy and validity of the time-dependent solution. - Highlights: • The precise time-dependent solution of the Fokker–Planck equation with anomalousmore » diffusion is found. • The anomalous diffusion satisfies a generalized fluctuation–dissipation relation. • At long time the time-dependent solution approaches to a power-law distribution in nonextensive statistics. • Numerically we have demonstrated the accuracy and validity of the time-dependent solution.« less

A nonlinear equation for ionic diffusion in a strong binary electrolyte

PubMed Central

Ghosal, Sandip; Chen, Zhen

2010-01-01

The problem of the one-dimensional electro-diffusion of ions in a strong binary electrolyte is considered. The mathematical description, known as the Poisson–Nernst–Planck (PNP) system, consists of a diffusion equation for each species augmented by transport owing to a self-consistent electrostatic field determined by the Poisson equation. This description is also relevant to other important problems in physics, such as electron and hole diffusion across semiconductor junctions and the diffusion of ions in plasmas. If concentrations do not vary appreciably over distances of the order of the Debye length, the Poisson equation can be replaced by the condition of local charge neutrality first introduced by Planck. It can then be shown that both species diffuse at the same rate with a common diffusivity that is intermediate between that of the slow and fast species (ambipolar diffusion). Here, we derive a more general theory by exploiting the ratio of the Debye length to a characteristic length scale as a small asymptotic parameter. It is shown that the concentration of either species may be described by a nonlinear partial differential equation that provides a better approximation than the classical linear equation for ambipolar diffusion, but reduces to it in the appropriate limit. PMID:21818176

Solving the two-dimensional Fokker-Planck equation for strongly correlated neurons

NASA Astrophysics Data System (ADS)

Deniz, Taşkın; Rotter, Stefan

2017-01-01

Pairs of neurons in brain networks often share much of the input they receive from other neurons. Due to essential nonlinearities of the neuronal dynamics, the consequences for the correlation of the output spike trains are generally not well understood. Here we analyze the case of two leaky integrate-and-fire neurons using an approach which is nonperturbative with respect to the degree of input correlation. Our treatment covers both weakly and strongly correlated dynamics, generalizing previous results based on linear response theory.

A continuous stochastic model for non-equilibrium dense gases

NASA Astrophysics Data System (ADS)

Sadr, M.; Gorji, M. H.

2017-12-01

While accurate simulations of dense gas flows far from the equilibrium can be achieved by direct simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order to cope with that, an efficient yet accurate solution algorithm based on the Fokker-Planck approximation of the Enskog equation is devised in this paper; the approximation is very much associated with the Fokker-Planck model derived from the Boltzmann equation by Jenny et al. ["A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion," J. Comput. Phys. 229, 1077-1098 (2010)] and Gorji et al. ["Fokker-Planck model for computational studies of monatomic rarefied gas flows," J. Fluid Mech. 680, 574-601 (2011)]. The idea behind these Fokker-Planck descriptions is to project the dynamics of discrete collisions implied by the molecular encounters into a set of continuous Markovian processes subject to the drift and diffusion. Thereby, the evolution of particles representing the governing stochastic process becomes independent from each other and thus very efficient numerical schemes can be constructed. By close inspection of the Enskog operator, it is observed that the dense gas effects contribute further to the advection of molecular quantities. That motivates a modelling approach where the dense gas corrections can be cast in the extra advection of particles. Therefore, the corresponding Fokker-Planck approximation is derived such that the evolution in the physical space accounts for the dense effects present in the pressure, stress tensor, and heat fluxes. Hence the consistency between the devised Fokker-Planck approximation and the Enskog operator is shown for the velocity moments up to the heat fluxes. For validation studies, a homogeneous gas inside a box besides Fourier, Couette, and lid-driven cavity flow setups is considered. The results based on the Fokker-Planck model are

Nonlinear damping model for flexible structures. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Zang, Weijian

1990-01-01

The study of nonlinear damping problem of flexible structures is addressed. Both passive and active damping, both finite dimensional and infinite dimensional models are studied. In the first part, the spectral density and the correlation function of a single DOF nonlinear damping model is investigated. A formula for the spectral density is established with O(Gamma(sub 2)) accuracy based upon Fokker-Planck technique and perturbation. The spectral density depends upon certain first order statistics which could be obtained if the stationary density is known. A method is proposed to find the approximate stationary density explicitly. In the second part, the spectral density of a multi-DOF nonlinear damping model is investigated. In the third part, energy type nonlinear damping model in an infinite dimensional setting is studied.

Random vibrations of quadratic damping systems. [optimum damping analysis for automobile suspension system

NASA Technical Reports Server (NTRS)

Sireteanu, T.

1974-01-01

An oscillating system with quadratic damping subjected to white noise excitation is replaced by a nonlinear, statistically equivalent system for which the associated Fokker-Planck equation can be exactly solved. The mean square responses are calculated and the optimum damping coefficient is determined with respect to the minimum mean square acceleration criteria. An application of these results to the optimization of automobile suspension damping is given.

Examining nonextensive statistics in relativistic heavy-ion collisions

NASA Astrophysics Data System (ADS)

Simon, A.; Wolschin, G.

2018-04-01

We show in detailed numerical solutions of the nonlinear Fokker-Planck equation (FPE), which has been associated with nonextensive q statistics, that the available data on rapidity distributions for stopping in relativistic heavy-ion collisions cannot be reproduced with any permitted value of the nonextensivity parameter (1

Oligarchy as a phase transition: The effect of wealth-attained advantage in a Fokker-Planck description of asset exchange

NASA Astrophysics Data System (ADS)

Boghosian, Bruce M.; Devitt-Lee, Adrian; Johnson, Merek; Li, Jie; Marcq, Jeremy A.; Wang, Hongyan

2017-06-01

The ;Yard-Sale Model; of asset exchange is known to result in complete inequality-all of the wealth in the hands of a single agent. It is also known that, when this model is modified by introducing a simple model of redistribution based on the Ornstein-Uhlenbeck process, it admits a steady state exhibiting some features similar to the celebrated Pareto Law of wealth distribution. In the present work, we analyze the form of this steady-state distribution in much greater detail, using a combination of analytic and numerical techniques. We find that, while Pareto's Law is approximately valid for low redistribution, it gives way to something more similar to Gibrat's Law when redistribution is higher. Additionally, we prove in this work that, while this Pareto or Gibrat behavior may persist over many orders of magnitude, it ultimately gives way to gaussian decay at extremely large wealth. Also in this work, we introduce a bias in favor of the wealthier agent-what we call Wealth-Attained Advantage (WAA)-and show that this leads to the phenomenon of ;wealth condensation; when the bias exceeds a certain critical value. In the wealth-condensed state, a finite fraction of the total wealth of the population ;condenses; to the wealthiest agent. We examine this phenomenon in some detail, and derive the corresponding modification to the Fokker-Planck equation. We observe a second-order phase transition to a state of coexistence between an oligarch and a distribution of non-oligarchs. Finally, by studying the asymptotic behavior of the distribution in some detail, we show that the onset of wealth condensation has an abrupt reciprocal effect on the character of the non-oligarchical part of the distribution. Specifically, we show that the above-mentioned gaussian decay at extremely large wealth is valid both above and below criticality, but degenerates to exponential decay precisely at criticality.

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

Stochastic Calculus and Differential Equations for Physics and Finance

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2013-02-01

1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

Noise in Nonlinear Dynamical Systems 3 Volume Paperback Set

NASA Astrophysics Data System (ADS)

Moss, Frank; McClintock, P. V. E.

2011-11-01

Volume 1: List of contributors; Preface; Introduction to volume one; 1. Noise-activated escape from metastable states: an historical view Rolf Landauer; 2. Some Markov methods in the theory of stochastic processes in non-linear dynamical systems R. L. Stratonovich; 3. Langevin equations with coloured noise J. M. Sancho and M. San Miguel; 4. First passage time problems for non-Markovian processes Katja Lindenberg, Bruce J. West and Jaume Masoliver; 5. The projection approach to the Fokker-Planck equation: applications to phenomenological stochastic equations with coloured noises Paolo Grigolini; 6. Methods for solving Fokker-Planck equations with applications to bistable and periodic potentials H. Risken and H. D. Vollmer; 7. Macroscopic potentials, bifurcations and noise in dissipative systems Robert Graham; 8. Transition phenomena in multidimensional systems - models of evolution W. Ebeling and L. Schimansky-Geier; 9. Coloured noise in continuous dynamical systems: a functional calculus approach Peter Hanggi; Appendix. On the statistical treatment of dynamical systems L. Pontryagin, A. Andronov and A. Vitt; Index. Volume 2: List of contributors; Preface; Introduction to volume two; 1. Stochastic processes in quantum mechanical settings Ronald F. Fox; 2. Self-diffusion in non-Markovian condensed-matter systems Toyonori Munakata; 3. Escape from the underdamped potential well M. Buttiker; 4. Effect of noise on discrete dynamical systems with multiple attractors Edgar Knobloch and Jeffrey B. Weiss; 5. Discrete dynamics perturbed by weak noise Peter Talkner and Peter Hanggi; 6. Bifurcation behaviour under modulated control parameters M. Lucke; 7. Period doubling bifurcations: what good are they? Kurt Wiesenfeld; 8. Noise-induced transitions Werner Horsthemke and Rene Lefever; 9. Mechanisms for noise-induced transitions in chemical systems Raymond Kapral and Edward Celarier; 10. State selection dynamics in symmetry-breaking transitions Dilip K. Kondepudi; 11. Noise in a

On the Nernst-Planck equation.

PubMed

Maex, Reinoud

2017-01-01

This review first discusses Nernst's and Planck's early papers on electro-diffusion, the brief priority conflict that followed, and the role these papers played in shaping the emerging concept of membrane excitability. The second part discusses in greater detail the constraints of the Nernst-Planck theory, and shows more recent examples of its applicability for neuronal modelling.

Analytical solution of the Poisson-Nernst-Planck equations for an electrochemical system close to electroneutrality

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pabst, M., E-mail: M.Pabst@fz-juelich.de

2014-06-14

Single charge densities and the potential are used to describe models of electrochemical systems. These quantities can be calculated by solving a system of time dependent nonlinear coupled partial differential equations, the Poisson-Nernst-Planck equations. Assuming small deviations from the electroneutral equilibrium, the linearized and decoupled equations are solved for a radial symmetric geometry, which represents the interface between a cell and a sensor device. The densities and the potential are expressed by Fourier-Bessels series. The system considered has a ratio between the Debye-length and its geometric dimension on the order of 10{sup −4} so the Fourier-Bessel series can be approximatedmore » by elementary functions. The time development of the system is characterized by two time constants, τ{sub c} and τ{sub g}. The constant τ{sub c} describes the approach to the stationary state of the total charge and the potential. τ{sub c} is several orders of magnitude smaller than the geometry-dependent constant τ{sub g}, which is on the order of 10 ms characterizing the transition to the stationary state of the single ion densities.« less

Spectra of KeV Protons Related to Ion-Cyclotron Wave Packets

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Sibeck, D. G.; Tel'Nikhin, A. A.; Kronberg, T. K.

2017-01-01

We use the Fokker-Planck-Kolmogorov equation to study the statistical aspects of stochastic dynamics of the radiation belt (RB) protons driven by nonlinear electromagnetic ion-cyclotron (EMIC) wave packets. We obtain the spectra of keV protons scattered by these waves that showsteeping near the gyroresonance, the signature of resonant wave-particle interaction that cannot be described by a simple power law. The most likely mechanism for proton precipitation events in RBs is shown to be nonlinear wave-particle interaction, namely, the scattering of RB protons into the loss cone by EMIC waves.

The Markov process admits a consistent steady-state thermodynamic formalism

NASA Astrophysics Data System (ADS)

Peng, Liangrong; Zhu, Yi; Hong, Liu

2018-01-01

The search for a unified formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general Markov processes described by the Chapman-Kolmogorov equation. Furthermore, corresponding formalisms of steady-state thermodynamics for the master equation and Fokker-Planck equation could be rigorously derived in mathematics. To be concrete, we proved that (1) in the limit of continuous time, the steady-state thermodynamic formalism for the Chapman-Kolmogorov equation fully agrees with that for the master equation; (2) a similar one-to-one correspondence could be established rigorously between the master equation and Fokker-Planck equation in the limit of large system size; (3) when a Markov process is restrained to one-step jump, the steady-state thermodynamic formalism for the Fokker-Planck equation with discrete state variables also goes to that for master equations, as the discretization step gets smaller and smaller. Our analysis indicated that general Markov processes admit a unified and self-consistent non-equilibrium steady-state thermodynamic formalism, regardless of underlying detailed models.

Use of dirichlet distributions and orthogonal projection techniques for the fluctuation analysis of steady-state multivariate birth-death systems

NASA Astrophysics Data System (ADS)

Palombi, Filippo; Toti, Simona

2015-05-01

Approximate weak solutions of the Fokker-Planck equation represent a useful tool to analyze the equilibrium fluctuations of birth-death systems, as they provide a quantitative knowledge lying in between numerical simulations and exact analytic arguments. In this paper, we adapt the general mathematical formalism known as the Ritz-Galerkin method for partial differential equations to the Fokker-Planck equation with time-independent polynomial drift and diffusion coefficients on the simplex. Then, we show how the method works in two examples, namely the binary and multi-state voter models with zealots.

Nonlinear Gyro-Landau-Fluid Equations

NASA Astrophysics Data System (ADS)

Raskolnikov, I.; Mattor, Nathan; Parker, Scott E.

1996-11-01

We present fluid equations which describe the effects of both linear and nonlinear Landau damping (wave-particle-wave effects). These are derived using a recently developed analytical method similar to renormalization group theory. (Scott E. Parker and Daniele Carati, Phys. Rev. Lett. 75), 441 (1995). In this technique, the phase space structure inherent in Landau damping is treated analytically by building a ``renormalized collisionality'' onto a bare collisionality (which may be taken as vanishingly small). Here we apply this technique to the nonlinear ion gyrokinetic equation in slab geometry, obtaining nonlinear fluid equations for density, parallel momentum and heat. Wave-particle resonances are described by two functions appearing in the heat equation: a renormalized ``collisionality'' and a renormalized nonlinear coupling coeffient. It will be shown that these new equations may correct a deficiency in existing gyrofluid equations, (G. W. Hammett and F. W. Perkins, Phys. Rev. Lett. 64,) 3019 (1990). which can severely underestimate the strength of nonlinear interaction in regimes where linear resonance is strong. (N. Mattor, Phys. Fluids B 4,) 3952 (1992).

Nonlinear ordinary difference equations

NASA Technical Reports Server (NTRS)

Caughey, T. K.

1979-01-01

Future space vehicles will be relatively large and flexible, and active control will be necessary to maintain geometrical configuration. While the stresses and strains in these space vehicles are not expected to be excessively large, their cumulative effects will cause significant geometrical nonlinearities to appear in the equations of motion, in addition to the nonlinearities caused by material properties. Since the only effective tool for the analysis of such large complex structures is the digital computer, it will be necessary to gain a better understanding of the nonlinear ordinary difference equations which result from the time discretization of the semidiscrete equations of motion for such structures.

Nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dresner, L.

1988-01-01

This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis ismore » on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.« less

Solution Methods for Certain Evolution Equations

NASA Astrophysics Data System (ADS)

Vega-Guzman, Jose Manuel

Solution methods for certain linear and nonlinear evolution equations are presented in this dissertation. Emphasis is placed mainly on the analytical treatment of nonautonomous differential equations, which are challenging to solve despite the existent numerical and symbolic computational software programs available. Ideas from the transformation theory are adopted allowing one to solve the problems under consideration from a non-traditional perspective. First, the Cauchy initial value problem is considered for a class of nonautonomous and inhomogeneous linear diffusion-type equation on the entire real line. Explicit transformations are used to reduce the equations under study to their corresponding standard forms emphasizing on natural relations with certain Riccati(and/or Ermakov)-type systems. These relations give solvability results for the Cauchy problem of the parabolic equation considered. The superposition principle allows to solve formally this problem from an unconventional point of view. An eigenfunction expansion approach is also considered for this general evolution equation. Examples considered to corroborate the efficacy of the proposed solution methods include the Fokker-Planck equation, the Black-Scholes model and the one-factor Gaussian Hull-White model. The results obtained in the first part are used to solve the Cauchy initial value problem for certain inhomogeneous Burgers-type equation. The connection between linear (the Diffusion-type) and nonlinear (Burgers-type) parabolic equations is stress in order to establish a strong commutative relation. Traveling wave solutions of a nonautonomous Burgers equation are also investigated. Finally, it is constructed explicitly the minimum-uncertainty squeezed states for quantum harmonic oscillators. They are derived by the action of corresponding maximal kinematical invariance group on the standard ground state solution. It is shown that the product of the variances attains the required minimum value

Solving Nonlinear Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Mitchell, L.; David, J.

1986-01-01

Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.

Nonlinear Poisson Equation for Heterogeneous Media

PubMed Central

Hu, Langhua; Wei, Guo-Wei

2012-01-01

The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects. PMID:22947937

Nonlinear Poisson equation for heterogeneous media.

PubMed

Hu, Langhua; Wei, Guo-Wei

2012-08-22

The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Acceleration of High Energy Cosmic Rays in the Nonlinear Shock Precursor

NASA Astrophysics Data System (ADS)

Derzhinsky, F.; Diamond, P. H.; Malkov, M. A.

2006-10-01

The problem of understanding acceleration of very energetic cosmic rays to energies above the 'knee' in the spectrum at 10^15-10^16eV remains one of the great challenges in modern physics. Recently, we have proposed a new approach to understanding high energy acceleration, based on exploiting scattering of cosmic rays by inhomogenities in the compressive nonlinear shock precursor, rather than by scattering across the main shock, as is conventionally assumed. We extend that theory by proposing a mechanism for the generation of mesoscale magnetic fields (krg<1, where rg is the cosmic ray gyroradius). The mechanism is the decay or modulational instability of resonantly generated Alfven waves scattering off ambient density perturbations in the precursors. Such perturbations can be produced by Drury instability. This mechanism leads to the generation of longer wavelength Alfven waves, thus enabling the confinement of higher energy particles. A simplified version of the theory, cast in the form of a Fokker-Planck equation for the Alfven population, will also be presented. This process also limits field generation on rg scales.

Fractional Diffusion Equations and Anomalous Diffusion

NASA Astrophysics Data System (ADS)

Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

2018-01-01

Preface; 1. Mathematical preliminaries; 2. A survey of the fractional calculus; 3. From normal to anomalous diffusion; 4. Fractional diffusion equations: elementary applications; 5. Fractional diffusion equations: surface effects; 6. Fractional nonlinear diffusion equation; 7. Anomalous diffusion: anisotropic case; 8. Fractional Schrödinger equations; 9. Anomalous diffusion and impedance spectroscopy; 10. The Poisson–Nernst–Planck anomalous (PNPA) models; References; Index.

Complexity of life via collective mind

NASA Technical Reports Server (NTRS)

Zak, Michail

2004-01-01

e mind is introduced as a set of simple intelligent units (say, neurons, or interacting agents), which can communicate by exchange of information without explicit global control. Incomplete information is compensated by a sequence of random guesses symmetrically distributed around expectations with prescribed variances. Both the expectations and variances are the invariants characterizing the whole class of agents. These invariants are stored as parameters of the collective mind, while they contribute into dynamical formalism of the agents' evolution, and in particular, into the reflective chains of their nested abstract images of the selves and non-selves. The proposed model consists of the system of stochastic differential equations in the Langevin form representing the motor dynamics, and the corresponding Fokker-Planck equation representing the mental dynamics (Motor dynamics describes the motion in physical space, while mental dynamics simulates the evolution of initial errors in terms of the probability density). The main departure of this model from Newtonian and statistical physics is due to a feedback from the mental to the motor dynamics which makes the Fokker-Planck equation nonlinear. Interpretation of this model from mathematical and physical viewpoints, as well as possible interpretation from biological, psychological, and social viewpoints are discussed. The model is illustrated by the dynamics of a dialog.

The exact fundamental solution for the Benes tracking problem

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2009-05-01

The universal continuous-discrete tracking problem requires the solution of a Fokker-Planck-Kolmogorov forward equation (FPKfe) for an arbitrary initial condition. Using results from quantum mechanics, the exact fundamental solution for the FPKfe is derived for the state model of arbitrary dimension with Benes drift that requires only the computation of elementary transcendental functions and standard linear algebra techniques- no ordinary or partial differential equations need to be solved. The measurement process may be an arbitrary, discrete-time nonlinear stochastic process, and the time step size can be arbitrary. Numerical examples are included, demonstrating its utility in practical implementation.

Numerical Solution of the Extended Nernst-Planck Model.

PubMed

Samson; Marchand

1999-07-01

The main features of a numerical model aiming at predicting the drift of ions in an electrolytic solution upon a chemical potential gradient are presented. The mechanisms of ionic diffusion are described by solving the extended Nernst-Planck system of equations. The electrical coupling between the various ionic fluxes is accounted for by the Poisson equation. Furthermore, chemical activity effects are considered in the model. The whole system of nonlinear equations is solved using the finite-element method. Results yielded by the model for simple test cases are compared to those obtained using an analytical solution. Applications of the model to more complex problems are also presented and discussed. Copyright 1999 Academic Press.

Kinetic Equation for an Unstable Plasma

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balescu, R.

1963-01-01

A kinetic equation is derived for the description of the evolution in time of the distribution of velocities in a spatially homogeneous ionized gas that, at the initial time, is able to sustain exponentially growing oscillations. This equation is expressed in terms of a functional of the distribution finction that obeys the same integral equation as in the stable case. Although the method of solution used in the stable case breaks down, the equation can still be solved in closed form under unstable conditions, and hence an explicit form of the kinetic equation is obtained. The latter contains the normalmore » collision term and a new additional term describing the stabilization of the plasma. The latter acts through friction and diffusion and brings the plasma into a state of neutral stability. From there on the system evolves toward thermal equilibrium under the action of the normal collision term as well as of an additional Fokker-Planck- like term with timedependent coefficients, which however becomes less and less efficient as the plasma approaches equilibrium.« less

Dynamical Stochastic Processes of Returns in Financial Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Soo Yong; Lim, Gyuchang; Zhou, Junyuan; Yoon, Seung-Min

2006-03-01

We show how the evolution of probability distribution functions of the returns from the tick data of the Korean treasury bond futures (KTB) and the S&P 500 stock index can be described by means of the Fokker-Planck equation. We derive the Fokker- Planck equation from the estimated Kramers-Moyal coefficients estimated directly from the empirical data. By analyzing the statistics of the returns, we present the quantitative deterministic and random influences on both financial time series, for which we can give a simple physical interpretation. Finally, we remark that the diffusion coefficient should be significantly considered to make a portfolio.

A numerical scheme for nonlinear Helmholtz equations with strong nonlinear optical effects.

PubMed

Xu, Zhengfu; Bao, Gang

2010-11-01

A numerical scheme is presented to solve the nonlinear Helmholtz (NLH) equation modeling second-harmonic generation (SHG) in photonic bandgap material doped with a nonlinear χ((2)) effect and the NLH equation modeling wave propagation in Kerr type gratings with a nonlinear χ((3)) effect in the one-dimensional case. Both of these nonlinear phenomena arise as a result of the combination of high electromagnetic mode density and nonlinear reaction from the medium. When the mode intensity of the incident wave is significantly strong, which makes the nonlinear effect non-negligible, numerical methods based on the linearization of the essentially nonlinear problem will become inadequate. In this work, a robust, stable numerical scheme is designed to simulate the NLH equations with strong nonlinearity.

Relations between nonlinear Riccati equations and other equations in fundamental physics

NASA Astrophysics Data System (ADS)

Schuch, Dieter

2014-10-01

Many phenomena in the observable macroscopic world obey nonlinear evolution equations while the microscopic world is governed by quantum mechanics, a fundamental theory that is supposedly linear. In order to combine these two worlds in a common formalism, at least one of them must sacrifice one of its dogmas. Linearizing nonlinear dynamics would destroy the fundamental property of this theory, however, it can be shown that quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown that the information about the dynamics of quantum systems with analytical solutions can not only be obtainable from the time-dependent Schrödinger equation but equally-well from a complex Riccati equation. Comparison with supersymmetric quantum mechanics shows that even additional information can be obtained from the nonlinear formulation. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation for any potential. Extension of the Riccati formulation to include irreversible dissipative effects is straightforward. Via (real and complex) Riccati equations, other fields of physics can also be treated within the same formalism, e.g., statistical thermodynamics, nonlinear dynamical systems like those obeying a logistic equation as well as wave equations in classical optics, Bose- Einstein condensates and cosmological models. Finally, the link to abstract "quantizations" such as the Pythagorean triples and Riccati equations connected with trigonometric and hyperbolic functions will be shown.

Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation

NASA Astrophysics Data System (ADS)

Vitanov, Nikolay K.; Dimitrova, Zlatinka I.

2018-03-01

We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.

Oscillating solutions for nonlinear Helmholtz equations

NASA Astrophysics Data System (ADS)

Mandel, Rainer; Montefusco, Eugenio; Pellacci, Benedetta

2017-12-01

Existence results for radially symmetric oscillating solutions for a class of nonlinear autonomous Helmholtz equations are given and their exact asymptotic behaviour at infinity is established. Some generalizations to nonautonomous radial equations as well as existence results for nonradial solutions are found. Our theorems prove the existence of standing waves solutions of nonlinear Klein-Gordon or Schrödinger equations with large frequencies.

Fractional analysis for nonlinear electrical transmission line and nonlinear Schroedinger equations with incomplete sub-equation

NASA Astrophysics Data System (ADS)

Fendzi-Donfack, Emmanuel; Nguenang, Jean Pierre; Nana, Laurent

2018-02-01

We use the fractional complex transform with the modified Riemann-Liouville derivative operator to establish the exact and generalized solutions of two fractional partial differential equations. We determine the solutions of fractional nonlinear electrical transmission lines (NETL) and the perturbed nonlinear Schroedinger (NLS) equation with the Kerr law nonlinearity term. The solutions are obtained for the parameters in the range (0<α≤1) of the derivative operator and we found the traditional solutions for the limiting case of α =1. We show that according to the modified Riemann-Liouville derivative, the solutions found can describe physical systems with memory effect, transient effects in electrical systems and nonlinear transmission lines, and other systems such as optical fiber.

Kinetic effects on Alfven wave nonlinearity. II - The modified nonlinear wave equation

NASA Technical Reports Server (NTRS)

Spangler, Steven R.

1990-01-01

A previously developed Vlasov theory is used here to study the role of resonant particle and other kinetic effects on Alfven wave nonlinearity. A hybrid fluid-Vlasov equation approach is used to obtain a modified version of the derivative nonlinear Schroedinger equation. The differences between a scalar model for the plasma pressure and a tensor model are discussed. The susceptibilty of the modified nonlinear wave equation to modulational instability is studied. The modulational instability normally associated with the derivative nonlinear Schroedinger equation will, under most circumstances, be restricted to left circularly polarized waves. The nonlocal term in the modified nonlinear wave equation engenders a new modulational instability that is independent of beta and the sense of circular polarization. This new instability may explain the occurrence of wave packet steepening for all values of the plasma beta in the vicinity of the earth's bow shock.

