Global dynamics of a nonlocal delayed reaction-diffusion equation on a half plane

NASA Astrophysics Data System (ADS)

Hu, Wenjie; Duan, Yueliang

2018-04-01

We consider a delayed reaction-diffusion equation with spatial nonlocality on a half plane that describes population dynamics of a two-stage species living in a semi-infinite environment. A Neumann boundary condition is imposed accounting for an isolated domain. To describe the global dynamics, we first establish some a priori estimate for nontrivial solutions after investigating asymptotic properties of the nonlocal delayed effect and the diffusion operator, which enables us to show the permanence of the equation with respect to the compact open topology. We then employ standard dynamical system arguments to establish the global attractivity of the nontrivial equilibrium. The main results are illustrated by the diffusive Nicholson's blowfly equation and the diffusive Mackey-Glass equation.

FRACTIONAL PEARSON DIFFUSIONS.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-07-15

Pearson diffusions are governed by diffusion equations with polynomial coefficients. Fractional Pearson diffusions are governed by the corresponding time-fractional diffusion equation. They are useful for modeling sub-diffusive phenomena, caused by particle sticking and trapping. This paper provides explicit strong solutions for fractional Pearson diffusions, using spectral methods. It also presents stochastic solutions, using a non-Markovian inverse stable time change.

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

An Ab Initio and Kinetic Monte Carlo Simulation Study of Lithium Ion Diffusion on Graphene

PubMed Central

Zhong, Kehua; Yang, Yanmin; Xu, Guigui; Zhang, Jian-Min; Huang, Zhigao

2017-01-01

The Li+ diffusion coefficients in Li+-adsorbed graphene systems were determined by combining first-principle calculations based on density functional theory with Kinetic Monte Carlo simulations. The calculated results indicate that the interactions between Li ions have a very important influence on lithium diffusion. Based on energy barriers directly obtained from first-principle calculations for single-Li+ and two-Li+ adsorbed systems, a new equation predicting energy barriers with more than two Li ions was deduced. Furthermore, it is found that the temperature dependence of Li+ diffusion coefficients fits well to the Arrhenius equation, rather than meeting the equation from electrochemical impedance spectroscopy applied to estimate experimental diffusion coefficients. Moreover, the calculated results also reveal that Li+ concentration dependence of diffusion coefficients roughly fits to the equation from electrochemical impedance spectroscopy in a low concentration region; however, it seriously deviates from the equation in a high concentration region. So, the equation from electrochemical impedance spectroscopy technique could not be simply used to estimate the Li+ diffusion coefficient for all Li+-adsorbed graphene systems with various Li+ concentrations. Our work suggests that interactions between Li ions, and among Li ion and host atoms will influence the Li+ diffusion, which determines that the Li+ intercalation dependence of Li+ diffusion coefficient should be changed and complex. PMID:28773122

Diffusion equations and the time evolution of foreign exchange rates

NASA Astrophysics Data System (ADS)

Figueiredo, Annibal; de Castro, Marcio T.; da Fonseca, Regina C. B.; Gleria, Iram

2013-10-01

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers-Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

The exit-time problem for a Markov jump process

NASA Astrophysics Data System (ADS)

Burch, N.; D'Elia, M.; Lehoucq, R. B.

2014-12-01

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

Effects of curved midline and varying width on the description of the effective diffusivity of Brownian particles

NASA Astrophysics Data System (ADS)

Chávez, Yoshua; Chacón-Acosta, Guillermo; Dagdug, Leonardo

2018-05-01

Axial diffusion in channels and tubes of smoothly-varying geometry can be approximately described as one-dimensional diffusion in the entropy potential with a position-dependent effective diffusion coefficient, by means of the modified Fick–Jacobs equation. In this work, we derive analytical expressions for the position-dependent effective diffusivity for two-dimensional asymmetric varying-width channels, and for three-dimensional curved midline tubes, formed by straight walls. To this end, we use a recently developed theoretical framework using the Frenet–Serret moving frame as the coordinate system (2016 J. Chem. Phys. 145 074105). For narrow tubes and channels, an effective one-dimensional description reducing the diffusion equation to a Fick–Jacobs-like equation in general coordinates is used. From this last equation, one can calculate the effective diffusion coefficient applying Neumann boundary conditions.

General PFG signal attenuation expressions for anisotropic anomalous diffusion by modified-Bloch equations

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-05-01

Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. A general PFG signal attenuation expression, including the finite gradient pulse (FGPW) effect for free general anisotropic fractional diffusion { 0 < α , β ≤ 2 } based on the fractional derivative, has not been obtained, where α and β are time and space derivative orders. It is essential to derive a general PFG signal attenuation expression including the FGPW effect for PFG anisotropic anomalous diffusion research. In this paper, two recently developed modified-Bloch equations, the fractal differential modified-Bloch equation and the fractional integral modified-Bloch equation, were extended to obtain general PFG signal attenuation expressions for anisotropic anomalous diffusion. Various cases of PFG anisotropic anomalous diffusion were investigated, including coupled and uncoupled anisotropic anomalous diffusion. The continuous-time random walk (CTRW) simulation was also carried out to support the theoretical results. The theory and the CTRW simulation agree with each other. The obtained signal attenuation expressions and the three-dimensional fractional modified-Bloch equations are important for analyzing PFG anisotropic anomalous diffusion in NMR and MRI.

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.

The time-fractional radiative transport equation—Continuous-time random walk, diffusion approximation, and Legendre-polynomial expansion

NASA Astrophysics Data System (ADS)

Machida, Manabu

2017-01-01

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the time-fractional radiative transport equation is obtained from continuous-time random walk and see how the equation is related to the time-fractional diffusion equation in the asymptotic limit. Then we solve the equation with Legendre-polynomial expansion.

Generalized fractional diffusion equations for accelerating subdiffusion and truncated Lévy flights

NASA Astrophysics Data System (ADS)

Chechkin, A. V.; Gonchar, V. Yu.; Gorenflo, R.; Korabel, N.; Sokolov, I. M.

2008-08-01

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by diffusion equations with fractional derivatives of distributed order. Such equations were introduced in A. V. Chechkin, R. Gorenflo, and I. Sokolov [Phys. Rev. E 66, 046129 (2002)] for the description of the processes getting more anomalous in the course of time (decelerating subdiffusion and accelerating superdiffusion). Here we discuss the properties of diffusion equations with fractional derivatives of the distributed order for the description of anomalous relaxation and diffusion phenomena getting less anomalous in the course of time, which we call, respectively, accelerating subdiffusion and decelerating superdiffusion. For the former process, by taking a relatively simple particular example with two fixed anomalous diffusion exponents we show that the proposed equation effectively describes the subdiffusion phenomenon with diffusion exponent varying in time. For the latter process we demonstrate by a particular example how the power-law truncated Lévy stable distribution evolves in time to the distribution with power-law asymptotics and Gaussian shape in the central part. The special case of two different orders is characteristic for the general situation in which the extreme orders dominate the asymptotics.

Symmetry classification of time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Naeem, I.; Khan, M. D.

2017-01-01

In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.

Heavy-tailed fractional Pearson diffusions.

PubMed

Leonenko, N N; Papić, I; Sikorskii, A; Šuvak, N

2017-11-01

We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are governed by the backward Kolmogorov equations with space-varying polynomial coefficients and are widely used in applications. The corresponding fractional reciprocal gamma and Fisher-Snedecor diffusions are governed by the fractional backward Kolmogorov equations and have heavy-tailed marginal distributions in the steady state. We derive the explicit expressions for the transition densities of the fractional reciprocal gamma and Fisher-Snedecor diffusions and strong solutions of the associated Cauchy problems for the fractional backward Kolmogorov equation.

Feynman-Kac equations for reaction and diffusion processes

NASA Astrophysics Data System (ADS)

Hou, Ru; Deng, Weihua

2018-04-01

This paper provides a theoretical framework for deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and reaction processes. Once given the diffusion type and reaction rate, a specific forward or backward Feynman-Kac equation can be obtained. The results in this paper include those for normal/anomalous diffusions and reactions with linear/nonlinear rates. Using the derived equations, we apply our findings to compute some physical (experimentally measurable) statistics, including the occupation time in half-space, the first passage time, and the occupation time in half-interval with an absorbing or reflecting boundary, for the physical system with anomalous diffusion and spontaneous evanescence.

Numerical approximations for fractional diffusion equations via a Chebyshev spectral-tau method

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Ezz-Eldien, Samer S.

2013-10-01

In this paper, a class of fractional diffusion equations with variable coefficients is considered. An accurate and efficient spectral tau technique for solving the fractional diffusion equations numerically is proposed. This method is based upon Chebyshev tau approximation together with Chebyshev operational matrix of Caputo fractional differentiation. Such approach has the advantage of reducing the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply this general method to solve four specific examples. In each of the examples considered, the numerical results show that the proposed method is of high accuracy and is efficient for solving the time-dependent fractional diffusion equations.

The exit-time problem for a Markov jump process

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

Burch, N.; D'Elia, Marta; Lehoucq, Richard B.

2014-12-15

The purpose of our paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developedmore » nonlocal vector calculus. Furthermore, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.« 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.

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

NASA Astrophysics Data System (ADS)

Horowitz, Jordan M.

2015-07-01

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium.

PubMed

Horowitz, Jordan M

2015-07-28

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

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.

Diffusion Influenced Adsorption Kinetics.

PubMed

Miura, Toshiaki; Seki, Kazuhiko

2015-08-27

When the kinetics of adsorption is influenced by the diffusive flow of solutes, the solute concentration at the surface is influenced by the surface coverage of solutes, which is given by the Langmuir-Hinshelwood adsorption equation. The diffusion equation with the boundary condition given by the Langmuir-Hinshelwood adsorption equation leads to the nonlinear integro-differential equation for the surface coverage. In this paper, we solved the nonlinear integro-differential equation using the Grünwald-Letnikov formula developed to solve fractional kinetics. Guided by the numerical results, analytical expressions for the upper and lower bounds of the exact numerical results were obtained. The upper and lower bounds were close to the exact numerical results in the diffusion- and reaction-controlled limits, respectively. We examined the validity of the two simple analytical expressions obtained in the diffusion-controlled limit. The results were generalized to include the effect of dispersive diffusion. We also investigated the effect of molecular rearrangement of anisotropic molecules on surface coverage.

Analytical solutions of the space-time fractional Telegraph and advection-diffusion equations

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Schlickeiser, Reinhard; Elhanbaly, A.

2018-02-01

The aim of this paper is to develop a fractional derivative model of energetic particle transport for both uniform and non-uniform large-scale magnetic field by studying the fractional Telegraph equation and the fractional advection-diffusion equation. Analytical solutions of the space-time fractional Telegraph equation and space-time fractional advection-diffusion equation are obtained by use of the Caputo fractional derivative and the Laplace-Fourier technique. The solutions are given in terms of Fox's H function. As an illustration they are applied to the case of solar energetic particles.

Boundary value problems for multi-term fractional differential equations

NASA Astrophysics Data System (ADS)

Daftardar-Gejji, Varsha; Bhalekar, Sachin

2008-09-01

Multi-term fractional diffusion-wave equation along with the homogeneous/non-homogeneous boundary conditions has been solved using the method of separation of variables. It is observed that, unlike in the one term case, solution of multi-term fractional diffusion-wave equation is not necessarily non-negative, and hence does not represent anomalous diffusion of any kind.

A finite element formulation preserving symmetric and banded diffusion stiffness matrix characteristics for fractional differential equations

NASA Astrophysics Data System (ADS)

Lin, Zeng; Wang, Dongdong

2017-10-01

Due to the nonlocal property of the fractional derivative, the finite element analysis of fractional diffusion equation often leads to a dense and non-symmetric stiffness matrix, in contrast to the conventional finite element formulation with a particularly desirable symmetric and banded stiffness matrix structure for the typical diffusion equation. This work first proposes a finite element formulation that preserves the symmetry and banded stiffness matrix characteristics for the fractional diffusion equation. The key point of the proposed formulation is the symmetric weak form construction through introducing a fractional weight function. It turns out that the stiffness part of the present formulation is identical to its counterpart of the finite element method for the conventional diffusion equation and thus the stiffness matrix formulation becomes trivial. Meanwhile, the fractional derivative effect in the discrete formulation is completely transferred to the force vector, which is obviously much easier and efficient to compute than the dense fractional derivative stiffness matrix. Subsequently, it is further shown that for the general fractional advection-diffusion-reaction equation, the symmetric and banded structure can also be maintained for the diffusion stiffness matrix, although the total stiffness matrix is not symmetric in this case. More importantly, it is demonstrated that under certain conditions this symmetric diffusion stiffness matrix formulation is capable of producing very favorable numerical solutions in comparison with the conventional non-symmetric diffusion stiffness matrix finite element formulation. The effectiveness of the proposed methodology is illustrated through a series of numerical examples.

Diffusion coefficients in organic-water solutions and comparison with Stokes-Einstein predictions

NASA Astrophysics Data System (ADS)

Evoy, E.; Kamal, S.; Bertram, A. K.

2017-12-01

Diffusion coefficients of organic species in particles containing secondary organic material (SOM) are necessary for predicting the growth and reactivity of these particles in the atmosphere. Previously, the Stokes-Einstein equation combined with viscosity measurements have been used to predict these diffusion coefficients. However, the accuracy of the Stokes-Einstein equation for predicting diffusion coefficients in SOM-water particles has not been quantified. To test the Stokes-Einstein equation, diffusion coefficients of fluorescent organic probe molecules were measured in citric acid-water and sorbitol-water solutions. These solutions were used as proxies for SOM-water particles found in the atmosphere. Measurements were performed as a function of water activity, ranging from 0.26-0.86, and as a function of viscosity ranging from 10-3 to 103 Pa s. Diffusion coefficients were measured using fluorescence recovery after photobleaching. The measured diffusion coefficients were compared with predictions made using the Stokes-Einstein equation combined with literature viscosity data. Within the uncertainties of the measurements, the measured diffusion coefficients agreed with the predicted diffusion coefficients, in all cases.

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

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

Horowitz, Jordan M., E-mail: jordan.horowitz@umb.edu

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochasticmore » thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.« less

S{sub 2}SA preconditioning for the S{sub n} equations with strictly non negative spatial discretization

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

Bruss, D. E.; Morel, J. E.; Ragusa, J. C.

2013-07-01

Preconditioners based upon sweeps and diffusion-synthetic acceleration have been constructed and applied to the zeroth and first spatial moments of the 1-D S{sub n} transport equation using a strictly non negative nonlinear spatial closure. Linear and nonlinear preconditioners have been analyzed. The effectiveness of various combinations of these preconditioners are compared. In one dimension, nonlinear sweep preconditioning is shown to be superior to linear sweep preconditioning, and DSA preconditioning using nonlinear sweeps in conjunction with a linear diffusion equation is found to be essentially equivalent to nonlinear sweeps in conjunction with a nonlinear diffusion equation. The ability to use amore » linear diffusion equation has important implications for preconditioning the S{sub n} equations with a strictly non negative spatial discretization in multiple dimensions. (authors)« less

Group iterative methods for the solution of two-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Balasim, Alla Tareq; Ali, Norhashidah Hj. Mohd.

2016-06-01

Variety of problems in science and engineering may be described by fractional partial differential equations (FPDE) in relation to space and/or time fractional derivatives. The difference between time fractional diffusion equations and standard diffusion equations lies primarily in the time derivative. Over the last few years, iterative schemes derived from the rotated finite difference approximation have been proven to work well in solving standard diffusion equations. However, its application on time fractional diffusion counterpart is still yet to be investigated. In this paper, we will present a preliminary study on the formulation and analysis of new explicit group iterative methods in solving a two-dimensional time fractional diffusion equation. These methods were derived from the standard and rotated Crank-Nicolson difference approximation formula. Several numerical experiments were conducted to show the efficiency of the developed schemes in terms of CPU time and iteration number. At the request of all authors of the paper an updated version of this article was published on 7 July 2016. The original version supplied to AIP Publishing contained an error in Table 1 and References 15 and 16 were incomplete. These errors have been corrected in the updated and republished article.