Poisson-Nernst-Planck equations with steric effects - non-convexity and multiple stationary solutions

NASA Astrophysics Data System (ADS)

Gavish, Nir

2018-04-01

We study the existence and stability of stationary solutions of Poisson-Nernst-Planck equations with steric effects (PNP-steric equations) with two counter-charged species. We show that within a range of parameters, steric effects give rise to multiple solutions of the corresponding stationary equation that are smooth. The PNP-steric equation, however, is found to be ill-posed at the parameter regime where multiple solutions arise. Following these findings, we introduce a novel PNP-Cahn-Hilliard model, show that it is well-posed and that it admits multiple stationary solutions that are smooth and stable. The various branches of stationary solutions and their stability are mapped utilizing bifurcation analysis and numerical continuation methods.

Fluid equations with nonlinear wave-particle resonances^

NASA Astrophysics Data System (ADS)

Mattor, Nathan

1997-11-01

We have derived fluid equations that include linear and nonlinear wave-particle resonance effects. This greatly extends previous ``Landau-fluid'' closures, which include linear Landau damping. (G.W. Hammett and F.W. Perkins, Phys. Rev. Lett. 64,) 3019 (1990).^, (Z. Chang and J. D. Callen, Phys. Fluids B 4,) 1167 (1992). The new fluid equations are derived with no approximation regarding nonlinear kinetic interaction, and so additionally include numerous nonlinear kinetic effects. The derivation starts with the electrostatic drift kinetic equation for simplicity, with a Maxwellian distribution function. Fluid closure is accomplished through a simple integration trick applied to the drift kinetic equation, using the property that the nth moment of Maxwellian distribution is related to the nth derivative. The result is a compact closure term appearing in the highest moment equation, a term which involves a plasma dispersion function of the electrostatic field and its derivatives. The new term reduces to the linear closures in appropriate limits, so both approaches retain linear Landau damping. But the nonlinearly closed equations have additional desirable properties. Unlike linear closures, the nonlinear closure retains the time-reversibility of the original kinetic equation. We have shown directly that the nonlinear closure retains at least two nonlinear resonance effects: wave-particle trapping and Compton scattering. Other nonlinear kinetic effects are currently under investigation. The new equations correct two previous discrepancies between kinetic and Landau-fluid predictions, including a propagator discrepancy (N. Mattor, Phys. Fluids B 4,) 3952 (1992). and a numerical discrepancy for the 3-mode shearless bounded slab ITG problem. (S. E. Parker et al.), Phys. Plasmas 1, 1461 (1994). ^* In collaboration with S. E. Parker, Department of Physics, University of Colorado, Boulder. ^ Work performed at LLNL under DoE contract No. W7405-ENG-48.

Dynamical stochastic processes of returns in financial markets

NASA Astrophysics Data System (ADS)

Lim, Gyuchang; Kim, SooYong; Yoon, Seong-Min; Jung, Jae-Won; Kim, Kyungsik

2007-03-01

We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S&P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that the Fokker-Planck equation and the Langevin equation from the estimated Kramers-Moyal coefficients can be estimated directly from the empirical data. By analyzing the statistics of the returns, we present quantitatively the deterministic and random influences on financial time series for both markets, for which we can give a simple physical interpretation. We particularly focus on the diffusion coefficient, which may be important for the creation of a portfolio.

LETTER: Study of combined NBI and ICRF enhancement of the D-3He fusion yield with a Fokker-Planck code

NASA Astrophysics Data System (ADS)

Azoulay, M.; George, M. A.; Burger, A.; Collins, W. E.; Silberman, E.

A two-dimensional bounce averaged Fokker-Planck code is used to study the fusion yield and the wave absorption by residual hydrogen ions in higher harmonic ICRF heating of D (120 keV) and 3He (80 keV) beams in the JT-60U tokamak. Both for the fourth harmonic resonance of 3He (ω = 4ωc3He(0), which is accompanied by the third harmonic resonance of hydrogen (ω = 3ωcH) at the low field side, and for the third harmonic resonance of 3He (ω = 4ωcD(0) = 3ωc3He(0)) = 2ωcH(0)), a few per cent of hydrogen ions are found to absorb a large fraction of the ICRF power and to degrade the fusion output power. In the latter case, D beam acceleration due to the fourth harmonic resonance in the 3He(D) regime can enhance the fusion yield more effectively. A discussion is given of the effect of D beam acceleration due to the fifth harmonic resonance (ω = 5ωcD) at the high field side in the case of ω = 4ωc3He(0) and of the optimization of the fusion yield in the case of lower electron density and higher electron temperature

The Equilibrium State of Colliding Electron Beams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Warnock, R

2003-12-12

We study a nonlinear integral equation that is a necessary condition on the equilibrium phase space distribution function of stored, colliding electron beams. It is analogous to the Haissinski equation, being derived from Vlasov-Fokker-Planck theory, but is quite different in form. The equation is analyzed for the case of the Chao-Ruth model of the beam-beam interaction in one degree of freedom, a so-called strong-strong model with nonlinear beam-beam force. We prove existence of a unique solution, for sufficiently small beam current, by an application of the implicit function theorem. We have not yet proved that this solution is positive, asmore » would be required to establish existence of an equilibrium. There is, however, numerical evidence of a positive solution. We expect that our analysis can be extended to more realistic models.« less

Langevin equation versus kinetic equation: Subdiffusive behavior of charged particles in a stochastic magnetic field

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balescu, R.; Wang, H.; Misguich, J.H.

1994-12-01

The running diffusion coefficient [ital D]([ital t]) is evaluated for a system of charged particles undergoing the effect of a fluctuating magnetic field and of their mutual collisions. The latter coefficient can be expressed either in terms of the mean square displacement (MSD) of a test particle, or in terms of a correlation between a fluctuating distribution function and the magnetic field fluctuation. In the first case a stochastic differential equation of Langevin type for the position of a test particle must be solved; the second problem requires the determination of the distribution function from a kinetic equation. Using suitablemore » simplifications, both problems are amenable to exact analytic solution. The conclusion is that the equivalence of the two approaches is by no means automatically guaranteed. A new type of object, the hybrid kinetic equation'' is constructed: it automatically ensures the equivalence with the Langevin results. The same conclusion holds for the generalized Fokker--Planck equation. The (Bhatnagar--Gross--Krook) (BGK) model for the collisions yields a completely wrong result. A linear approximation to the hybrid kinetic equation yields an inexact behavior, but represents an acceptable approximation in the strongly collisional limit.« less

Infinite product expansion of the Fokker–Planck equation with steady-state solution

PubMed Central

Martin, R. J.; Craster, R. V.; Kearney, M. J.

2015-01-01

We present an analytical technique for solving Fokker–Planck equations that have a steady-state solution by representing the solution as an infinite product rather than, as usual, an infinite sum. This method has many advantages: automatically ensuring positivity of the resulting approximation, and by design exactly matching both the short- and long-term behaviour. The efficacy of the technique is demonstrated via comparisons with computations of typical examples. PMID:26346100

Calculation of Energetic Ion Tail from Ion Cyclotron Resonance Frequency Heating

NASA Astrophysics Data System (ADS)

Wang, Jianguo; Li, Youyi; Li, Jiangang

1994-04-01

The second harmonic frequency of hydrogen ion cyclotron resonance heating experiment on HT-6M tokamak was studied by adding the quasi-linear wave-ion interaction term in the two-dimensional (velocity space), time-dependent, nonlinear and multispecies Fokker-Planck equation. The temporal evolution of ion distribution function and relevant parameters were calculated and compared with experiment data. The calculation shows that the ion temperature increases, high-energy ion tail (above 5 keV) and anisotropy appear when the wave is injected to plasma. The simulations are in reasonable agreement with experiment data.

Error analysis of finite element method for Poisson–Nernst–Planck equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun, Yuzhou; Sun, Pengtao; Zheng, Bin

A priori error estimates of finite element method for time-dependent Poisson-Nernst-Planck equations are studied in this work. We obtain the optimal error estimates in L∞(H1) and L2(H1) norms, and suboptimal error estimates in L∞(L2) norm, with linear element, and optimal error estimates in L∞(L2) norm with quadratic or higher-order element, for both semi- and fully discrete finite element approximations. Numerical experiments are also given to validate the theoretical results.

Solutions of the cylindrical nonlinear Maxwell equations.

PubMed

Xiong, Hao; Si, Liu-Gang; Ding, Chunling; Lü, Xin-You; Yang, Xiaoxue; Wu, Ying

2012-01-01

Cylindrical nonlinear optics is a burgeoning research area which describes cylindrical electromagnetic wave propagation in nonlinear media. Finding new exact solutions for different types of nonlinearity and inhomogeneity to describe cylindrical electromagnetic wave propagation is of great interest and meaningful for theory and application. This paper gives exact solutions for the cylindrical nonlinear Maxwell equations and presents an interesting connection between the exact solutions for different cylindrical nonlinear Maxwell equations. We also provide some examples and discussion to show the application of the results we obtained. Our results provide the basis for solving complex systems of nonlinearity and inhomogeneity with simple systems.

Rogue waves in terms of multi-point statistics and nonequilibrium thermodynamics

NASA Astrophysics Data System (ADS)

Hadjihosseini, Ali; Lind, Pedro; Mori, Nobuhito; Hoffmann, Norbert P.; Peinke, Joachim

2017-04-01

Ocean waves, which lead to rogue waves, are investigated on the background of complex systems. In contrast to deterministic approaches based on the nonlinear Schroedinger equation or focusing effects, we analyze this system in terms of a noisy stochastic system. In particular we present a statistical method that maps the complexity of multi-point data into the statistics of hierarchically ordered height increments for different time scales. We show that the stochastic cascade process with Markov properties is governed by a Fokker-Planck equation. Conditional probabilities as well as the Fokker-Planck equation itself can be estimated directly from the available observational data. This stochastic description enables us to show several new aspects of wave states. Surrogate data sets can in turn be generated allowing to work out different statistical features of the complex sea state in general and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics. As a new outlook the ocean wave states will be considered in terms of nonequilibrium thermodynamics, for which the entropy production of different wave heights will be considered. We show evidence that rogue waves are characterized by negative entropy production. The statistics of the entropy production can be used to distinguish different wave states.

Poisson-Nernst-Planck Equations for Simulating Biomolecular Diffusion-Reaction Processes II: Size Effects on Ionic Distributions and Diffusion-Reaction Rates

PubMed Central

Lu, Benzhuo; Zhou, Y.C.

2011-01-01

The effects of finite particle size on electrostatics, density profiles, and diffusion have been a long existing topic in the study of ionic solution. The previous size-modified Poisson-Boltzmann and Poisson-Nernst-Planck models are revisited in this article. In contrast to many previous works that can only treat particle species with a single uniform size or two sizes, we generalize the Borukhov model to obtain a size-modified Poisson-Nernst-Planck (SMPNP) model that is able to treat nonuniform particle sizes. The numerical tractability of the model is demonstrated as well. The main contributions of this study are as follows. 1), We show that an (arbitrarily) size-modified PB model is indeed implied by the SMPNP equations under certain boundary/interface conditions, and can be reproduced through numerical solutions of the SMPNP. 2), The size effects in the SMPNP effectively reduce the densities of highly concentrated counterions around the biomolecule. 3), The SMPNP is applied to the diffusion-reaction process for the first time, to our knowledge. In the case of low substrate density near the enzyme reactive site, it is observed that the rate coefficients predicted by SMPNP model are considerably larger than those by the PNP model, suggesting both ions and substrates are subject to finite size effects. 4), An accurate finite element method and a convergent Gummel iteration are developed for the numerical solution of the completely coupled nonlinear system of SMPNP equations. PMID:21575582

Progress with the COGENT Edge Kinetic Code: Implementing the Fokker-Plank Collision Operator

DOE PAGES

Dorf, M. A.; Cohen, R. H.; Dorr, M.; ...

2014-06-20

Here, COGENT is a continuum gyrokinetic code for edge plasma simulations being developed by the Edge Simulation Laboratory collaboration. The code is distinguished by application of a fourth-order finite-volume (conservative) discretization, and mapped multiblock grid technology to handle the geometric complexity of the tokamak edge. The distribution function F is discretized in v∥ – μ (parallel velocity – magnetic moment) velocity coordinates, and the code presently solves an axisymmetric full-f gyro-kinetic equation coupled to the long-wavelength limit of the gyro-Poisson equation. COGENT capabilities are extended by implementing the fully nonlinear Fokker-Plank operator to model Coulomb collisions in magnetized edge plasmas.more » The corresponding Rosenbluth potentials are computed by making use of a finite-difference scheme and multipole-expansion boundary conditions. Details of the numerical algorithms and results of the initial verification studies are discussed. (© 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)« less

Robust iterative method for nonlinear Helmholtz equation

NASA Astrophysics Data System (ADS)

Yuan, Lijun; Lu, Ya Yan

2017-08-01

A new iterative method is developed for solving the two-dimensional nonlinear Helmholtz equation which governs polarized light in media with the optical Kerr nonlinearity. In the strongly nonlinear regime, the nonlinear Helmholtz equation could have multiple solutions related to phenomena such as optical bistability and symmetry breaking. The new method exhibits a much more robust convergence behavior than existing iterative methods, such as frozen-nonlinearity iteration, Newton's method and damped Newton's method, and it can be used to find solutions when good initial guesses are unavailable. Numerical results are presented for the scattering of light by a nonlinear circular cylinder based on the exact nonlocal boundary condition and a pseudospectral method in the polar coordinate system.

Firing-rate response of linear and nonlinear integrate-and-fire neurons to modulated current-based and conductance-based synaptic drive.

PubMed

Richardson, Magnus J E

2007-08-01

Integrate-and-fire models are mainstays of the study of single-neuron response properties and emergent states of recurrent networks of spiking neurons. They also provide an analytical base for perturbative approaches that treat important biological details, such as synaptic filtering, synaptic conductance increase, and voltage-activated currents. Steady-state firing rates of both linear and nonlinear integrate-and-fire models, receiving fluctuating synaptic drive, can be calculated from the time-independent Fokker-Planck equation. The dynamic firing-rate response is less easy to extract, even at the first-order level of a weak modulation of the model parameters, but is an important determinant of neuronal response and network stability. For the linear integrate-and-fire model the response to modulations of current-based synaptic drive can be written in terms of hypergeometric functions. For the nonlinear exponential and quadratic models no such analytical forms for the response are available. Here it is demonstrated that a rather simple numerical method can be used to obtain the steady-state and dynamic response for both linear and nonlinear models to parameter modulation in the presence of current-based or conductance-based synaptic fluctuations. To complement the full numerical solution, generalized analytical forms for the high-frequency response are provided. A special case is also identified--time-constant modulation--for which the response to an arbitrarily strong modulation can be calculated exactly.

Microscopic Interpretation and Generalization of the Bloch-Torrey Equation for Diffusion Magnetic Resonance

PubMed Central

Seroussi, Inbar; Grebenkov, Denis S.; Pasternak, Ofer; Sochen, Nir

2017-01-01

In order to bridge microscopic molecular motion with macroscopic diffusion MR signal in complex structures, we propose a general stochastic model for molecular motion in a magnetic field. The Fokker-Planck equation of this model governs the probability density function describing the diffusion-magnetization propagator. From the propagator we derive a generalized version of the Bloch-Torrey equation and the relation to the random phase approach. This derivation does not require assumptions such as a spatially constant diffusion coefficient, or ad-hoc selection of a propagator. In particular, the boundary conditions that implicitly incorporate the microstructure into the diffusion MR signal can now be included explicitly through a spatially varying diffusion coefficient. While our generalization is reduced to the conventional Bloch-Torrey equation for piecewise constant diffusion coefficients, it also predicts scenarios in which an additional term to the equation is required to fully describe the MR signal. PMID:28242566

Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons

PubMed Central

2012-01-01

We derive the mean-field equations arising as the limit of a network of interacting spiking neurons, as the number of neurons goes to infinity. The neurons belong to a fixed number of populations and are represented either by the Hodgkin-Huxley model or by one of its simplified version, the FitzHugh-Nagumo model. The synapses between neurons are either electrical or chemical. The network is assumed to be fully connected. The maximum conductances vary randomly. Under the condition that all neurons’ initial conditions are drawn independently from the same law that depends only on the population they belong to, we prove that a propagation of chaos phenomenon takes place, namely that in the mean-field limit, any finite number of neurons become independent and, within each population, have the same probability distribution. This probability distribution is a solution of a set of implicit equations, either nonlinear stochastic differential equations resembling the McKean-Vlasov equations or non-local partial differential equations resembling the McKean-Vlasov-Fokker-Planck equations. We prove the well-posedness of the McKean-Vlasov equations, i.e. the existence and uniqueness of a solution. We also show the results of some numerical experiments that indicate that the mean-field equations are a good representation of the mean activity of a finite size network, even for modest sizes. These experiments also indicate that the McKean-Vlasov-Fokker-Planck equations may be a good way to understand the mean-field dynamics through, e.g. a bifurcation analysis. Mathematics Subject Classification (2000): 60F99, 60B10, 92B20, 82C32, 82C80, 35Q80. PMID:22657695

Convergence of Galerkin approximations for operator Riccati equations: A nonlinear evolution equation approach

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space. The Riccati equation was treated as a nonlinear evolution equation with dynamics described by a nonlinear monotone perturbation of a strongly coercive linear operator. A generic approximation result was proven for quasi-autonomous nonlinear evolution system involving accretive operators which was then used to demonstrate the Hilbert-Schmidt norm convergence of Galerkin approximations to the solution of the Riccati equation. The application of the results was illustrated in the context of a linear quadratic optimal control problem for a one dimensional heat equation.

A new continuum model for suspensions of gyrotactic micro-organisms

NASA Technical Reports Server (NTRS)

Pedley, T. J.; Kessler, J. O.

1990-01-01

A new continuum model is formulated for dilute suspensions of swimming micro-organisms with asymmetric mass distributions. Account is taken of randomness in a cell's swimming direction, p, by postulating that the probability density function for p satisfies a Fokker-Planck equation analogous to that obtained for colloid suspensions in the presence of rotational Brownian motion. The deterministic torques on a cell, viscous and gravitational, are balanced by diffusion, represented by an isotropic rotary diffusivity Dr, which is unknown a priori, but presumably reflects stochastic influences on the cell's internal workings. When the Fokker-Planck equation is solved, macroscopic quantities such as the average cell velocity Vc, the particle diffusivity tensor D and the effective stress tensor sigma can be computed; Vc and D are required in the cell conservation equation, and sigma in the momentum equation. The Fokker-Planck equation contains two dimensionless parameters, lambda and epsilon; lambda is the ratio of the rotary diffusion time Dr-1 to the torque relaxation time B (balancing gravitational and viscous torques), while epsilon is a scale for the local vorticity or strain rate made dimensionless with B. In this paper we solve the Fokker-Planck equation exactly for epsilon = 0 (lambda arbitrary) and also obtain the first-order solution for small epsilon. Using experimental data on Vc and D obtained with the swimming alga, Chlamydomonas nivalis, in the absence of bulk flow, the epsilon = 0 results can be used to estimate the value of lambda for that species (lambda approximately 2.2; Dr approximately 0.13 s-1). The continuum model for small epsilon is then used to reanalyse the instability of a uniform suspension, previously investigated by Pedley, Hill & Kessler (1988). The only qualitatively different result is that there no longer seem to be circumstances in which disturbances with a non-zero vertical wavenumber are more unstable than purely horizontal

Super-rogue waves in simulations based on weakly nonlinear and fully nonlinear hydrodynamic equations.

PubMed

Slunyaev, A; Pelinovsky, E; Sergeeva, A; Chabchoub, A; Hoffmann, N; Onorato, M; Akhmediev, N

2013-07-01

The rogue wave solutions (rational multibreathers) of the nonlinear Schrödinger equation (NLS) are tested in numerical simulations of weakly nonlinear and fully nonlinear hydrodynamic equations. Only the lowest order solutions from 1 to 5 are considered. A higher accuracy of wave propagation in space is reached using the modified NLS equation, also known as the Dysthe equation. This numerical modeling allowed us to directly compare simulations with recent results of laboratory measurements in Chabchoub et al. [Phys. Rev. E 86, 056601 (2012)]. In order to achieve even higher physical accuracy, we employed fully nonlinear simulations of potential Euler equations. These simulations provided us with basic characteristics of long time evolution of rational solutions of the NLS equation in the case of near-breaking conditions. The analytic NLS solutions are found to describe the actual wave dynamics of steep waves reasonably well.

A stochastic diffusion process for Lochner's generalized Dirichlet distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-10-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner’s generalized Dirichlet distribution as its asymptotic solution. Individual samples of a discrete ensemble, obtained from the system of stochastic differential equations, equivalent to the Fokker-Planck equation developed here, satisfy a unit-sum constraint at all times and ensure a bounded sample space, similarly to the process developed in for the Dirichlet distribution. Consequently, the generalized Dirichlet diffusion process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle.more » Compared to the Dirichlet distribution and process, the additional parameters of the generalized Dirichlet distribution allow a more general class of physical processes to be modeled with a more general covariance matrix.« less

Theory and modeling of atmospheric turbulence, part 1

NASA Technical Reports Server (NTRS)

1984-01-01

The cascade transfer which is the only function to describe the mode coupling as the result of the nonlinear hydrodynamic state of turbulence is discussed. A kinetic theory combined with a scaling procedure was developed. The transfer function governs the non-linear mode coupling in strong turbulence. The master equation is consistent with the hydrodynamical system that describes the microdynamic state of turbulence and has the advantages to be homogeneous and have fewer nonlinear terms. The modes are scaled into groups to decipher the governing transport processes and statistical characteristics. An equation of vorticity transport describes the microdynamic state of two dimensional, isotropic and homogeneous, geostrophic turbulence. The equation of evolution of the macrovorticity is derived from group scaling in the form of the Fokker-Planck equation with memory. The microdynamic state of turbulence is transformed into the Liouville equation to derive the kinetic equation of the singlet distribution in turbulence. The collision integral contains a memory, which is analyzed with pair collision and the multiple collision. Two other kinetic equations are developed in parallel for the propagator and the transition probability for the interaction among the groups.

Inflight characterization and correction of Planck/HFI analog to digital converter nonlinearity

NASA Astrophysics Data System (ADS)

Sauvé, A.; Couchot, F.; Patanchon, G.; Montier, L.

2016-07-01

The Planck Satellite launched in 2009 was targeted to observe the anisotropies of the Cosmic Microwave Back-ground (CMB) to an unprecedented sensitivity. While the Analog to Digital Converter of the HFI (High Frequency Instrument) readout electronics had not been properly characterized on ground, it has been shown to add a systematic nonlinearity effect up to 2% of the cosmological signal. This was a limiting factor for CMB science at large angular scale. We will present the in-flight analysis and method used to characterize and correct this effect down to 0.05% level. We also discuss how to avoid this kind of complex issue for future missions.

Modeling for cardiac excitation propagation based on the Nernst-Planck equation and homogenization.

PubMed

Okada, Jun-ichi; Sugiura, Seiryo; Hisada, Toshiaki

2013-06-01

The bidomain model is a commonly used mathematical model of the electrical properties of the cardiac muscle that takes into account the anisotropy of both the intracellular and extracellular spaces. However, the equations contain self-contradiction such that the update of ion concentrations does not consider intracellular or extracellular ion movements due to the gradient of electric potential and the membrane charge as capacitive currents in spite of the fact that those currents are taken into account in forming Kirchhoff's first law. To overcome this problem, we start with the Nernst-Planck equation, the ionic conservation law, and the electroneutrality condition at the cellular level, and by introducing a homogenization method and assuming uniformity of variables at the microscopic scale, we derive rational bidomain equations at the macroscopic level.

Poisson-Boltzmann-Nernst-Planck model

NASA Astrophysics Data System (ADS)

Zheng, Qiong; Wei, Guo-Wei

2011-05-01

The Poisson-Nernst-Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst-Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst-Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst-Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson-Boltzmann and Nernst-Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external

Numerical Solution of 3D Poisson-Nernst-Planck Equations Coupled with Classical Density Functional Theory for Modeling Ion and Electron Transport in a Confined Environment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meng, Da; Zheng, Bin; Lin, Guang

2014-08-29

We have developed efficient numerical algorithms for the solution of 3D steady-state Poisson-Nernst-Planck equations (PNP) with excess chemical potentials described by the classical density functional theory (cDFT). The coupled PNP equations are discretized by finite difference scheme and solved iteratively by Gummel method with relaxation. The Nernst-Planck equations are transformed into Laplace equations through the Slotboom transformation. Algebraic multigrid method is then applied to efficiently solve the Poisson equation and the transformed Nernst-Planck equations. A novel strategy for calculating excess chemical potentials through fast Fourier transforms is proposed which reduces computational complexity from O(N2) to O(NlogN) where N is themore » number of grid points. Integrals involving Dirac delta function are evaluated directly by coordinate transformation which yields more accurate result compared to applying numerical quadrature to an approximated delta function. Numerical results for ion and electron transport in solid electrolyte for Li ion batteries are shown to be in good agreement with the experimental data and the results from previous studies.« less

Algorithms For Integrating Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

Freed, A. D.; Walker, K. P.

1994-01-01

Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

The ultimate limits of the relativistic rocket equation. The Planck photon rocket

NASA Astrophysics Data System (ADS)

Haug, Espen Gaarder

2017-07-01

In this paper we look at the ultimate limits of a photon propulsion rocket. The maximum velocity for a photon propulsion rocket is just below the speed of light and is a function of the reduced Compton wavelength of the heaviest subatomic particles in the rocket. We are basically combining the relativistic rocket equation with Haug's new insight on the maximum velocity for anything with rest mass. An interesting new finding is that in order to accelerate any subatomic "fundamental" particle to its maximum velocity, the particle rocket basically needs two Planck masses of initial load. This might sound illogical until one understands that subatomic particles with different masses have different maximum velocities. This can be generalized to large rockets and gives us the maximum theoretical velocity of a fully-efficient and ideal rocket. Further, no additional fuel is needed to accelerate a Planck mass particle to its maximum velocity; this also might sound absurd, but it has a very simple and logical solution that is explained in this paper.

Exact traveling wave solutions for system of nonlinear evolution equations.

PubMed

Khan, Kamruzzaman; Akbar, M Ali; Arnous, Ahmed H

2016-01-01

In this work, recently deduced generalized Kudryashov method is applied to the variant Boussinesq equations, and the (2 + 1)-dimensional breaking soliton equations. As a result a range of qualitative explicit exact traveling wave solutions are deduced for these equations, which motivates us to develop, in the near future, a new approach to obtain unsteady solutions of autonomous nonlinear evolution equations those arise in mathematical physics and engineering fields. It is uncomplicated to extend this method to higher-order nonlinear evolution equations in mathematical physics. And it should be possible to apply the same method to nonlinear evolution equations having more general forms of nonlinearities by utilizing the traveling wave hypothesis.