On the anisotropic advection-diffusion equation with time dependent coefficients

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

Hernandez-Coronado, Hector; Coronado, Manuel; Del-Castillo-Negrete, Diego B.

The advection-diffusion equation with time dependent velocity and anisotropic time dependent diffusion tensor is examined in regard to its non-classical transport features and to the use of a non-orthogonal coordinate system. Although this equation appears in diverse physical problems, particularly in particle transport in stochastic velocity fields and in underground porous media, a detailed analysis of its solutions is lacking. In order to study the effects of the time-dependent coefficients and the anisotropic diffusion on transport, we solve analytically the equation for an initial Dirac delta pulse. Here, we discuss the solutions to three cases: one based on power-law correlationmore » functions where the pulse diffuses faster than the classical rate ~t, a second case specically designed to display slower rate of diffusion than the classical one, and a third case to describe hydrodynamic dispersion in porous media« less

On the anisotropic advection-diffusion equation with time dependent coefficients

DOE PAGES

Hernandez-Coronado, Hector; Coronado, Manuel; Del-Castillo-Negrete, Diego B.

2017-02-01

The advection-diffusion equation with time dependent velocity and anisotropic time dependent diffusion tensor is examined in regard to its non-classical transport features and to the use of a non-orthogonal coordinate system. Although this equation appears in diverse physical problems, particularly in particle transport in stochastic velocity fields and in underground porous media, a detailed analysis of its solutions is lacking. In order to study the effects of the time-dependent coefficients and the anisotropic diffusion on transport, we solve analytically the equation for an initial Dirac delta pulse. Here, we discuss the solutions to three cases: one based on power-law correlationmore » functions where the pulse diffuses faster than the classical rate ~t, a second case specically designed to display slower rate of diffusion than the classical one, and a third case to describe hydrodynamic dispersion in porous media« less

General pulsed-field gradient signal attenuation expression based on a fractional integral modified-Bloch equation

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-10-01

Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal attenuation expression based on the fractional derivative has not been previously reported. Additionally, the reported modified-Bloch equations for PFG anomalous diffusion in the literature yielded different results due to their different forms. Here, a new integral type modified-Bloch equation based on the fractional derivative for PFG anomalous diffusion is proposed, which is significantly different from the conventional differential type modified-Bloch equation. The merit of the integral type modified-Bloch equation is that the original properties of the contributions from linear or nonlinear processes remain unchanged at the instant of the combination. From the modified-Bloch equation, the general solutions are derived, which includes the finite gradient pulse width (FGPW) effect. The numerical evaluation of these PFG signal attenuation expressions can be obtained either by the Adomian decomposition, or a direct integration method that is fast and practicable. The theoretical results agree with the continuous-time random walk (CTRW) simulations performed in this paper. Additionally, the relaxation effect in PFG anomalous diffusion is found to be different from that in PFG normal diffusion. The new modified-Bloch equations and their solutions provide a fundamental tool to analyze PFG anomalous diffusion in nuclear magnetic resonance (NMR) and magnetic resonance imaging (MRI).

ANALYTICAL SOLUTIONS OF THE ATMOSPHERIC DIFFUSION EQUATION WITH MULTIPLE SOURCES AND HEIGHT-DEPENDENT WIND SPEED AND EDDY DIFFUSIVITIES. (R825689C072)

EPA Science Inventory

Abstract

Three-dimensional analytical solutions of the atmospheric diffusion equation with multiple sources and height-dependent wind speed and eddy diffusivities are derived in a systematic fashion. For homogeneous Neumann (total reflection), Dirichlet (total adsorpti...

ANALYTICAL SOLUTIONS OF THE ATMOSPHERIC DIFFUSION EQUATION WITH MULTIPLE SOURCES AND HEIGHT-DEPENDENT WIND SPEED AND EDDY DIFFUSIVITIES. (R825689C048)

EPA Science Inventory

Abstract

Three-dimensional analytical solutions of the atmospheric diffusion equation with multiple sources and height-dependent wind speed and eddy diffusivities are derived in a systematic fashion. For homogeneous Neumann (total reflection), Dirichlet (total adsorpti...

Three-dimensional stochastic modeling of radiation belts in adiabatic invariant coordinates

NASA Astrophysics Data System (ADS)

Zheng, Liheng; Chan, Anthony A.; Albert, Jay M.; Elkington, Scot R.; Koller, Josef; Horne, Richard B.; Glauert, Sarah A.; Meredith, Nigel P.

2014-09-01

A 3-D model for solving the radiation belt diffusion equation in adiabatic invariant coordinates has been developed and tested. The model, named Radbelt Electron Model, obtains a probabilistic solution by solving a set of Itô stochastic differential equations that are mathematically equivalent to the diffusion equation. This method is capable of solving diffusion equations with a full 3-D diffusion tensor, including the radial-local cross diffusion components. The correct form of the boundary condition at equatorial pitch angle α0=90° is also derived. The model is applied to a simulation of the October 2002 storm event. At α0 near 90°, our results are quantitatively consistent with GPS observations of phase space density (PSD) increases, suggesting dominance of radial diffusion; at smaller α0, the observed PSD increases are overestimated by the model, possibly due to the α0-independent radial diffusion coefficients, or to insufficient electron loss in the model, or both. Statistical analysis of the stochastic processes provides further insights into the diffusion processes, showing distinctive electron source distributions with and without local acceleration.

A fast semi-discrete Kansa method to solve the two-dimensional spatiotemporal fractional diffusion equation

NASA Astrophysics Data System (ADS)

Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon

2017-09-01

Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.

Existence and Stability of Traveling Waves for Degenerate Reaction-Diffusion Equation with Time Delay

NASA Astrophysics Data System (ADS)

Huang, Rui; Jin, Chunhua; Mei, Ming; Yin, Jingxue

2018-01-01

This paper deals with the existence and stability of traveling wave solutions for a degenerate reaction-diffusion equation with time delay. The degeneracy of spatial diffusion together with the effect of time delay causes us the essential difficulty for the existence of the traveling waves and their stabilities. In order to treat this case, we first show the existence of smooth- and sharp-type traveling wave solutions in the case of c≥c^* for the degenerate reaction-diffusion equation without delay, where c^*>0 is the critical wave speed of smooth traveling waves. Then, as a small perturbation, we obtain the existence of the smooth non-critical traveling waves for the degenerate diffusion equation with small time delay τ >0 . Furthermore, we prove the global existence and uniqueness of C^{α ,β } -solution to the time-delayed degenerate reaction-diffusion equation via compactness analysis. Finally, by the weighted energy method, we prove that the smooth non-critical traveling wave is globally stable in the weighted L^1 -space. The exponential convergence rate is also derived.

Existence and Stability of Traveling Waves for Degenerate Reaction-Diffusion Equation with Time Delay

NASA Astrophysics Data System (ADS)

Huang, Rui; Jin, Chunhua; Mei, Ming; Yin, Jingxue

2018-06-01

This paper deals with the existence and stability of traveling wave solutions for a degenerate reaction-diffusion equation with time delay. The degeneracy of spatial diffusion together with the effect of time delay causes us the essential difficulty for the existence of the traveling waves and their stabilities. In order to treat this case, we first show the existence of smooth- and sharp-type traveling wave solutions in the case of c≥c^* for the degenerate reaction-diffusion equation without delay, where c^*>0 is the critical wave speed of smooth traveling waves. Then, as a small perturbation, we obtain the existence of the smooth non-critical traveling waves for the degenerate diffusion equation with small time delay τ >0. Furthermore, we prove the global existence and uniqueness of C^{α ,β }-solution to the time-delayed degenerate reaction-diffusion equation via compactness analysis. Finally, by the weighted energy method, we prove that the smooth non-critical traveling wave is globally stable in the weighted L^1-space. The exponential convergence rate is also derived.

Diffusion phenomenon for linear dissipative wave equations in an exterior domain

NASA Astrophysics Data System (ADS)

Ikehata, Ryo

Under the general condition of the initial data, we will derive the crucial estimates which imply the diffusion phenomenon for the dissipative linear wave equations in an exterior domain. In order to derive the diffusion phenomenon for dissipative wave equations, the time integral method which was developed by Ikehata and Matsuyama (Sci. Math. Japon. 55 (2002) 33) plays an effective role.

An enriched finite element method to fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

2017-08-01

In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

A moving mesh finite difference method for equilibrium radiation diffusion equations

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

Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn

2015-10-01

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less

The equilibrium-diffusion limit for radiation hydrodynamics

DOE PAGES

Ferguson, J. M.; Morel, J. E.; Lowrie, R.

2017-07-27

The equilibrium-diffusion approximation (EDA) is used to describe certain radiation-hydrodynamic (RH) environments. When this is done the RH equations reduce to a simplified set of equations. The EDA can be derived by asymptotically analyzing the full set of RH equations in the equilibrium-diffusion limit. Here, we derive the EDA this way and show that it and the associated set of simplified equations are both first-order accurate with transport corrections occurring at second order. Having established the EDA’s first-order accuracy we then analyze the grey nonequilibrium-diffusion approximation and the grey Eddington approximation and show that they both preserve this first-order accuracy.more » Further, these approximations preserve the EDA’s first-order accuracy when made in either the comoving-frame (CMF) or the lab-frame (LF). And while analyzing the Eddington approximation, we found that the CMF and LF radiation-source equations are equivalent when neglecting O(β 2) terms and compared in the LF. Of course, the radiation pressures are not equivalent. It is expected that simplified physical models and numerical discretizations of the RH equations that do not preserve this first-order accuracy will not retain the correct equilibrium-diffusion solutions. As a practical example, we show that nonequilibrium-diffusion radiative-shock solutions devolve to equilibrium-diffusion solutions when the asymptotic parameter is small.« less

A Robust and Efficient Method for Steady State Patterns in Reaction-Diffusion Systems

PubMed Central

Lo, Wing-Cheong; Chen, Long; Wang, Ming; Nie, Qing

2012-01-01

An inhomogeneous steady state pattern of nonlinear reaction-diffusion equations with no-flux boundary conditions is usually computed by solving the corresponding time-dependent reaction-diffusion equations using temporal schemes. Nonlinear solvers (e.g., Newton’s method) take less CPU time in direct computation for the steady state; however, their convergence is sensitive to the initial guess, often leading to divergence or convergence to spatially homogeneous solution. Systematically numerical exploration of spatial patterns of reaction-diffusion equations under different parameter regimes requires that the numerical method be efficient and robust to initial condition or initial guess, with better likelihood of convergence to an inhomogeneous pattern. Here, a new approach that combines the advantages of temporal schemes in robustness and Newton’s method in fast convergence in solving steady states of reaction-diffusion equations is proposed. In particular, an adaptive implicit Euler with inexact solver (AIIE) method is found to be much more efficient than temporal schemes and more robust in convergence than typical nonlinear solvers (e.g., Newton’s method) in finding the inhomogeneous pattern. Application of this new approach to two reaction-diffusion equations in one, two, and three spatial dimensions, along with direct comparisons to several other existing methods, demonstrates that AIIE is a more desirable method for searching inhomogeneous spatial patterns of reaction-diffusion equations in a large parameter space. PMID:22773849

A Hydrodynamic Theory for Spatially Inhomogeneous Semiconductor Lasers: Microscopic Approach

NASA Technical Reports Server (NTRS)

Li, Jianzhong; Ning, C. Z.; Biegel, Bryan A. (Technical Monitor)

2001-01-01

Starting from the microscopic semiconductor Bloch equations (SBEs) including the Boltzmann transport terms in the distribution function equations for electrons and holes, we derived a closed set of diffusion equations for carrier densities and temperatures with self-consistent coupling to Maxwell's equation and to an effective optical polarization equation. The coherent many-body effects are included within the screened Hartree-Fock approximation, while scatterings are treated within the second Born approximation including both the in- and out-scatterings. Microscopic expressions for electron-hole (e-h) and carrier-LO (c-LO) phonon scatterings are directly used to derive the momentum and energy relaxation rates. These rates expressed as functions of temperatures and densities lead to microscopic expressions for self- and mutual-diffusion coefficients in the coupled density-temperature diffusion equations. Approximations for reducing the general two-component description of the electron-hole plasma (EHP) to a single-component one are discussed. In particular, we show that a special single-component reduction is possible when e-h scattering dominates over c-LO phonon scattering. The ambipolar diffusion approximation is also discussed and we show that the ambipolar diffusion coefficients are independent of e-h scattering, even though the diffusion coefficients of individual components depend sensitively on the e-h scattering rates. Our discussions lead to new perspectives into the roles played in the single-component reduction by the electron-hole correlation in momentum space induced by scatterings and the electron-hole correlation in real space via internal static electrical field. Finally, the theory is completed by coupling the diffusion equations to the lattice temperature equation and to the effective optical polarization which in turn couples to the laser field.

Solution of the nonlinear Poisson-Boltzmann equation: Application to ionic diffusion in cementitious materials

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

Arnold, J.; Kosson, D.S., E-mail: david.s.kosson@vanderbilt.edu; Garrabrants, A.

2013-02-15

A robust numerical solution of the nonlinear Poisson-Boltzmann equation for asymmetric polyelectrolyte solutions in discrete pore geometries is presented. Comparisons to the linearized approximation of the Poisson-Boltzmann equation reveal that the assumptions leading to linearization may not be appropriate for the electrochemical regime in many cementitious materials. Implications of the electric double layer on both partitioning of species and on diffusive release are discussed. The influence of the electric double layer on anion diffusion relative to cation diffusion is examined.

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

Projecting diffusion along the normal bundle of a plane curve

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

Valero-Valdés, Carlos; Herrera-Guzmán, Rafael

2014-05-15

The purpose of this paper is to provide new formulas for the effective diffusion coefficient of a generalized Fick-Jacob's equation obtained by projecting the two-dimensional diffusion equation along the normal directions of an arbitrary curve on the plane.

NUMERICAL ANALYSES FOR TREATING DIFFUSION IN SINGLE-, TWO-, AND THREE-PHASE BINARY ALLOY SYSTEMS

NASA Technical Reports Server (NTRS)

Tenney, D. R.

1994-01-01

This package consists of a series of three computer programs for treating one-dimensional transient diffusion problems in single and multiple phase binary alloy systems. An accurate understanding of the diffusion process is important in the development and production of binary alloys. Previous solutions of the diffusion equations were highly restricted in their scope and application. The finite-difference solutions developed for this package are applicable for planar, cylindrical, and spherical geometries with any diffusion-zone size and any continuous variation of the diffusion coefficient with concentration. Special techniques were included to account for differences in modal volumes, initiation and growth of an intermediate phase, disappearance of a phase, and the presence of an initial composition profile in the specimen. In each analysis, an effort was made to achieve good accuracy while minimizing computation time. The solutions to the diffusion equations for single-, two-, and threephase binary alloy systems are numerically calculated by the three programs NAD1, NAD2, and NAD3. NAD1 treats the diffusion between pure metals which belong to a single-phase system. Diffusion in this system is described by a one-dimensional Fick's second law and will result in a continuous composition variation. For computational purposes, Fick's second law is expressed as an explicit second-order finite difference equation. Finite difference calculations are made by choosing the grid spacing small enough to give convergent solutions of acceptable accuracy. NAD2 treats diffusion between pure metals which form a two-phase system. Diffusion in the twophase system is described by two partial differential equations (a Fick's second law for each phase) and an interface-flux-balance equation which describes the location of the interface. Actual interface motion is obtained by a mass conservation procedure. To account for changes in the thicknesses of the two phases as diffusion progresses, a variable grid technique developed by Murray and Landis is employed. These equations are expressed in finite difference form and solved numerically. Program NAD3 treats diffusion between pure metals which form a two-phase system with an intermediate third phase. Diffusion in the three-phase system is described by three partial differential expressions of Fick's second law and two interface-flux-balance equations. As with the two-phase case, a variable grid finite difference is used to numerically solve the diffusion equations. Computation time is minimized without sacrificing solution accuracy by treating the three-phase problem as a two-phase problem when the thickness of the intermediate phase is less than a preset value. Comparisons between these programs and other solutions have shown excellent agreement. The programs are written in FORTRAN IV for batch execution on the CDC 6600 with a central memory requirement of approximately 51K (octal) 60 bit words.