Response statistics of rotating shaft with non-linear elastic restoring forces by path integration

NASA Astrophysics Data System (ADS)

Gaidai, Oleg; Naess, Arvid; Dimentberg, Michael

2017-07-01

Extreme statistics of random vibrations is studied for a Jeffcott rotor under uniaxial white noise excitation. Restoring force is modelled as elastic non-linear; comparison is done with linearized restoring force to see the force non-linearity effect on the response statistics. While for the linear model analytical solutions and stability conditions are available, it is not generally the case for non-linear system except for some special cases. The statistics of non-linear case is studied by applying path integration (PI) method, which is based on the Markov property of the coupled dynamic system. The Jeffcott rotor response statistics can be obtained by solving the Fokker-Planck (FP) equation of the 4D dynamic system. An efficient implementation of PI algorithm is applied, namely fast Fourier transform (FFT) is used to simulate dynamic system additive noise. The latter allows significantly reduce computational time, compared to the classical PI. Excitation is modelled as Gaussian white noise, however any kind distributed white noise can be implemented with the same PI technique. Also multidirectional Markov noise can be modelled with PI in the same way as unidirectional. PI is accelerated by using Monte Carlo (MC) estimated joint probability density function (PDF) as initial input. Symmetry of dynamic system was utilized to afford higher mesh resolution. Both internal (rotating) and external damping are included in mechanical model of the rotor. The main advantage of using PI rather than MC is that PI offers high accuracy in the probability distribution tail. The latter is of critical importance for e.g. extreme value statistics, system reliability, and first passage probability.

FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations

NASA Astrophysics Data System (ADS)

Ibragimov, N. H.; Torrisi, M.; Tracinà, R.

2010-11-01

In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.

Multiply scaled constrained nonlinear equation solvers. [for nonlinear heat conduction problems

NASA Technical Reports Server (NTRS)

Padovan, Joe; Krishna, Lala

1986-01-01

To improve the numerical stability of nonlinear equation solvers, a partitioned multiply scaled constraint scheme is developed. This scheme enables hierarchical levels of control for nonlinear equation solvers. To complement the procedure, partitioned convergence checks are established along with self-adaptive partitioning schemes. Overall, such procedures greatly enhance the numerical stability of the original solvers. To demonstrate and motivate the development of the scheme, the problem of nonlinear heat conduction is considered. In this context the main emphasis is given to successive substitution-type schemes. To verify the improved numerical characteristics associated with partitioned multiply scaled solvers, results are presented for several benchmark examples.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kerr, W.C.; Graham, A.J.; Department of Physics and Astronomy, Appalachian State University, Boone, North Carolina 28608

We obtain the nucleation rate of critical droplets for an elastic string moving in a {phi}{sup 6} local potential and subject to noise and damping forces. The critical droplet is a bound soliton-antisoliton pair that carries a section of the string out of the metastable central minimum into one of the stable side minima. The frequencies of small oscillations about the critical droplet are obtained from a Heun equation. We solve the Fokker-Planck equation for the phase-space probability density by projecting it onto the eigenfunction basis obtained from the Heun equation. We employ Farkas' 'flux-overpopulation' method to obtain boundary conditionsmore » for solving the Fokker-Planck equation; these restrict the validity of our solution to the moderate to heavy damping regime. We present results for the rate as a function of temperature, well depth, and damping.« less

Construction and accuracy of partial differential equation approximations to the chemical master equation.

PubMed

Grima, Ramon

2011-11-01

The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.

A parallel algorithm for nonlinear convection-diffusion equations

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.

1990-01-01

A parallel algorithm for the efficient solution of nonlinear time-dependent convection-diffusion equations with small parameter on the diffusion term is presented. The method is based on a physically motivated domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. The method is suitable for the solution of problems arising in the simulation of fluid dynamics. Experimental results for a nonlinear equation in two-dimensions are presented.

Spurious Solutions Of Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

Yee, H. C.; Sweby, P. K.; Griffiths, D. F.

1992-01-01

Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.

Capillary waves in the subcritical nonlinear Schroedinger equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kozyreff, G.

2010-01-15

We expand recent results on the nonlinear Schroedinger equation with cubic-quintic nonlinearity to show that some solutions are described by the Bernoulli equation in the presence of surface tension. As a consequence, capillary waves are predicted and found numerically at the interface between regions of large and low amplitude.

Poisson-Boltzmann-Nernst-Planck model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zheng Qiong; Wei Guowei; Department of Electrical and Computer Engineering, Michigan State University, East Lansing, Michigan 48824

2011-05-21

The Poisson-Nernst-Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species inmore » the system, since each ion species corresponds to one Nernst-Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst-Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst-Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson-Boltzmann and Nernst-Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and

Poisson–Boltzmann–Nernst–Planck model

PubMed Central

Zheng, Qiong; Wei, Guo-Wei

2011-01-01

The Poisson–Nernst–Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst–Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst–Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst–Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson–Boltzmann and Nernst–Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations

Poisson-Boltzmann-Nernst-Planck model.

PubMed

Zheng, Qiong; Wei, Guo-Wei

2011-05-21

The Poisson-Nernst-Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst-Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst-Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst-Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson-Boltzmann and Nernst-Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external

Solving Boltzmann and Fokker-Planck Equations Using Sparse Representation

DTIC Science & Technology

2011-05-31

material science. We have com- puted the electronic structure of 2D quantum dot system, and compared the efficiency with the benchmark software OCTOPUS . For...one self-consistent iteration step with 512 electrons, OCTOPUS costs 1091 sec, and selected inversion costs 9.76 sec. The algorithm exhibits

Nonlinear equations of dynamics for spinning paraboloidal antennas

NASA Technical Reports Server (NTRS)

Utku, S.; Shoemaker, W. L.; Salama, M.

1983-01-01

The nonlinear strain-displacement and velocity-displacement relations of spinning imperfect rotational paraboloidal thin shell antennas are derived for nonaxisymmetrical deformations. Using these relations with the admissible trial functions in the principle functional of dynamics, the nonlinear equations of stress inducing motion are expressed in the form of a set of quasi-linear ordinary differential equations of the undetermined functions by means of the Rayleigh-Ritz procedure. These equations include all nonlinear terms up to and including the third degree. Explicit expressions are given for the coefficient matrices appearing in these equations. Both translational and rotational off-sets of the axis of revolution (and also the apex point of the paraboloid) with respect to the spin axis are considered. Although the material of the antenna is assumed linearly elastic, it can be anisotropic.

Channeling experiments at planar diamond and silicon single crystals with electrons from the Mainz Microtron MAMI

NASA Astrophysics Data System (ADS)

Backe, H.; Lauth, W.; Tran Thi, T. N.

2018-04-01

Line structures were observed for (110) planar channeling of electrons in a diamond single crystal even at a beam energy of 180 MeV . This observation motivated us to initiate dechanneling length measurements as function of the beam energy since the occupation of quantum states in the channeling potential is expected to enhance the dechanneling length. High energy loss signals, generated as a result of emission of a bremsstrahlung photon with about half the beam energy at channeling of 450 and 855 MeV electrons, were measured as function of the crystal thickness. The analysis required additional assumptions which were extracted from the numerical solution of the Fokker-Planck equation. Preliminary results for diamond are presented. In addition, we reanalyzed dechanneling length measurements at silicon single crystals performed previously at the Mainz Microtron MAMI at beam energies between 195 and 855 MeV from which we conclude that the quality of our experimental data set is not sufficient to derive definite conclusions on the dechanneling length. Our experimental results are below the predictions of the Fokker-Planck equation and somewhat above the results of simulation calculations of A. V. Korol and A. V. Solov'yov et al. on the basis of the MBN Explorer simulation package. We somehow conservatively conclude that the prediction of the asymptotic dechanneling length on the basis of the Fokker-Planck equation represents an upper limit.

Nonlinear and dissipative constitutive equations for coupled first-order acoustic field equations that are consistent with the generalized Westervelt equation

NASA Astrophysics Data System (ADS)

Verweij, Martin D.; Huijssen, Jacob

2006-05-01

In diagnostic medical ultrasound, it has become increasingly important to evaluate the nonlinear field of an acoustic beam that propagates in a weakly nonlinear, dissipative medium and that is steered off-axis up to very wide angles. In this case, computations cannot be based on the widely used KZK equation since it applies only to small angles. To benefit from successful computational schemes from elastodynamics and electromagnetics, we propose to use two first-order acoustic field equations, accompanied by two constitutive equations, as an alternative basis. This formulation quite naturally results in the contrast source formalism, makes a clear distinction between fundamental conservation laws and medium behavior, and allows for a straightforward inclusion of any medium inhomogenities. This paper is concerned with the derivation of relevant constitutive equations. We take a pragmatic approach and aim to find those constitutive equations that represent the same medium as implicitly described by the recognized, full wave, nonlinear equations such as the generalized Westervelt equation. We will show how this is achieved by considering the nonlinear case without attenuation, the linear case with attenuation, and the nonlinear case with attenuation. As a result we will obtain surprisingly simple constitutive equations for the full wave case.

Numerical solution of the quantum Lenard-Balescu equation for a non-degenerate one-component plasma

DOE PAGES

Scullard, Christian R.; Belt, Andrew P.; Fennell, Susan C.; ...

2016-09-01

We present a numerical solution of the quantum Lenard-Balescu equation using a spectral method, namely an expansion in Laguerre polynomials. This method exactly conserves both particles and kinetic energy and facilitates the integration over the dielectric function. To demonstrate the method, we solve the equilibration problem for a spatially homogeneous one-component plasma with various initial conditions. Unlike the more usual Landau/Fokker-Planck system, this method requires no input Coulomb logarithm; the logarithmic terms in the collision integral arise naturally from the equation along with the non-logarithmic order-unity terms. The spectral method can also be used to solve the Landau equation andmore » a quantum version of the Landau equation in which the integration over the wavenumber requires only a lower cutoff. We solve these problems as well and compare them with the full Lenard-Balescu solution in the weak-coupling limit. Finally, we discuss the possible generalization of this method to include spatial inhomogeneity and velocity anisotropy.« less

Planck constant as spectral parameter in integrable systems and KZB equations

NASA Astrophysics Data System (ADS)

Levin, A.; Olshanetsky, M.; Zotov, A.

2014-10-01

We construct special rational gl N Knizhnik-Zamolodchikov-Bernard (KZB) equations with Ñ punctures by deformation of the corresponding quantum gl N rational R-matrix. They have two parameters. The limit of the first one brings the model to the ordinary rational KZ equation. Another one is τ. At the level of classical mechanics the deformation parameter τ allows to extend the previously obtained modified Gaudin models to the modified Schlesinger systems. Next, we notice that the identities underlying generic (elliptic) KZB equations follow from some additional relations for the properly normalized R-matrices. The relations are noncommutative analogues of identities for (scalar) elliptic functions. The simplest one is the unitarity condition. The quadratic (in R matrices) relations are generated by noncommutative Fay identities. In particular, one can derive the quantum Yang-Baxter equations from the Fay identities. The cubic relations provide identities for the KZB equations as well as quadratic relations for the classical r-matrices which can be treated as halves of the classical Yang-Baxter equation. At last we discuss the R-matrix valued linear problems which provide gl Ñ CM models and Painlevé equations via the above mentioned identities. The role of the spectral parameter plays the Planck constant of the quantum R-matrix. When the quantum gl N R-matrix is scalar ( N = 1) the linear problem reproduces the Krichever's ansatz for the Lax matrices with spectral parameter for the gl Ñ CM models. The linear problems for the quantum CM models generalize the KZ equations in the same way as the Lax pairs with spectral parameter generalize those without it.

Decoupling of the nernst-planck and poisson equations. Application to a membrane system at overlimiting currents.

PubMed

Urtenov, Mahamet A-Kh; Kirillova, Evgeniya V; Seidova, Natalia M; Nikonenko, Victor V

2007-12-27

This paper deals with one-dimensional stationary Nernst-Planck and Poisson (NPP) equations describing ion electrodiffusion in multicomponent solution/electrode or ion-conductive membrane systems. A general method for resolving ordinary and singularly perturbed problems with these equations is developed. This method is based on the decoupling of NPP equations that results in deduction of an equation containing only the terms with different powers of the electrical field and its derivatives. Then, the solution of this equation, analytical in several cases or numerical, is substituted into the Nernst-Planck equations for calculating the concentration profile for each ion present in the system. Different ionic species are grouped in valency classes that allows one to reduce the dimension of the original set of equations and leads to a relatively easy treatment of multi-ion systems. When applying the method developed, the main attention is paid to ion transfer at limiting and overlimiting currents, where a significant deviation from local electroneutrality occurs. The boundary conditions and different approximations are examined: the local electroneutrality (LEN) assumption and the original assumption of quasi-uniform distribution of the space charge density (QCD). The relations between the ion fluxes at limiting and overlimiting currents are discussed. In particular, attention is paid to the "exaltation" of counterion transfer toward an ion-exchange membrane by co-ion flux leaking through the membrane or generated at the membrane/solution interface. The structure of the multi-ion concentration field in a depleted diffusion boundary layer (DBL) near an ion-exchange membrane at overlimiting currents is analyzed. The presence of salt ions and hydrogen and hydroxyl ions generated in the course of the water "splitting" reaction is considered. The thickness of the DBL and its different zones, as functions of applied current density, are found by fitting experimental current

Proposed solution methodology for the dynamically coupled nonlinear geared rotor mechanics equations

NASA Technical Reports Server (NTRS)

Mitchell, L. D.; David, J. W.

1983-01-01

The equations which describe the three-dimensional motion of an unbalanced rigid disk in a shaft system are nonlinear and contain dynamic-coupling terms. Traditionally, investigators have used an order analysis to justify ignoring the nonlinear terms in the equations of motion, producing a set of linear equations. This paper will show that, when gears are included in such a rotor system, the nonlinear dynamic-coupling terms are potentially as large as the linear terms. Because of this, one must attempt to solve the nonlinear rotor mechanics equations. A solution methodology is investigated to obtain approximate steady-state solutions to these equations. As an example of the use of the technique, a simpler set of equations is solved and the results compared to numerical simulations. These equations represent the forced, steady-state response of a spring-supported pendulum. These equations were chosen because they contain the type of nonlinear terms found in the dynamically-coupled nonlinear rotor equations. The numerical simulations indicate this method is reasonably accurate even when the nonlinearities are large.

Superposition of elliptic functions as solutions for a large number of nonlinear equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Khare, Avinash; Saxena, Avadh

2014-03-15

For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ{sup 4}, the discrete MKdV as well asmore » for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn{sup 2}(x, m), it also admits solutions in terms of dn {sup 2}(x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.« less

On the performance of the moment approximation for the numerical computation of fiber stress in turbulent channel flow

NASA Astrophysics Data System (ADS)

Gillissen, J. J. J.; Boersma, B. J.; Mortensen, P. H.; Andersson, H. I.

2007-03-01

Fiber-induced drag reduction can be studied in great detail by means of direct numerical simulation [J. S. Paschkewitz et al., J. Fluid Mech. 518, 281 (2004)]. To account for the effect of the fibers, the Navier-Stokes equations are supplemented by the fiber stress tensor, which depends on the distribution function of fiber orientation angles. We have computed this function in turbulent channel flow, by solving the Fokker-Planck equation numerically. The results are used to validate an approximate method for calculating fiber stress, in which the second moment of the orientation distribution is solved. Since the moment evolution equations contain higher-order moments, a closure relation is required to obtain as many equations as unknowns. We investigate the performance of the eigenvalue-based optimal fitted closure scheme [J. S. Cintra and C. L. Tucker, J. Rheol. 39, 1095 (1995)]. The closure-predicted stress and flow statistics in two-way coupled simulations are within 10% of the "exact" Fokker-Planck solution.

Effect of Ponderomotive Terms on Heat Flux in Laser-Produced Plasmas

NASA Astrophysics Data System (ADS)

Li, G.

2005-10-01

A laser electromagnetic field introduces ponderomotive termsootnotetextV. N. Goncharov and G. Li, Phys. Plasmas 11, 5680 (2004). in the heat flux in a plasma. To account for the nonlocal effects in the ponderomotive terms, first, the kinetic equation coupled with the Maxwell equations is numerically solved for the isotropic part of the electron distribution function. Such an equation includes self-consistent electromagnetic fields and laser absorption through the inverse bremsstrahlung. Then, the anisotropic part is found by solving a simplified Fokker--Planck equation. Using the distribution function, the electric current and heat flux are obtained and substituted into the hydrocode LILAC to simulate ICF implosions. The simulation results are compared against the existing nonlocal electron conduction modelsootnotetextG. P. Schurtz, P. D. Nicola"i, and M. Busquet, Phys. Plasmas 9, 4238 (2000). and Fokker--Planck simulations. This work was supported by the U.S. Department of Energy Office of Inertial Confinement Fusion under Cooperative Agreement No. DE-FC52-92SF19460.

Steady-State Electrodiffusion from the Nernst-Planck Equation Coupled to Local Equilibrium Monte Carlo Simulations.

PubMed

Boda, Dezső; Gillespie, Dirk

2012-03-13

We propose a procedure to compute the steady-state transport of charged particles based on the Nernst-Planck (NP) equation of electrodiffusion. To close the NP equation and to establish a relation between the concentration and electrochemical potential profiles, we introduce the Local Equilibrium Monte Carlo (LEMC) method. In this method, Grand Canonical Monte Carlo simulations are performed using the electrochemical potential specified for the distinct volume elements. An iteration procedure that self-consistently solves the NP and flux continuity equations with LEMC is shown to converge quickly. This NP+LEMC technique can be used in systems with diffusion of charged or uncharged particles in complex three-dimensional geometries, including systems with low concentrations and small applied voltages that are difficult for other particle simulation techniques.

Numerical Simulations of Self-Focused Pulses Using the Nonlinear Maxwell Equations

NASA Technical Reports Server (NTRS)

Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)

1994-01-01

This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that are currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Kerr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations. Abstract of a proposed paper for presentation at the meeting NONLINEAR OPTICS: Materials, Fundamentals, and Applications, Hyatt Regency Waikaloa, Waikaloa, Hawaii, July 24-29, 1994, Cosponsored by IEEE/Lasers and Electro-Optics Society and Optical Society of America

[Orientation hypercolumns of the visual cortex: ring model].

PubMed

Smirnova, E Iu; Chizhov, A V

2011-01-01

A hypercolumn of the visual cortex is a functional unit formed of the neighbouring columns whose neurons respond to a stimulus of particular orientation. The function of the hypercolumn is to amplify the orientation tuning of visually evoked responses. According to the conventional simple model of a hypercolumn, neuronal populations with different orientation preferences are distributed on a ring. Every population is described by the frequency (FR) model. To determine the limitations of the FR-ring model, it was compared with a more detailed ring model, which takes into account the distribution of neurons of each population according to their voltage values. In the case of the leaky integrate-and-fire neurons, every neural population is described by the Fokker-Planck (FP) equation. The mapping of parameters was obtained. The simulations revealed differences in the behaviour of the two models. Contrary to the FR model, the model based on the Fokker-Planck equation reacts faster to a change in stimulus orientation. The Fokker-Planck ring model gives a steady-state solution in the form of waves of activity travelling on the ring, whereas the FR ring model presents amplitude instability for the same parameter set. The FR ring model reproduces the characteristic effects of the ring model: the virtual rotation and the symmetry breaking.

A complete analytical solution of the Fokker-Planck and balance equations for nucleation and growth of crystals

NASA Astrophysics Data System (ADS)

Makoveeva, Eugenya V.; Alexandrov, Dmitri V.

2018-01-01

This article is concerned with a new analytical description of nucleation and growth of crystals in a metastable mushy layer (supercooled liquid or supersaturated solution) at the intermediate stage of phase transition. The model under consideration consisting of the non-stationary integro-differential system of governing equations for the distribution function and metastability level is analytically solved by means of the saddle-point technique for the Laplace-type integral in the case of arbitrary nucleation kinetics and time-dependent heat or mass sources in the balance equation. We demonstrate that the time-dependent distribution function approaches the stationary profile in course of time. This article is part of the theme issue `From atomistic interfaces to dendritic patterns'.

Asymptotic analysis of noisy fitness maximization, applied to metabolism & growth

NASA Astrophysics Data System (ADS)

De Martino, Daniele; Masoero, Davide

2016-12-01

We consider a population dynamics model coupling cell growth to a diffusion in the space of metabolic phenotypes as it can be obtained from realistic constraints-based modeling. In the asymptotic regime of slow diffusion, that coincides with the relevant experimental range, the resulting non-linear Fokker-Planck equation is solved for the steady state in the WKB approximation that maps it into the ground state of a quantum particle in an Airy potential plus a centrifugal term. We retrieve scaling laws for growth rate fluctuations and time response with respect to the distance from the maximum growth rate suggesting that suboptimal populations can have a faster response to perturbations.

Entropy and convexity for nonlinear partial differential equations

PubMed Central

Ball, John M.; Chen, Gui-Qiang G.

2013-01-01

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768

Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.

An adaptive, conservative 0D-2V multispecies Rosenbluth–Fokker–Planck solver for arbitrarily disparate mass and temperature regimes

DOE PAGES

Taitano, William; Chacon, Luis; Simakov, Andrei Nikolaevich

2016-04-25

In this paper, we propose an adaptive velocity-space discretization scheme for the multi-species, multidimensional Rosenbluth–Fokker–Planck (RFP) equation, which is exactly mass-, momentum-, and energy-conserving. Unlike most earlier studies, our approach normalizes the velocity-space coordinate to the temporally varying individual plasma species' local thermal velocity, v th (t), and explicitly considers the resulting inertial terms in the Fokker–Planck equation. Our conservation strategy employs nonlinear constraints to enforce discretely the conservation properties of these inertial terms and the Fokker–Planck collision operator. To deal with situations of extreme thermal velocity disparities among different species, we employ an asymptotic v th -ratio-based expansion ofmore » the Rosenbluth potentials that only requires the computation of several velocity-space integrals. Numerical examples demonstrate the favorable efficiency and accuracy properties of the scheme. Specifically, we show that the combined use of the velocity-grid adaptivity and asymptotic expansions delivers many orders-of-magnitude savings in mesh resolution requirements compared to a single, static uniform mesh.« less

Lipschitz regularity results for nonlinear strictly elliptic equations and applications

NASA Astrophysics Data System (ADS)

Ley, Olivier; Nguyen, Vinh Duc

2017-10-01

Most of Lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic growth power in gradient, one usually uses weak Bernstein-type arguments which require regularity and/or convex-type assumptions on the gradient nonlinearity. In this article, we obtain new Lipschitz regularity results for a large class of nonlinear strictly elliptic equations with possibly arbitrary growth power of the Hamiltonian with respect to the gradient variable using some ideas coming from Ishii-Lions' method. We use these bounds to solve an ergodic problem and to study the regularity and the large time behavior of the solution of the evolution equation.

Solitary wave for a nonintegrable discrete nonlinear Schrödinger equation in nonlinear optical waveguide arrays

NASA Astrophysics Data System (ADS)

Ma, Li-Yuan; Ji, Jia-Liang; Xu, Zong-Wei; Zhu, Zuo-Nong

2018-03-01

We study a nonintegrable discrete nonlinear Schrödinger (dNLS) equation with the term of nonlinear nearest-neighbor interaction occurred in nonlinear optical waveguide arrays. By using discrete Fourier transformation, we obtain numerical approximations of stationary and travelling solitary wave solutions of the nonintegrable dNLS equation. The analysis of stability of stationary solitary waves is performed. It is shown that the nonlinear nearest-neighbor interaction term has great influence on the form of solitary wave. The shape of solitary wave is important in the electric field propagating. If we neglect the nonlinear nearest-neighbor interaction term, much important information in the electric field propagating may be missed. Our numerical simulation also demonstrates the difference of chaos phenomenon between the nonintegrable dNLS equation with nonlinear nearest-neighbor interaction and another nonintegrable dNLS equation without the term. Project supported by the National Natural Science Foundation of China (Grant Nos. 11671255 and 11701510), the Ministry of Economy and Competitiveness of Spain (Grant No. MTM2016-80276-P (AEI/FEDER, EU)), and the China Postdoctoral Science Foundation (Grant No. 2017M621964).

A new solution procedure for a nonlinear infinite beam equation of motion

NASA Astrophysics Data System (ADS)

Jang, T. S.

2016-10-01

Our goal of this paper is of a purely theoretical question, however which would be fundamental in computational partial differential equations: Can a linear solution-structure for the equation of motion for an infinite nonlinear beam be directly manipulated for constructing its nonlinear solution? Here, the equation of motion is modeled as mathematically a fourth-order nonlinear partial differential equation. To answer the question, a pseudo-parameter is firstly introduced to modify the equation of motion. And then, an integral formalism for the modified equation is found here, being taken as a linear solution-structure. It enables us to formulate a nonlinear integral equation of second kind, equivalent to the original equation of motion. The fixed point approach, applied to the integral equation, results in proposing a new iterative solution procedure for constructing the nonlinear solution of the original beam equation of motion, which consists luckily of just the simple regular numerical integration for its iterative process; i.e., it appears to be fairly simple as well as straightforward to apply. A mathematical analysis is carried out on both natures of convergence and uniqueness of the iterative procedure by proving a contractive character of a nonlinear operator. It follows conclusively,therefore, that it would be one of the useful nonlinear strategies for integrating the equation of motion for a nonlinear infinite beam, whereby the preceding question may be answered. In addition, it may be worth noticing that the pseudo-parameter introduced here has double roles; firstly, it connects the original beam equation of motion with the integral equation, second, it is related with the convergence of the iterative method proposed here.

Dark side of the Universe after Planck data

NASA Astrophysics Data System (ADS)

Cheng, Cheng; Huang, Qing-Guo

2014-02-01

Recently released Planck data imply a smaller Hubble constant H0 than that from the Hubble Space Telescope project (HST) and a larger percentage of the matter components Ωm compared to the Supernova Legacy Survey (SNLS) in the Λ cold dark matter (CDM) model. In this paper we found that even though the tension on H0 between Planck and HST can be relaxed if the dark radiation is introduced [ΔNeff=0.536-0.224+0.229 at 68% CL from the data sets of Planck+WMAP polarization (WP)+baryon acoustic oscillation (BAO)+the combination of supernova Union2.1 compilation of 580 Supernovae (Union2.1)+HST], Ωm from Planck is still not nicely compatible with that from SNLS. The tensions between Planck and other astrophysical data sets can be significantly relaxed in the wCDM model, and the combination of these data sets prefers a phantomlike dark energy at more than 95% CL: w =-1.15±0.07 and w=-1.16±0.06 at 68% CL from Planck+WP+BAO+Union2.1+HST and Planck+WP+BAO+SNLS+HST, respectively. From the statistical point of view, there is no evidence for a time-evolving equation of state (Δχ2=-0.3 compared to a constant equation of state for the combination of Planck+WP+BAO+SNLS+HST).

Prolongation structures of nonlinear evolution equations

NASA Technical Reports Server (NTRS)

Wahlquist, H. D.; Estabrook, F. B.

1975-01-01

A technique is developed for systematically deriving a 'prolongation structure' - a set of interrelated potentials and pseudopotentials - for nonlinear partial differential equations in two independent variables. When this is applied to the Korteweg-de Vries equation, a new infinite set of conserved quantities is obtained. Known solution techniques are shown to result from the discovery of such a structure: related partial differential equations for the potential functions, linear 'inverse scattering' equations for auxiliary functions, Backlund transformations. Generalizations of these techniques will result from the use of irreducible matrix representations of the prolongation structure.