Fractional diffusion on bounded domains

DOE PAGES

Defterli, Ozlem; D'Elia, Marta; Du, Qiang; ...

2015-03-13

We found that the mathematically correct specification of a fractional differential equation on a bounded domain requires specification of appropriate boundary conditions, or their fractional analogue. In this paper we discuss the application of nonlocal diffusion theory to specify well-posed fractional diffusion equations on bounded domains.

Mathematics of thermal diffusion in an exponential temperature field

NASA Astrophysics Data System (ADS)

Zhang, Yaqi; Bai, Wenyu; Diebold, Gerald J.

2018-04-01

The Ludwig-Soret effect, also known as thermal diffusion, refers to the separation of gas, liquid, or solid mixtures in a temperature gradient. The motion of the components of the mixture is governed by a nonlinear, partial differential equation for the density fractions. Here solutions to the nonlinear differential equation for a binary mixture are discussed for an externally imposed, exponential temperature field. The equation of motion for the separation without the effects of mass diffusion is reduced to a Hamiltonian pair from which spatial distributions of the components of the mixture are found. Analytical calculations with boundary effects included show shock formation. The results of numerical calculations of the equation of motion that include both thermal and mass diffusion are given.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

Rarefied gas flows through a curved channel: Application of a diffusion-type equation

NASA Astrophysics Data System (ADS)

Aoki, Kazuo; Takata, Shigeru; Tatsumi, Eri; Yoshida, Hiroaki

2010-11-01

Rarefied gas flows through a curved two-dimensional channel, caused by a pressure or a temperature gradient, are investigated numerically by using a macroscopic equation of convection-diffusion type. The equation, which was derived systematically from the Bhatnagar-Gross-Krook model of the Boltzmann equation and diffuse-reflection boundary condition in a previous paper [K. Aoki et al., "A diffusion model for rarefied flows in curved channels," Multiscale Model. Simul. 6, 1281 (2008)], is valid irrespective of the degree of gas rarefaction when the channel width is much shorter than the scale of variations of physical quantities and curvature along the channel. Attention is also paid to a variant of the Knudsen compressor that can produce a pressure raise by the effect of the change of channel curvature and periodic temperature distributions without any help of moving parts. In the process of analysis, the macroscopic equation is (partially) extended to the case of the ellipsoidal-statistical model of the Boltzmann equation.

Numerical applications of the advective-diffusive codes for the inner magnetosphere

NASA Astrophysics Data System (ADS)

Aseev, N. A.; Shprits, Y. Y.; Drozdov, A. Y.; Kellerman, A. C.

2016-11-01

In this study we present analytical solutions for convection and diffusion equations. We gather here the analytical solutions for the one-dimensional convection equation, the two-dimensional convection problem, and the one- and two-dimensional diffusion equations. Using obtained analytical solutions, we test the four-dimensional Versatile Electron Radiation Belt code (the VERB-4D code), which solves the modified Fokker-Planck equation with additional convection terms. The ninth-order upwind numerical scheme for the one-dimensional convection equation shows much more accurate results than the results obtained with the third-order scheme. The universal limiter eliminates unphysical oscillations generated by high-order linear upwind schemes. Decrease in the space step leads to convergence of a numerical solution of the two-dimensional diffusion equation with mixed terms to the analytical solution. We compare the results of the third- and ninth-order schemes applied to magnetospheric convection modeling. The results show significant differences in electron fluxes near geostationary orbit when different numerical schemes are used.

Fractional-calculus diffusion equation

PubMed Central

2010-01-01

Background Sequel to the work on the quantization of nonconservative systems using fractional calculus and quantization of a system with Brownian motion, which aims to consider the dissipation effects in quantum-mechanical description of microscale systems. Results The canonical quantization of a system represented classically by one-dimensional Fick's law, and the diffusion equation is carried out according to the Dirac method. A suitable Lagrangian, and Hamiltonian, describing the diffusive system, are constructed and the Hamiltonian is transformed to Schrodinger's equation which is solved. An application regarding implementation of the developed mathematical method to the analysis of diffusion, osmosis, which is a biological application of the diffusion process, is carried out. Schrödinger's equation is solved. Conclusions The plot of the probability function represents clearly the dissipative and drift forces and hence the osmosis, which agrees totally with the macro-scale view, or the classical-version osmosis. PMID:20492677

An asymptotic induced numerical method for the convection-diffusion-reaction equation

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.; Sorensen, Danny C.

1988-01-01

A parallel algorithm for the efficient solution of a time dependent reaction convection diffusion equation with small parameter on the diffusion term is presented. The method is based on a 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. Parallelism is evident at two levels. Domain decomposition provides parallelism at the highest level, and within each domain there is ample opportunity to exploit parallelism. Run time results demonstrate the viability of the method.

A new Eulerian model for viscous and heat conducting compressible flows

NASA Astrophysics Data System (ADS)

Svärd, Magnus

2018-09-01

In this article, a suite of physically inconsistent properties of the Navier-Stokes equations, associated with the lack of mass diffusion and the definition of velocity, is presented. We show that these inconsistencies are consequences of the Lagrangian derivation that models viscous stresses rather than diffusion. A new model for compressible and diffusive (viscous and heat conducting) flows of an ideal gas, is derived in a purely Eulerian framework. We propose that these equations supersede the Navier-Stokes equations. A few numerical experiments demonstrate some differences and similarities between the new system and the Navier-Stokes equations.

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.

A flexible nonlinear diffusion acceleration method for the S N transport equations discretized with discontinuous finite elements

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

Schunert, Sebastian; Wang, Yaqi; Gleicher, Frederick

This paper presents a flexible nonlinear diffusion acceleration (NDA) method that discretizes both the S N transport equation and the diffusion equation using the discontinuous finite element method (DFEM). The method is flexible in that the diffusion equation can be discretized on a coarser mesh with the only restriction that it is nested within the transport mesh and the FEM shape function orders of the two equations can be different. The consistency of the transport and diffusion solutions at convergence is defined by using a projection operator mapping the transport into the diffusion FEM space. The diffusion weak form ismore » based on the modified incomplete interior penalty (MIP) diffusion DFEM discretization that is extended by volumetric drift, interior face, and boundary closure terms. In contrast to commonly used coarse mesh finite difference (CMFD) methods, the presented NDA method uses a full FEM discretized diffusion equation for acceleration. Suitable projection and prolongation operators arise naturally from the FEM framework. Via Fourier analysis and numerical experiments for a one-group, fixed source problem the following properties of the NDA method are established for structured quadrilateral meshes: (1) the presented method is unconditionally stable and effective in the presence of mild material heterogeneities if the same mesh and identical shape functions either of the bilinear or biquadratic type are used, (2) the NDA method remains unconditionally stable in the presence of strong heterogeneities, (3) the NDA method with bilinear elements extends the range of effectiveness and stability by a factor of two when compared to CMFD if a coarser diffusion mesh is selected. In addition, the method is tested for solving the C5G7 multigroup, eigenvalue problem using coarse and fine mesh acceleration. Finally, while NDA does not offer an advantage over CMFD for fine mesh acceleration, it reduces the iteration count required for convergence by almost a factor of two in the case of coarse mesh acceleration.« less

A flexible nonlinear diffusion acceleration method for the S N transport equations discretized with discontinuous finite elements

DOE PAGES

Schunert, Sebastian; Wang, Yaqi; Gleicher, Frederick; ...

2017-02-21

This paper presents a flexible nonlinear diffusion acceleration (NDA) method that discretizes both the S N transport equation and the diffusion equation using the discontinuous finite element method (DFEM). The method is flexible in that the diffusion equation can be discretized on a coarser mesh with the only restriction that it is nested within the transport mesh and the FEM shape function orders of the two equations can be different. The consistency of the transport and diffusion solutions at convergence is defined by using a projection operator mapping the transport into the diffusion FEM space. The diffusion weak form ismore » based on the modified incomplete interior penalty (MIP) diffusion DFEM discretization that is extended by volumetric drift, interior face, and boundary closure terms. In contrast to commonly used coarse mesh finite difference (CMFD) methods, the presented NDA method uses a full FEM discretized diffusion equation for acceleration. Suitable projection and prolongation operators arise naturally from the FEM framework. Via Fourier analysis and numerical experiments for a one-group, fixed source problem the following properties of the NDA method are established for structured quadrilateral meshes: (1) the presented method is unconditionally stable and effective in the presence of mild material heterogeneities if the same mesh and identical shape functions either of the bilinear or biquadratic type are used, (2) the NDA method remains unconditionally stable in the presence of strong heterogeneities, (3) the NDA method with bilinear elements extends the range of effectiveness and stability by a factor of two when compared to CMFD if a coarser diffusion mesh is selected. In addition, the method is tested for solving the C5G7 multigroup, eigenvalue problem using coarse and fine mesh acceleration. Finally, while NDA does not offer an advantage over CMFD for fine mesh acceleration, it reduces the iteration count required for convergence by almost a factor of two in the case of coarse mesh acceleration.« less

The effective boundary conditions and their lifespan of the logistic diffusion equation on a coated body

NASA Astrophysics Data System (ADS)

Li, Huicong; Wang, Xuefeng; Wu, Yanxia

2014-11-01

We consider the logistic diffusion equation on a bounded domain, which has two components with a thin coating surrounding a body. The diffusion tensor is isotropic on the body, and anisotropic on the coating. The size of the diffusion tensor on these components may be very different; within the coating, the diffusion rates in the normal and tangent directions may be in different scales. We find effective boundary conditions (EBCs) that are approximately satisfied by the solution of the diffusion equation on the boundary of the body. We also prove that the lifespan of each EBC, which measures how long the EBC remains effective, is infinite. The EBCs enable us to see clearly the effect of the coating and ease the difficult task of solving the PDE in a thin region with a small diffusion tensor. The motivation of the mathematics includes a nature reserve surrounded by a buffer zone.

Worst case prediction of additives migration from polystyrene for food safety purposes: a model update.

PubMed

Martínez-López, Brais; Gontard, Nathalie; Peyron, Stéphane

2018-03-01

A reliable prediction of migration levels of plastic additives into food requires a robust estimation of diffusivity. Predictive modelling of diffusivity as recommended by the EU commission is carried out using a semi-empirical equation that relies on two polymer-dependent parameters. These parameters were determined for the polymers most used by packaging industry (LLDPE, HDPE, PP, PET, PS, HIPS) from the diffusivity data available at that time. In the specific case of general purpose polystyrene, the diffusivity data published since then shows that the use of the equation with the original parameters results in systematic underestimation of diffusivity. The goal of this study was therefore, to propose an update of the aforementioned parameters for PS on the basis of up to date diffusivity data, so the equation can be used for a reasoned overestimation of diffusivity.

Modeling Morphogenesis with Reaction-Diffusion Equations Using Galerkin Spectral Methods

DTIC Science & Technology

2002-05-06

reaction- diffusion equation is a difficult problem in analysis that will not be addressed here. Errors will also arise from numerically approx solutions to...the ODEs. When comparing the approximate solution to actual reaction- diffusion systems found in nature, we must also take into account errors that...

Exact Solutions of Coupled Multispecies Linear Reaction–Diffusion Equations on a Uniformly Growing Domain

PubMed Central

Simpson, Matthew J.; Sharp, Jesse A.; Morrow, Liam C.; Baker, Ruth E.

2015-01-01

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction–diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction–diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction–diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially–confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially–confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit. PMID:26407013

Exact Solutions of Coupled Multispecies Linear Reaction-Diffusion Equations on a Uniformly Growing Domain.

PubMed

Simpson, Matthew J; Sharp, Jesse A; Morrow, Liam C; Baker, Ruth E

2015-01-01

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction-diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction-diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction-diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially-confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially-confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit.

An accurate computational method for the diffusion regime verification

NASA Astrophysics Data System (ADS)

Zhokh, Alexey A.; Strizhak, Peter E.

2018-04-01

The diffusion regime (sub-diffusive, standard, or super-diffusive) is defined by the order of the derivative in the corresponding transport equation. We develop an accurate computational method for the direct estimation of the diffusion regime. The method is based on the derivative order estimation using the asymptotic analytic solutions of the diffusion equation with the integer order and the time-fractional derivatives. The robustness and the computational cheapness of the proposed method are verified using the experimental methane and methyl alcohol transport kinetics through the catalyst pellet.

Control of reaction-diffusion equations on time-evolving manifolds.

PubMed

Rossi, Francesco; Duteil, Nastassia Pouradier; Yakoby, Nir; Piccoli, Benedetto

2016-12-01

Among the main actors of organism development there are morphogens, which are signaling molecules diffusing in the developing organism and acting on cells to produce local responses. Growth is thus determined by the distribution of such signal. Meanwhile, the diffusion of the signal is itself affected by the changes in shape and size of the organism. In other words, there is a complete coupling between the diffusion of the signal and the change of the shapes. In this paper, we introduce a mathematical model to investigate such coupling. The shape is given by a manifold, that varies in time as the result of a deformation given by a transport equation. The signal is represented by a density, diffusing on the manifold via a diffusion equation. We show the non-commutativity of the transport and diffusion evolution by introducing a new concept of Lie bracket between the diffusion and the transport operator. We also provide numerical simulations showing this phenomenon.

Fractional Number Operator and Associated Fractional Diffusion Equations

NASA Astrophysics Data System (ADS)

Rguigui, Hafedh

2018-03-01

In this paper, we study the fractional number operator as an analog of the finite-dimensional fractional Laplacian. An important relation with the Ornstein-Uhlenbeck process is given. Using a semigroup approach, the solution of the Cauchy problem associated to the fractional number operator is presented. By means of the Mittag-Leffler function and the Laplace transform, we give the solution of the Caputo time fractional diffusion equation and Riemann-Liouville time fractional diffusion equation in infinite dimensions associated to the fractional number operator.

Sharp rates of decay of solutions to the nonlinear fast diffusion equation via functional inequalities

PubMed Central

Vázquez, J. L.

2010-01-01

The goal of this paper is to state the optimal decay rate for solutions of the nonlinear fast diffusion equation and, in self-similar variables, the optimal convergence rates to Barenblatt self-similar profiles and their generalizations. It relies on the identification of the optimal constants in some related Hardy–Poincaré inequalities and concludes a long series of papers devoted to generalized entropies, functional inequalities, and rates for nonlinear diffusion equations. PMID:20823259

Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations

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

Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h

2010-11-01

In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.

General solution of a fractional Parker diffusion-convection equation describing the superdiffusive transport of energetic particles

NASA Astrophysics Data System (ADS)

Tawfik, Ashraf M.; Fichtner, Horst; Elhanbaly, A.; Schlickeiser, Reinhard

2018-06-01

Anomalous diffusion models of energetic particles in space plasmas are developed by introducing the fractional Parker diffusion-convection equation. Analytical solution of the space-time fractional equation is obtained by use of the Caputo and Riesz-Feller fractional derivatives with the Laplace-Fourier transforms. The solution is given in terms of the Fox H-function. Profiles of particle densities are illustrated for different values of the space fractional order and the so-called skewness parameter.

Stress, deformation and diffusion interactions in solids - A simulation study

NASA Astrophysics Data System (ADS)

Fischer, F. D.; Svoboda, J.