Self-accelerating self-trapped nonlinear beams of Maxwell's equations.

PubMed

Kaminer, Ido; Nemirovsky, Jonathan; Segev, Mordechai

2012-08-13

We present shape-preserving self-accelerating beams of Maxwell's equations with optical nonlinearities. Such beams are exact solutions to Maxwell's equations with Kerr or saturable nonlinearity. The nonlinearity contributes to self-trapping and causes backscattering. Those effects, together with diffraction effects, work to maintain shape-preserving acceleration of the beam on a circular trajectory. The backscattered beam is found to be a key issue in the dynamics of such highly non-paraxial nonlinear beams. To study that, we develop two new techniques: projection operator separating the forward and backward waves, and reverse simulation. Finally, we discuss the possibility that such beams would reflect themselves through the nonlinear effect, to complete a 'U' shaped trajectory.

Integrable pair-transition-coupled nonlinear Schrödinger equations.

PubMed

Ling, Liming; Zhao, Li-Chen

2015-08-01

We study integrable coupled nonlinear Schrödinger equations with pair particle transition between components. Based on exact solutions of the coupled model with attractive or repulsive interaction, we predict that some new dynamics of nonlinear excitations can exist, such as the striking transition dynamics of breathers, new excitation patterns for rogue waves, topological kink excitations, and other new stable excitation structures. In particular, we find that nonlinear wave solutions of this coupled system can be written as a linear superposition of solutions for the simplest scalar nonlinear Schrödinger equation. Possibilities to observe them are discussed in a cigar-shaped Bose-Einstein condensate with two hyperfine states. The results would enrich our knowledge on nonlinear excitations in many coupled nonlinear systems with transition coupling effects, such as multimode nonlinear fibers, coupled waveguides, and a multicomponent Bose-Einstein condensate system.

Theoretical study of the dynamic magnetic response of ferrofluid to static and alternating magnetic fields

NASA Astrophysics Data System (ADS)

Batrudinov, Timur M.; Ambarov, Alexander V.; Elfimova, Ekaterina A.; Zverev, Vladimir S.; Ivanov, Alexey O.

2017-06-01

The dynamic magnetic response of ferrofluid in a static uniform external magnetic field to a weak, linear polarized, alternating magnetic field is investigated theoretically. The ferrofluid is modeled as a system of dipolar hard spheres, suspended in a long cylindrical tube whose long axis is parallel to the direction of the static and alternating magnetic fields. The theory is based on the Fokker-Planck-Brown equation formulated for the case when the both static and alternating magnetic fields are applied. The solution of the Fokker-Planck-Brown equation describing the orientational probability density of a randomly chosen dipolar particle is expressed as a series in terms of the spherical Legendre polynomials. The obtained analytical expression connecting three neighboring coefficients of the series makes possible to determine the probability density with any order of accuracy in terms of Legendre polynomials. The analytical formula for the probability density truncated at the first Legendre polynomial is evaluated and used for the calculation of the magnetization and dynamic susceptibility spectra. In the absence of the static magnetic field the presented theory gives the correct single-particle Debye-theory result, which is the exact solution of the Fokker-Planck-Brown equation for the case of applied weak alternating magnetic field. The influence of the static magnetic field on the dynamic susceptibility is analyzed in terms of the low-frequency behavior of the real part and the position of the peak in the imaginary part.

Additive noise-induced Turing transitions in spatial systems with application to neural fields and the Swift Hohenberg equation

NASA Astrophysics Data System (ADS)

Hutt, Axel; Longtin, Andre; Schimansky-Geier, Lutz

2008-05-01

This work studies the spatio-temporal dynamics of a generic integral-differential equation subject to additive random fluctuations. It introduces a combination of the stochastic center manifold approach for stochastic differential equations and the adiabatic elimination for Fokker-Planck equations, and studies analytically the systems’ stability near Turing bifurcations. In addition two types of fluctuation are studied, namely fluctuations uncorrelated in space and time, and global fluctuations, which are constant in space but uncorrelated in time. We show that the global fluctuations shift the Turing bifurcation threshold. This shift is proportional to the fluctuation variance. Applications to a neural field equation and the Swift-Hohenberg equation reveal the shift of the bifurcation to larger control parameters, which represents a stabilization of the system. All analytical results are confirmed by numerical simulations of the occurring mode equations and the full stochastic integral-differential equation. To gain some insight into experimental manifestations, the sum of uncorrelated and global additive fluctuations is studied numerically and the analytical results on global fluctuations are confirmed qualitatively.

The Nonlinear Steepest Descent Method to Long-Time Asymptotics of the Coupled Nonlinear Schrödinger Equation

NASA Astrophysics Data System (ADS)

Geng, Xianguo; Liu, Huan

2018-04-01

The Riemann-Hilbert problem for the coupled nonlinear Schrödinger equation is formulated on the basis of the corresponding 3× 3 matrix spectral problem. Using the nonlinear steepest descent method, we obtain leading-order asymptotics for the Cauchy problem of the coupled nonlinear Schrödinger equation.

Nonlinear flap-lag axial equations of a rotating beam

NASA Technical Reports Server (NTRS)

Kaza, K. R. V.; Kvaternik, R. G.

1977-01-01

It is possible to identify essentially four approaches by which analysts have established either the linear or nonlinear governing equations of motion for a particular problem related to the dynamics of rotating elastic bodies. The approaches include the effective applied load artifice in combination with a variational principle and the use of Newton's second law, written as D'Alembert's principle, applied to the deformed configuration. A third approach is a variational method in which nonlinear strain-displacement relations and a first-degree displacement field are used. The method introduced by Vigneron (1975) for deriving the linear flap-lag equations of a rotating beam constitutes the fourth approach. The reported investigation shows that all four approaches make use of the geometric nonlinear theory of elasticity. An alternative method for deriving the nonlinear coupled flap-lag-axial equations of motion is also discussed.

The nonlinear modified equation approach to analyzing finite difference schemes

NASA Technical Reports Server (NTRS)

Klopfer, G. H.; Mcrae, D. S.

1981-01-01

The nonlinear modified equation approach is taken in this paper to analyze the generalized Lax-Wendroff explicit scheme approximation to the unsteady one- and two-dimensional equations of gas dynamics. Three important applications of the method are demonstrated. The nonlinear modified equation analysis is used to (1) generate higher order accurate schemes, (2) obtain more accurate estimates of the discretization error for nonlinear systems of partial differential equations, and (3) generate an adaptive mesh procedure for the unsteady gas dynamic equations. Results are obtained for all three areas. For the adaptive mesh procedure, mesh point requirements for equal resolution of discontinuities were reduced by a factor of five for a 1-D shock tube problem solved by the explicit MacCormack scheme.

The Swift-Hohenberg equation with a nonlocal nonlinearity

NASA Astrophysics Data System (ADS)

Morgan, David; Dawes, Jonathan H. P.

2014-03-01

It is well known that aspects of the formation of localised states in a one-dimensional Swift-Hohenberg equation can be described by Ginzburg-Landau-type envelope equations. This paper extends these multiple scales analyses to cases where an additional nonlinear integral term, in the form of a convolution, is present. The presence of a kernel function introduces a new lengthscale into the problem, and this results in additional complexity in both the derivation of envelope equations and in the bifurcation structure. When the kernel is short-range, weakly nonlinear analysis results in envelope equations of standard type but whose coefficients are modified in complicated ways by the nonlinear nonlocal term. Nevertheless, these computations can be formulated quite generally in terms of properties of the Fourier transform of the kernel function. When the lengthscale associated with the kernel is longer, our method leads naturally to the derivation of two different, novel, envelope equations that describe aspects of the dynamics in these new regimes. The first of these contains additional bifurcations, and unexpected loops in the bifurcation diagram. The second of these captures the stretched-out nature of the homoclinic snaking curves that arises due to the nonlocal term.

A new perturbative approach to nonlinear partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bender, C.M.; Boettcher, S.; Milton, K.A.

1991-11-01

This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accuratemore » and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.« less

Gene regulatory networks: a coarse-grained, equation-free approach to multiscale computation.

PubMed

Erban, Radek; Kevrekidis, Ioannis G; Adalsteinsson, David; Elston, Timothy C

2006-02-28

We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, using a simple model of a genetic toggle switch, we illustrate the computation of an effective free energy Phi and of a state-dependent effective diffusion coefficient D that characterize an unavailable effective Fokker-Planck equation. Additionally we illustrate the linking of equation-free techniques with continuation methods for performing a form of stochastic "bifurcation analysis"; estimation of mean switching times in the case of a bistable switch is also implemented in this equation-free context. The accuracy of our methods is tested by direct comparison with long-time stochastic simulations. This type of equation-free analysis appears to be a promising approach to computing features of the long-time, coarse-grained behavior of certain classes of complex stochastic models of gene regulatory networks, circumventing the need for long Monte Carlo simulations.

Nonlinear modes of the tensor Dirac equation and CPT violation

NASA Technical Reports Server (NTRS)

Reifler, Frank J.; Morris, Randall D.

1993-01-01

Recently, it has been shown that Dirac's bispinor equation can be expressed, in an equivalent tensor form, as a constrained Yang-Mills equation in the limit of an infinitely large coupling constant. It was also shown that the free tensor Dirac equation is a completely integrable Hamiltonian system with Lie algebra type Poisson brackets, from which Fermi quantization can be derived directly without using bispinors. The Yang-Mills equation for a finite coupling constant is investigated. It is shown that the nonlinear Yang-Mills equation has exact plane wave solutions in one-to-one correspondence with the plane wave solutions of Dirac's bispinor equation. The theory of nonlinear dispersive waves is applied to establish the existence of wave packets. The CPT violation of these nonlinear wave packets, which could lead to new observable effects consistent with current experimental bounds, is investigated.

Nonlinear grid error effects on numerical solution of partial differential equations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1980-01-01

Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.

Hybrid discrete/continuum algorithms for stochastic reaction networks

DOE PAGES

Safta, Cosmin; Sargsyan, Khachik; Debusschere, Bert; ...

2014-10-22

Direct solutions of the Chemical Master Equation (CME) governing Stochastic Reaction Networks (SRNs) are generally prohibitively expensive due to excessive numbers of possible discrete states in such systems. To enhance computational efficiency we develop a hybrid approach where the evolution of states with low molecule counts is treated with the discrete CME model while that of states with large molecule counts is modeled by the continuum Fokker-Planck equation. The Fokker-Planck equation is discretized using a 2nd order finite volume approach with appropriate treatment of flux components to avoid negative probability values. The numerical construction at the interface between the discretemore » and continuum regions implements the transfer of probability reaction by reaction according to the stoichiometry of the system. As a result, the performance of this novel hybrid approach is explored for a two-species circadian model with computational efficiency gains of about one order of magnitude.« less

Effects of Drift-Shell Splitting by Chorus Waves on Radiation Belt Electrons

NASA Astrophysics Data System (ADS)

Chan, A. A.; Zheng, L.; O'Brien, T. P., III; Tu, W.; Cunningham, G.; Elkington, S. R.; Albert, J.

2015-12-01

Drift shell splitting in the radiation belts breaks all three adiabatic invariants of charged particle motion via pitch angle scattering, and produces new diffusion terms that fully populate the diffusion tensor in the Fokker-Planck equation. Based on the stochastic differential equation method, the Radbelt Electron Model (REM) simulation code allows us to solve such a fully three-dimensional Fokker-Planck equation, and to elucidate the sources and transport mechanisms behind the phase space density variations. REM has been used to perform simulations with an empirical initial phase space density followed by a seed electron injection, with a Tsyganenko 1989 magnetic field model, and with chorus wave and ULF wave diffusion models. Our simulation results show that adding drift shell splitting changes the phase space location of the source to smaller L shells, which typically reduces local electron energization (compared to neglecting drift-shell splitting effects). Simulation results with and without drift-shell splitting effects are compared with Van Allen Probe measurements.

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery

PubMed Central

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930’s, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes. PMID:26401430

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery.

PubMed

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930's, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes.

The numerical dynamic for highly nonlinear partial differential equations

NASA Technical Reports Server (NTRS)

Lafon, A.; Yee, H. C.

1992-01-01

Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.

Pseudo spectral collocation with Maxwell polynomials for kinetic equations with energy diffusion

NASA Astrophysics Data System (ADS)

Sánchez-Vizuet, Tonatiuh; Cerfon, Antoine J.

2018-02-01

We study the approximation and stability properties of a recently popularized discretization strategy for the speed variable in kinetic equations, based on pseudo-spectral collocation on a grid defined by the zeros of a non-standard family of orthogonal polynomials called Maxwell polynomials. Taking a one-dimensional equation describing energy diffusion due to Fokker-Planck collisions with a Maxwell-Boltzmann background distribution as the test bench for the performance of the scheme, we find that Maxwell based discretizations outperform other commonly used schemes in most situations, often by orders of magnitude. This provides a strong motivation for their use in high-dimensional gyrokinetic simulations. However, we also show that Maxwell based schemes are subject to a non-modal time stepping instability in their most straightforward implementation, so that special care must be given to the discrete representation of the linear operators in order to benefit from the advantages provided by Maxwell polynomials.

Analytical solution of the nonlinear diffusion equation

NASA Astrophysics Data System (ADS)

Shanker Dubey, Ravi; Goswami, Pranay

2018-05-01

In the present paper, we derive the solution of the nonlinear fractional partial differential equations using an efficient approach based on the q -homotopy analysis transform method ( q -HATM). The fractional diffusion equations derivatives are considered in Caputo sense. The derived results are graphically demonstrated as well.

Modelling nonlinearity in piezoceramic transducers: From equations to nonlinear equivalent circuits.

PubMed

Parenthoine, D; Tran-Huu-Hue, L-P; Haumesser, L; Vander Meulen, F; Lematre, M; Lethiecq, M

2011-02-01

Quadratic nonlinear equations of a piezoelectric element under the assumptions of 1D vibration and weak nonlinearity are derived by the perturbation theory. It is shown that the nonlinear response can be represented by controlled sources that are added to the classical hexapole used to model piezoelectric ultrasonic transducers. As a consequence, equivalent electrical circuits can be used to predict the nonlinear response of a transducer taking into account the acoustic loads on the rear and front faces. A generalisation of nonlinear equivalent electrical circuits to cases including passive layers and propagation media is then proposed. Experimental results, in terms of second harmonic generation, on a coupled resonator are compared to theoretical calculations from the proposed model. Copyright © 2010 Elsevier B.V. All rights reserved.

A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

PubMed Central

Güner, Özkan; Cevikel, Adem C.

2014-01-01

We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972

A procedure to construct exact solutions of nonlinear fractional differential equations.

PubMed

Güner, Özkan; Cevikel, Adem C

2014-01-01

We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.

New nonlinear evolution equations from surface theory

NASA Astrophysics Data System (ADS)

Gürses, Metin; Nutku, Yavuz

1981-07-01

We point out that the connection between surfaces in three-dimensional flat space and the inverse scattering problem provides a systematic way for constructing new nonlinear evolution equations. In particular we study the imbedding for Guichard surfaces which gives rise to the Calapso-Guichard equations generalizing the sine-Gordon (SG) equation. Further, we investigate the geometry of surfaces and their imbedding which results in the Korteweg-deVries (KdV) equation. Then by constructing a family of applicable surfaces we obtain a generalization of the KdV equation to a compressible fluid.

Lattice Boltzmann model for high-order nonlinear partial differential equations

NASA Astrophysics Data System (ADS)

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

Lattice Boltzmann model for high-order nonlinear partial differential equations.

PubMed

Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

2018-01-01

In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

2014-01-01

We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

Hierarchically partitioned nonlinear equation solvers

NASA Technical Reports Server (NTRS)

Padovan, Joseph

1987-01-01

By partitioning solution space into a number of subspaces, a new multiply constrained partitioned Newton-Raphson nonlinear equation solver is developed. Specifically, for a given iteration, each of the various separate partitions are individually and simultaneously controlled. Due to the generality of the scheme, a hierarchy of partition levels can be employed. For finite-element-type applications, this includes the possibility of degree-of-freedom, nodal, elemental, geometric substructural, material and kinematically nonlinear group controls. It is noted that such partitioning can be continuously updated, depending on solution conditioning. In this context, convergence is ascertained at the individual partition level.

Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.

PubMed

Ullah, Azmat; Malik, Suheel Abdullah; Alimgeer, Khurram Saleem

2018-01-01

In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA) with Interior Point Algorithm (IPA) is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.

Modified harmonic balance method for the solution of nonlinear jerk equations

NASA Astrophysics Data System (ADS)

Rahman, M. Saifur; Hasan, A. S. M. Z.

2018-03-01

In this paper, a second approximate solution of nonlinear jerk equations (third order differential equation) can be obtained by using modified harmonic balance method. The method is simpler and easier to carry out the solution of nonlinear differential equations due to less number of nonlinear equations are required to solve than the classical harmonic balance method. The results obtained from this method are compared with those obtained from the other existing analytical methods that are available in the literature and the numerical method. The solution shows a good agreement with the numerical solution as well as the analytical methods of the available literature.

Evans functions and bifurcations of nonlinear waves of some nonlinear reaction diffusion equations

NASA Astrophysics Data System (ADS)

Zhang, Linghai

2017-10-01

The main purposes of this paper are to accomplish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear system of reaction diffusion equations ut =uxx + α [ βH (u - θ) - u ] - w, wt = ε (u - γw) and to establish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ], under different conditions on the model constants. To establish the bifurcation for the system, we will study the existence and instability of a standing pulse solution if 0 < 2 (1 + αγ) θ < αβγ; the existence and stability of two standing wave fronts if 2 (1 + αγ) θ = αβγ and γ2 ε > 1; the existence and instability of two standing wave fronts if 2 (1 + αγ) θ = αβγ and 0 <γ2 ε < 1; the existence and instability of an upside down standing pulse solution if 0 < (1 + αγ) θ < αβγ < 2 (1 + αγ) θ. To establish the bifurcation for the scalar equation, we will study the existence and stability of a traveling wave front as well as the existence and instability of a standing pulse solution if 0 < 2 θ < β; the existence and stability of two standing wave fronts if 2 θ = β; the existence and stability of a traveling wave front as well as the existence and instability of an upside down standing pulse solution if 0 < θ < β < 2 θ. By the way, we will also study the existence and stability of a traveling wave back of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ] -w0, where w0 = α (β - 2 θ) > 0 is a positive constant, if 0 < 2 θ < β. To achieve the main goals, we will make complete use of the special structures of the model equations and we will construct Evans functions and apply them to study the eigenvalues and eigenfunctions of several eigenvalue problems associated with several linear differential operators. It turns out that a complex number λ0 is an eigenvalue of the linear

On implicit abstract neutral nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br; O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie

2016-04-15

In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.

Self-energy-modified Poisson-Nernst-Planck equations: WKB approximation and finite-difference approaches.

PubMed

Xu, Zhenli; Ma, Manman; Liu, Pei

2014-07-01

We propose a modified Poisson-Nernst-Planck (PNP) model to investigate charge transport in electrolytes of inhomogeneous dielectric environment. The model includes the ionic polarization due to the dielectric inhomogeneity and the ion-ion correlation. This is achieved by the self energy of test ions through solving a generalized Debye-Hückel (DH) equation. We develop numerical methods for the system composed of the PNP and DH equations. Particularly, toward the numerical challenge of solving the high-dimensional DH equation, we developed an analytical WKB approximation and a numerical approach based on the selective inversion of sparse matrices. The model and numerical methods are validated by simulating the charge diffusion in electrolytes between two electrodes, for which effects of dielectrics and correlation are investigated by comparing the results with the prediction by the classical PNP theory. We find that, at the length scale of the interface separation comparable to the Bjerrum length, the results of the modified equations are significantly different from the classical PNP predictions mostly due to the dielectric effect. It is also shown that when the ion self energy is in weak or mediate strength, the WKB approximation presents a high accuracy, compared to precise finite-difference results.

Reduction of the equation for lower hybrid waves in a plasma to a nonlinear Schroedinger equation

NASA Technical Reports Server (NTRS)

Karney, C. F. F.

1977-01-01

Equations describing the nonlinear propagation of waves in an anisotropic plasma are rarely exactly soluble. However it is often possible to make approximations that reduce the exact equations into a simpler equation. The use of MACSYMA to make such approximations, and so reduce the equation describing lower hybrid waves into the nonlinear Schrodinger equation which is soluble by the inverse scattering method is demonstrated. MACSYMA is used at several stages in the calculation only because there is a natural division between calculations that are easiest done by hand, and those that are easiest done by machine.

Transport equations for subdiffusion with nonlinear particle interaction.

PubMed

Straka, P; Fedotov, S

2015-02-07

We show how the nonlinear interaction effects 'volume filling' and 'adhesion' can be incorporated into the fractional subdiffusive transport of cells and individual organisms. To this end, we use microscopic random walk models with anomalous trapping and systematically derive generic non-Markovian and nonlinear governing equations for the mean concentrations of the subdiffusive cells or organisms. We uncover an interesting interaction between the nonlinearities and the non-Markovian nature of the transport. In the subdiffusive case, this interaction manifests itself in a nontrivial combination of nonlinear terms with fractional derivatives. In the long time limit, however, these equations simplify to a form without fractional operators. This provides an easy method for the study of aggregation phenomena. In particular, this enables us to show that volume filling can prevent "anomalous aggregation," which occurs in subdiffusive systems with a spatially varying anomalous exponent. Copyright © 2014 Elsevier Ltd. All rights reserved.

Current interactions from the one-form sector of nonlinear higher-spin equations

NASA Astrophysics Data System (ADS)

Gelfond, O. A.; Vasiliev, M. A.

2018-06-01

The form of higher-spin current interactions in the sector of one-forms is derived from the nonlinear higher-spin equations in AdS4. Quadratic corrections to higher-spin equations are shown to be independent of the phase of the parameter η = exp ⁡ iφ in the full nonlinear higher-spin equations. The current deformation resulting from the nonlinear higher-spin equations is represented in the canonical form with the minimal number of space-time derivatives. The non-zero spin-dependent coupling constants of the resulting currents are determined in terms of the higher-spin coupling constant η η bar . Our results confirm the conjecture that (anti-)self-dual nonlinear higher-spin equations result from the full system at (η = 0) η bar = 0.

Occupy the Financial Niche: Saturation and Crisis

NASA Astrophysics Data System (ADS)

Purica, Ionut

The model presented is one theoretical approach within a broader research program that could verify the nonlinear conjectures made, such that to quantify and predict potential discontinuous behaviour. In this case, the crisis behaviour associated with financial funds reallocation among various credit instruments, described as memes with the sense of Dawkins, is shown to be of discontinuous nature stemming from a logistic penetration in the behaviour niche. Actually the logistic penetration is typical in creating cyclic behaviour of economic structures as shown by Marchetti and others from IIASA. A Fokker-Planck equation description results in a stationary solution having a bifurcation like solution with evolution trajectories on a `cusp' type catastrophe that may describe discontinuous decision behaviour.

Equating TIMSS Mathematics Subtests with Nonlinear Equating Methods Using NEAT Design: Circle-Arc Equating Approaches

ERIC Educational Resources Information Center

Ozdemir, Burhanettin

2017-01-01

The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…

Nonlinear subdiffusive fractional equations and the aggregation phenomenon.

PubMed

Fedotov, Sergei

2013-09-01

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on the mean density of particles. We derive a set of nonlinear subdiffusive fractional master equations and consider their diffusion approximations. We show that these equations describe the transition from an intermediate subdiffusive regime to asymptotically normal advection-diffusion transport regime. This transition is governed by nonlinear tempering parameter that generalizes the standard linear tempering. We illustrate the general results through the use of the examples from cell and population biology. We find that a nonuniform anomalous exponent has a strong influence on the aggregation phenomenon.

Finding all solutions of nonlinear equations using the dual simplex method

NASA Astrophysics Data System (ADS)

Yamamura, Kiyotaka; Fujioka, Tsuyoshi

2003-03-01

Recently, an efficient algorithm has been proposed for finding all solutions of systems of nonlinear equations using linear programming. This algorithm is based on a simple test (termed the LP test) for nonexistence of a solution to a system of nonlinear equations using the dual simplex method. In this letter, an improved version of the LP test algorithm is proposed. By numerical examples, it is shown that the proposed algorithm could find all solutions of a system of 300 nonlinear equations in practical computation time.

Kinetic theory of a two-dimensional magnetized plasma. II - Balescu-Lenard limit.

NASA Technical Reports Server (NTRS)

Vahala, G.

1972-01-01

The kinetic theory of a two-dimensional one-species plasma in a uniform dc magnetic field is investigated in the small plasma parameter limit. The plasma consists of charged rods interacting through the logarithmic Coulomb potential. Vahala and Montgomery earlier (1971) derived a Fokker-Planck equation for this system, but it contained a divergent integral, which had to be cut off on physical grounds. This cutoff is compared to the standard cutoff introduced in the two-dimensional unmagnetized Fokker-Planck equation. In the small plasma parameter limit, it is shown that the Balescu-Lenard collision term is zero in the long time average limit if only two-body interactions are considered. The energy transfer from a test particle to an equilibrium plasma is discussed and is also shown to be zero in the long time average limit. This supports the unexpected result of zero Balescu-Lenard collision term.

Mobility and volatility: What is behind the rising income inequality in the United States

NASA Astrophysics Data System (ADS)

Wu, Huixuan; Li, Yao

2018-02-01

Inequality of family incomes in the United States has increased significantly in the past four decades. This is largely interpreted as a result of unequal mobility, e.g., the rich can get richer at a faster pace than the rest of the population. However, using nationally representative data and the Fokker-Planck equation, our study shows that income mobility in the United States has remained stable. Instead, we find another factor - income volatility, which measures the instability of incomes - has increased considerably and caused the surge of income inequality. In addition, the rising volatility is associated with the plummeting of income-growth opportunity, creating the feeling that the American Dream is in decline. Volatility has often been overlooked in previous studies on inequality, partially because mobility and volatility are usually studied separately. By contrast, the Fokker-Planck equation takes both mobility and volatility into consideration, making it a more comprehensive model.

Theory of relativistic Brownian motion: the (1+3) -dimensional case.

PubMed

Dunkel, Jörn; Hänggi, Peter

2005-09-01

A theory for (1+3) -dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the relativistic stochastic dynamics of a forced Brownian particle. The corresponding Fokker-Planck equations are studied in the laboratory frame coordinates. In particular, the stochastic integration prescription--i.e., the discretization rule dilemma--is elucidated (prepoint discretization rule versus midpoint discretization rule versus postpoint discretization rule). Remarkably, within our relativistic scheme we find that the postpoint rule (or the transport form) yields the only Fokker-Planck dynamics from which the relativistic Maxwell-Boltzmann statistics is recovered as the stationary solution. The relativistic velocity effects become distinctly more pronounced by going from one to three spatial dimensions. Moreover, we present numerical results for the asymptotic mean-square displacement of a free relativistic Brownian particle moving in 1+3 dimensions.