2015-05-01

Equations of diffusion treated in the frame of Manning's concept, are completed by equations for generation/annihilation of vacancies at non-ideal sources and sinks, by conservation laws, by equations for generation of an eigenstrain state and by a strain-stress analysis. The stress-deformation-diffusion interactions are demonstrated on the evolution of a diffusion couple consisting of two thin layers of different chemical composition forming a free-standing plate without external loading. The equations are solved for different material parameters represented by the values of diffusion coefficients of individual components and by the intensity of sources and sinks for vacancies. The results of simulations indicate that for low intensity of sources and sinks for vacancies a significant eigenstress state can develop and the interdiffusion process is slowed down. For high intensity of sources and sinks for vacancies a significant eigenstrain state can develop and the eigenstress state quickly relaxes. If the difference in the diffusion coefficients of individual components is high, then the intensity of sources and sinks for vacancies influences the interdiffusion process considerably. For such systems their description only by diffusion coefficients is insufficient and must be completed by a microstructure characterization.

A double medium model for diffusion in fluid-bearing rock

NASA Astrophysics Data System (ADS)

Wang, H. F.

1993-09-01

The concept of a double porosity medium to model fluid flow in fractured rock has been applied to model diffusion in rock containing a small amount of a continuous fluid phase that surrounds small volume elements of the solid matrix. The model quantifies the relative role of diffusion in the fluid and solid phases of the rock. The fluid is the fast diffusion path, but the solid contains the volumetrically significant amount of the diffusing species. The double medium model consists of two coupled differential equations. One equation is the diffusion equation for the fluid concentration; it contains a source term for change in the average concentration of the diffusing species in the solid matrix. The second equation represents the assumption that the change in average concentration in a solid element is proportional to the difference between the average concentration in the solid and the concentration in the fluid times the solid-fluid partition coefficient. The double medium model is shown to apply to laboratory data on iron diffusion in fluid-bearing dunite and to measured oxygen isotope ratios at marble-metagranite contacts. In both examples, concentration profiles are calculated for diffusion taking place at constant temperature, where a boundary value changes suddenly and is subsequently held constant. Knowledge of solid diffusivities can set a lower bound to the length of time over which diffusion occurs, but only the product of effective fluid diffusivity and time is constrained for times longer than the characteristic solid diffusion time. The double medium results approach a local, grain-scale equilibrium model for times that are large relative to the time constant for solid diffusion.

Diffusion in the special theory of relativity.

PubMed

Herrmann, Joachim

2009-11-01

The Markovian diffusion theory is generalized within the framework of the special theory of relativity. Since the velocity space in relativity is a hyperboloid, the mathematical stochastic calculus on Riemanian manifolds can be applied but adopted here to the velocity space. A generalized Langevin equation in the fiber space of position, velocity, and orthonormal velocity frames is defined from which the generalized relativistic Kramers equation in the phase space in external force fields is derived. The obtained diffusion equation is invariant under Lorentz transformations and its stationary solution is given by the Jüttner distribution. Besides, a nonstationary analytical solution is derived for the example of force-free relativistic diffusion.

Group theoretic approach for solving the problem of diffusion of a drug through a thin membrane

NASA Astrophysics Data System (ADS)

Abd-El-Malek, Mina B.; Kassem, Magda M.; Meky, Mohammed L. M.

2002-03-01

The transformation group theoretic approach is applied to study the diffusion process of a drug through a skin-like membrane which tends to partially absorb the drug. Two cases are considered for the diffusion coefficient. The application of one parameter group reduces the number of independent variables by one, and consequently the partial differential equation governing the diffusion process with the boundary and initial conditions is transformed into an ordinary differential equation with the corresponding conditions. The obtained differential equation is solved numerically using the shooting method, and the results are illustrated graphically and in tables.

Ionic conduction and self-diffusion near infinitesimal concentration in lithium salt-organic solvent electrolytes

NASA Astrophysics Data System (ADS)

Aihara, Yuichi; Sugimoto, Kyoko; Price, William S.; Hayamizu, Kikuko

2000-08-01

The Debye-Hückel-Onsager and Nernst-Einstein equations, which are based on two different conceptual approaches, constitute the most widely used equations for relating ionic conduction to ionic mobility. However, both of these classical (simple) equations are predictive of ionic conductivity only at very low salt concentrations. In the present work the ionic conductivity of four organic solvent-lithium salt-based electrolytes were measured. These experimental conductivity values were then contrasted with theoretical values calculated using the translational diffusion (also known as self-diffusion or intradiffusion) coefficients of all of the species present obtained using pulsed-gradient spin-echo (1H, 19F and 7Li) nuclear magnetic resonance self-diffusion measurements. The experimental results verified the applicability of both theoretical approaches at very low salt concentrations for these particular systems as well as helping to clarify the reasons for the divergence between theory and experiment. In particular, it was found that the correspondence between the Debye-Hückel-Onsager equation and experimental values could be improved by using the measured solvent self-diffusion values to correct for salt-induced changes in the solution viscosity. The concentration dependence of the self-diffusion coefficients is discussed in terms of the Jones-Dole equation.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM.

PubMed

Singh, Brajesh K; Srivastava, Vineet K

2015-04-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations.

Approximate series solution of multi-dimensional, time fractional-order (heat-like) diffusion equations using FRDTM

PubMed Central

Singh, Brajesh K.; Srivastava, Vineet K.

2015-01-01

The main goal of this paper is to present a new approximate series solution of the multi-dimensional (heat-like) diffusion equation with time-fractional derivative in Caputo form using a semi-analytical approach: fractional-order reduced differential transform method (FRDTM). The efficiency of FRDTM is confirmed by considering four test problems of the multi-dimensional time fractional-order diffusion equation. FRDTM is a very efficient, effective and powerful mathematical tool which provides exact or very close approximate solutions for a wide range of real-world problems arising in engineering and natural sciences, modelled in terms of differential equations. PMID:26064639

Obstructions to Existence in Fast-Diffusion Equations

NASA Astrophysics Data System (ADS)

Rodriguez, Ana; Vazquez, Juan L.

The study of nonlinear diffusion equations produces a number of peculiar phenomena not present in the standard linear theory. Thus, in the sub-field of very fast diffusion it is known that the Cauchy problem can be ill-posed, either because of non-uniqueness, or because of non-existence of solutions with small data. The equations we consider take the general form ut=( D( u, ux) ux) x or its several-dimension analogue. Fast diffusion means that D→∞ at some values of the arguments, typically as u→0 or ux→0. Here, we describe two different types of non-existence phenomena. Some fast-diffusion equations with very singular D do not allow for solutions with sign changes, while other equations admit only monotone solutions, no oscillations being allowed. The examples we give for both types of anomaly are closely related. The most typical examples are vt=( vx/∣ v∣) x and ut= uxx/∣ ux∣. For these equations, we investigate what happens to the Cauchy problem when we take incompatible initial data and perform a standard regularization. It is shown that the limit gives rise to an initial layer where the data become admissible (positive or monotone, respectively), followed by a standard evolution for all t>0, once the obstruction has been removed.

Multi-Component Diffusion with Application To Computational Aerothermodynamics

NASA Technical Reports Server (NTRS)

Sutton, Kenneth; Gnoffo, Peter A.

1998-01-01

The accuracy and complexity of solving multicomponent gaseous diffusion using the detailed multicomponent equations, the Stefan-Maxwell equations, and two commonly used approximate equations have been examined in a two part study. Part I examined the equations in a basic study with specified inputs in which the results are applicable for many applications. Part II addressed the application of the equations in the Langley Aerothermodynamic Upwind Relaxation Algorithm (LAURA) computational code for high-speed entries in Earth's atmosphere. The results showed that the presented iterative scheme for solving the Stefan-Maxwell equations is an accurate and effective method as compared with solutions of the detailed equations. In general, good accuracy with the approximate equations cannot be guaranteed for a species or all species in a multi-component mixture. 'Corrected' forms of the approximate equations that ensured the diffusion mass fluxes sum to zero, as required, were more accurate than the uncorrected forms. Good accuracy, as compared with the Stefan- Maxwell results, were obtained with the 'corrected' approximate equations in defining the heating rates for the three Earth entries considered in Part II.

A Three-Fold Approach to the Heat Equation: Data, Modeling, Numerics

ERIC Educational Resources Information Center

Spayd, Kimberly; Puckett, James

2016-01-01

This article describes our modeling approach to teaching the one-dimensional heat (diffusion) equation in a one-semester undergraduate partial differential equations course. We constructed the apparatus for a demonstration of heat diffusion through a long, thin metal rod with prescribed temperatures at each end. The students observed the physical…

A third-order computational method for numerical fluxes to guarantee nonnegative difference coefficients for advection-diffusion equations in a semi-conservative form

NASA Astrophysics Data System (ADS)

Sakai, K.; Watabe, D.; Minamidani, T.; Zhang, G. S.

2012-10-01

According to Godunov theorem for numerical calculations of advection equations, there exist no higher-order schemes with constant positive difference coefficients in a family of polynomial schemes with an accuracy exceeding the first-order. We propose a third-order computational scheme for numerical fluxes to guarantee the non-negative difference coefficients of resulting finite difference equations for advection-diffusion equations in a semi-conservative form, in which there exist two kinds of numerical fluxes at a cell surface and these two fluxes are not always coincident in non-uniform velocity fields. The present scheme is optimized so as to minimize truncation errors for the numerical fluxes while fulfilling the positivity condition of the difference coefficients which are variable depending on the local Courant number and diffusion number. The feature of the present optimized scheme consists in keeping the third-order accuracy anywhere without any numerical flux limiter. We extend the present method into multi-dimensional equations. Numerical experiments for advection-diffusion equations showed nonoscillatory solutions.

Global Regularity and Time Decay for the 2D Magnetohydrodynamic Equations with Fractional Dissipation and Partial Magnetic Diffusion

NASA Astrophysics Data System (ADS)

Dong, Bo-Qing; Jia, Yan; Li, Jingna; Wu, Jiahong

2018-05-01

This paper focuses on a system of the 2D magnetohydrodynamic (MHD) equations with the kinematic dissipation given by the fractional operator (-Δ )^α and the magnetic diffusion by partial Laplacian. We are able to show that this system with any α >0 always possesses a unique global smooth solution when the initial data is sufficiently smooth. In addition, we make a detailed study on the large-time behavior of these smooth solutions and obtain optimal large-time decay rates. Since the magnetic diffusion is only partial here, some classical tools such as the maximal regularity property for the 2D heat operator can no longer be applied. A key observation on the structure of the MHD equations allows us to get around the difficulties due to the lack of full Laplacian magnetic diffusion. The results presented here are the sharpest on the global regularity problem for the 2D MHD equations with only partial magnetic diffusion.

Fisher equation for anisotropic diffusion: simulating South American human dispersals.

PubMed

Martino, Luis A; Osella, Ana; Dorso, Claudio; Lanata, José L

2007-09-01

The Fisher equation is commonly used to model population dynamics. This equation allows describing reaction-diffusion processes, considering both population growth and diffusion mechanism. Some results have been reported about modeling human dispersion, always assuming isotropic diffusion. Nevertheless, it is well-known that dispersion depends not only on the characteristics of the habitats where individuals are but also on the properties of the places where they intend to move, then isotropic approaches cannot adequately reproduce the evolution of the wave of advance of populations. Solutions to a Fisher equation are difficult to obtain for complex geometries, moreover, when anisotropy has to be considered and so few studies have been conducted in this direction. With this scope in mind, we present in this paper a solution for a Fisher equation, introducing anisotropy. We apply a finite difference method using the Crank-Nicholson approximation and analyze the results as a function of the characteristic parameters. Finally, this methodology is applied to model South American human dispersal.

Viscous regularization of the full set of nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations

DOE PAGES

Delchini, Marc O.; Ragusa, Jean C.; Ferguson, Jim

2017-02-17

A viscous regularization technique, based on the local entropy residual, was proposed by Delchini et al. (2015) to stabilize the nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations using an artificial viscosity technique. This viscous regularization is modulated by the local entropy production and is consistent with the entropy minimum principle. However, Delchini et al. (2015) only based their work on the hyperbolic parts of the Grey Radiation-Hydrodynamic equations and thus omitted the relaxation and diffusion terms present in the material energy and radiation energy equations. Here in this paper, we extend the theoretical grounds for the method and derive an entropy minimum principlemore » for the full set of nonequilibrium-diffusion Grey Radiation-Hydrodynamic equations. This further strengthens the applicability of the entropy viscosity method as a stabilization technique for radiation-hydrodynamic shock simulations. Radiative shock calculations using constant and temperature-dependent opacities are compared against semi-analytical reference solutions, and we present a procedure to perform spatial convergence studies of such simulations.« less

Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion

NASA Astrophysics Data System (ADS)

Chen, Yao; Wang, Xudong; Deng, Weihua

2017-10-01

This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.

A Nonlinear Diffusion Equation-Based Model for Ultrasound Speckle Noise Removal

NASA Astrophysics Data System (ADS)

Zhou, Zhenyu; Guo, Zhichang; Zhang, Dazhi; Wu, Boying

2018-04-01

Ultrasound images are contaminated by speckle noise, which brings difficulties in further image analysis and clinical diagnosis. In this paper, we address this problem in the view of nonlinear diffusion equation theories. We develop a nonlinear diffusion equation-based model by taking into account not only the gradient information of the image, but also the information of the gray levels of the image. By utilizing the region indicator as the variable exponent, we can adaptively control the diffusion type which alternates between the Perona-Malik diffusion and the Charbonnier diffusion according to the image gray levels. Furthermore, we analyze the proposed model with respect to the theoretical and numerical properties. Experiments show that the proposed method achieves much better speckle suppression and edge preservation when compared with the traditional despeckling methods, especially in the low gray level and low-contrast regions.

Nature of self-diffusion in two-dimensional fluids

NASA Astrophysics Data System (ADS)

Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho; Talkner, Peter; Kidera, Akinori; Lee, Eok Kyun

2017-12-01

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. We numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(t\\sqrt{{ln}t}), however with a rescaled time.

Dimensional reduction of a general advection–diffusion equation in 2D channels

NASA Astrophysics Data System (ADS)

Kalinay, Pavol; Slanina, František

2018-06-01

Diffusion of point-like particles in a two-dimensional channel of varying width is studied. The particles are driven by an arbitrary space dependent force. We construct a general recurrence procedure mapping the corresponding two-dimensional advection-diffusion equation onto the longitudinal coordinate x. Unlike the previous specific cases, the presented procedure enables us to find the one-dimensional description of the confined diffusion even for non-conservative (vortex) forces, e.g. caused by flowing solvent dragging the particles. We show that the result is again the generalized Fick–Jacobs equation. Despite of non existing scalar potential in the case of vortex forces, the effective one-dimensional scalar potential, as well as the corresponding quasi-equilibrium and the effective diffusion coefficient can be always found.