Detection the nonlinear ultrasonic signals based on modified Duffing equations

NASA Astrophysics Data System (ADS)

Zhang, Yuhua; Mao, Hanling; Mao, Hanying; Huang, Zhenfeng

The nonlinear ultrasonic signals, like second harmonic generation (SHG) signals, could reflect the nonlinearity of material induced by fatigue damage in nonlinear ultrasonic technique which are weak nonlinear signals and usually submerged by strong background noise. In this paper the modified Duffing equations are applied to detect the SHG signals relating to the fatigue damage of material. Due to the Duffing equation could only detect the signal with specific frequency and initial phase, firstly the frequency transformation is carried on the Duffing equation which could detect the signal with any frequency. Then the influence of initial phases of to-be-detected signal and reference signal on the detection result is studied in detail, four modified Duffing equations are proposed to detect actual engineering signals with any initial phase. The relationship between the response amplitude and the total driving force is applied to estimate the amplitude of weak periodic signal. The detection results show the modified Duffing equations could effectively detect the second harmonic in SHG signals. When the SHG signals include strong background noise, the noise doesn't change the motion state of Duffing equation and the second harmonic signal could be detected until the SNR of noisy SHG signals are -26.3, yet the frequency spectrum method could only identify when the SNR is greater than 0.5. When estimation the amplitude of second harmonic signal, the estimation error of Duffing equation is obviously less than the frequency spectrum analysis method under the same noise level, which illustrates the Duffing equation has the noise immune capacity. The presence of the second harmonic signal in nonlinear ultrasonic experiments could provide an insight about the early fatigue damage of engineering components.

Duffing's Equation and Nonlinear Resonance

ERIC Educational Resources Information Center

Fay, Temple H.

2003-01-01

The phenomenon of nonlinear resonance (sometimes called the "jump phenomenon") is examined and second-order van der Pol plane analysis is employed to indicate that this phenomenon is not a feature of the equation, but rather the result of accumulated round-off error, truncation error and algorithm error that distorts the true bounded solution onto…

An adaptive grid algorithm for one-dimensional nonlinear equations

NASA Technical Reports Server (NTRS)

Gutierrez, William E.; Hills, Richard G.

1990-01-01

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and

Additive nonlinear biomass equations: A likelihood-based approach

Treesearch

David L. R. Affleck; Ulises Dieguez-Aranda

2016-01-01

Since Parresol’s (Can. J. For. Res. 31:865-878, 2001) seminal article on the topic, it has become standard to develop nonlinear tree biomass equations to ensure compatibility among total and component predictions and to fit these equations using multistep generalized least-squares methods. In particular, many studies have specified equations for total tree...

A note on improved F-expansion method combined with Riccati equation applied to nonlinear evolution equations.

PubMed

Islam, Md Shafiqul; Khan, Kamruzzaman; Akbar, M Ali; Mastroberardino, Antonio

2014-10-01

The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin-Bona-Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering.

A note on improved F-expansion method combined with Riccati equation applied to nonlinear evolution equations

PubMed Central

Islam, Md. Shafiqul; Khan, Kamruzzaman; Akbar, M. Ali; Mastroberardino, Antonio

2014-01-01

The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin–Bona–Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering. PMID:26064530

Kappa Distribution in a Homogeneous Medium: Adiabatic Limit of a Super-diffusive Process?

NASA Astrophysics Data System (ADS)

Roth, I.

2015-12-01

The classical statistical theory predicts that an ergodic, weakly interacting system like charged particles in the presence of electromagnetic fields, performing Brownian motions (characterized by small range deviations in phase space and short-term microscopic memory), converges into the Gibbs-Boltzmann statistics. Observation of distributions with a kappa-power-law tails in homogeneous systems contradicts this prediction and necessitates a renewed analysis of the basic axioms of the diffusion process: characteristics of the transition probability density function (pdf) for a single interaction, with a possibility of non-Markovian process and non-local interaction. The non-local, Levy walk deviation is related to the non-extensive statistical framework. Particles bouncing along (solar) magnetic field with evolving pitch angles, phases and velocities, as they interact resonantly with waves, undergo energy changes at undetermined time intervals, satisfying these postulates. The dynamic evolution of a general continuous time random walk is determined by pdf of jumps and waiting times resulting in a fractional Fokker-Planck equation with non-integer derivatives whose solution is given by a Fox H-function. The resulting procedure involves the known, although not frequently used in physics fractional calculus, while the local, Markovian process recasts the evolution into the standard Fokker-Planck equation. Solution of the fractional Fokker-Planck equation with the help of Mellin transform and evaluation of its residues at the poles of its Gamma functions results in a slowly converging sum with power laws. It is suggested that these tails form the Kappa function. Gradual vs impulsive solar electron distributions serve as prototypes of this description.

Traveling wave solutions and conservation laws for nonlinear evolution equation

NASA Astrophysics Data System (ADS)

Baleanu, Dumitru; Inc, Mustafa; Yusuf, Abdullahi; Aliyu, Aliyu Isa

2018-02-01

In this work, the Riccati-Bernoulli sub-ordinary differential equation and modified tanh-coth methods are used to reach soliton solutions of the nonlinear evolution equation. We acquire new types of traveling wave solutions for the governing equation. We show that the equation is nonlinear self-adjoint by obtaining suitable substitution. Therefore, we construct conservation laws for the equation using new conservation theorem. The obtained solutions in this work may be used to explain and understand the physical nature of the wave spreads in the most dispersive medium. The constraint condition for the existence of solitons is stated. Some three dimensional figures for some of the acquired results are illustrated.

Gyrotropic Guiding-Center Fluid Theory for Turbulent Inhomogeneous Magnetized Plasma

DTIC Science & Technology

2006-01-01

this paper, a new fluid theory is given in the guiding-center and gyrotropic approximation which is derivable from the Vlasov-Maxwell equations . The... equations can be solved (1) by using measurements of the low-order velocity moments to specify the initial and boundary conditions. 15. SUBJECT TERMS...Vlasov-Maxwell equations Fokker-Planck operator guiding-center Inhomogeneous, gyrotropic, magnetized plasma 16. SECURITY CLASSIFICATION OF: 17

A family of nonlinear Schrödinger equations admitting q-plane wave solutions

NASA Astrophysics Data System (ADS)

Nobre, F. D.; Plastino, A. R.

2017-08-01

Nonlinear Schrödinger equations with power-law nonlinearities have attracted considerable attention recently. Two previous proposals for these types of equations, corresponding respectively to the Gross-Pitaievsky equation and to the one associated with nonextensive statistical mechanics, are here unified into a single, parameterized family of nonlinear Schrödinger equations. Power-law nonlinear terms characterized by exponents depending on a real index q, typical of nonextensive statistical mechanics, are considered in such a way that the Gross-Pitaievsky equation is recovered in the limit q → 1. A classical field theory shows that, due to these nonlinearities, an extra field Φ (x → , t) (besides the usual one Ψ (x → , t)) must be introduced for consistency. The new field can be identified with Ψ* (x → , t) only when q → 1. For q ≠ 1 one has a pair of coupled nonlinear wave equations governing the joint evolution of the complex valued fields Ψ (x → , t) and Φ (x → , t). These equations reduce to the usual pair of complex-conjugate ones only in the q → 1 limit. Interestingly, the nonlinear equations obeyed by Ψ (x → , t) and Φ (x → , t) exhibit a common, soliton-like, traveling solution, which is expressible in terms of the q-exponential function that naturally emerges within nonextensive statistical mechanics.

Analysis of 2D THz-Raman spectroscopy using a non-Markovian Brownian oscillator model with nonlinear system-bath interactions.

PubMed

Ikeda, Tatsushi; Ito, Hironobu; Tanimura, Yoshitaka

2015-06-07

We explore and describe the roles of inter-molecular vibrations employing a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear infrared absorption (1D IR), we calculated 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are compared with results obtained from the LL+SL BO model applied through use of hierarchal Fokker-Planck equations with non-perturbative and non-Markovian noise. We find that all of the qualitative features of the 2D profiles of the signals obtained from the MD simulations are reproduced with the LL+SL BO model, indicating that this model captures the essential features of the inter-molecular motion. We analyze the fitted 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The origins of the echo peaks of the librational motion and the elongated peaks parallel to the probe direction are elucidated using optical Liouville paths.

Solving Nonlinear Euler Equations with Arbitrary Accuracy

NASA Technical Reports Server (NTRS)

Dyson, Rodger W.

2005-01-01

A computer program that efficiently solves the time-dependent, nonlinear Euler equations in two dimensions to an arbitrarily high order of accuracy has been developed. The program implements a modified form of a prior arbitrary- accuracy simulation algorithm that is a member of the class of algorithms known in the art as modified expansion solution approximation (MESA) schemes. Whereas millions of lines of code were needed to implement the prior MESA algorithm, it is possible to implement the present MESA algorithm by use of one or a few pages of Fortran code, the exact amount depending on the specific application. The ability to solve the Euler equations to arbitrarily high accuracy is especially beneficial in simulations of aeroacoustic effects in settings in which fully nonlinear behavior is expected - for example, at stagnation points of fan blades, where linearizing assumptions break down. At these locations, it is necessary to solve the full nonlinear Euler equations, and inasmuch as the acoustical energy is of the order of 4 to 5 orders of magnitude below that of the mean flow, it is necessary to achieve an overall fractional error of less than 10-6 in order to faithfully simulate entropy, vortical, and acoustical waves.

The Buoyancy Budget With a Nonlinear Equation of State

NASA Astrophysics Data System (ADS)

Hieronymus, M. H.; Nycander, J.

2012-12-01

There has been a number of studies focusing on different aspects of having a nonlinear equation of state for seawater. Amongst other things it has been shown that the nonlinear equation of state has implications for the oceanic energy budget and that nonlinear processes can be a significant source of dense water production. This presentation will focus on the oceanic buoyancy budget. The nonlinear equation of state of seawater can introduce a sink or source of buoyancy when water parcels of unequal salinities and temperatures are mixed. A common example is the process known as cabbeling, which is responsible for forming a water mass that is denser than the original constituents in a mixture of two water masses with equal densities but different salinities and temperatures. This presentation will contain quantitative estimates of these nonlinear effects on the buoyancy budget of the global ocean. Because of these nonlinear effects there is a net sink of buoyancy in the oceans interior and the size of this sink can be determined from the buoyancy fluxes at the ocean boundaries. These boundary buoyancy fluxes are calculated using two surface heat flux climatologies one based on in situ measurements, the other on a reanalysis and in both cases using a nonlinear equation of state. The presentation also treats the buoyancy budget in the State of the art ocean model Nucleus for European Modelling of the Ocean (NEMO) and the results from NEMO are seen to be in good agreement with the buoyancy budgets based on the heat flux climatologies. Using the ocean model is a good complement to the surface flux climatologies, because in NEMO the buoyancy fluxes can be evaluated at all vertical model levels. This means that the vertical distribution of the buoyancy sink can be looked into. The results from NEMO shows that in large parts of the ocean the nonlinear buoyancy sink is the largest contribution to the buoyancy budget.

The Dynamics of M15: Observations of the Velocity Dispersion Profile and Fokker-Planck Models

NASA Astrophysics Data System (ADS)

Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Murphy, B. W.; Seitzer, P. O.; Callanan, P. J.; Rutten, R. G. M.; Charles, P. A.

1997-05-01

We report a new measurement of the velocity dispersion profile within 1' (3 pc) of the center of the globular cluster M15 (NGC 7078), using long-slit spectra from the 4.2 m William Herschel Telescope at La Palma Observatory. We obtained spatially resolved spectra for a total of 23 slit positions during two observing runs. During each run, a set of parallel slit positions was used to map out the central region of the cluster; the position angle used during the second run was orthogonal to that used for the first. The spectra are centered in wavelength near the Ca II infrared triplet at 8650 Å, with a spectral range of about 450 Å. We determined radial velocities by cross-correlation techniques for 131 cluster members. A total of 32 stars were observed more than once. Internal and external comparisons indicate a velocity accuracy of about 4 km s-1. The velocity dispersion profile rises from about σ = 7.2 +/- 1.4 km s-1 near 1' from the center of the cluster to σ = 13.9 +/- 1.8 km s-1 at 20". Inside of 20", the dispersion remains approximately constant at about 10.2 +/- 1.4 km s-1 with no evidence for a sharp rise near the center. This last result stands in contrast with that of Peterson, Seitzer, & Cudworth who found a central velocity dispersion of 25 +/- 7 km s-1, based on a line-broadening measurement. Our velocity dispersion profile is in good agreement with those determined in the recent studies of Gebhardt et al. and Dubath & Meylan. We have developed a new set of Fokker-Planck models and have fitted these to the surface brightness and velocity dispersion profiles of M15. We also use the two measured millisecond pulsar accelerations as constraints. The best-fitting model has a mass function slope of x = 0.9 (where 1.35 is the slope of the Salpeter mass function) and a total mass of 4.9 × 105 M⊙. This model contains approximately 104 neutron stars (3% of the total mass), the majority of which lie within 6" (0.2 pc) of the cluster center. Since the

Quantum-field-theoretical approach to phase-space techniques: Generalizing the positive-P representation

NASA Astrophysics Data System (ADS)

Plimak, L. I.; Fleischhauer, M.; Olsen, M. K.; Collett, M. J.

2003-01-01

We present an introduction to phase-space techniques (PST) based on a quantum-field-theoretical (QFT) approach. In addition to bridging the gap between PST and QFT, our approach results in a number of generalizations of the PST. First, for problems where the usual PST do not result in a genuine Fokker-Planck equation (even after phase-space doubling) and hence fail to produce a stochastic differential equation (SDE), we show how the system in question may be approximated via stochastic difference equations (SΔE). Second, we show that introducing sources into the SDE’s (or SΔE’s) generalizes them to a full quantum nonlinear stochastic response problem (thus generalizing Kubo’s linear reaction theory to a quantum nonlinear stochastic response theory). Third, we establish general relations linking quantum response properties of the system in question to averages of operator products ordered in a way different from time normal. This extends PST to a much wider assemblage of operator products than are usually considered in phase-space approaches. In all cases, our approach yields a very simple and straightforward way of deriving stochastic equations in phase space.

Explicit expressions for meromorphic solutions of autonomous nonlinear ordinary differential equations

NASA Astrophysics Data System (ADS)

Demina, Maria V.; Kudryashov, Nikolay A.

2011-03-01

Meromorphic solutions of autonomous nonlinear ordinary differential equations are studied. An algorithm for constructing meromorphic solutions in explicit form is presented. General expressions for meromorphic solutions (including rational, periodic, elliptic) are found for a wide class of autonomous nonlinear ordinary differential equations.

Entire solutions of nonlinear differential-difference equations.

PubMed

Li, Cuiping; Lü, Feng; Xu, Junfeng

2016-01-01

In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.

Canonical equations of Hamilton for the nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Liang, Guo; Guo, Qi; Ren, Zhanmei

2015-09-01

We define two different systems of mathematical physics: the second order differential system (SODS) and the first order differential system (FODS). The Newton's second law of motion and the nonlinear Schrödinger equation (NLSE) are the exemplary SODS and FODS, respectively. We obtain a new kind of canonical equations of Hamilton (CEH), which exhibit some kind of symmetry in form and are formally different from the conventional CEH without symmetry [H. Goldstein, C. Poole, J. Safko, Classical Mechanics, third ed., Addison- Wesley, 2001]. We also prove that the number of the CEHs is equal to the number of the generalized coordinates for the FODS, but twice the number of the generalized coordinates for the SODS. We show that the FODS can only be expressed by the new CEH, but not introduced by the conventional CEH, while the SODS can be done by both the new and the conventional CEHs. As an example, we prove that the nonlinear Schrödinger equation can be expressed with the new CEH in a consistent way.

Nonlinear field equations for aligning self-propelled rods.

PubMed

Peshkov, Anton; Aranson, Igor S; Bertin, Eric; Chaté, Hugues; Ginelli, Francesco

2012-12-28

We derive a set of minimal and well-behaved nonlinear field equations describing the collective properties of self-propelled rods from a simple microscopic starting point, the Vicsek model with nematic alignment. Analysis of their linear and nonlinear dynamics shows good agreement with the original microscopic model. In particular, we derive an explicit expression for density-segregated, banded solutions, allowing us to develop a more complete analytic picture of the problem at the nonlinear level.

Noise-induced modulation of the relaxation kinetics around a non-equilibrium steady state of non-linear chemical reaction networks.

PubMed

Ramaswamy, Rajesh; Sbalzarini, Ivo F; González-Segredo, Nélido

2011-01-28

Stochastic effects from correlated noise non-trivially modulate the kinetics of non-linear chemical reaction networks. This is especially important in systems where reactions are confined to small volumes and reactants are delivered in bursts. We characterise how the two noise sources confinement and burst modulate the relaxation kinetics of a non-linear reaction network around a non-equilibrium steady state. We find that the lifetimes of species change with burst input and confinement. Confinement increases the lifetimes of all species that are involved in any non-linear reaction as a reactant. Burst monotonically increases or decreases lifetimes. Competition between burst-induced and confinement-induced modulation may hence lead to a non-monotonic modulation. We quantify lifetime as the integral of the time autocorrelation function (ACF) of concentration fluctuations around a non-equilibrium steady state of the reaction network. Furthermore, we look at the first and second derivatives of the ACF, each of which is affected in opposite ways by burst and confinement. This allows discriminating between these two noise sources. We analytically derive the ACF from the linear Fokker-Planck approximation of the chemical master equation in order to establish a baseline for the burst-induced modulation at low confinement. Effects of higher confinement are then studied using a partial-propensity stochastic simulation algorithm. The results presented here may help understand the mechanisms that deviate stochastic kinetics from its deterministic counterpart. In addition, they may be instrumental when using fluorescence-lifetime imaging microscopy (FLIM) or fluorescence-correlation spectroscopy (FCS) to measure confinement and burst in systems with known reaction rates, or, alternatively, to correct for the effects of confinement and burst when experimentally measuring reaction rates.

Bayesian Analysis of Structural Equation Models with Nonlinear Covariates and Latent Variables

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2006-01-01

In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the…

Exact multisoliton solutions of general nonlinear Schrödinger equation with derivative.

PubMed

Li, Qi; Duan, Qiu-yuan; Zhang, Jian-bing

2014-01-01

Multisoliton solutions are derived for a general nonlinear Schrödinger equation with derivative by using Hirota's approach. The dynamics of one-soliton solution and two-soliton interactions are also illustrated. The considered equation can reduce to nonlinear Schrödinger equation with derivative as well as the solutions.

Diffusion Forecasting Model with Basis Functions from QR-Decomposition

NASA Astrophysics Data System (ADS)

Harlim, John; Yang, Haizhao

2018-06-01

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the Fokker-Planck equation with a discrete representation of the shift (Koopman) operator on a set of basis functions generated via the diffusion maps algorithm. While the choice of these basis functions is provably optimal under appropriate conditions, computing these basis functions is quite expensive since it requires the eigendecomposition of an N× N diffusion matrix, where N denotes the data size and could be very large. For large-scale forecasting problems, only a few leading eigenvectors are computationally achievable. To overcome this computational bottleneck, a new set of basis functions constructed by orthonormalizing selected columns of the diffusion matrix and its leading eigenvectors is proposed. This computation can be carried out efficiently via the unpivoted Householder QR factorization. The efficiency and effectiveness of the proposed algorithm will be shown in both deterministically chaotic and stochastic dynamical systems; in the former case, the superiority of the proposed basis functions over purely eigenvectors is significant, while in the latter case forecasting accuracy is improved relative to using a purely small number of eigenvectors. Supporting arguments will be provided on three- and six-dimensional chaotic ODEs, a three-dimensional SDE that mimics turbulent systems, and also on the two spatial modes associated with the boreal winter Madden-Julian Oscillation obtained from applying the Nonlinear Laplacian Spectral Analysis on the measured Outgoing Longwave Radiation.

Diffusion Forecasting Model with Basis Functions from QR-Decomposition

NASA Astrophysics Data System (ADS)

Harlim, John; Yang, Haizhao

2017-12-01

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the Fokker-Planck equation with a discrete representation of the shift (Koopman) operator on a set of basis functions generated via the diffusion maps algorithm. While the choice of these basis functions is provably optimal under appropriate conditions, computing these basis functions is quite expensive since it requires the eigendecomposition of an N× N diffusion matrix, where N denotes the data size and could be very large. For large-scale forecasting problems, only a few leading eigenvectors are computationally achievable. To overcome this computational bottleneck, a new set of basis functions constructed by orthonormalizing selected columns of the diffusion matrix and its leading eigenvectors is proposed. This computation can be carried out efficiently via the unpivoted Householder QR factorization. The efficiency and effectiveness of the proposed algorithm will be shown in both deterministically chaotic and stochastic dynamical systems; in the former case, the superiority of the proposed basis functions over purely eigenvectors is significant, while in the latter case forecasting accuracy is improved relative to using a purely small number of eigenvectors. Supporting arguments will be provided on three- and six-dimensional chaotic ODEs, a three-dimensional SDE that mimics turbulent systems, and also on the two spatial modes associated with the boreal winter Madden-Julian Oscillation obtained from applying the Nonlinear Laplacian Spectral Analysis on the measured Outgoing Longwave Radiation.

Chirped femtosecond pulses in the higher-order nonlinear Schrödinger equation with non-Kerr nonlinear terms and cubic-quintic-septic nonlinearities

NASA Astrophysics Data System (ADS)

Triki, Houria; Biswas, Anjan; Milović, Daniela; Belić, Milivoj

2016-05-01

We consider a high-order nonlinear Schrödinger equation with competing cubic-quintic-septic nonlinearities, non-Kerr quintic nonlinearity, self-steepening, and self-frequency shift. The model describes the propagation of ultrashort (femtosecond) optical pulses in highly nonlinear optical fibers. A new ansatz is adopted to obtain nonlinear chirp associated with the propagating femtosecond soliton pulses. It is shown that the resultant elliptic equation of the problem is of high order, contains several new terms and is more general than the earlier reported results, thus providing a systematic way to find exact chirped soliton solutions of the septic model. Novel soliton solutions, including chirped bright, dark, kink and fractional-transform soliton solutions are obtained for special choices of parameters. Furthermore, we present the parameter domains in which these optical solitons exist. The nonlinear chirp associated with each of the solitonic solutions is also determined. It is shown that the chirping is proportional to the intensity of the wave and depends on higher-order nonlinearities. Of special interest is the soliton solution of the bright and dark type, determined for the general case when all coefficients in the equation have nonzero values. These results can be useful for possible chirped-soliton-based applications of highly nonlinear optical fiber systems.

Numerical Simulations of Light Bullets, Using The Full Vector, Time Dependent, Nonlinear Maxwell Equations

NASA Technical Reports Server (NTRS)

Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)

1994-01-01

This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that are currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Kerr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.

Numerical Simulations of Light Bullets, Using The Full Vector, Time Dependent, Nonlinear Maxwell Equations

NASA Technical Reports Server (NTRS)

Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)

1995-01-01

This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that we currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Karr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.

Approximating a nonlinear advanced-delayed equation from acoustics

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2016-10-01

We approximate the solution of a particular non-linear mixed type functional differential equation from physiology, the mucosal wave model of the vocal oscillation during phonation. The mathematical equation models a superficial wave propagating through the tissues. The numerical scheme is adapted from the work presented in [1, 2, 3], using homotopy analysis method (HAM) to solve the non linear mixed type equation under study.

A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

PubMed Central

Motsa, S. S.; Magagula, V. M.; Sibanda, P.

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252

A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

PubMed

Motsa, S S; Magagula, V M; Sibanda, P

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

Exact finite difference schemes for the non-linear unidirectional wave equation

NASA Technical Reports Server (NTRS)

Mickens, R. E.

1985-01-01

Attention is given to the construction of exact finite difference schemes for the nonlinear unidirectional wave equation that describes the nonlinear propagation of a wave motion in the positive x-direction. The schemes constructed for these equations are compared with those obtained by using the usual procedures of numerical analysis. It is noted that the order of the exact finite difference models is equal to the order of the differential equation.

Explicit integration of Friedmann's equation with nonlinear equations of state

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Shouxin; Gibbons, Gary W.; Yang, Yisong, E-mail: chensx@henu.edu.cn, E-mail: gwg1@damtp.cam.ac.uk, E-mail: yisongyang@nyu.edu

2015-05-01

In this paper we study the integrability of the Friedmann equations, when the equation of state for the perfect-fluid universe is nonlinear, in the light of the Chebyshev theorem. A series of important, yet not previously touched, problems will be worked out which include the generalized Chaplygin gas, two-term energy density, trinomial Friedmann, Born-Infeld, two-fluid models, and Chern-Simons modified gravity theory models. With the explicit integration, we are able to understand exactly the roles of the physical parameters in various models play in the cosmological evolution which may also offer clues to a profound understanding of the problems in generalmore » settings. For example, in the Chaplygin gas universe, a few integrable cases lead us to derive a universal formula for the asymptotic exponential growth rate of the scale factor, of an explicit form, whether the Friedmann equation is integrable or not, which reveals the coupled roles played by various physical sectors and it is seen that, as far as there is a tiny presence of nonlinear matter, conventional linear matter makes contribution to the dark matter, which becomes significant near the phantom divide line. The Friedmann equations also arise in areas of physics not directly related to cosmology. We provide some examples ranging from geometric optics and central orbits to soap films and the shape of glaciated valleys to which our results may be applied.« less

Universal and integrable nonlinear evolution systems of equations in 2+1 dimensions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Maccari, A.

1997-08-01

Integrable systems of nonlinear partial differential equations (PDEs) are obtained from integrable equations in 2+1 dimensions, by means of a reduction method of broad applicability based on Fourier expansion and spatio{endash}temporal rescalings, which is asymptotically exact in the limit of weak nonlinearity. The integrability by the spectral transform is explicitly demonstrated, because the corresponding Lax pairs have been derived, applying the same reduction method to the Lax pair of the initial equation. These systems of nonlinear PDEs are likely to be of applicative relevance and have a {open_quotes}universal{close_quotes} character, inasmuch as they may be derived from a very large classmore » of nonlinear evolution equations with a linear dispersive part. {copyright} {ital 1997 American Institute of Physics.}« less

Lévy flights in the presence of a point sink of finite strength

NASA Astrophysics Data System (ADS)

Janakiraman, Deepika

2017-01-01

In this paper, the absorption of a particle undergoing Lévy flight in the presence of a point sink of arbitrary strength and position is studied. The motion of such a particle is given by a modified Fokker-Planck equation whose exact solution in the Laplace domain can be described in terms of the Laplace transform of the unperturbed (absence of the sink) Green's function. This solution for the Green's function is a well-studied, generic result which applies to both fractional and usual Fokker-Planck equations alike. Using this result, the propagator and the absorption-time distribution are obtained for free Lévy flight and Lévy flight in linear and harmonic potentials in the presence of a delta function sink, and their dependence on the sink strength is analyzed. Analytical results are presented for the long-time behavior of the absorption-time distribution in all three above-mentioned potentials. Simulation results are found to corroborate closely with analytical results.

Nonlinear acoustic wave equations with fractional loss operators.

PubMed

Prieur, Fabrice; Holm, Sverre

2011-09-01

Fractional derivatives are well suited to describe wave propagation in complex media. When introduced in classical wave equations, they allow a modeling of attenuation and dispersion that better describes sound propagation in biological tissues. Traditional constitutive equations from solid mechanics and heat conduction are modified using fractional derivatives. They are used to derive a nonlinear wave equation which describes attenuation and dispersion laws that match observations. This wave equation is a generalization of the Westervelt equation, and also leads to a fractional version of the Khokhlov-Zabolotskaya-Kuznetsov and Burgers' equations. © 2011 Acoustical Society of America

A Jacobi collocation approximation for nonlinear coupled viscous Burgers' equation

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohamed A.; Hafez, Ramy M.