Diffusion of liquid polystyrene into glassy poly(phenylene oxide) characterized by DSC

NASA Astrophysics Data System (ADS)

Li, Linling; Wang, Xiaoliang; Zhou, Dongshan; Xue, Gi

2013-03-01

We report a diffusion study on the polystyrene/poly(phenylene oxide) (PS/PPO) mixture consisted by the PS and PPO nanoparticles. Diffusion of liquid PS into glassy PPO (l-PS/g-PPO) is promoted by annealing the PS/PPO mixture at several temperatures below Tg of the PPO. By tracing the Tgs of the PS-rich domain behind the diffusion front using DSC, we get the relationships of PS weight fractions and diffusion front advances with the elapsed diffusion times at different diffusion temperatures using the Gordon-Taylor equation and core-shell model. We find that the plots of weight fraction of PS vs. elapsed diffusion times at different temperatures can be converted to a master curve by Time-Temperature superposition, and the shift factors obey the Arrhenius equation. Besides, the diffusion front advances of l-PS into g-PPO show an excellent agreement with the t1/2 scaling law at the beginning of the diffusion process, and the diffusion coefficients of different diffusion temperatures also obey the Arrhenius equation. We believe the diffusion mechanism for l-PS/g-PPO should be the Fickean law rather than the Case II, though there are departures of original linearity at longer diffusion times due to the limited liquid supply system. Diffusion of liquid polystyrene into glassy poly(phenylene oxide) characterized by DSC

Vapor Transport Within the Thermal Diffusion Cloud Chamber

NASA Technical Reports Server (NTRS)

Ferguson, Frank T.; Heist, Richard H.; Nuth, Joseph A., III

2000-01-01

A review of the equations used to determine the 1-D vapor transport in the thermal diffusion cloud chamber (TDCC) is presented. These equations closely follow those of the classical Stefan tube problem in which there is transport of a volatile species through a noncondensible, carrier gas. In both cases, the very plausible assumption is made that the background gas is stagnant. Unfortunately, this assumption results in a convective flux which is inconsistent with the momentum and continuity equations for both systems. The approximation permits derivation of an analytical solution for the concentration profile in the Stefan tube, but there is no computational advantage in the case of the TDCC. Furthermore, the degree of supersaturation is a sensitive function of the concentration profile in the TD CC and the stagnant background gas approximation can make a dramatic difference in the calculated supersaturation. In this work, the equations typically used with a TDCC are compared with very general transport equations describing the 1-D diffusion of the volatile species. Whereas no pressure dependence is predicted with the typical equations, a strong pressure dependence is present with the more general equations given in this work. The predicted behavior is consistent with observations in diffusion cloud experiments. It appears that the new equations may account for much of the pressure dependence noted in TDCC experiments, but a comparison between the new equations and previously obtained experimental data are needed for verification.

Boundary particle method for Laplace transformed time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Fu, Zhuo-Jia; Chen, Wen; Yang, Hai-Tian

2013-02-01

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Laplace-transformed problem. Unlike the other boundary discretization methods, the BPM does not require any inner nodes, since the recursive composite multiple reciprocity technique (RC-MRM) is used to convert the inhomogeneous problem into the higher-order homogeneous problem. Finally, the Stehfest numerical inverse Laplace transform (NILT) is implemented to retrieve the numerical solutions of time fractional diffusion equations from the corresponding BPM solutions. In comparison with finite difference discretization, the LTBPM introduces Laplace transform and Stehfest NILT algorithm to deal with time fractional derivative term, which evades costly convolution integral calculation in time fractional derivation approximation and avoids the effect of time step on numerical accuracy and stability. Consequently, it can effectively simulate long time-history fractional diffusion systems. Error analysis and numerical experiments demonstrate that the present LTBPM is highly accurate and computationally efficient for 2D and 3D time fractional diffusion equations.

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

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

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

DOE PAGES

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

2016-07-26

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

Ionic Channels as Natural Nanodevices

DTIC Science & Technology

2006-05-01

introduce the numerical techniques required to simulate charge transport in ion channels. [1] Using Poisson- Nernst -Planck-type (PNP) equations ...Eisenberg. 2003. Ionic diffusion through protein channels: from molecular description to continuum equations . Nanotech 2003, 3: 439-442. 4...Nadler, B., Schuss, Z., Singer, A., and R. S. Eisenberg. 2004. Ionic diffusion through confined geometries: from Langevin equations to partial

Feynman-Kac equation for anomalous processes with space- and time-dependent forces

NASA Astrophysics Data System (ADS)

Cairoli, Andrea; Baule, Adrian

2017-04-01

Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.

FDM study of ion exchange diffusion equation in glass

NASA Astrophysics Data System (ADS)

Zhou, Zigang; Yang, Yongjia; Wang, Qiang; Sun, Guangchun

2009-05-01

Ion-exchange technique in glass was developed to fabricate gradient refractive index optical devices. In this paper, the Finite Difference Method(FDM), which is used for the solution of ion-diffusion equation, is reported. This method transforms continual diffusion equation to separate difference equation. It unitizes the matrix of MATLAB program to solve the iteration process. The collation results under square boundary condition show that it gets a more accurate numerical solution. Compared to experiment data, the relative error is less than 0.2%. Furthermore, it has simply operation and kinds of output solutions. This method can provide better results for border-proliferation of the hexagonal and the channel devices too.

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.

Density-Dependent Conformable Space-time Fractional Diffusion-Reaction Equation and Its Exact Solutions

NASA Astrophysics Data System (ADS)

Hosseini, Kamyar; Mayeli, Peyman; Bekir, Ahmet; Guner, Ozkan

2018-01-01

In this article, a special type of fractional differential equations (FDEs) named the density-dependent conformable fractional diffusion-reaction (DDCFDR) equation is studied. Aforementioned equation has a significant role in the modelling of some phenomena arising in the applied science. The well-organized methods, including the \\exp (-φ (\\varepsilon )) -expansion and modified Kudryashov methods are exerted to generate the exact solutions of this equation such that some of the solutions are new and have been reported for the first time. Results illustrate that both methods have a great performance in handling the DDCFDR equation.

A Simple, Analytical Model of Collisionless Magnetic Reconnection in a Pair Plasma

NASA Technical Reports Server (NTRS)

Hesse, Michael; Zenitani, Seiji; Kuznetova, Masha; Klimas, Alex

2011-01-01

A set of conservation equations is utilized to derive balance equations in the reconnection diffusion region of a symmetric pair plasma. The reconnection electric field is assumed to have the function to maintain the current density in the diffusion region, and to impart thermal energy to the plasma by means of quasi-viscous dissipation. Using these assumptions it is possible to derive a simple set of equations for diffusion region parameters in dependence on inflow conditions and on plasma compressibility. These equations are solved by means of a simple, iterative, procedure. The solutions show expected features such as dominance of enthalpy flux in the reconnection outflow, as well as combination of adiabatic and quasi-viscous heating. Furthermore, the model predicts a maximum reconnection electric field of E(sup *)=0.4, normalized to the parameters at the inflow edge of the diffusion region.

A simple, analytical model of collisionless magnetic reconnection in a pair plasma

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

Hesse, Michael; Zenitani, Seiji; Kuznetsova, Masha

2009-10-15

A set of conservation equations is utilized to derive balance equations in the reconnection diffusion region of a symmetric pair plasma. The reconnection electric field is assumed to have the function to maintain the current density in the diffusion region and to impart thermal energy to the plasma by means of quasiviscous dissipation. Using these assumptions it is possible to derive a simple set of equations for diffusion region parameters in dependence on inflow conditions and on plasma compressibility. These equations are solved by means of a simple, iterative procedure. The solutions show expected features such as dominance of enthalpymore » flux in the reconnection outflow, as well as combination of adiabatic and quasiviscous heating. Furthermore, the model predicts a maximum reconnection electric field of E{sup *}=0.4, normalized to the parameters at the inflow edge of the diffusion region.« less

Comparison of fluid neutral models for one-dimensional plasma edge modeling with a finite volume solution of the Boltzmann equation

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

Horsten, N., E-mail: niels.horsten@kuleuven.be; Baelmans, M.; Dekeyser, W.

2016-01-15

We derive fluid neutral approximations for a simplified 1D edge plasma model, suitable to study the neutral behavior close to the target of a nuclear fusion divertor, and compare its solutions to the solution of the corresponding kinetic Boltzmann equation. The plasma is considered as a fixed background extracted from a detached 2D simulation. We show that the Maxwellian equilibrium distribution is already obtained very close to the target, justifying the use of a fluid approximation. We compare three fluid neutral models: (i) a diffusion model; (ii) a pressure-diffusion model (i.e., a combination of a continuity and momentum equation) assumingmore » equal neutral and ion temperatures; and (iii) the pressure-diffusion model coupled to a neutral energy equation taking into account temperature differences between neutrals and ions. Partial reflection of neutrals reaching the boundaries is included in both the kinetic and fluid models. We propose two methods to obtain an incident neutral flux boundary condition for the fluid models: one based on a diffusion approximation and the other assuming a truncated Chapman-Enskog distribution. The pressure-diffusion model predicts the plasma sources very well. The diffusion boundary condition gives slightly better results overall. Although including an energy equation still improves the results, the assumption of equal ion and neutral temperature already gives a very good approximation.« less

Symmetry Reductions of Fourth-Order Nonlinear Diffusion Equations: Lubrication Model and Some Generalizations

NASA Astrophysics Data System (ADS)

Gandarias, M. L.; Medina, E.

Fourth-order nonlinear diffusion equations appear frequently in the description of physical processes, among these, the lubrication equation ut = (unuxxxx)x or the corresponding modified version ut = unuxxxx play an important role in the study of the interface movements. In this work we analyze the generalizations of the above equations given by ut = (f(u)uxxxx)x, ut = (f(u)uxxxx, and we find that if f(u) = un or f(u) = e-u the equations admit extra classical symmetries. The corresponding reductions are performed and some solutions are characterized.

Wave and pseudo-diffusion equations from squeezed states

NASA Technical Reports Server (NTRS)

Daboul, Jamil

1993-01-01

We show that the probability distributions P(sub n)(q,p;y) := the absolute value squared of (n(p,q;y), which are obtained from squeezed states, obey an interesting partial differential equation, to which we give two intuitive interpretations: as a wave equation in one space dimension; and as a pseudo-diffusion equation. We also study the corresponding Wehrl entropies S(sub n)(y), and we show that they have minima at zero squeezing, y = 0.

Gravitational instability of filamentary molecular clouds, including ambipolar diffusion; non-isothermal filament

NASA Astrophysics Data System (ADS)

Hosseinirad, Mohammad; Abbassi, Shahram; Roshan, Mahmood; Naficy, Kazem

2018-04-01

Recent observations of the filamentary molecular clouds show that their properties deviate from the isothermal equation of state. Theoretical investigations proposed that the logatropic and the polytropic equations of state with negative indexes can provide a better description for these filamentary structures. Here, we aim to compare the effects of these softer non-isothermal equations of state with their isothermal counterpart on the global gravitational instability of a filamentary molecular cloud. By incorporating the ambipolar diffusion, we use the non-ideal magnetohydrodynamics framework for a filament that is threaded by a uniform axial magnetic field. We perturb the fluid and obtain the dispersion relation both for the logatropic and polytropic equations of state by taking the effects of magnetic field and ambipolar diffusion into account. Our results suggest that, in absence of the magnetic field, a softer equation of state makes the system more prone to gravitational instability. We also observed that a moderate magnetic field is able to enhance the stability of the filament in a way that is sensitive to the equation of state in general. However, when the magnetic field is strong, this effect is suppressed and all the equations of state have almost the same stability properties. Moreover, we find that for all the considered equations of state, the ambipolar diffusion has destabilizing effects on the filament.

Equivalence of Fluctuation Splitting and Finite Volume for One-Dimensional Gas Dynamics

NASA Technical Reports Server (NTRS)

Wood, William A.

1997-01-01

The equivalence of the discretized equations resulting from both fluctuation splitting and finite volume schemes is demonstrated in one dimension. Scalar equations are considered for advection, diffusion, and combined advection/diffusion. Analysis of systems is performed for the Euler and Navier-Stokes equations of gas dynamics. Non-uniform mesh-point distributions are included in the analyses.

Strongly anomalous diffusion in sheared magnetic configurations

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

Vanden Eijnden, E.; Balescu, R.

1996-03-01

The statistical behavior of magnetic lines in a sheared magnetic configuration with reference surface {ital x}=0 is investigated within the framework of the kinetic theory. A Liouville equation is associated with the equations of motion of the stochastic magnetic lines. After averaging over an ensemble of realizations, it yields a convection-diffusion equation within the quasilinear approximation. The diffusion coefficients are space dependent and peaked around the reference surface {ital x}=0. Due to the shear, the diffusion of lines away from the reference surface is slowed down. The behavior of the lines is asymptotically strongly non-Gaussian. The reference surface acts likemore » an attractor around which the magnetic lines spread with an effective subdiffusive behavior. Comparison is also made with more usual treatments based on the study of the first two moments equations. For sheared systems, it is explicitly shown that the Corrsin approximation assumed in the latter approach is no longer valid. It is also concluded that the diffusion coefficients cannot be derived from the mean square displacement of the magnetic lines in an inhomogeneous medium. {copyright} {ital 1996 American Institute of Physics.}« less

Continuum mesoscopic framework for multiple interacting species and processes on multiple site types and/or crystallographic planes.

PubMed

Chatterjee, Abhijit; Vlachos, Dionisios G

2007-07-21

While recently derived continuum mesoscopic equations successfully bridge the gap between microscopic and macroscopic physics, so far they have been derived only for simple lattice models. In this paper, general deterministic continuum mesoscopic equations are derived rigorously via nonequilibrium statistical mechanics to account for multiple interacting surface species and multiple processes on multiple site types and/or different crystallographic planes. Adsorption, desorption, reaction, and surface diffusion are modeled. It is demonstrated that contrary to conventional phenomenological continuum models, microscopic physics, such as the interaction potential, determines the final form of the mesoscopic equation. Models of single component diffusion and binary diffusion of interacting particles on single-type site lattice and of single component diffusion on complex microporous materials' lattices consisting of two types of sites are derived, as illustrations of the mesoscopic framework. Simplification of the diffusion mesoscopic model illustrates the relation to phenomenological models, such as the Fickian and Maxwell-Stefan transport models. It is demonstrated that the mesoscopic equations are in good agreement with lattice kinetic Monte Carlo simulations for several prototype examples studied.

Finite Difference Formulation for Prediction of Water Pollution

NASA Astrophysics Data System (ADS)

Johari, Hanani; Rusli, Nursalasawati; Yahya, Zainab

2018-03-01

Water is an important component of the earth. Human being and living organisms are demand for the quality of water. Human activity is one of the causes of the water pollution. The pollution happened give bad effect to the physical and characteristic of water contents. It is not practical to monitor all aspects of water flow and transport distribution. So, in order to help people to access to the polluted area, a prediction of water pollution concentration must be modelled. This study proposed a one-dimensional advection diffusion equation for predicting the water pollution concentration transport. The numerical modelling will be produced in order to predict the transportation of water pollution concentration. In order to approximate the advection diffusion equation, the implicit Crank Nicolson is used. For the purpose of the simulation, the boundary condition and initial condition, the spatial steps and time steps as well as the approximations of the advection diffusion equation have been encoded. The results of one dimensional advection diffusion equation have successfully been used to predict the transportation of water pollution concentration by manipulating the velocity and diffusion parameters.

Mathematical analysis of thermal diffusion shock waves

NASA Astrophysics Data System (ADS)

Gusev, Vitalyi; Craig, Walter; Livoti, Roberto; Danworaphong, Sorasak; Diebold, Gerald J.

2005-10-01

Thermal diffusion, also known as the Ludwig-Soret effect, refers to the separation of mixtures in a temperature gradient. For a binary mixture the time dependence of the change in concentration of each species is governed by a nonlinear partial differential equation in space and time. Here, an exact solution of the Ludwig-Soret equation without mass diffusion for a sinusoidal temperature field is given. The solution shows that counterpropagating shock waves are produced which slow and eventually come to a halt. Expressions are found for the shock time for two limiting values of the starting density fraction. The effects of diffusion on the development of the concentration profile in time and space are found by numerical integration of the nonlinear differential equation.

Solution of a cauchy problem for a diffusion equation in a Hilbert space by a Feynman formula

NASA Astrophysics Data System (ADS)

Remizov, I. D.

2012-07-01

The Cauchy problem for a class of diffusion equations in a Hilbert space is studied. It is proved that the Cauchy problem in well posed in the class of uniform limits of infinitely smooth bounded cylindrical functions on the Hilbert space, and the solution is presented in the form of the so-called Feynman formula, i.e., a limit of multiple integrals against a gaussian measure as the multiplicity tends to infinity. It is also proved that the solution of the Cauchy problem depends continuously on the diffusion coefficient. A process reducing an approximate solution of an infinite-dimensional diffusion equation to finding a multiple integral of a real function of finitely many real variables is indicated.