2014-02-01

This article presents a numerical approximation of the initial-boundary nonlinear coupled viscous Burgers' equation based on spectral methods. A Jacobi-Gauss-Lobatto collocation (J-GL-C) scheme in combination with the implicit Runge-Kutta-Nyström (IRKN) scheme are employed to obtain highly accurate approximations to the mentioned problem. This J-GL-C method, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled viscous Burgers' equation to a system of nonlinear ordinary differential equation which is far easier to solve. The given examples show, by selecting relatively few J-GL-C points, the accuracy of the approximations and the utility of the approach over other analytical or numerical methods. The illustrative examples demonstrate the accuracy, efficiency, and versatility of the proposed algorithm.

Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2005-01-01

In this article, a maximum likelihood approach is developed to analyze structural equation models with dichotomous variables that are common in behavioral, psychological and social research. To assess nonlinear causal effects among the latent variables, the structural equation in the model is defined by a nonlinear function. The basic idea of the…

Applications of Nonlinear Control Using the State-Dependent Riccati Equation.

DTIC Science & Technology

1995-12-01

method, and do not address noise rejection or robustness issues. xi Applications of Nonlinear Control Using the State-Dependent Riccati Equation I...construct a stabilizing nonlinear feedback controller. This method will be referred to as nonlinear quadratic regulation (NQR). The original intention...involves nding a state-dependent coe- cient (SDC) linear structure for which a stabilizing nonlinear feedback controller can be constructed. The

Statistics of Macroturbulence from Flow Equations

NASA Astrophysics Data System (ADS)

Marston, Brad; Iadecola, Thomas; Qi, Wanming

2012-02-01

Probability distribution functions of stochastically-driven and frictionally-damped fluids are governed by a linear framework that resembles quantum many-body theory. Besides the Fokker-Planck approach, there is a closely related Hopf functional methodfootnotetextOokie Ma and J. B. Marston, J. Stat. Phys. Th. Exp. P10007 (2005).; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we generalize the flow equation approachfootnotetextF. Wegner, Ann. Phys. 3, 77 (1994). (also known as the method of continuous unitary transformationsfootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994).) to find the zero mode. We test the approach using a prototypical model of geophysical and astrophysical flows on a rotating sphere that spontaneously organizes into a coherent jet. Good agreement is found with low-order equal-time statistics accumulated by direct numerical simulation, the traditional method. Different choices for the generators of the continuous transformations, and for closure approximations of the operator algebra, are discussed.

From nonlinear Schrödinger hierarchy to some (2+1)-dimensional nonlinear pseudodifferential equations

NASA Astrophysics Data System (ADS)

Yang, Xiao; Du, Dianlou

2010-08-01

The Poisson structure on CN×RN is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schrödinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.

Semiclassical regularization of Vlasov equations and wavepackets for nonlinear Schrödinger equations

NASA Astrophysics Data System (ADS)

Athanassoulis, Agissilaos

2018-03-01

We consider the semiclassical limit of nonlinear Schrödinger equations with initial data that are well localized in both position and momentum (non-parametric wavepackets). We recover the Wigner measure (WM) of the problem, a macroscopic phase-space density which controls the propagation of the physical observables such as mass, energy and momentum. WMs have been used to create effective models for wave propagation in: random media, quantum molecular dynamics, mean field limits, and the propagation of electrons in graphene. In nonlinear settings, the Vlasov-type equations obtained for the WM are often ill-posed on the physically interesting spaces of initial data. In this paper we are able to select the measure-valued solution of the 1  +  1 dimensional Vlasov-Poisson equation which correctly captures the semiclassical limit, thus finally resolving the non-uniqueness in the seminal result of Zhang et al (2012 Comm. Pure Appl. Math. 55 582-632). The same approach is also applied to the Vlasov-Dirac-Benney equation with small wavepacket initial data, extending several known results.

Dynamical systems theory for nonlinear evolution equations.

PubMed

Choudhuri, Amitava; Talukdar, B; Das, Umapada

2010-09-01

We observe that the fully nonlinear evolution equations of Rosenau and Hymann, often abbreviated as K(n,m) equations, can be reduced to Hamiltonian form only on a zero-energy hypersurface belonging to some potential function associated with the equations. We treat the resulting Hamiltonian equations by the dynamical systems theory and present a phase-space analysis of their stable points. The results of our study demonstrate that the equations can, in general, support both compacton and soliton solutions. For the K(2,2) and K(3,3) cases one type of solutions can be obtained from the other by continuously varying a parameter of the equations. This is not true for the K(3,2) equation for which the parameter can take only negative values. The K(2,3) equation does not have any stable point and, in the language of mechanics, represents a particle moving with constant acceleration.

On the Singularity of the Vlasov-Poisson System

DOE Office of Scientific and Technical Information (OSTI.GOV)

and Hong Qin, Jian Zheng

2013-04-26

The Vlasov-Poisson system can be viewed as the collisionless limit of the corresponding Fokker- Planck-Poisson system. It is reasonable to expect that the result of Landau damping can also be obtained from the Fokker-Planck-Poisson system when the collision frequency v approaches zero. However, we show that the colllisionless Vlasov-Poisson system is a singular limit of the collisional Fokker-Planck-Poisson system, and Landau's result can be recovered only as the approaching zero from the positive side.

On the singularity of the Vlasov-Poisson system

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zheng, Jian; Qin, Hong; Plasma Physics Laboratory, Princeton University, Princeton, New Jersey 08550

2013-09-15

The Vlasov-Poisson system can be viewed as the collisionless limit of the corresponding Fokker-Planck-Poisson system. It is reasonable to expect that the result of Landau damping can also be obtained from the Fokker-Planck-Poisson system when the collision frequency ν approaches zero. However, we show that the collisionless Vlasov-Poisson system is a singular limit of the collisional Fokker-Planck-Poisson system, and Landau's result can be recovered only as the ν approaches zero from the positive side.

An ansatz for solving nonlinear partial differential equations in mathematical physics.

PubMed

Akbar, M Ali; Ali, Norhashidah Hj Mohd

2016-01-01

In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems.

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

Study of travelling wave solutions for some special-type nonlinear evolution equations

NASA Astrophysics Data System (ADS)

Song, Junquan; Hu, Lan; Shen, Shoufeng; Ma, Wen-Xiu

2018-07-01

The tanh-function expansion method has been improved and used to construct travelling wave solutions of the form U={\\sum }j=0n{a}j{\\tanh }jξ for some special-type nonlinear evolution equations, which have a variety of physical applications. The positive integer n can be determined by balancing the highest order linear term with the nonlinear term in the evolution equations. We improve the tanh-function expansion method with n = 0 by introducing a new transform U=-W\\prime (ξ )/{W}2. A nonlinear wave equation with source terms, and mKdV-type equations, are considered in order to show the effectiveness of the improved scheme. We also propose the tanh-function expansion method of implicit function form, and apply it to a Harry Dym-type equation as an example.

Optical solitons to the resonance nonlinear Schrödinger equation by Sine-Gordon equation method

NASA Astrophysics Data System (ADS)

Inc, Mustafa; Aliyu, Aliyu Isa; Yusuf, Abdullahi; Baleanu, Dumitru

2018-01-01

In this paper, we examined the optical solitons to the resonant nonlinear Schrödinger equation (R-NLSE) which describes the propagation of solitons through optical fibers. Three types of nonlinear media fibers are studied. They are; quadratic-cubic law, Kerr law and parabolic law. Dark, bright, dark-bright or combined optical and singular soliton solutions are derived using the sine-Gordon equation method (SGEM). The constraint conditions that naturally fall out of the solution structure which guarantee the existence of these solitons are also reported.

Analysis of the Poisson-Nernst-Planck equation in a ball for modeling the Voltage-Current relation in neurobiological microdomains

NASA Astrophysics Data System (ADS)

Cartailler, J.; Schuss, Z.; Holcman, D.

2017-01-01

The electro-diffusion of ions is often described by the Poisson-Nernst-Planck (PNP) equations, which couple nonlinearly the charge concentration and the electric potential. This model is used, among others, to describe the motion of ions in neuronal micro-compartments. It remains at this time an open question how to determine the relaxation and the steady state distribution of voltage when an initial charge of ions is injected into a domain bounded by an impermeable dielectric membrane. The purpose of this paper is to construct an asymptotic approximation to the solution of the stationary PNP equations in a d-dimensional ball (d = 1 , 2 , 3) in the limit of large total charge. In this geometry the PNP system reduces to the Liouville-Gelfand-Bratú (LGB) equation, with the difference that the boundary condition is Neumann, not Dirichlet, and there is a minus sign in the exponent of the exponential term. The entire boundary is impermeable to ions and the electric field satisfies the compatibility condition of Poisson's equation. These differences replace attraction by repulsion in the LGB equation, thus completely changing the solution. We find that the voltage is maximal in the center and decreases toward the boundary. We also find that the potential drop between the center and the surface increases logarithmically in the total number of charges and not linearly, as in classical capacitance theory. This logarithmic singularity is obtained for d = 3 from an asymptotic argument and cannot be derived from the analysis of the phase portrait. These results are used to derive the relation between the outward current and the voltage in a dendritic spine, which is idealized as a dielectric sphere connected smoothly to the nerve axon by a narrow neck. This is a fundamental microdomain involved in neuronal communication. We compute the escape rate of an ion from the steady density in a ball, which models a neuronal spine head, to a small absorbing window in the sphere. We

Parabolic equation for nonlinear acoustic wave propagation in inhomogeneous moving media

NASA Astrophysics Data System (ADS)

Aver'yanov, M. V.; Khokhlova, V. A.; Sapozhnikov, O. A.; Blanc-Benon, Ph.; Cleveland, R. O.

2006-12-01

A new parabolic equation is derived to describe the propagation of nonlinear sound waves in inhomogeneous moving media. The equation accounts for diffraction, nonlinearity, absorption, scalar inhomogeneities (density and sound speed), and vectorial inhomogeneities (flow). A numerical algorithm employed earlier to solve the KZK equation is adapted to this more general case. A two-dimensional version of the algorithm is used to investigate the propagation of nonlinear periodic waves in media with random inhomogeneities. For the case of scalar inhomogeneities, including the case of a flow parallel to the wave propagation direction, a complex acoustic field structure with multiple caustics is obtained. Inclusion of the transverse component of vectorial random inhomogeneities has little effect on the acoustic field. However, when a uniform transverse flow is present, the field structure is shifted without changing its morphology. The impact of nonlinearity is twofold: it produces strong shock waves in focal regions, while, outside the caustics, it produces higher harmonics without any shocks. When the intensity is averaged across the beam propagating through a random medium, it evolves similarly to the intensity of a plane nonlinear wave, indicating that the transverse redistribution of acoustic energy gives no considerable contribution to nonlinear absorption.

Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations

NASA Astrophysics Data System (ADS)

Indekeu, Joseph O.; Smets, Ruben

2017-08-01

Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically.

State-Dependent Riccati Equation Regulation of Systems with State and Control Nonlinearities

NASA Technical Reports Server (NTRS)

Beeler, Scott C.; Cox, David E. (Technical Monitor)

2004-01-01

The state-dependent Riccati equations (SDRE) is the basis of a technique for suboptimal feedback control of a nonlinear quadratic regulator (NQR) problem. It is an extension of the Riccati equation used for feedback control of linear problems, with the addition of nonlinearities in the state dynamics of the system resulting in a state-dependent gain matrix as the solution of the equation. In this paper several variations on the SDRE-based method will be considered for the feedback control problem with control nonlinearities. The control nonlinearities may result in complications in the numerical implementation of the control, which the different versions of the SDRE method must try to overcome. The control methods will be applied to three test problems and their resulting performance analyzed.

Study of solution procedures for nonlinear structural equations

NASA Technical Reports Server (NTRS)

Young, C. T., II; Jones, R. F., Jr.

1980-01-01

A method for the redution of the cost of solution of large nonlinear structural equations was developed. Verification was made using the MARC-STRUC structure finite element program with test cases involving single and multiple degrees of freedom for static geometric nonlinearities. The method developed was designed to exist within the envelope of accuracy and convergence characteristic of the particular finite element methodology used.

On Coulomb collisions in the solar wind

NASA Astrophysics Data System (ADS)

Hellinger, P.; Travnicek, P. M.

2009-04-01

Collisional transport in anisotropic plasmas is investigated comparing theoretical predictions of the Fokker-Planck equation for bi-Maxwellian particle distribution functions (Kogan, 1961; Lehner, 1967) and results of the corresponding Langevin equation. References: Kogan, V. I., in Plasma Physics and the Problem of Controlled Thermonuclear Reactions, edited by M. A. Leontovich, Pergamon Press, New York, , vol. 1, 153, 1961. Lehner, G., Zeitschrift fur Physik, 206, 284, 1967.

When is quasi-linear theory exact. [particle acceleration

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1975-01-01

We use the cumulant expansion technique of Kubo (1962, 1963) to derive an integrodifferential equation for the average one-particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the equation for this function degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory only for this limited class of fluctuations.

On symmetries, conservation laws and exact solutions of the nonlinear Schrödinger-Hirota equation

NASA Astrophysics Data System (ADS)

Akbulut, Arzu; Taşcan, Filiz

2018-04-01

In this paper, conservation laws and exact solution are found for nonlinear Schrödinger-Hirota equation. Conservation theorem is used for finding conservation laws. We get modified conservation laws for given equation. Modified simple equation method is used to obtain the exact solutions of the nonlinear Schrödinger-Hirota equation. It is shown that the suggested method provides a powerful mathematical instrument for solving nonlinear equations in mathematical physics and engineering.

Exact solutions to three-dimensional generalized nonlinear Schrödinger equations with varying potential and nonlinearities.

PubMed

Yan, Zhenya; Konotop, V V

2009-09-01

It is shown that using the similarity transformations, a set of three-dimensional p-q nonlinear Schrödinger (NLS) equations with inhomogeneous coefficients can be reduced to one-dimensional stationary NLS equation with constant or varying coefficients, thus allowing for obtaining exact localized and periodic wave solutions. In the suggested reduction the original coordinates in the (1+3) space are mapped into a set of one-parametric coordinate surfaces, whose parameter plays the role of the coordinate of the one-dimensional equation. We describe the algorithm of finding solutions and concentrate on power (linear and nonlinear) potentials presenting a number of case examples. Generalizations of the method are also discussed.

Optimal analytic method for the nonlinear Hasegawa-Mima equation

NASA Astrophysics Data System (ADS)

Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle

2014-05-01

The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fbeta noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fbeta noise, and provides further insights into the origin of 1/fbeta noise.

Tensor-GMRES method for large sparse systems of nonlinear equations

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1994-01-01

This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

Soliton Resolution for the Derivative Nonlinear Schrödinger Equation

NASA Astrophysics Data System (ADS)

Jenkins, Robert; Liu, Jiaqi; Perry, Peter; Sulem, Catherine

2018-05-01

We study the derivative nonlinear Schrödinger equation for generic initial data in a weighted Sobolev space that can support bright solitons (but exclude spectral singularities). Drawing on previous well-posedness results, we give a full description of the long-time behavior of the solutions in the form of a finite sum of localized solitons and a dispersive component. At leading order and in space-time cones, the solution has the form of a multi-soliton whose parameters are slightly modified from their initial values by soliton-soliton and soliton-radiation interactions. Our analysis provides an explicit expression for the correction dispersive term. We use the nonlinear steepest descent method of Deift and Zhou (Commun Pure Appl Math 56:1029-1077, 2003) revisited by the {\\overline{partial}} -analysis of McLaughlin and Miller (IMRP Int Math Res Pap 48673:1-77, 2006) and Dieng and McLaughlin (Long-time asymptotics for the NLS equation via dbar methods. Preprint, arXiv:0805.2807, 2008), and complemented by the recent work of Borghese et al. (Ann Inst Henri Poincaré Anal Non Linéaire, https://doi.org/10.1016/j.anihpc.2017.08.006, 2017) on soliton resolution for the focusing nonlinear Schrödinger equation. Our results imply that N-soliton solutions of the derivative nonlinear Schrödinger equation are asymptotically stable.

Dissipative behavior of some fully non-linear KdV-type equations

NASA Astrophysics Data System (ADS)

Brenier, Yann; Levy, Doron

2000-03-01

The KdV equation can be considered as a special case of the general equation u t+f(u) x-δg(u xx) x=0, δ>0, where f is non-linear and g is linear, namely f( u)= u2/2 and g( v)= v. As the parameter δ tends to 0, the dispersive behavior of the KdV equation has been throughly investigated (see, e.g., [P.G. Drazin, Solitons, London Math. Soc. Lect. Note Ser. 85, Cambridge University Press, Cambridge, 1983; P.D. Lax, C.D. Levermore, The small dispersion limit of the Korteweg-de Vries equation, III, Commun. Pure Appl. Math. 36 (1983) 809-829; G.B. Whitham, Linear and Nonlinear Waves, Wiley/Interscience, New York, 1974] and the references therein). We show through numerical evidence that a completely different, dissipative behavior occurs when g is non-linear, namely when g is an even concave function such as g( v)=-∣ v∣ or g( v)=- v2. In particular, our numerical results hint that as δ→0 the solutions strongly converge to the unique entropy solution of the formal limit equation, in total contrast with the solutions of the KdV equation.

Exactly Solvable Multidimensional Nonlinear Equations and Inverse Scattering,

DTIC Science & Technology

1986-12-01

time dimension. Here the prototype euQation is 1 the Kadomtsev - Petviashvili (K-P) equation : .0 6u , x , x - )3,:’u ,’ which is the cop,patliil ity...AD-R193 274 EXACTLY SOLVABLE MULTIDIMENSIONAL NONLINEAR EQUATIONS L/1 AND INVERSE SCATTERING(U) CLARKSON UNIV POTSDAM MY A J MBLOUITZ DEC 86 NSOSI4...ecuations by associating thnm with appropriate compatible linear equations , -ne of which is identified as a Scattering prooD,, ne others(s) serves to

High-order rogue waves of the Benjamin-Ono equation and the nonlocal nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Liu, Wei

2017-10-01

High-order rogue wave solutions of the Benjamin-Ono equation and the nonlocal nonlinear Schrödinger equation are derived by employing the bilinear method, which are expressed by simple polynomials. Typical dynamics of these high-order rogue waves are studied by analytical and graphical ways. For the Benjamin-Ono equation, there are two types of rogue waves, namely, bright rogue waves and dark rogue waves. In particular, the fundamental rogue wave pattern is different from the usual fundamental rogue wave patterns in other soliton equations. For the nonlocal nonlinear Schrödinger equation, the exact explicit rogue wave solutions up to the second order are presented. Typical rogue wave patterns such as Peregrine-type, triple and fundamental rogue waves are put forward. These high-order rogue wave patterns have not been shown before in the nonlocal Schrödinger equation.

Steric effects in the dynamics of electrolytes at large applied voltages. II. Modified Poisson-Nernst-Planck equations.

PubMed

Kilic, Mustafa Sabri; Bazant, Martin Z; Ajdari, Armand

2007-02-01

In situations involving large potentials or surface charges, the Poisson-Boltzman (PB) equation has shortcomings because it neglects ion-ion interactions and steric effects. This has been widely recognized by the electrochemistry community, leading to the development of various alternative models resulting in different sets "modified PB equations," which have had at least qualitative success in predicting equilibrium ion distributions. On the other hand, the literature is scarce in terms of descriptions of concentration dynamics in these regimes. Here, adapting strategies developed to modify the PB equation, we propose a simple modification of the widely used Poisson-Nernst-Planck (PNP) equations for ionic transport, which at least qualitatively accounts for steric effects. We analyze numerical solutions of these modified PNP equations on the model problem of the charging of a simple electrolyte cell, and compare the outcome to that of the standard PNP equations. Finally, we repeat the asymptotic analysis of Bazant, Thornton, and Ajdari [Phys. Rev. E 70, 021506 (2004)] for this new system of equations to further document the interest and limits of validity of the simpler equivalent electrical circuit models introduced in Part I [Kilic, Bazant, and Ajdari, Phys. Rev. E 75, 021502 (2007)] for such problems.

Taming the nonlinearity of the Einstein equation.

PubMed

Harte, Abraham I

2014-12-31

Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate all such nonlinearities beyond a particular order: Both Landau-Lifshitz and tetrad formulations of Einstein's equation are obtained that involve only finite products of the unknowns and their derivatives. Considerable additional simplifications arise in physically interesting cases where metrics become approximately Kerr or, e.g., plane waves, suggesting that the variables described here can be used to efficiently reformulate perturbation theory in a variety of contexts. In all cases, these variables are shown to have simple geometrical interpretations that directly relate the local causal structure associated with the metric of interest to the causal structure associated with a prescribed background. A new method to search for exact solutions is outlined as well.

Square-integrable solutions to a family of nonlinear schrödinger equations from nonlinear quantum theory

NASA Astrophysics Data System (ADS)

Teismann, Holger

2005-10-01

We consider nonlinear Schrödinger equations which have been proposed as fundamental equations of nonlinear quantum theories. The equations are singular in that the wave function ψ appears in the denominator of rational expressions. To avoid the problem of zeros of ψ it is natural to make the ansatz ψ = e ν. This ansatz, however, conflicts with the—physically motivated—requirement that the solutions ψ be square integrable. We show that this conflict can be resolved by considering an unusual function space whose definition involves the derivative ∇ ν of ν. This function space turns out to be dense subset of L2 and the equations can be solved in the L2-sense (as desired) by first solving an evolutionary system for ∇ ν and then transforming back to ψ.

On the Solution of the Continuity Equation for Precipitating Electrons in Solar Flares

NASA Technical Reports Server (NTRS)

Emslie, A. Gordon; Holman, Gordon D.; Litvinenko, Yuri E.

2014-01-01

Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis & Zharkova claim to have found an "updated exact analytical solution" to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii & Shmeleva, and many others is invalid. We show that the solution of Dobranskis & Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the "new" analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result.We conclude that Dobranskis & Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii & Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.

Observational constraints on variable equation of state parameters of dark matter and dark energy after Planck

NASA Astrophysics Data System (ADS)

Kumar, Suresh; Xu, Lixin

2014-10-01

In this paper, we study a cosmological model in general relativity within the framework of spatially flat Friedmann-Robertson-Walker space-time filled with ordinary matter (baryonic), radiation, dark matter and dark energy, where the latter two components are described by Chevallier-Polarski-Linder equation of state parameters. We utilize the observational data sets from SNLS3, BAO and Planck + WMAP9 + WiggleZ measurements of matter power spectrum to constrain the model parameters. We find that the current observational data offer tight constraints on the equation of state parameter of dark matter. We consider the perturbations and study the behavior of dark matter by observing its effects on CMB and matter power spectra. We find that the current observational data favor the cold dark matter scenario with the cosmological constant type dark energy at the present epoch.

An iterative method for systems of nonlinear hyperbolic equations

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.

1989-01-01

An iterative algorithm for the efficient solution of systems of nonlinear hyperbolic equations is presented. Parallelism is evident at several levels. In the formation of the iteration, the equations are decoupled, thereby providing large grain parallelism. Parallelism may also be exploited within the solves for each equation. Convergence of the interation is established via a bounding function argument. Experimental results in two-dimensions are presented.

Several reverse-time integrable nonlocal nonlinear equations: Rogue-wave solutions

NASA Astrophysics Data System (ADS)

Yang, Bo; Chen, Yong

2018-05-01

A study of rogue-wave solutions in the reverse-time nonlocal nonlinear Schrödinger (NLS) and nonlocal Davey-Stewartson (DS) equations is presented. By using Darboux transformation (DT) method, several types of rogue-wave solutions are constructed. Dynamics of these rogue-wave solutions are further explored. It is shown that the (1 + 1)-dimensional fundamental rogue-wave solutions in the reverse-time NLS equation can be globally bounded or have finite-time blowing-ups. It is also shown that the (2 + 1)-dimensional line rogue waves in the reverse-time nonlocal DS equations can be bounded for all space and time or develop singularities in critical time. In addition, the multi- and higher-order rogue waves exhibit richer structures, most of which have no counterparts in the corresponding local nonlinear equations.

Solving Nonlinear Differential Equations in the Engineering Curriculum

ERIC Educational Resources Information Center

Auslander, David M.

1977-01-01

Described is the Dynamic System Simulation Language (SIM) mini-computer system utilized at the University of California, Los Angeles. It is used by engineering students for solving nonlinear differential equations. (SL)

Delay-controlled primary and stochastic resonances of the SD oscillator with stiffness nonlinearities

NASA Astrophysics Data System (ADS)

Yang, Tao; Cao, Qingjie

2018-03-01

This work presents analytical studies of the stiffness nonlinearities SD (smooth and discontinuous) oscillator under displacement and velocity feedback control with a time delay. The SD oscillator can capture the qualitative characteristics of quasi-zero-stiffness and negative-stiffness. We focus mainly on the primary resonance of the quasi-zero-stiffness SD oscillator and the stochastic resonance (SR) of the negative-stiffness SD oscillator. Using the averaging method, we have been analyzed the amplitude response of the quasi-zero-stiffness SD oscillator. In this regard, the optimum time delay for changing the control intensity according to the optimization standard proposed can be obtained. For the optimum time delay, increasing the displacement feedback intensity is advantageous to suppress the vibrations in resonant regime where vibration isolation is needed, however, increasing the velocity feedback intensity is advantageous to strengthen the vibrations. Moreover, the effects of time-delayed feedback on the SR of the negative-stiffness SD oscillator are investigated under harmonic forcing and Gaussian white noise, based on the Langevin and Fokker-Planck approaches. The time-delayed feedback can enhance the SR phenomenon where vibrational energy harvesting is needed. This paper established the relationship between the parameters and vibration properties of a stiffness nonlinearities SD which provides the guidance for optimizing time-delayed control for vibration isolation and vibrational energy harvesting of the nonlinear systems.

Integrable equations of the infinite nonlinear Schrödinger equation hierarchy with time variable coefficients.

PubMed

Kedziora, D J; Ankiewicz, A; Chowdury, A; Akhmediev, N

2015-10-01

We present an infinite nonlinear Schrödinger equation hierarchy of integrable equations, together with the recurrence relations defining it. To demonstrate integrability, we present the Lax pairs for the whole hierarchy, specify its Darboux transformations and provide several examples of solutions. These resulting wavefunctions are given in exact analytical form. We then show that the Lax pair and Darboux transformation formalisms still apply in this scheme when the coefficients in the hierarchy depend on the propagation variable (e.g., time). This extension thus allows for the construction of complicated solutions within a greatly diversified domain of generalised nonlinear systems.

Dispersive optical soliton solutions for higher order nonlinear Sasa-Satsuma equation in mono mode fibers via new auxiliary equation method

NASA Astrophysics Data System (ADS)

Khater, Mostafa M. A.; Seadawy, Aly R.; Lu, Dianchen

2018-01-01

In this research, we apply new technique for higher order nonlinear Schrödinger equation which is representing the propagation of short light pulses in the monomode optical fibers and the evolution of slowly varying packets of quasi-monochromatic waves in weakly nonlinear media that have dispersion. Nonlinear Schrödinger equation is one of the basic model in fiber optics. We apply new auxiliary equation method for nonlinear Sasa-Satsuma equation to obtain a new optical forms of solitary traveling wave solutions. Exact and solitary traveling wave solutions are obtained in different kinds like trigonometric, hyperbolic, exponential, rational functions, …, etc. These forms of solutions that we represent in this research prove the superiority of our new technique on almost thirteen powerful methods. The main merits of this method over the other methods are that it gives more general solutions with some free parameters.

On solutions of the fifth-order dispersive equations with porous medium type non-linearity

NASA Astrophysics Data System (ADS)

Kocak, Huseyin; Pinar, Zehra

2018-07-01

In this work, we focus on obtaining the exact solutions of the fifth-order semi-linear and non-linear dispersive partial differential equations, which have the second-order diffusion-like (porous-type) non-linearity. The proposed equations were not studied in the literature in the sense of the exact solutions. We reveal solutions of the proposed equations using the classical Riccati equations method. The obtained exact solutions, which can play a key role to simulate non-linear waves in the medium with dispersion and diffusion, are illustrated and discussed in details.

Exact solutions for (1 + 1)-dimensional nonlinear dispersive modified Benjamin-Bona-Mahony equation and coupled Klein-Gordon equations.

PubMed

Khan, Kamruzzaman; Akbar, M Ali; Islam, S M Rayhanul

2014-01-01

In this work, recently developed modified simple equation (MSE) method is applied to find exact traveling wave solutions of nonlinear evolution equations (NLEEs). To do so, we consider the (1 + 1)-dimensional nonlinear dispersive modified Benjamin-Bona-Mahony (DMBBM) equation and coupled Klein-Gordon (cKG) equations. Two classes of explicit exact solutions-hyperbolic and trigonometric solutions of the associated equations are characterized with some free parameters. Then these exact solutions correspond to solitary waves for particular values of the parameters. 02.30.Jr; 02.70.Wz; 05.45.Yv; 94.05.Fg.

Nonlinear model of a rotating hub-beams structure: Equations of motion

NASA Astrophysics Data System (ADS)

Warminski, Jerzy

2018-01-01

Dynamics of a rotating structure composed of a rigid hub and flexible beams is presented in the paper. A nonlinear model of a beam takes into account bending, extension and nonlinear curvature. The influence of geometric nonlinearity and nonconstant angular velocity on dynamics of the rotating structure is presented. The exact equations of motion and associated boundary conditions are derived on the basis of the Hamilton's principle. The simplification of the exact nonlinear mathematical model is proposed taking into account the second order approximation. The reduced partial differential equations of motion together with associated boundary conditions can be used to study natural or forced vibrations of a rotating structure considering constant or nonconstant angular speed of a rigid hub and an arbitrary number of flexible blades.

An efficient computational method for the approximate solution of nonlinear Lane-Emden type equations arising in astrophysics

NASA Astrophysics Data System (ADS)

Singh, Harendra

2018-04-01

The key purpose of this article is to introduce an efficient computational method for the approximate solution of the homogeneous as well as non-homogeneous nonlinear Lane-Emden type equations. Using proposed computational method given nonlinear equation is converted into a set of nonlinear algebraic equations whose solution gives the approximate solution to the Lane-Emden type equation. Various nonlinear cases of Lane-Emden type equations like standard Lane-Emden equation, the isothermal gas spheres equation and white-dwarf equation are discussed. Results are compared with some well-known numerical methods and it is observed that our results are more accurate.

Numerical study of fractional nonlinear Schrödinger equations.

PubMed

Klein, Christian; Sparber, Christof; Markowich, Peter

2014-12-08

Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.

Numerical study of fractional nonlinear Schrödinger equations

PubMed Central

Klein, Christian; Sparber, Christof; Markowich, Peter

2014-01-01

Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604

On a hierarchy of nonlinearly dispersive generalized Korteweg - de Vries evolution equations

DOE PAGES

Christov, Ivan C.

2015-08-20

We propose a hierarchy of nonlinearly dispersive generalized Korteweg–de Vries (KdV) evolution equations based on a modification of the Lagrangian density whose induced action functional the KdV equation extremizes. Two recent nonlinear evolution equations describing wave propagation in certain generalized continua with an inherent material length scale are members of the proposed hierarchy. Like KdV, the equations from the proposed hierarchy possess Hamiltonian structure. Unlike KdV, the solutions to these equations can be compact (i.e., they vanish outside of some open interval) and, in addition, peaked. Implicit solutions for these peaked, compact traveling waves (“peakompactons”) are presented.

Nonlinear Solver Approaches for the Diffusive Wave Approximation to the Shallow Water Equations

NASA Astrophysics Data System (ADS)

Collier, N.; Knepley, M.

2015-12-01

The diffusive wave approximation to the shallow water equations (DSW) is a doubly-degenerate, nonlinear, parabolic partial differential equation used to model overland flows. Despite its challenges, the DSW equation has been extensively used to model the overland flow component of various integrated surface/subsurface models. The equation's complications become increasingly problematic when ponding occurs, a feature which becomes pervasive when solving on large domains with realistic terrain. In this talk I discuss the various forms and regularizations of the DSW equation and highlight their effect on the solvability of the nonlinear system. In addition to this analysis, I present results of a numerical study which tests the applicability of a class of composable nonlinear algebraic solvers recently added to the Portable, Extensible, Toolkit for Scientific Computation (PETSc).

Dispersive optical soliton solutions for the hyperbolic and cubic-quintic nonlinear Schrödinger equations via the extended sinh-Gordon equation expansion method

NASA Astrophysics Data System (ADS)

Seadawy, Aly R.; Kumar, Dipankar; Chakrabarty, Anuz Kumar

2018-05-01

The (2+1)-dimensional hyperbolic and cubic-quintic nonlinear Schrödinger equations describe the propagation of ultra-short pulses in optical fibers of nonlinear media. By using an extended sinh-Gordon equation expansion method, some new complex hyperbolic and trigonometric functions prototype solutions for two nonlinear Schrödinger equations were derived. The acquired new complex hyperbolic and trigonometric solutions are expressed by dark, bright, combined dark-bright, singular and combined singular solitons. The obtained results are more compatible than those of other applied methods. The extended sinh-Gordon equation expansion method is a more powerful and robust mathematical tool for generating new optical solitary wave solutions for many other nonlinear evolution equations arising in the propagation of optical pulses.

A nonlinear wave equation in nonadiabatic flame propagation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Booty, M.R.; Matalon, M.; Matkowsky, B.J.

1988-06-01

The authors derive a nonlinear wave equation from the diffusional thermal model of gaseous combustion to describe the evolution of a flame front. The equation arises as a long wave theory, for values of the volumeric heat loss in a neighborhood of the extinction point (beyond which planar uniformly propagating flames cease to exist), and for Lewis numbers near the critical value beyond which uniformly propagating planar flames lose stability via a degenerate Hopf bifurcation. Analysis of the equation suggests the possibility of a singularity developing in finite time.

Lichnerowicz-type equations with sign-changing nonlinearities on complete manifolds with boundary

NASA Astrophysics Data System (ADS)

Albanese, Guglielmo; Rigoli, Marco

2017-12-01

We prove an existence theorem for positive solutions to Lichnerowicz-type equations on complete manifolds with boundary (M , ∂ M , 〈 , 〉) and nonlinear Neumann conditions. This kind of nonlinear problems arise quite naturally in the study of solutions for the Einstein-scalar field equations of General Relativity in the framework of the so called Conformal Method.

Traveling waves and conservation laws for highly nonlinear wave equations modeling Hertz chains

NASA Astrophysics Data System (ADS)

Przedborski, Michelle; Anco, Stephen C.

2017-09-01

A highly nonlinear, fourth-order wave equation that models the continuum theory of long wavelength pulses in weakly compressed, homogeneous, discrete chains with a general power-law contact interaction is studied. For this wave equation, all solitary wave solutions and all nonlinear periodic wave solutions, along with all conservation laws, are derived. The solutions are explicitly parameterized in terms of the asymptotic value of the wave amplitude in the case of solitary waves and the peak of the wave amplitude in the case of nonlinear periodic waves. All cases in which the solution expressions can be stated in an explicit analytic form using elementary functions are worked out. In these cases, explicit expressions for the total energy and total momentum for all solutions are obtained as well. The derivation of the solutions uses the conservation laws combined with an energy analysis argument to reduce the wave equation directly to a separable first-order differential equation that determines the wave amplitude in terms of the traveling wave variable. This method can be applied more generally to other highly nonlinear wave equations.

Dynamic Theory of Relativistic Electrons Stochastic Heating by Whistler Mode Waves with Application to the Earth Magnetosphere

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Tel'nikhin, A. A.; Kronberg, T. K.

2007-01-01

In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.

Time-dependent transport of energetic particles in magnetic turbulence: computer simulations versus analytical theory

NASA Astrophysics Data System (ADS)

Arendt, V.; Shalchi, A.

2018-06-01

We explore numerically the transport of energetic particles in a turbulent magnetic field configuration. A test-particle code is employed to compute running diffusion coefficients as well as particle distribution functions in the different directions of space. Our numerical findings are compared with models commonly used in diffusion theory such as Gaussian distribution functions and solutions of the cosmic ray Fokker-Planck equation. Furthermore, we compare the running diffusion coefficients across the mean magnetic field with solutions obtained from the time-dependent version of the unified non-linear transport theory. In most cases we find that particle distribution functions are indeed of Gaussian form as long as a two-component turbulence model is employed. For turbulence setups with reduced dimensionality, however, the Gaussian distribution can no longer be obtained. It is also shown that the unified non-linear transport theory agrees with simulated perpendicular diffusion coefficients as long as the pure two-dimensional model is excluded.

Some Remarks on Similarity and Soliton Solutions of Nonlinear Klein-Gordon Equation

NASA Astrophysics Data System (ADS)

Tajiri, Masayoshi

1984-11-01

The three-dimensional nonlinear Klein-Gordon [, Higgs field and Yang-Milles] (3D-KG [, H and YM]) equation is first reduced to the 2D nonlinear Schrödinger (2D-NLS) and 2D-KG [, H and YM] equations, and secondly to the 1D-NLS and 1D-KG [, H and YM] equations by similarity transformations. It is shown that similar type soliton solutions of the 3D-KG, H and YM equations, which have singularity on a plane in (x, y, z, t) space, are obtained by substituting the soliton solutions of the 1D-NLS or 1D-KG (or H) equation into the similarity transformations. The soliton solutions of the YM equation are also investigated.

Theoretical Model Images and Spectra for Comparison with HESSI and Microwave Observations of Solar Flares

NASA Technical Reports Server (NTRS)

Fisher, Richard R. (Technical Monitor); Holman, G. D.; Sui, L.; McTiernan, J. M.; Petrosian, V.

2003-01-01

We have computed bremsstrahlung and gyrosynchrotron images and spectra from a model flare loop. Electrons with a power-law energy distribution are continuously injected at the top of a semi-circular magnetic loop. The Fokker-Planck equation is integrated to obtain the steady-state electron distribution throughout the loop. Coulomb scattering and energy losses and magnetic mirroring are included in the model. The resulting electron distributions are used to compute the radiative emissions. Sample images and spectra are presented. We are developing these models for the interpretation of the High Energy Solar Spectroscopic Imager (HESSI) x-ray/gamma ray data and coordinated microwave observations. The Fokker-Planck and radiation codes are available on the Web at http://hesperia.gsfc.nasa.gov/hessi/modelware.htm This work is supported in part by the NASA Sun-Earth Connection Program.

Initial-value problem for the Gardner equation applied to nonlinear internal waves

NASA Astrophysics Data System (ADS)

Rouvinskaya, Ekaterina; Kurkina, Oxana; Kurkin, Andrey; Talipova, Tatiana; Pelinovsky, Efim

2017-04-01

The Gardner equation is a fundamental mathematical model for the description of weakly nonlinear weakly dispersive internal waves, when cubic nonlinearity cannot be neglected. Within this model coefficients of quadratic and cubic nonlinearity can both be positive as well as negative, depending on background conditions of the medium, where waves propagate (sea water density stratification, shear flow profile) [Rouvinskaya et al., 2014, Kurkina et al., 2011, 2015]. For the investigation of weakly dispersive behavior in the framework of nondimensional Gardner equation with fixed (positive) sign of quadratic nonlinearity and positive or negative cubic nonlinearity {eq1} partial η/partial t+6η( {1± η} )partial η/partial x+partial ^3η/partial x^3=0, } the series of numerical experiments of initial-value problem was carried out for evolution of a bell-shaped impulse of negative polarity (opposite to the sign of quadratic nonlinear coefficient): {eq2} η(x,t=0)=-asech2 ( {x/x0 } ), for which amplitude a and width x0 was varied. Similar initial-value problem was considered in the paper [Trillo et al., 2016] for the Korteweg - de Vries equation. For the Gardner equation with different signs of cubic nonlinearity the initial-value problem for piece-wise constant initial condition was considered in detail in [Grimshaw et al., 2002, 2010]. It is widely known, for example, [Pelinovsky et al., 2007], that the Gardner equation (1) with negative cubic nonlinearity has a family of classic solitary wave solutions with only positive polarity,and with limiting amplitude equal to 1. Therefore evolution of impulses (2) of negative polarity (whose amplitudes a were varied from 0.1 to 3, and widths at the level of a/2 were equal to triple width of solitons with the same amplitude for a 1) was going on a universal scenario with the generation of nonlinear Airy wave. For the Gardner equation (1) with the positive cubic nonlinearity coefficient there exist two one-parametric families of

Asymptotic integration algorithms for nonhomogeneous, nonlinear, first order, ordinary differential equations

NASA Technical Reports Server (NTRS)

Walker, K. P.; Freed, A. D.

1991-01-01

New methods for integrating systems of stiff, nonlinear, first order, ordinary differential equations are developed by casting the differential equations into integral form. Nonlinear recursive relations are obtained that allow the solution to a system of equations at time t plus delta t to be obtained in terms of the solution at time t in explicit and implicit forms. Examples of accuracy obtained with the new technique are given by considering systems of nonlinear, first order equations which arise in the study of unified models of viscoplastic behaviors, the spread of the AIDS virus, and predator-prey populations. In general, the new implicit algorithm is unconditionally stable, and has a Jacobian of smaller dimension than that which is acquired by current implicit methods, such as the Euler backward difference algorithm; yet, it gives superior accuracy. The asymptotic explicit and implicit algorithms are suitable for solutions that are of the growing and decaying exponential kinds, respectively, whilst the implicit Euler-Maclaurin algorithm is superior when the solution oscillates, i.e., when there are regions in which both growing and decaying exponential solutions exist.

A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,

DTIC Science & Technology

NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Binder, Tobias; Covi, Laura; Kamada, Ayuki

Dark Matter (DM) models providing possible alternative solutions to the small-scale crisis of the standard cosmology are nowadays of growing interest. We consider DM interacting with light hidden fermions via well-motivated fundamental operators showing the resultant matter power spectrum is suppressed on subgalactic scales within a plausible parameter region. Our basic description of the evolution of cosmological perturbations relies on a fully consistent first principles derivation of a perturbed Fokker-Planck type equation, generalizing existing literature. The cosmological perturbation of the Fokker-Planck equation is presented for the first time in two different gauges, where the results transform into each other accordingmore » to the rules of gauge transformation. Furthermore, our focus lies on a derivation of a broadly applicable and easily computable collision term showing important phenomenological differences to other existing approximations. As one of the main results and concerning the small-scale crisis, we show the equal importance of vector and scalar boson mediated interactions between the DM and the light fermions.« less

Dark Solitons for the Defocusing Cubic Nonlinear Schrödinger Equation with the Spatially Periodic Potential and Nonlinearity

NASA Astrophysics Data System (ADS)

Yan, Zhen-Ya; Yan, Fang-Chi

2015-09-01

We study the existence of dark solitons of the defocusing cubic nonlinear Schrödinger (NLS) eqaution with the spatially-periodic potential and nonlinearity. Firstly, we propose six families of upper and lower solutions of the dynamical systems arising from the stationary defocusing NLS equation. Secondly, by regarding a dark soliton as a heteroclinic orbit of the Poincaré map, we present some constraint conditions for the periodic potential and nonlinearity to show the existence of stationary dark solitons of the defocusing NLS equation for six different cases in terms of the theory of strict lower and upper solutions and the dynamics of planar homeomorphisms. Finally, we give the explicit dark solitons of the defocusing NLS equation with the chosen periodic potential and nonlinearity. Supported by the National Natural Science Foundation of China under Grant No. 61178091, the National Key Basic Research Program of China under Grant No. 2011CB302400, and the Open Project Program of State Key Laboratory of Theoretical Physics, Institute of Theoretical Physics, Chinese Academy of Sciences, China under Grant No. Y4KF211CJ1

New extended (G'/G)-expansion method to solve nonlinear evolution equation: the (3 + 1)-dimensional potential-YTSF equation.

PubMed

Roshid, Harun-Or-; Akbar, M Ali; Alam, Md Nur; Hoque, Md Fazlul; Rahman, Nizhum

2014-01-01

In this article, a new extended (G'/G) -expansion method has been proposed for constructing more general exact traveling wave solutions of nonlinear evolution equations with the aid of symbolic computation. In order to illustrate the validity and effectiveness of the method, we pick the (3 + 1)-dimensional potential-YTSF equation. As a result, abundant new and more general exact solutions have been achieved of this equation. It has been shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in applied mathematics, engineering and mathematical physics.

Nonlinear Field Equations and Solitons as Particles

NASA Astrophysics Data System (ADS)

Maccari, Attilio

2006-05-01

Profound advances have recently interested nonlinear field theories and their exact or approximate solutions. We review the last results and point out some important unresolved questions. It is well known that quantum field theories are based upon Fourier series and the identification of plane waves with free particles. On the contrary, nonlinear field theories admit the existence of coherent solutions (dromions, solitons and so on). Moreover, one can construct lower dimensional chaotic patterns, periodic-chaotic patterns, chaotic soliton and dromion patterns. In a similar way, fractal dromion and lump patterns as well as stochastic fractal excitations can appear in the solution. We discuss in some detail a nonlinear Dirac field and a spontaneous symmetry breaking model that are reduced by means of the asymptotic perturbation method to a system of nonlinear evolution equations integrable via an appropriate change of variables. Their coherent, chaotic and fractal solutions are examined in some detail. Finally, we consider the possible identification of some types of coherent solutions with extended particles along the de Broglie-Bohm theory. However, the last findings suggest an inadequacy of the particle concept that appears only as a particular case of nonlinear field theories excitations.

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

Kudryashov, N. A.; Volkov, A. K.

2017-07-01

New class of solutions for nonlinear partial differential equations is introduced. We call them the concaten solutions. As an example we consider equations for the description of wave processes in the Fermi-Pasta-Ulam mass chain and construct the concatenon solutions for these equation. Stability of the concatenon-type solutions is investigated numerically. Interaction between the concatenon and solitons is discussed.

Nonlinear tunneling of optical soliton in 3 coupled NLS equation with symbolic computation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mani Rajan, M.S., E-mail: senthilmanirajanofc@gmail.com; Mahalingam, A.; Uthayakumar, A.

We investigated the soliton solution for N coupled nonlinear Schrödinger (CNLS) equations. These equations are coupled due to the cross-phase-modulation (CPM). Lax pair of this system is obtained via the Ablowitz–Kaup–Newell–Segur (AKNS) scheme and the corresponding Darboux transformation is constructed to derive the soliton solution. One and two soliton solutions are generated. Using two soliton solutions of 3 CNLS equation, nonlinear tunneling of soliton for both with and without exponential background has been discussed. Finally cascade compression of optical soliton through multi-nonlinear barrier has been discussed. The obtained results may have promising applications in all-optical devices based on optical solitons,more » study of soliton propagation in birefringence fiber systems and optical soliton with distributed dispersion and nonlinearity management. -- Highlights: •We consider the nonlinear tunneling of soliton in birefringence fiber. •3-coupled NLS (CNLS) equation with variable coefficients is considered. •Two soliton solutions are obtained via Darboux transformation using constructed Lax pair. •Soliton tunneling through dispersion barrier and well are investigated. •Finally, cascade compression of soliton has been achieved.« less

Nonlocal nonlinear Schrödinger equations and their soliton solutions

NASA Astrophysics Data System (ADS)

Gürses, Metin; Pekcan, Aslı

2018-05-01

We study standard and nonlocal nonlinear Schrödinger (NLS) equations obtained from the coupled NLS system of equations (Ablowitz-Kaup-Newell-Segur (AKNS) equations) by using standard and nonlocal reductions, respectively. By using the Hirota bilinear method, we first find soliton solutions of the coupled NLS system of equations; then using the reduction formulas, we find the soliton solutions of the standard and nonlocal NLS equations. We give examples for particular values of the parameters and plot the function |q(t, x)|2 for the standard and nonlocal NLS equations.

A nonlinear viscoelastic constitutive equation - Yield predictions in multiaxial deformations

NASA Technical Reports Server (NTRS)

Shay, R. M., Jr.; Caruthers, J. M.

1987-01-01

Yield stress predictions of a nonlinear viscoelastic constitutive equation for amorphous polymer solids have been obtained and are compared with the phenomenological von Mises yield criterion. Linear viscoelasticity theory has been extended to include finite strains and a material timescale that depends on the instantaneous temperature, volume, and pressure. Results are presented for yield and the correct temperature and strain-rate dependence in a variety of multiaxial deformations. The present nonlinear viscoelastic constitutive equation can be formulated in terms of either a Cauchy or second Piola-Kirchhoff stress tensor, and in terms of either atmospheric or hydrostatic pressure.

Quantum approach of mesoscopic magnet dynamics with spin transfer torque

NASA Astrophysics Data System (ADS)

Wang, Yong; Sham, L. J.

2013-05-01

We present a theory of magnetization dynamics driven by spin-polarized current in terms of the quantum master equation. In the spin coherent state representation, the master equation becomes a Fokker-Planck equation, which naturally includes the spin transfer and quantum fluctuation. The current electron scattering state is correlated to the magnet quantum states, giving rise to quantum correction to the electron transport properties in the usual semiclassical theory. In the large-spin limit, the magnetization dynamics is shown to obey the Hamilton-Jacobi equation or the Hamiltonian canonical equations.

On the structure of nonlinear constitutive equations for fiber reinforced composites

NASA Technical Reports Server (NTRS)

Jansson, Stefan

1992-01-01

The structure of constitutive equations for nonlinear multiaxial behavior of transversely isotropic fiber reinforced metal matrix composites subject to proportional loading was investigated. Results from an experimental program were combined with numerical simulations of the composite behavior for complex stress to reveal the full structure of the equations. It was found that the nonlinear response can be described by a quadratic flow-potential, based on the polynomial stress invariants, together with a hardening rule that is dominated by two different hardening mechanisms.

A Theoretical Understanding of Circular Polarization Memory in Random Media

NASA Astrophysics Data System (ADS)

Dark, Julia

Radiative transport theory describes the propagation of light in random media that absorb, scatter, and emit radiation. To describe the propagation of light, the full polarization state is quantified using the Stokes parameters. For the sake of mathematical convenience, the polarization state of light is often neglected leading to the scalar radiative transport equation for the intensity only. For scalar transport theory, there is a well-established body of literature on numerical and analytic approximations to the radiative transport equation. We extend the scalar theory to the vector radiative transport equation (vRTE). In particular, we are interested in the theoretical basis for a phenomena called circular polarization memory. Circular polarization memory is the physical phenomena whereby circular polarization retains its ellipticity and handedness when propagating in random media. This is in contrast to the propagation of linear polarization in random media, which depolarizes at a faster rate, and specular reflection of circular polarization, whereby the circular polarization handedness flips. We investigate two limits that are of known interest in the phenomena of circular polarization memory. The first limit we investigate is that of forward-peaked scattering, i.e. the limit where most scattering events occur in the forward or near-forward directions. The second limit we consider is that of strong scattering and weak absorption. In the forward-peaked scattering limit we approximate the vRTE by a system of partial differential equations motivated by the scalar Fokker-Planck approximation. We call the leading order approximation the vector Fokker-Planck approximation. The vector Fokker Planck approximation predicts that strongly forward-peaked media exhibit circular polarization memory where the strength of the effect can be calculated from the expansion of the scattering matrix in special functions. In addition, we find in this limit that total intensity

Stochastic Forecasting of Algae Blooms in Lakes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Peng; Tartakovsky, Daniel M.; Tartakovsky, Alexandre M.

We consider the development of harmful algae blooms (HABs) in a lake with uncertain nutrients inflow. Two general frameworks, Fokker-Planck equation and the PDF methods, are developed to quantify the resultant concentration uncertainty of various algae groups, via deriving a deterministic equation of their joint probability density function (PDF). A computational example is examined to study the evolution of cyanobacteria (the blue-green algae) and the impacts of initial concentration and inflow-outflow ratio.

Solutions to Some Nonlinear Equations from Nonmetric Data.

ERIC Educational Resources Information Center

Rule, Stanley J.

1979-01-01

A method to provide estimates of parameters of specified nonlinear equations from ordinal data generated from a crossed design is presented. The statistical basis for the method, called NOPE (nonmetric parameter estimation), as well as examples using artifical data, are presented. (Author/JKS)

Nonlinear static and dynamic analysis of beam structures using fully intrinsic equations

NASA Astrophysics Data System (ADS)

Sotoudeh, Zahra

2011-07-01

Beams are structural members with one dimension much larger than the other two. Examples of beams include propeller blades, helicopter rotor blades, and high aspect-ratio aircraft wings in aerospace engineering; shafts and wind turbine blades in mechanical engineering; towers, highways and bridges in civil engineering; and DNA modeling in biomedical engineering. Beam analysis includes two sets of equations: a generally linear two-dimensional problem over the cross-sectional plane and a nonlinear, global one-dimensional analysis. This research work deals with a relatively new set of equations for one-dimensional beam analysis, namely the so-called fully intrinsic equations. Fully intrinsic equations comprise a set of geometrically exact, nonlinear, first-order partial differential equations that is suitable for analyzing initially curved and twisted anisotropic beams. A fully intrinsic formulation is devoid of displacement and rotation variables, making it especially attractive because of the absence of singularities, infinite-degree nonlinearities, and other undesirable features associated with finite rotation variables. In spite of the advantages of these equations, using them with certain boundary conditions presents significant challenges. This research work will take a broad look at these challenges of modeling various boundary conditions when using the fully intrinsic equations. Hopefully it will clear the path for wider and easier use of the fully intrinsic equations in future research. This work also includes application of fully intrinsic equations in structural analysis of joined-wing aircraft, different rotor blade configuration and LCO analysis of HALE aircraft.

Analytical approximate solutions for a general class of nonlinear delay differential equations.

PubMed

Căruntu, Bogdan; Bota, Constantin

2014-01-01

We use the polynomial least squares method (PLSM), which allows us to compute analytical approximate polynomial solutions for a very general class of strongly nonlinear delay differential equations. The method is tested by computing approximate solutions for several applications including the pantograph equations and a nonlinear time-delay model from biology. The accuracy of the method is illustrated by a comparison with approximate solutions previously computed using other methods.