Modeling boundary measurements of scattered light using the corrected diffusion approximation

PubMed Central

Lehtikangas, Ossi; Tarvainen, Tanja; Kim, Arnold D.

2012-01-01

We study the modeling and simulation of steady-state measurements of light scattered by a turbid medium taken at the boundary. In particular, we implement the recently introduced corrected diffusion approximation in two spatial dimensions to model these boundary measurements. This implementation uses expansions in plane wave solutions to compute boundary conditions and the additive boundary layer correction, and a finite element method to solve the diffusion equation. We show that this corrected diffusion approximation models boundary measurements substantially better than the standard diffusion approximation in comparison to numerical solutions of the radiative transport equation. PMID:22435102

Optical Oversampled Analog-to-Digital Conversion

DTIC Science & Technology

1992-06-29

hologram weights and interconnects in the digital image halftoning configuration. First, no temporal error diffusion occurs in the digital image... halftoning error diffusion ar- chitecture as demonstrated by Equation (6.1). Equation (6.2) ensures that the hologram weights sum to one so that the exact...optimum halftone image should be faster. Similarly, decreased convergence time suggests that an error diffusion filter with larger spatial dimensions

Modelling the radiotherapy effect in the reaction-diffusion equation.

PubMed

Borasi, Giovanni; Nahum, Alan

2016-09-01

In recent years, the reaction-diffusion (Fisher-Kolmogorov) equation has received much attention from the oncology research community due to its ability to describe the infiltrating nature of glioblastoma multiforme and its extraordinary resistance to any type of therapy. However, in a number of previous papers in the literature on applications of this equation, the term (R) expressing the 'External Radiotherapy effect' was incorrectly derived. In this note we derive an analytical expression for this term in the correct form to be included in the reaction-diffusion equation. The R term has been derived starting from the Linear-Quadratic theory of cell killing by ionizing radiation. The correct definition of R was adopted and the basic principles of differential calculus applied. The compatibility of the R term derived here with the reaction-diffusion equation was demonstrated. Referring to a typical glioblastoma tumour, we have compared the results obtained using our expression for the R term with the 'incorrect' expression proposed by other authors. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION.

PubMed

Liu, F; Meerschaert, M M; McGough, R J; Zhuang, P; Liu, Q

2013-03-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.

NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION

PubMed Central

Liu, F.; Meerschaert, M.M.; McGough, R.J.; Zhuang, P.; Liu, Q.

2013-01-01

In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian. PMID:23772179

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.

Traveling wave solutions to a reaction-diffusion equation

NASA Astrophysics Data System (ADS)

Feng, Zhaosheng; Zheng, Shenzhou; Gao, David Y.

2009-07-01

In this paper, we restrict our attention to traveling wave solutions of a reaction-diffusion equation. Firstly we apply the Divisor Theorem for two variables in the complex domain, which is based on the ring theory of commutative algebra, to find a quasi-polynomial first integral of an explicit form to an equivalent autonomous system. Then through this first integral, we reduce the reaction-diffusion equation to a first-order integrable ordinary differential equation, and a class of traveling wave solutions is obtained accordingly. Comparisons with the existing results in the literature are also provided, which indicates that some analytical results in the literature contain errors. We clarify the errors and instead give a refined result in a simple and straightforward manner.

Nature of self-diffusion in two-dimensional fluids

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

Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. Here, we numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(more » $$t\\sqrt{In t)}$$ however with a rescaled time.« less

Nature of self-diffusion in two-dimensional fluids

DOE PAGES

Choi, Bongsik; Han, Kyeong Hwan; Kim, Changho; ...

2017-12-18

Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the time-dependent diffusion coefficient, and the velocity autocorrelation function (VACF) using a consistency equation relating these quantities. Here, we numerically confirm the consistency equation by extensive molecular dynamics simulations for finite systems, corroborate earlier results indicating that the kinematic viscosity approaches a finite, non-vanishing value in the thermodynamic limit, and establish the finite size behavior of the diffusion coefficient. We obtain the exact solution of the consistency equation in the thermodynamic limit and use this solution to determine the large time asymptotics of the mean square displacement, the diffusion coefficient, and the VACF. An asymptotic decay law of the VACF resembles the previously known self-consistent form, 1/(more » $$t\\sqrt{In t)}$$ however with a rescaled time.« less

Perturbed invariant subspaces and approximate generalized functional variable separation solution for nonlinear diffusion-convection equations with weak source

NASA Astrophysics Data System (ADS)

Xia, Ya-Rong; Zhang, Shun-Li; Xin, Xiang-Peng

2018-03-01

In this paper, we propose the concept of the perturbed invariant subspaces (PISs), and study the approximate generalized functional variable separation solution for the nonlinear diffusion-convection equation with weak source by the approximate generalized conditional symmetries (AGCSs) related to the PISs. Complete classification of the perturbed equations which admit the approximate generalized functional separable solutions (AGFSSs) is obtained. As a consequence, some AGFSSs to the resulting equations are explicitly constructed by way of examples.

Diffuse reflectance relations based on diffusion dipole theory for large absorption and reduced scattering

NASA Astrophysics Data System (ADS)

Bremmer, Rolf H.; van Gemert, Martin J. C.; Faber, Dirk J.; van Leeuwen, Ton G.; Aalders, Maurice C. G.

2013-08-01

Diffuse reflectance spectra are used to determine the optical properties of biological samples. In medicine and forensic science, the turbid objects under study often possess large absorption and/or scattering properties. However, data analysis is frequently based on the diffusion approximation to the radiative transfer equation, implying that it is limited to tissues where the reduced scattering coefficient dominates over the absorption coefficient. Nevertheless, up to absorption coefficients of 20 m at reduced scattering coefficients of 1 and 11.5 mm-1, we observed excellent agreement (r2=0.994) between reflectance measurements of phantoms and the diffuse reflectance equation proposed by Zonios et al. [Appl. Opt. 38, 6628-6637 (1999)], derived as an approximation to one of the diffusion dipole equations of Farrell et al. [Med. Phys. 19, 879-888 (1992)]. However, two parameters were fitted to all phantom experiments, including strongly absorbing samples, implying that the reflectance equation differs from diffusion theory. Yet, the exact diffusion dipole approximation at high reduced scattering and absorption also showed agreement with the phantom measurements. The mathematical structure of the diffuse reflectance relation used, derived by Zonios et al. [Appl. Opt. 38, 6628-6637 (1999)], explains this observation. In conclusion, diffuse reflectance relations derived as an approximation to the diffusion dipole theory of Farrell et al. can analyze reflectance ratios accurately, even for much larger absorption than reduced scattering coefficients. This allows calibration of fiber-probe set-ups so that the object's diffuse reflectance can be related to its absorption even when large. These findings will greatly expand the application of diffuse reflection spectroscopy. In medicine, it may allow the use of blue/green wavelengths and measurements on whole blood, and in forensic science, it may allow inclusion of objects such as blood stains and cloth at crime scenes.

Diffusion in random networks: Asymptotic properties, and numerical and engineering approximations

NASA Astrophysics Data System (ADS)

Padrino, Juan C.; Zhang, Duan Z.

2016-11-01

The ensemble phase averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of a set of pockets connected by tortuous channels. Inside a channel, we assume that fluid transport is governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pores mass density. The so-called dual porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem, we consider the one-dimensional mass diffusion in a semi-infinite domain, whose solution is sought numerically. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt- 1 / 4 rather than xt- 1 / 2 as in the traditional theory. This early time sub-diffusive similarity can be explained by random walk theory through the network. In addition, by applying concepts of fractional calculus, we show that, for small time, the governing equation reduces to a fractional diffusion equation with known solution. We recast this solution in terms of special functions easier to compute. Comparison of the numerical and exact solutions shows excellent agreement.

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.

Is the kinetic equation for turbulent gas-particle flows ill posed?

PubMed

Reeks, M; Swailes, D C; Bragg, A D

2018-02-01

This paper is about the kinetic equation for gas-particle flows, in particular its well-posedness and realizability and its relationship to the generalized Langevin model (GLM) probability density function (PDF) equation. Previous analyses, e.g. [J.-P. Minier and C. Profeta, Phys. Rev. E 92, 053020 (2015)PLEEE81539-375510.1103/PhysRevE.92.053020], have concluded that this kinetic equation is ill posed, that in particular it has the properties of a backward heat equation, and as a consequence, its solution will in the course of time exhibit finite-time singularities. We show that this conclusion is fundamentally flawed because it ignores the coupling between the phase space variables in the kinetic equation and the time and particle inertia dependence of the phase space diffusion tensor. This contributes an extra positive diffusion that always outweighs the negative diffusion associated with the dispersion along one of the principal axes of the phase space diffusion tensor. This is confirmed by a numerical evaluation of analytic solutions of these positive and negative contributions to the particle diffusion coefficient along this principal axis. We also examine other erroneous claims and assumptions made in previous studies that demonstrate the apparent superiority of the GLM PDF approach over the kinetic approach. In so doing, we have drawn attention to the limitations of the GLM approach, which these studies have ignored or not properly considered, to give a more balanced appraisal of the benefits of both PDF approaches.

Void Formation during Diffusion - Two-Dimensional Approach

NASA Astrophysics Data System (ADS)

Wierzba, Bartek

2016-06-01

The final set of equations defining the interdiffusion process in solid state is presented. The model is supplemented by vacancy evolution equation. The competition between the Kirkendall shift, backstress effect and vacancy migration is considered. The proper diffusion flux based on the Nernst-Planck formula is proposed. As a result, the comparison of the experimental and calculated evolution of the void formation in the Fe-Pd diffusion couple is shown.

New Solution of Diffusion-Advection Equation for Cosmic-Ray Transport Using Ultradistributions

NASA Astrophysics Data System (ADS)

Rocca, M. C.; Plastino, A. R.; Plastino, A.; Ferri, G. L.; de Paoli, A.

2015-11-01

In this paper we exactly solve the diffusion-advection equation (DAE) for cosmic-ray transport. For such a purpose we use the Theory of Ultradistributions of J. Sebastiao e Silva, to give a general solution for the DAE. From the ensuing solution, we obtain several approximations as limiting cases of various situations of physical and astrophysical interest. One of them involves Solar cosmic-rays' diffusion.

A Least-Squares Transport Equation Compatible with Voids

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

Hansen, Jon; Peterson, Jacob; Morel, Jim

Standard second-order self-adjoint forms of the transport equation, such as the even-parity, odd-parity, and self-adjoint angular flux equation, cannot be used in voids. Perhaps more important, they experience numerical convergence difficulties in near-voids. Here we present a new form of a second-order self-adjoint transport equation that has an advantage relative to standard forms in that it can be used in voids or near-voids. Our equation is closely related to the standard least-squares form of the transport equation with both equations being applicable in a void and having a nonconservative analytic form. However, unlike the standard least-squares form of the transportmore » equation, our least-squares equation is compatible with source iteration. It has been found that the standard least-squares form of the transport equation with a linear-continuous finite-element spatial discretization has difficulty in the thick diffusion limit. Here we extensively test the 1D slab-geometry version of our scheme with respect to void solutions, spatial convergence rate, and the intermediate and thick diffusion limits. We also define an effective diffusion synthetic acceleration scheme for our discretization. Our conclusion is that our least-squares S n formulation represents an excellent alternative to existing second-order S n transport formulations« less

Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

NASA Astrophysics Data System (ADS)

Hasnain, Shahid; Saqib, Muhammad; Mashat, Daoud Suleiman

2017-07-01

This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit) to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

A new nonlinear diffusion formalism in a magnetized plasma - Application to space physics and astrophysics

NASA Technical Reports Server (NTRS)

Karimbadi, H.; Krauss-Varban, D.

1992-01-01

A novel diffusion formalism that takes into account the finite width of resonances is presented. The resonance diagram technique is shown to reproduce the details of the particle orbits very accurately, and can be used to determine the acceleration/scattering in the presence of a given wave spectrum. Ways in which the nonlinear orbits can be incorporated into the diffusion equation are shown. The resulting diffusion equation is an extension of the Q-L theory to cases where the waves have large amplitudes and/or are coherent. This new equation does not have a gap at 90 deg in cases where the individual orbits can cross the gap. The conditions under which the resonance gap at 90-deg pitch angle exits are also examined.

Finite-volume scheme for anisotropic diffusion

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

Es, Bram van, E-mail: bramiozo@gmail.com; FOM Institute DIFFER, Dutch Institute for Fundamental Energy Research, The Netherlands"1; Koren, Barry

In this paper, we apply a special finite-volume scheme, limited to smooth temperature distributions and Cartesian grids, to test the importance of connectivity of the finite volumes. The area of application is nuclear fusion plasma with field line aligned temperature gradients and extreme anisotropy. We apply the scheme to the anisotropic heat-conduction equation, and compare its results with those of existing finite-volume schemes for anisotropic diffusion. Also, we introduce a general model adaptation of the steady diffusion equation for extremely anisotropic diffusion problems with closed field lines.

Stochastic interpretation of the advection-diffusion equation and its relevance to bed load transport

NASA Astrophysics Data System (ADS)

Ancey, C.; Bohorquez, P.; Heyman, J.

2015-12-01

The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Solutions for the diurnally forced advection-diffusion equation to estimate bulk fluid velocity and diffusivity in streambeds from temperature time series

NASA Astrophysics Data System (ADS)

Luce, C.; Tonina, D.; Gariglio, F. P.; Applebee, R.

2012-12-01

Differences in the diurnal variations of temperature at different depths in streambed sediments are commonly used for estimating vertical fluxes of water in the streambed. We applied spatial and temporal rescaling of the advection-diffusion equation to derive two new relationships that greatly extend the kinds of information that can be derived from streambed temperature measurements. The first equation provides a direct estimate of the Peclet number from the amplitude decay and phase delay information. The analytical equation is explicit (e.g. no numerical root-finding is necessary), and invertable. The thermal front velocity can be estimated from the Peclet number when the thermal diffusivity is known. The second equation allows for an independent estimate of the thermal diffusivity directly from the amplitude decay and phase delay information. Several improvements are available with the new information. The first equation uses a ratio of the amplitude decay and phase delay information; thus Peclet number calculations are independent of depth. The explicit form also makes it somewhat faster and easier to calculate estimates from a large number of sensors or multiple positions along one sensor. Where current practice requires a priori estimation of streambed thermal diffusivity, the new approach allows an independent calculation, improving precision of estimates. Furthermore, when many measurements are made over space and time, expectations of the spatial correlation and temporal invariance of thermal diffusivity are valuable for validation of measurements. Finally, the closed-form explicit solution allows for direct calculation of propagation of uncertainties in error measurements and parameter estimates, providing insight about error expectations for sensors placed at different depths in different environments as a function of surface temperature variation amplitudes. The improvements are expected to increase the utility of temperature measurement methods for studying groundwater-surface water interactions across space and time scales. We discuss the theoretical implications of the new solutions supported by examples with data for illustration and validation.

The dynamics of oceanic fronts. I - The Gulf Stream

NASA Technical Reports Server (NTRS)

Kao, T. W.

1980-01-01

The establishment and maintenance of the mean hydrographic properties of large-scale density fronts in the upper ocean is considered. The dynamics is studied by posing an initial value problem starting with a near-surface discharge of buoyant water with a prescribed density deficit into an ambient stationary fluid of uniform density; full time dependent diffusion and Navier-Stokes equations are then used with constant eddy diffusion and viscosity coefficients, together with a constant Coriolis parameter. Scaling analysis reveals three independent scales of the problem including the radius of deformation of the inertial length, buoyancy length, and diffusive length scales. The governing equations are then suitably scaled and the resulting normalized equations are shown to depend on the Ekman number alone for problems of oceanic interest. It is concluded that the mean Gulf Stream dynamics can be interpreted in terms of a solution of the Navier-Stokes and diffusion equations, with the cross-stream circulation responsible for the maintenance of the front; this mechanism is suggested for the maintenance of the Gulf Stream dynamics.