Nonlinear Schrödinger equation in foundations: summary of 4 catches

NASA Astrophysics Data System (ADS)

Diósi, Lajos

2016-03-01

Fundamental modifications of the standard Schrödinger equation by additional nonlinear terms have been considered for various purposes over the recent decades. It came as a surprise when, inverting Abner Shimonyi's observation of “peaceful coexistence” between standard quantum mechanics and relativity, N. Gisin proved in 1990 that any (deterministic) nonlinear Schrödinger equation would allow for superluminal communication. This is by now the most spectacular and best known anomaly. We discuss further anomalies, simple but foundational, less spectacular but not less dramatic.

Oscillation theorems for second order nonlinear forced differential equations.

PubMed

Salhin, Ambarka A; Din, Ummul Khair Salma; Ahmad, Rokiah Rozita; Noorani, Mohd Salmi Md

2014-01-01

In this paper, a class of second order forced nonlinear differential equation is considered and several new oscillation theorems are obtained. Our results generalize and improve those known ones in the literature.

Chemical potential in active systems: predicting phase equilibrium from bulk equations of state?

NASA Astrophysics Data System (ADS)

Paliwal, Siddharth; Rodenburg, Jeroen; van Roij, René; Dijkstra, Marjolein

2018-01-01

We derive a microscopic expression for a quantity μ that plays the role of chemical potential of active Brownian particles (ABPs) in a steady state in the absence of vortices. We show that μ consists of (i) an intrinsic chemical potential similar to passive systems, which depends on density and self-propulsion speed, but not on the external potential, (ii) the external potential, and (iii) a newly derived one-body swim potential due to the activity of the particles. Our simulations on ABPs show good agreement with our Fokker-Planck calculations, and confirm that μ (z) is spatially constant for several inhomogeneous active fluids in their steady states in a planar geometry. Finally, we show that phase coexistence of ABPs with a planar interface satisfies not only mechanical but also diffusive equilibrium. The coexistence can be well-described by equating the bulk chemical potential and bulk pressure obtained from bulk simulations for systems with low activity but requires explicit evaluation of the interfacial contributions at high activity.

Nonlinear Schrödinger equations with single power nonlinearity and harmonic potential

NASA Astrophysics Data System (ADS)

Cipolatti, R.; de Macedo Lira, Y.; Trallero-Giner, C.

2018-03-01

We consider a generalized nonlinear Schrödinger equation (GNLS) with a single power nonlinearity of the form λ ≤ft\\vert \\varphi \\right\\vert p , with p  >  0 and λ\\in{R} , in the presence of a harmonic confinement. We report the conditions that p and λ must fulfill for the existence and uniqueness of ground states of the GNLS. We discuss the Cauchy problem and summarize which conditions are required for the nonlinear term λ ≤ft\\vert \\varphi \\right\\vert p to render the ground state solutions orbitally stable. Based on a new variational method we provide exact formulæ for the minimum energy for each index p and the changing range of values of the nonlinear parameter λ. Also, we report an approximate close analytical expression for the ground state energy, performing a comparative analysis of the present variational calculations with those obtained by a generalized Thomas-Fermi approach, and soliton solutions for the respective ranges of p and λ where these solutions can be implemented to describe the minimum energy.

Solitary wave solutions of two-dimensional nonlinear Kadomtsev-Petviashvili dynamic equation in dust-acoustic plasmas

NASA Astrophysics Data System (ADS)

Seadawy, Aly R.

2017-09-01

Nonlinear two-dimensional Kadomtsev-Petviashvili (KP) equation governs the behaviour of nonlinear waves in dusty plasmas with variable dust charge and two temperature ions. By using the reductive perturbation method, the two-dimensional dust-acoustic solitary waves (DASWs) in unmagnetized cold plasma consisting of dust fluid, ions and electrons lead to a KP equation. We derived the solitary travelling wave solutions of the two-dimensional nonlinear KP equation by implementing sech-tanh, sinh-cosh, extended direct algebraic and fraction direct algebraic methods. We found the electrostatic field potential and electric field in the form travelling wave solutions for two-dimensional nonlinear KP equation. The solutions for the KP equation obtained by using these methods can be demonstrated precisely and efficiency. As an illustration, we used the readymade package of Mathematica program 10.1 to solve the original problem. These solutions are in good agreement with the analytical one.

On the solution of the continuity equation for precipitating electrons in solar flares

DOE Office of Scientific and Technical Information (OSTI.GOV)

Emslie, A. Gordon; Holman, Gordon D.; Litvinenko, Yuri E., E-mail: emslieg@wku.edu, E-mail: gordon.d.holman@nasa.gov

2014-09-01

Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis and Zharkova claim to have found an 'updated exact analytical solution' to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii and Shmeleva, and many others is invalid. We show that the solution of Dobranskis andmore » Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the 'new' analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result. We conclude that Dobranskis and Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii and Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.« less

Similarity solutions of some two-space-dimensional nonlinear wave evolution equations

NASA Technical Reports Server (NTRS)

Redekopp, L. G.

1980-01-01

Similarity reductions of the two-space-dimensional versions of the Korteweg-de Vries, modified Korteweg-de Vries, Benjamin-Davis-Ono, and nonlinear Schroedinger equations are presented, and some solutions of the reduced equations are discussed. Exact dispersive solutions of the two-dimensional Korteweg-de Vries equation are obtained, and the similarity solution of this equation is shown to be reducible to the second Painleve transcendent.

Lump solutions to nonlinear partial differential equations via Hirota bilinear forms

NASA Astrophysics Data System (ADS)

Ma, Wen-Xiu; Zhou, Yuan

2018-02-01

Lump solutions are analytical rational function solutions localized in all directions in space. We analyze a class of lump solutions, generated from quadratic functions, to nonlinear partial differential equations. The basis of success is the Hirota bilinear formulation and the primary object is the class of positive multivariate quadratic functions. A complete determination of quadratic functions positive in space and time is given, and positive quadratic functions are characterized as sums of squares of linear functions. Necessary and sufficient conditions for positive quadratic functions to solve Hirota bilinear equations are presented, and such polynomial solutions yield lump solutions to nonlinear partial differential equations under the dependent variable transformations u = 2(ln ⁡ f) x and u = 2(ln ⁡ f) xx, where x is one spatial variable. Applications are made for a few generalized KP and BKP equations.

Chirped solitary pulses for a nonic nonlinear Schrödinger equation on a continuous-wave background

NASA Astrophysics Data System (ADS)

Triki, Houria; Porsezian, K.; Choudhuri, Amitava; Dinda, P. Tchofo

2016-06-01

A class of derivative nonlinear Schrödinger equation with cubic-quintic-septic-nonic nonlinear terms describing the propagation of ultrashort optical pulses through a nonlinear medium with higher-order Kerr responses is investigated. An intensity-dependent chirp ansatz is adopted for solving the two coupled amplitude-phase nonlinear equations of the propagating wave. We find that the dynamics of field amplitude in this system is governed by a first-order nonlinear ordinary differential equation with a tenth-degree nonlinear term. We demonstrate that this system allows the propagation of a very rich variety of solitary waves (kink, dark, bright, and gray solitary pulses) which do not coexist in the conventional nonlinear systems that have appeared so far in the literature. The stability of the solitary wave solution under some violation on the parametric conditions is investigated. Moreover, we show that, unlike conventional systems, the nonlinear Schrödinger equation considered here meets the special requirements for the propagation of a chirped solitary wave on a continuous-wave background, involving a balance among group velocity dispersion, self-steepening, and higher-order nonlinearities of different nature.

Symmetry reduction and exact solutions of two higher-dimensional nonlinear evolution equations.

PubMed

Gu, Yongyi; Qi, Jianming

2017-01-01

In this paper, symmetries and symmetry reduction of two higher-dimensional nonlinear evolution equations (NLEEs) are obtained by Lie group method. These NLEEs play an important role in nonlinear sciences. We derive exact solutions to these NLEEs via the [Formula: see text]-expansion method and complex method. Five types of explicit function solutions are constructed, which are rational, exponential, trigonometric, hyperbolic and elliptic function solutions of the variables in the considered equations.

Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

ERIC Educational Resources Information Center

Lee, Sik-Yum; Zhu, Hong-Tu

2002-01-01

Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)

On the numerical treatment of nonlinear source terms in reaction-convection equations

NASA Technical Reports Server (NTRS)

Lafon, A.; Yee, H. C.

1992-01-01

The objectives of this paper are to investigate how various numerical treatments of the nonlinear source term in a model reaction-convection equation can affect the stability of steady-state numerical solutions and to show under what conditions the conventional linearized analysis breaks down. The underlying goal is to provide part of the basic building blocks toward the ultimate goal of constructing suitable numerical schemes for hypersonic reacting flows, combustions and certain turbulence models in compressible Navier-Stokes computations. It can be shown that nonlinear analysis uncovers much of the nonlinear phenomena which linearized analysis is not capable of predicting in a model reaction-convection equation.

The contrasting roles of Planck's constant in classical and quantum theories

NASA Astrophysics Data System (ADS)

Boyer, Timothy H.

2018-04-01

We trace the historical appearance of Planck's constant in physics, and we note that initially the constant did not appear in connection with quanta. Furthermore, we emphasize that Planck's constant can appear in both classical and quantum theories. In both theories, Planck's constant sets the scale of atomic phenomena. However, the roles played in the foundations of the theories are sharply different. In quantum theory, Planck's constant is crucial to the structure of the theory. On the other hand, in classical electrodynamics, Planck's constant is optional, since it appears only as the scale factor for the (homogeneous) source-free contribution to the general solution of Maxwell's equations. Since classical electrodynamics can be solved while taking the homogenous source-free contribution in the solution as zero or non-zero, there are naturally two different theories of classical electrodynamics, one in which Planck's constant is taken as zero and one where it is taken as non-zero. The textbooks of classical electromagnetism present only the version in which Planck's constant is taken to vanish.

Traveling wave solutions of the nonlinear Schrödinger equation

NASA Astrophysics Data System (ADS)

Akbari-Moghanjoughi, M.

2017-10-01

In this paper, we investigate the traveling soliton and the periodic wave solutions of the nonlinear Schrödinger equation (NLSE) with generalized nonlinear functionality. We also explore the underlying close connection between the well-known KdV equation and the NLSE. It is remarked that both one-dimensional KdV and NLSE models share the same pseudoenergy spectrum. We also derive the traveling wave solutions for two cases of weakly nonlinear mathematical models, namely, the Helmholtz and the Duffing oscillators' potentials. It is found that these models only allow gray-type NLSE solitary propagations. It is also found that the pseudofrequency ratio for the Helmholtz potential between the nonlinear periodic carrier and the modulated sinusoidal waves is always in the range 0.5 ≤ Ω/ω ≤ 0.537285 regardless of the potential parameter values. The values of Ω/ω = {0.5, 0.537285} correspond to the cnoidal waves modulus of m = {0, 1} for soliton and sinusoidal limits and m = 0.5, respectively. Moreover, the current NLSE model is extended to fully NLSE (FNLSE) situation for Sagdeev oscillator pseudopotential which can be derived using a closed set of hydrodynamic fluid equations with a fully integrable Hamiltonian system. The generalized quasi-three-dimensional traveling wave solution is also derived. The current simple hydrodynamic plasma model may also be generalized to two dimensions and other complex situations including different charged species and cases with magnetic or gravitational field effects.

Stochastic theory of nonequilibrium steady states and its applications. Part I

NASA Astrophysics Data System (ADS)

Zhang, Xue-Juan; Qian, Hong; Qian, Min

2012-01-01

The concepts of equilibrium and nonequilibrium steady states are introduced in the present review as mathematical concepts associated with stationary Markov processes. For both discrete stochastic systems with master equations and continuous diffusion processes with Fokker-Planck equations, the nonequilibrium steady state (NESS) is characterized in terms of several key notions which are originated from nonequilibrium physics: time irreversibility, breakdown of detailed balance, free energy dissipation, and positive entropy production rate. After presenting this NESS theory in pedagogically accessible mathematical terms that require only a minimal amount of prerequisites in nonlinear differential equations and the theory of probability, it is applied, in Part I, to two widely studied problems: the stochastic resonance (also known as coherent resonance) and molecular motors (also known as Brownian ratchet). Although both areas have advanced rapidly on their own with a vast amount of literature, the theory of NESS provides them with a unifying mathematical foundation. Part II of this review contains applications of the NESS theory to processes from cellular biochemistry, ranging from enzyme catalyzed reactions, kinetic proofreading, to zeroth-order ultrasensitivity.

Soliton solutions of an integrable nonlinear Schrödinger equation with quintic terms.

PubMed

Chowdury, A; Kedziora, D J; Ankiewicz, A; Akhmediev, N

2014-09-01

We present the fifth-order equation of the nonlinear Schrödinger hierarchy. This integrable partial differential equation contains fifth-order dispersion and nonlinear terms related to it. We present the Lax pair and use Darboux transformations to derive exact expressions for the most representative soliton solutions. This set includes two-soliton collisions and the degenerate case of the two-soliton solution, as well as beating structures composed of two or three solitons. Ultimately, the new quintic operator and the terms it adds to the standard nonlinear Schrödinger equation (NLSE) are found to primarily affect the velocity of solutions, with complicated flow-on effects. Furthermore, we present a new structure, composed of coincident equal-amplitude solitons, which cannot exist for the standard NLSE.

Coupled equations of electromagnetic waves in nonlinear metamaterial waveguides.

PubMed

Azari, Mina; Hatami, Mohsen; Meygoli, Vahid; Yousefi, Elham

2016-11-01

Over the past decades, scientists have presented ways to manipulate the macroscopic properties of a material at levels unachieved before, and called them metamaterials. This research can be considered an important step forward in electromagnetics and optics. In this study, higher-order nonlinear coupled equations in a special kind of metamaterial waveguides (a planar waveguide with metamaterial core) will be derived from both electric and magnetic components of the transverse electric mode of electromagnetic pulse propagation. On the other hand, achieving the refractive index in this research is worthwhile. It is also shown that the coupled equations are not symmetric with respect to the electric and magnetic fields, unlike these kinds of equations in fiber optics and dielectric waveguides. Simulations on the propagation of a fundamental soliton pulse in a nonlinear metamaterial waveguide near the resonance frequency (a little lower than the magnetic resonant frequency) are performed to study its behavior. These pulses are recommended to practice in optical communications in controlled switching by external voltage, even in low power.

Nonlinear Waves In A Stenosed Elastic Tube Filled With Viscous Fluid: Forced Perturbed Korteweg-De Vries Equation

NASA Astrophysics Data System (ADS)

Gaik*, Tay Kim; Demiray, Hilmi; Tiong, Ong Chee

In the present work, treating the artery as a prestressed thin-walled and long circularly cylindrical elastic tube with a mild symmetrical stenosis and the blood as an incompressible Newtonian fluid, we have studied the pro pagation of weakly nonlinear waves in such a composite medium, in the long wave approximation, by use of the reductive perturbation method. By intro ducing a set of stretched coordinates suitable for the boundary value type of problems and expanding the field variables into asymptotic series of the small-ness parameter of nonlinearity and dispersion, we obtained a set of nonlinear differential equations governing the terms at various order. By solving these nonlinear differential equations, we obtained the forced perturbed Korteweg-de Vries equation with variable coefficient as the nonlinear evolution equation. By use of the coordinate transformation, it is shown that this type of nonlinear evolution equation admits a progressive wave solution with variable wave speed.

Non-Markovian Effects in Turbulent Diffusion in Magnetized Plasmas

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zagorodny, Anatoly; Weiland, Jan

2009-10-08

The derivation of the kinetic equations for inhomogeneous plasma in an external magnetic field is presented. The Fokker-Planck-type equations with the non-Markovian kinetic coefficients are proposed. In the time-local limit (small correlation times with respect to the distribution function relaxation time) the relations obtained recover the results known from the appropriate quasilinear theory and the Dupree-Weinstock theory of plasma turbulence. The equations proposed are used to describe zonal flow generation and to estimate the diffusion coefficient for saturated turbulence.

Quasi-linear theory via the cumulant expansion approach

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1974-01-01

The cumulant expansion technique of Kubo was used to derive an intergro-differential equation for f , the average one particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the f equation degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory for this limited class of fluctuations. For more physically realistic fluctuations, however, quasi-linear theory is at best approximate.

Post-Planck constraints on interacting vacuum energy

NASA Astrophysics Data System (ADS)

Wang, Yuting; Wands, David; Zhao, Gong-Bo; Xu, Lixin

2014-07-01

We present improved constraints on an interacting vacuum model using updated astronomical observations including the first data release from Planck. We consider a model with one dimensionless parameter, α, describing the interaction between dark matter and vacuum energy (with fixed equation of state w=-1). The background dynamics correspond to a generalized Chaplygin gas cosmology, but the perturbations have a zero sound speed. The tension between the value of the Hubble constant, H0, determined by Planck data plus WMAP polarization (Planck +WP) and that determined by the Hubble Space Telescope (HST) can be alleviated by energy transfer from dark matter to vacuum (α>0). A positive α increases the allowed values of H0 due to parameter degeneracy within the model using only cosmic microwave background data. Combining with additional data sets of including supernova type Ia (SN Ia) and baryon acoustic oscillation (BAO), we can significantly tighten the bounds on α. Redshift-space distortions (RSD), which constrain the linear growth of structure, provide the tightest constraints on vacuum interaction when combined with Planck+WP, and prefer energy transfer from vacuum to dark matter (α<0) which suppresses the growth of structure. Using the combined data sets of Planck +WP+Union2.1+BAO+RSD, we obtain the constraint on α to be -0.083<α<-0.006 (95% C.L.), allowing low H0 consistent with the measurement from 6dF Galaxy survey. This interacting vacuum model can alleviate the tension between RSD and Planck +WP in the ΛCDM model for α <0, or between HST measurements of H0 and Planck+WP for α>0, but not both at the same time.

Algorithm Development for the Multi-Fluid Plasma Model

DTIC Science & Technology

2011-05-30

392, Sep 1995. [13] L Chacon , DC Barnes, DA Knoll, and GH Miley. An implicit energy- conservative 2D Fokker-Planck algorithm. Journal of Computational...Physics, 157(2):618–653, 2000. [14] L Chacon , DC Barnes, DA Knoll, and GH Miley. An implicit energy- conservative 2D Fokker-Planck algorithm - II

Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.

PubMed

Christen, Alejandra; Maulén-Yañez, M Angélica; González-Olivares, Eduardo; Curé, Michel

2018-03-01

In this paper a stochastic susceptible-infectious (SI) epidemic model is analysed, which is based on the model proposed by Roberts and Saha (Appl Math Lett 12: 37-41, 1999), considering a hyperbolic type nonlinear incidence rate. Assuming the proportion of infected population varies with time, our new model is described by an ordinary differential equation, which is analogous to the equation that describes the double Allee effect. The limit of the solution of this equation (deterministic model) is found when time tends to infinity. Then, the asymptotic behaviour of a stochastic fluctuation due to the environmental variation in the coefficient of disease transmission is studied. Thus a stochastic differential equation (SDE) is obtained and the existence of a unique solution is proved. Moreover, the SDE is analysed through the associated Fokker-Planck equation to obtain the invariant measure when the proportion of the infected population reaches steady state. An explicit expression for invariant measure is found and we study some of its properties. The long time behaviour of deterministic and stochastic models are compared by simulations. According to our knowledge this incidence rate has not been previously used for this type of epidemic models.

Bright and singular soliton solutions of the conformable time-fractional Klein-Gordon equations with different nonlinearities

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Ansari, Reza

2018-07-01

Finding the exact solutions of nonlinear fractional differential equations has gained considerable attention, during the past two decades. In this paper, the conformable time-fractional Klein-Gordon equations with quadratic and cubic nonlinearities are studied. Several exact soliton solutions, including the bright (non-topological) and singular soliton solutions are formally extracted by making use of the ansatz method. Results demonstrate that the method can efficiently handle the time-fractional Klein-Gordon equations with different nonlinearities.

Gas-induced friction and diffusion of rigid rotors

NASA Astrophysics Data System (ADS)

Martinetz, Lukas; Hornberger, Klaus; Stickler, Benjamin A.

2018-05-01

We derive the Boltzmann equation for the rotranslational dynamics of an arbitrary convex rigid body in a rarefied gas. It yields as a limiting case the Fokker-Planck equation accounting for friction, diffusion, and nonconservative drift forces and torques. We provide the rotranslational friction and diffusion tensors for specular and diffuse reflection off particles with spherical, cylindrical, and cuboidal shape, and show that the theory describes thermalization, photophoresis, and the inverse Magnus effect in the free molecular regime.

Transformation matrices between non-linear and linear differential equations

NASA Technical Reports Server (NTRS)

Sartain, R. L.

1983-01-01

In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.

Entropic nonadditivity, H theorem, and nonlinear Klein-Kramers equations.

PubMed

Dos Santos, M A F; Lenzi, E K

2017-11-01

We use the H theorem to establish the entropy and the entropic additivity law for a system composed of subsystems, with the dynamics governed by the Klein-Kramers equations, by considering relations among the dynamics of these subsystems and their entropies. We start considering the subsystems governed by linear Klein-Kramers equations and verify that the Boltzmann-Gibbs entropy is appropriated to this dynamics, leading us to the standard entropic additivity, S_{BG}^{(1∪2)}=S_{BG}^{1}+S_{BG}^{2}, consistent with the fact that the distributions of the subsystem are independent. We then extend the dynamics of these subsystems to independent nonlinear Klein-Kramers equations. For this case, the results show that the H theorem is verified for a generalized entropy, which does not preserve the standard entropic additivity for independent distributions. In this scenario, consistent results are obtained when a suitable coupling among the nonlinear Klein-Kramers equations is considered, in which each subsystem modifies the other until an equilibrium state is reached. This dynamics, for the subsystems, results in the Tsallis entropy for the system and, consequently, verifies the relation S_{q}^{(1∪2)}=S_{q}^{1}+S_{q}^{2}+(1-q)S_{q}^{1}S_{q}^{2}/k, which is a nonadditive entropic relation.

Regularity for Fully Nonlinear Elliptic Equations with Oblique Boundary Conditions

NASA Astrophysics Data System (ADS)

Li, Dongsheng; Zhang, Kai

2018-06-01

In this paper, we obtain a series of regularity results for viscosity solutions of fully nonlinear elliptic equations with oblique derivative boundary conditions. In particular, we derive the pointwise C α, C 1,α and C 2,α regularity. As byproducts, we also prove the A-B-P maximum principle, Harnack inequality, uniqueness and solvability of the equations.

Higher symmetries and exact solutions of linear and nonlinear Schr{umlt o}dinger equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fushchych, W.I.; Nikitin, A.G.

1997-11-01

A new approach for the analysis of partial differential equations is developed which is characterized by a simultaneous use of higher and conditional symmetries. Higher symmetries of the Schr{umlt o}dinger equation with an arbitrary potential are investigated. Nonlinear determining equations for potentials are solved using reductions to Weierstrass, Painlev{acute e}, and Riccati forms. Algebraic properties of higher order symmetry operators are analyzed. Combinations of higher and conditional symmetries are used to generate families of exact solutions of linear and nonlinear Schr{umlt o}dinger equations. {copyright} {ital 1997 American Institute of Physics.}

Periodic solutions for one dimensional wave equation with bounded nonlinearity

NASA Astrophysics Data System (ADS)

Ji, Shuguan

2018-05-01

This paper is concerned with the periodic solutions for the one dimensional nonlinear wave equation with either constant or variable coefficients. The constant coefficient model corresponds to the classical wave equation, while the variable coefficient model arises from the forced vibrations of a nonhomogeneous string and the propagation of seismic waves in nonisotropic media. For finding the periodic solutions of variable coefficient wave equation, it is usually required that the coefficient u (x) satisfies ess infηu (x) > 0 with ηu (x) = 1/2 u″/u - 1/4 (u‧/u)2, which actually excludes the classical constant coefficient model. For the case ηu (x) = 0, it is indicated to remain an open problem by Barbu and Pavel (1997) [6]. In this work, for the periods having the form T = 2p-1/q (p , q are positive integers) and some types of boundary value conditions, we find some fundamental properties for the wave operator with either constant or variable coefficients. Based on these properties, we obtain the existence of periodic solutions when the nonlinearity is monotone and bounded. Such nonlinearity may cross multiple eigenvalues of the corresponding wave operator. In particular, we do not require the condition ess infηu (x) > 0.

Model Equation for Acoustic Nonlinear Measurement of Dispersive Specimens at High Frequency

NASA Astrophysics Data System (ADS)

Zhang, Dong; Kushibiki, Junichi; Zou, Wei

2006-10-01

We present a theoretical model for acoustic nonlinearity measurement of dispersive specimens at high frequency. The nonlinear Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation governs the nonlinear propagation in the SiO2/specimen/SiO2 multi-layer medium. The dispersion effect is considered in a special manner by introducing the frequency-dependant sound velocity in the KZK equation. Simple analytic solutions are derived by applying the superposition technique of Gaussian beams. The solutions are used to correct the diffraction and dispersion effects in the measurement of acoustic nonlinearity of cottonseed oil in the frequency range of 33-96 MHz. Regarding two different ultrasonic devices, the accuracies of the measurements are improved to ±2.0% and ±1.3% in comparison with ±9.8% and ±2.9% obtained from the previous plane wave model.

Local Influence Analysis of Nonlinear Structural Equation Models

ERIC Educational Resources Information Center

Lee, Sik-Yum; Tang, Nian-Sheng

2004-01-01

By regarding the latent random vectors as hypothetical missing data and based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm, we investigate assessment of local influence of various perturbation schemes in a nonlinear structural equation model. The basic building blocks of local influence analysis…

Multiscale modeling of a rectifying bipolar nanopore: Comparing Poisson-Nernst-Planck to Monte Carlo

NASA Astrophysics Data System (ADS)

Matejczyk, Bartłomiej; Valiskó, Mónika; Wolfram, Marie-Therese; Pietschmann, Jan-Frederik; Boda, Dezső

2017-03-01

In the framework of a multiscale modeling approach, we present a systematic study of a bipolar rectifying nanopore using a continuum and a particle simulation method. The common ground in the two methods is the application of the Nernst-Planck (NP) equation to compute ion transport in the framework of the implicit-water electrolyte model. The difference is that the Poisson-Boltzmann theory is used in the Poisson-Nernst-Planck (PNP) approach, while the Local Equilibrium Monte Carlo (LEMC) method is used in the particle simulation approach (NP+LEMC) to relate the concentration profile to the electrochemical potential profile. Since we consider a bipolar pore which is short and narrow, we perform simulations using two-dimensional PNP. In addition, results of a non-linear version of PNP that takes crowding of ions into account are shown. We observe that the mean field approximation applied in PNP is appropriate to reproduce the basic behavior of the bipolar nanopore (e.g., rectification) for varying parameters of the system (voltage, surface charge, electrolyte concentration, and pore radius). We present current data that characterize the nanopore's behavior as a device, as well as concentration, electrical potential, and electrochemical potential profiles.

Multiscale modeling of a rectifying bipolar nanopore: Comparing Poisson-Nernst-Planck to Monte Carlo.