Research and Development of Methods for Estimating Physicochemical Properties of Organic Compounds of Environmental Concern

DTIC Science & Technology

1979-02-01

coefficient (at equilibrium) when hysteresis is apparent. 6. Coefficient n in Freundlich equation for 1/n soil or sediment adsorption isotherms ýX - KC . 7...Biodegradation Chemical structures cal clasaes (e.g., Diffusion Correlations phenols). General Diffusion coefficients Equations terms for organic...OF THE FATE AND TRANSPORT OF ORGANIC CHEMICALS Adsorption coefficients: K, n* from Freundlich equation + Desorption coefficients: K’*, n’* from

Reactive-Diffusive-Advective Traveling Waves in a Family of Degenerate Nonlinear Equations.

PubMed

Sánchez-Garduño, Faustino; Pérez-Velázquez, Judith

This paper deals with the analysis of existence of traveling wave solutions (TWS) for a diffusion-degenerate (at D (0) = 0) and advection-degenerate (at h '(0) = 0) reaction-diffusion-advection (RDA) equation. Diffusion is a strictly increasing function and the reaction term generalizes the kinetic part of the Fisher-KPP equation. We consider different forms of the convection term h ( u ): (1)   h '( u ) is constant k , (2)   h '( u ) = ku with k > 0, and (3) it is a quite general form which guarantees the degeneracy in the advective term. In Case 1, we prove that the task can be reduced to that for the corresponding equation, where k = 0, and then previous results reported from the authors can be extended. For the other two cases, we use both analytical and numerical tools. The analysis we carried out is based on the restatement of searching TWS for the full RDA equation into a two-dimensional dynamical problem. This consists of searching for the conditions on the parameter values for which there exist heteroclinic trajectories of the ordinary differential equations (ODE) system in the traveling wave coordinates. Throughout the paper we obtain the dynamics by using tools coming from qualitative theory of ODE.

Reactive-Diffusive-Advective Traveling Waves in a Family of Degenerate Nonlinear Equations

PubMed Central

Sánchez-Garduño, Faustino

2016-01-01

This paper deals with the analysis of existence of traveling wave solutions (TWS) for a diffusion-degenerate (at D(0) = 0) and advection-degenerate (at h′(0) = 0) reaction-diffusion-advection (RDA) equation. Diffusion is a strictly increasing function and the reaction term generalizes the kinetic part of the Fisher-KPP equation. We consider different forms of the convection term h(u): (1)  h′(u) is constant k, (2)  h′(u) = ku with k > 0, and (3) it is a quite general form which guarantees the degeneracy in the advective term. In Case 1, we prove that the task can be reduced to that for the corresponding equation, where k = 0, and then previous results reported from the authors can be extended. For the other two cases, we use both analytical and numerical tools. The analysis we carried out is based on the restatement of searching TWS for the full RDA equation into a two-dimensional dynamical problem. This consists of searching for the conditions on the parameter values for which there exist heteroclinic trajectories of the ordinary differential equations (ODE) system in the traveling wave coordinates. Throughout the paper we obtain the dynamics by using tools coming from qualitative theory of ODE. PMID:27689131

Nonlocal electrical diffusion equation

NASA Astrophysics Data System (ADS)

Gómez-Aguilar, J. F.; Escobar-Jiménez, R. F.; Olivares-Peregrino, V. H.; Benavides-Cruz, M.; Calderón-Ramón, C.

2016-07-01

In this paper, we present an analysis and modeling of the electrical diffusion equation using the fractional calculus approach. This alternative representation for the current density is expressed in terms of the Caputo derivatives, the order for the space domain is 0<β≤1 and for the time domain is 0<γ≤2. We present solutions for the full fractional equation involving space and time fractional derivatives using numerical methods based on Fourier variable separation. The case with spatial fractional derivatives leads to Levy flight type phenomena, while the time fractional equation is related to sub- or super diffusion. We show that the mathematical concept of fractional derivatives can be useful to understand the behavior of semiconductors, the design of solar panels, electrochemical phenomena and the description of anomalous complex processes.

Numerical analysis for the fractional diffusion and fractional Buckmaster equation by the two-step Laplace Adam-Bashforth method

NASA Astrophysics Data System (ADS)

Jain, Sonal

2018-01-01

In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.

Pseudodynamic systems approach based on a quadratic approximation of update equations for diffuse optical tomography.

PubMed

Biswas, Samir Kumar; Kanhirodan, Rajan; Vasu, Ram Mohan; Roy, Debasish

2011-08-01

We explore a pseudodynamic form of the quadratic parameter update equation for diffuse optical tomographic reconstruction from noisy data. A few explicit and implicit strategies for obtaining the parameter updates via a semianalytical integration of the pseudodynamic equations are proposed. Despite the ill-posedness of the inverse problem associated with diffuse optical tomography, adoption of the quadratic update scheme combined with the pseudotime integration appears not only to yield higher convergence, but also a muted sensitivity to the regularization parameters, which include the pseudotime step size for integration. These observations are validated through reconstructions with both numerically generated and experimentally acquired data.

The diffusion approximation. An application to radiative transfer in clouds

NASA Technical Reports Server (NTRS)

Arduini, R. F.; Barkstrom, B. R.

1976-01-01

It is shown how the radiative transfer equation reduces to the diffusion equation. To keep the mathematics as simple as possible, the approximation is applied to a cylindrical cloud of radius R and height h. The diffusion equation separates in cylindrical coordinates and, in a sample calculation, the solution is evaluated for a range of cloud radii with cloud heights of 0.5 km and 1.0 km. The simplicity of the method and the speed with which solutions are obtained give it potential as a tool with which to study the effects of finite-sized clouds on the albedo of the earth-atmosphere system.

On Entropy Production in the Madelung Fluid and the Role of Bohm's Potential in Classical Diffusion

NASA Astrophysics Data System (ADS)

Heifetz, Eyal; Tsekov, Roumen; Cohen, Eliahu; Nussinov, Zohar

2016-07-01

The Madelung equations map the non-relativistic time-dependent Schrödinger equation into hydrodynamic equations of a virtual fluid. While the von Neumann entropy remains constant, we demonstrate that an increase of the Shannon entropy, associated with this Madelung fluid, is proportional to the expectation value of its velocity divergence. Hence, the Shannon entropy may grow (or decrease) due to an expansion (or compression) of the Madelung fluid. These effects result from the interference between solutions of the Schrödinger equation. Growth of the Shannon entropy due to expansion is common in diffusive processes. However, in the latter the process is irreversible while the processes in the Madelung fluid are always reversible. The relations between interference, compressibility and variation of the Shannon entropy are then examined in several simple examples. Furthermore, we demonstrate that for classical diffusive processes, the "force" accelerating diffusion has the form of the positive gradient of the quantum Bohm potential. Expressing then the diffusion coefficient in terms of the Planck constant reveals the lower bound given by the Heisenberg uncertainty principle in terms of the product between the gas mean free path and the Brownian momentum.

Building 1D resonance broadened quasilinear (RBQ) code for fast ions Alfvénic relaxations

NASA Astrophysics Data System (ADS)

Gorelenkov, Nikolai; Duarte, Vinicius; Berk, Herbert

2016-10-01

The performance of the burning plasma is limited by the confinement of superalfvenic fusion products, e.g. alpha particles, which are capable of resonating with the Alfvénic eigenmodes (AEs). The effect of AEs on fast ions is evaluated using a resonance line broadened diffusion coefficient. The interaction of fast ions and AEs is captured for cases where there are either isolated or overlapping modes. A new code RBQ1D is being built which constructs diffusion coefficients based on realistic eigenfunctions that are determined by the ideal MHD code NOVA. The wave particle interaction can be reduced to one-dimensional dynamics where for the Alfvénic modes typically the particle kinetic energy is nearly constant. Hence to a good approximation the Quasi-Linear (QL) diffusion equation only contains derivatives in the angular momentum. The diffusion equation is then one dimensional that is efficiently solved simultaneously for all particles with the equation for the evolution of the wave angular momentum. The evolution of fast ion constants of motion is governed by the QL diffusion equations which are adapted to find the ion distribution function.

Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

NASA Astrophysics Data System (ADS)

Agarwal, P.; El-Sayed, A. A.

2018-06-01

In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given 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.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

A model for shrinkage strain in photo polymerization of dental composites.

PubMed

Petrovic, Ljubomir M; Atanackovic, Teodor M

2008-04-01

We formulate a new model for the shrinkage strain developed during photo polymerization in dental composites. The model is based on the diffusion type fractional order equation, since it has been proved that polymerization reaction is diffusion controlled (Atai M, Watts DC. A new kinetic model for the photo polymerization shrinkage-strain of dental composites and resin-monomers. Dent Mater 2006;22:785-91). Our model strongly confirms the observation by Atai and Watts (see reference details above) and their experimental results. The shrinkage strain is modeled by a nonlinear differential equation in (see reference details above) and that equation must be solved numerically. In our approach, we use the linear fractional order differential equation to describe the strain rate due to photo polymerization. This equation is solved exactly. As shrinkage is a consequence of the polymerization reaction and polymerization reaction is diffusion controlled, we postulate that shrinkage strain rate is described by a diffusion type equation. We find explicit form of solution to this equation and determine the strain in the resin monomers. Also by using equations of linear viscoelasticity, we determine stresses in the polymer due to the shrinkage. The time evolution of stresses implies that the maximal stresses are developed at the very beginning of the polymerization process. The stress in a dental composite that is light treated has the largest value short time after the treatment starts. The strain settles at the constant value in the time of about 100s (for the cases treated in Atai and Watts). From the model developed here, the shrinkage strain of dental composites and resin monomers is analytically determined. The maximal value of stresses is important, since this value must be smaller than the adhesive bond strength at cavo-restoration interface. The maximum stress determined here depends on the diffusivity coefficient. Since diffusivity coefficient increases as polymerization proceeds, it follows that the periods of light treatments should be shorter at the beginning of the treatment and longer at the end of the treatment, with dark interval between the initial low intensity and following high intensity curing. This is because at the end of polymerization the stress relaxation cannot take place.

Technical report series on global modeling and data assimilation. Volume 2: Direct solution of the implicit formulation of fourth order horizontal diffusion for gridpoint models on the sphere

NASA Technical Reports Server (NTRS)

Li, Yong; Moorthi, S.; Bates, J. Ray; Suarez, Max J.

1994-01-01

High order horizontal diffusion of the form K Delta(exp 2m) is widely used in spectral models as a means of preventing energy accumulation at the shortest resolved scales. In the spectral context, an implicit formation of such diffusion is trivial to implement. The present note describes an efficient method of implementing implicit high order diffusion in global finite difference models. The method expresses the high order diffusion equation as a sequence of equations involving Delta(exp 2). The solution is obtained by combining fast Fourier transforms in longitude with a finite difference solver for the second order ordinary differential equation in latitude. The implicit diffusion routine is suitable for use in any finite difference global model that uses a regular latitude/longitude grid. The absence of a restriction on the timestep makes it particularly suitable for use in semi-Lagrangian models. The scale selectivity of the high order diffusion gives it an advantage over the uncentering method that has been used to control computational noise in two-time-level semi-Lagrangian models.

Catalytic conversion reactions mediated by single-file diffusion in linear nanopores: hydrodynamic versus stochastic behavior.

PubMed

Ackerman, David M; Wang, Jing; Wendel, Joseph H; Liu, Da-Jiang; Pruski, Marek; Evans, James W

2011-03-21

We analyze the spatiotemporal behavior of species concentrations in a diffusion-mediated conversion reaction which occurs at catalytic sites within linear pores of nanometer diameter. Diffusion within the pores is subject to a strict single-file (no passing) constraint. Both transient and steady-state behavior is precisely characterized by kinetic Monte Carlo simulations of a spatially discrete lattice-gas model for this reaction-diffusion process considering various distributions of catalytic sites. Exact hierarchical master equations can also be developed for this model. Their analysis, after application of mean-field type truncation approximations, produces discrete reaction-diffusion type equations (mf-RDE). For slowly varying concentrations, we further develop coarse-grained continuum hydrodynamic reaction-diffusion equations (h-RDE) incorporating a precise treatment of single-file diffusion in this multispecies system. The h-RDE successfully describe nontrivial aspects of transient behavior, in contrast to the mf-RDE, and also correctly capture unreactive steady-state behavior in the pore interior. However, steady-state reactivity, which is localized near the pore ends when those regions are catalytic, is controlled by fluctuations not incorporated into the hydrodynamic treatment. The mf-RDE partly capture these fluctuation effects, but cannot describe scaling behavior of the reactivity.

Cross-Diffusion Induced Turing Instability and Amplitude Equation for a Toxic-Phytoplankton-Zooplankton Model with Nonmonotonic Functional Response

NASA Astrophysics Data System (ADS)

Han, Renji; Dai, Binxiang

2017-06-01

The spatiotemporal pattern induced by cross-diffusion of a toxic-phytoplankton-zooplankton model with nonmonotonic functional response is investigated in this paper. The linear stability analysis shows that cross-diffusion is the key mechanism for the formation of spatial patterns. By taking cross-diffusion rate as bifurcation parameter, we derive amplitude equations near the Turing bifurcation point for the excited modes in the framework of a weakly nonlinear theory, and the stability analysis of the amplitude equations interprets the structural transitions and stability of various forms of Turing patterns. Furthermore, we illustrate the theoretical results via numerical simulations. It is shown that the spatiotemporal distribution of the plankton is homogeneous in the absence of cross-diffusion. However, when the cross-diffusivity is greater than the critical value, the spatiotemporal distribution of all the plankton species becomes inhomogeneous in spaces and results in different kinds of patterns: spot, stripe, and the mixture of spot and stripe patterns depending on the cross-diffusivity. Simultaneously, the impact of toxin-producing rate of toxic-phytoplankton (TPP) species and natural death rate of zooplankton species on pattern selection is also explored.

Bessel Fourier orientation reconstruction: an analytical EAP reconstruction using multiple shell acquisitions in diffusion MRI.

PubMed

Hosseinbor, Ameer Pasha; Chung, Moo K; Wu, Yu-Chien; Alexander, Andrew L

2011-01-01

The estimation of the ensemble average propagator (EAP) directly from q-space DWI signals is an open problem in diffusion MRI. Diffusion spectrum imaging (DSI) is one common technique to compute the EAP directly from the diffusion signal, but it is burdened by the large sampling required. Recently, several analytical EAP reconstruction schemes for multiple q-shell acquisitions have been proposed. One, in particular, is Diffusion Propagator Imaging (DPI) which is based on the Laplace's equation estimation of diffusion signal for each shell acquisition. Viewed intuitively in terms of the heat equation, the DPI solution is obtained when the heat distribution between temperatuere measurements at each shell is at steady state. We propose a generalized extension of DPI, Bessel Fourier Orientation Reconstruction (BFOR), whose solution is based on heat equation estimation of the diffusion signal for each shell acquisition. That is, the heat distribution between shell measurements is no longer at steady state. In addition to being analytical, the BFOR solution also includes an intrinsic exponential smootheing term. We illustrate the effectiveness of the proposed method by showing results on both synthetic and real MR datasets.

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.

Anomalous Transport of Cosmic Rays in a Nonlinear Diffusion Model

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

Litvinenko, Yuri E.; Fichtner, Horst; Walter, Dominik

2017-05-20

We investigate analytically and numerically the transport of cosmic rays following their escape from a shock or another localized acceleration site. Observed cosmic-ray distributions in the vicinity of heliospheric and astrophysical shocks imply that anomalous, superdiffusive transport plays a role in the evolution of the energetic particles. Several authors have quantitatively described the anomalous diffusion scalings, implied by the data, by solutions of a formal transport equation with fractional derivatives. Yet the physical basis of the fractional diffusion model remains uncertain. We explore an alternative model of the cosmic-ray transport: a nonlinear diffusion equation that follows from a self-consistent treatmentmore » of the resonantly interacting cosmic-ray particles and their self-generated turbulence. The nonlinear model naturally leads to superdiffusive scalings. In the presence of convection, the model yields a power-law dependence of the particle density on the distance upstream of the shock. Although the results do not refute the use of a fractional advection–diffusion equation, they indicate a viable alternative to explain the anomalous diffusion scalings of cosmic-ray particles.« less

Some Fundamental Issues of Mathematical Simulation in Biology

NASA Astrophysics Data System (ADS)

Razzhevaikin, V. N.

2018-02-01

Some directions of simulation in biology leading to original formulations of mathematical problems are overviewed. Two of them are discussed in detail: the correct solvability of first-order linear equations with unbounded coefficients and the construction of a reaction-diffusion equation with nonlinear diffusion for a model of genetic wave propagation.

Numerical study of centrifugal compressor stage vaneless diffusers

NASA Astrophysics Data System (ADS)

Galerkin, Y.; Soldatova, K.; Solovieva, O.

2015-08-01

The authors analyzed CFD calculations of flow in vaneless diffusers with relative width in range from 0.014 to 0.100 at inlet flow angles in range from 100 to 450 with different inlet velocity coefficients, Reynolds numbers and surface roughness. The aim is to simulate calculated performances by simple algebraic equations. The friction coefficient that represents head losses as friction losses is proposed for simulation. The friction coefficient and loss coefficient are directly connected by simple equation. The advantage is that friction coefficient changes comparatively little in range of studied parameters. Simple equations for this coefficient are proposed by the authors. The simulation accuracy is sufficient for practical calculations. To create the complete algebraic model of the vaneless diffuser the authors plan to widen this method of modeling to diffusers with different relative length and for wider range of Reynolds numbers.

Integral approximations to classical diffusion and smoothed particle hydrodynamics

DOE PAGES

Du, Qiang; Lehoucq, R. B.; Tartakovsky, A. M.

2014-12-31

The contribution of the paper is the approximation of a classical diffusion operator by an integral equation with a volume constraint. A particular focus is on classical diffusion problems associated with Neumann boundary conditions. By exploiting this approximation, we can also approximate other quantities such as the flux out of a domain. Our analysis of the model equation on the continuum level is closely related to the recent work on nonlocal diffusion and peridynamic mechanics. In particular, we elucidate the role of a volumetric constraint as an approximation to a classical Neumann boundary condition in the presence of physical boundary.more » The volume-constrained integral equation then provides the basis for accurate and robust discretization methods. As a result, an immediate application is to the understanding and improvement of the Smoothed Particle Hydrodynamics (SPH) method.« less

Spin diffusion and torques in disordered antiferromagnets

NASA Astrophysics Data System (ADS)

Manchon, Aurelien

2017-03-01

We have developed a drift-diffusion equation of spin transport in collinear bipartite metallic antiferromagnets. Starting from a model tight-binding Hamiltonian, we obtain the quantum kinetic equation within Keldysh formalism and expand it to the lowest order in spatial gradient using Wigner expansion method. In the diffusive limit, these equations track the spatio-temporal evolution of the spin accumulations and spin currents on each sublattice of the antiferromagnet. We use these equations to address the nature of the spin transfer torque in (i) a spin-valve composed of a ferromagnet and an antiferromagnet, (ii) a metallic bilayer consisting of an antiferromagnet adjacent to a heavy metal possessing spin Hall effect, and in (iii) a single antiferromagnet possessing spin Hall effect. We show that the latter can experience a self-torque thanks to the non-vanishing spin Hall effect in the antiferromagnet.

Breakdown of the reaction-diffusion master equation with nonelementary rates

NASA Astrophysics Data System (ADS)

Smith, Stephen; Grima, Ramon

2016-05-01

The chemical master equation (CME) is the exact mathematical formulation of chemical reactions occurring in a dilute and well-mixed volume. The reaction-diffusion master equation (RDME) is a stochastic description of reaction-diffusion processes on a spatial lattice, assuming well mixing only on the length scale of the lattice. It is clear that, for the sake of consistency, the solution of the RDME of a chemical system should converge to the solution of the CME of the same system in the limit of fast diffusion: Indeed, this has been tacitly assumed in most literature concerning the RDME. We show that, in the limit of fast diffusion, the RDME indeed converges to a master equation but not necessarily the CME. We introduce a class of propensity functions, such that if the RDME has propensities exclusively of this class, then the RDME converges to the CME of the same system, whereas if the RDME has propensities not in this class, then convergence is not guaranteed. These are revealed to be elementary and nonelementary propensities, respectively. We also show that independent of the type of propensity, the RDME converges to the CME in the simultaneous limit of fast diffusion and large volumes. We illustrate our results with some simple example systems and argue that the RDME cannot generally be an accurate description of systems with nonelementary rates.

Reaction-diffusion systems coupled at the boundary and the Morse-Smale property

NASA Astrophysics Data System (ADS)

Broche, Rita de Cássia D. S.; de Oliveira, Luiz Augusto F.

We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem.

Fick's second law transformed: one path to cloaking in mass diffusion.

PubMed

Guenneau, S; Puvirajesinghe, T M

2013-06-06

Here, we adapt the concept of transformational thermodynamics, whereby the flux of temperature is controlled via anisotropic heterogeneous diffusivity, for the diffusion and transport of mass concentration. The n-dimensional, time-dependent, anisotropic heterogeneous Fick's equation is considered, which is a parabolic partial differential equation also applicable to heat diffusion, when convection occurs, for example, in fluids. This theory is illustrated with finite-element computations for a liposome particle surrounded by a cylindrical multi-layered cloak in a water-based environment, and for a spherical multi-layered cloak consisting of layers of fluid with an isotropic homogeneous diffusivity, deduced from an effective medium approach. Initial potential applications could be sought in bioengineering.

Stefan-Maxwell Relations and Heat Flux with Anisotropic Transport Coefficients for Ionized Gases in a Magnetic Field with Application to the Problem of Ambipolar Diffusion

NASA Astrophysics Data System (ADS)

Kolesnichenko, A. V.; Marov, M. Ya.

2018-01-01

The defining relations for the thermodynamic diffusion and heat fluxes in a multicomponent, partially ionized gas mixture in an external electromagnetic field have been obtained by the methods of the kinetic theory. Generalized Stefan-Maxwell relations and algebraic equations for anisotropic transport coefficients (the multicomponent diffusion, thermal diffusion, electric and thermoelectric conductivity coefficients as well as the thermal diffusion ratios) associated with diffusion-thermal processes have been derived. The defining second-order equations are derived by the Chapman-Enskog procedure using Sonine polynomial expansions. The modified Stefan-Maxwell relations are used for the description of ambipolar diffusion in the Earth's ionospheric plasma (in the F region) composed of electrons, ions of many species, and neutral particles in a strong electromagnetic field.

From quantum stochastic differential equations to Gisin-Percival state diffusion

NASA Astrophysics Data System (ADS)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

Recursion equations in predicting band width under gradient elution.

PubMed

Liang, Heng; Liu, Ying

2004-06-18

The evolution of solute zone under gradient elution is a typical problem of non-linear continuity equation since the local diffusion coefficient and local migration velocity of the mass cells of solute zones are the functions of position and time due to space- and time-variable mobile phase composition. In this paper, based on the mesoscopic approaches (Lagrangian description, the continuity theory and the local equilibrium assumption), the evolution of solute zones in space- and time-dependent fields is described by the iterative addition of local probability density of the mass cells of solute zones. Furthermore, on macroscopic levels, the recursion equations have been proposed to simulate zone migration and spreading in reversed-phase high-performance liquid chromatography (RP-HPLC) through directly relating local retention factor and local diffusion coefficient to local mobile phase concentration. This new approach differs entirely from the traditional theories on plate concept with Eulerian description, since band width recursion equation is actually the accumulation of local diffusion coefficients of solute zones to discrete-time slices. Recursion equations and literature equations were used in dealing with same experimental data in RP-HPLC, and the comparison results show that the recursion equations can accurately predict band width under gradient elution.

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).

Theory of diffusion of active particles that move at constant speed in two dimensions.

PubMed

Sevilla, Francisco J; Gómez Nava, Luis A

2014-08-01

Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the coarse-grained probability density of finding a particle at a given location and at a given time in arbitrary short-time regimes. By going beyond the diffusive limit, we derive a generalization of the telegrapher equation. Such generalization preserves the hyperbolic structure of the equation and incorporates memory effects in the diffusive term. While no difference is observed for the mean-square displacement computed from the two-dimensional telegrapher equation and from our generalization, the kurtosis results in a sensible parameter that discriminates between both approximations. We carry out a comparative analysis in Fourier space that sheds light on why the standard telegrapher equation is not an appropriate model to describe the propagation of particles with constant speed in dispersive media.

On the Role of Built-in Electric Fields on the Ignition of Oxide Coated NanoAluminum: Ion Mobility versus Fickian Diffusion

DTIC Science & Technology

2010-01-01

on Al ion diffu- sion can be computed using the Nernst –Planck equation . The Nernst –Plank equation is given in Eq. 4,22 J = − D dC dx − zFDC RT d dx...The use of the bulk diffusion equation is reason- able since during the time scales considered the movement of only the atoms initially on the surface

A meshless method for solving two-dimensional variable-order time fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Tayebi, A.; Shekari, Y.; Heydari, M. H.

2017-07-01

Several physical phenomena such as transformation of pollutants, energy, particles and many others can be described by the well-known convection-diffusion equation which is a combination of the diffusion and advection equations. In this paper, this equation is generalized with the concept of variable-order fractional derivatives. The generalized equation is called variable-order time fractional advection-diffusion equation (V-OTFA-DE). An accurate and robust meshless method based on the moving least squares (MLS) approximation and the finite difference scheme is proposed for its numerical solution on two-dimensional (2-D) arbitrary domains. In the time domain, the finite difference technique with a θ-weighted scheme and in the space domain, the MLS approximation are employed to obtain appropriate semi-discrete solutions. Since the newly developed method is a meshless approach, it does not require any background mesh structure to obtain semi-discrete solutions of the problem under consideration, and the numerical solutions are constructed entirely based on a set of scattered nodes. The proposed method is validated in solving three different examples including two benchmark problems and an applied problem of pollutant distribution in the atmosphere. In all such cases, the obtained results show that the proposed method is very accurate and robust. Moreover, a remarkable property so-called positive scheme for the proposed method is observed in solving concentration transport phenomena.

Flow regimes for fluid injection into a confined porous medium

DOE PAGES

Zheng, Zhong; Guo, Bo; Christov, Ivan C.; ...

2015-02-24

We report theoretical and numerical studies of the flow behaviour when a fluid is injected into a confined porous medium saturated with another fluid of different density and viscosity. For a two-dimensional configuration with point source injection, a nonlinear convection–diffusion equation is derived to describe the time evolution of the fluid–fluid interface. In the early time period, the fluid motion is mainly driven by the buoyancy force and the governing equation is reduced to a nonlinear diffusion equation with a well-known self-similar solution. In the late time period, the fluid flow is mainly driven by the injection, and the governingmore » equation is approximated by a nonlinear hyperbolic equation that determines the global spreading rate; a shock solution is obtained when the injected fluid is more viscous than the displaced fluid, whereas a rarefaction wave solution is found when the injected fluid is less viscous. In the late time period, we also obtain analytical solutions including the diffusive term associated with the buoyancy effects (for an injected fluid with a viscosity higher than or equal to that of the displaced fluid), which provide the structure of the moving front. Numerical simulations of the convection–diffusion equation are performed; the various analytical solutions are verified as appropriate asymptotic limits, and the transition processes between the individual limits are demonstrated.« less

Fluctuation-enhanced electric conductivity in electrolyte solutions.

PubMed

Péraud, Jean-Philippe; Nonaka, Andrew J; Bell, John B; Donev, Aleksandar; Garcia, Alejandro L

2017-10-10

We analyze the effects of an externally applied electric field on thermal fluctuations for a binary electrolyte fluid. We show that the fluctuating Poisson-Nernst-Planck (PNP) equations for charged multispecies diffusion coupled with the fluctuating fluid momentum equation result in enhanced charge transport via a mechanism distinct from the well-known enhancement of mass transport that accompanies giant fluctuations. Although the mass and charge transport occurs by advection by thermal velocity fluctuations, it can macroscopically be represented as electrodiffusion with renormalized electric conductivity and a nonzero cation-anion diffusion coefficient. Specifically, we predict a nonzero cation-anion Maxwell-Stefan coefficient proportional to the square root of the salt concentration, a prediction that agrees quantitatively with experimental measurements. The renormalized or effective macroscopic equations are different from the starting PNP equations, which contain no cross-diffusion terms, even for rather dilute binary electrolytes. At the same time, for infinitely dilute solutions the renormalized electric conductivity and renormalized diffusion coefficients are consistent and the classical PNP equations with renormalized coefficients are recovered, demonstrating the self-consistency of the fluctuating hydrodynamics equations. Our calculations show that the fluctuating hydrodynamics approach recovers the electrophoretic and relaxation corrections obtained by Debye-Huckel-Onsager theory, while elucidating the physical origins of these corrections and generalizing straightforwardly to more complex multispecies electrolytes. Finally, we show that strong applied electric fields result in anisotropically enhanced "giant" velocity fluctuations and reduced fluctuations of salt concentration.

Fluctuation-enhanced electric conductivity in electrolyte solutions

PubMed Central

Péraud, Jean-Philippe; Nonaka, Andrew J.; Bell, John B.; Donev, Aleksandar; Garcia, Alejandro L.

2017-01-01

We analyze the effects of an externally applied electric field on thermal fluctuations for a binary electrolyte fluid. We show that the fluctuating Poisson–Nernst–Planck (PNP) equations for charged multispecies diffusion coupled with the fluctuating fluid momentum equation result in enhanced charge transport via a mechanism distinct from the well-known enhancement of mass transport that accompanies giant fluctuations. Although the mass and charge transport occurs by advection by thermal velocity fluctuations, it can macroscopically be represented as electrodiffusion with renormalized electric conductivity and a nonzero cation–anion diffusion coefficient. Specifically, we predict a nonzero cation–anion Maxwell–Stefan coefficient proportional to the square root of the salt concentration, a prediction that agrees quantitatively with experimental measurements. The renormalized or effective macroscopic equations are different from the starting PNP equations, which contain no cross-diffusion terms, even for rather dilute binary electrolytes. At the same time, for infinitely dilute solutions the renormalized electric conductivity and renormalized diffusion coefficients are consistent and the classical PNP equations with renormalized coefficients are recovered, demonstrating the self-consistency of the fluctuating hydrodynamics equations. Our calculations show that the fluctuating hydrodynamics approach recovers the electrophoretic and relaxation corrections obtained by Debye–Huckel–Onsager theory, while elucidating the physical origins of these corrections and generalizing straightforwardly to more complex multispecies electrolytes. Finally, we show that strong applied electric fields result in anisotropically enhanced “giant” velocity fluctuations and reduced fluctuations of salt concentration. PMID:28973890

Edge-based nonlinear diffusion for finite element approximations of convection-diffusion equations and its relation to algebraic flux-correction schemes.

PubMed

Barrenechea, Gabriel R; Burman, Erik; Karakatsani, Fotini

2017-01-01

For the case of approximation of convection-diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The diffusion operator is shown to be Lipschitz continuous and linearity preserving. Using these properties we provide a full stability and error analysis, which, in the diffusion dominated regime, shows existence, uniqueness and optimal convergence. Then the algebraic flux correction method is recalled and we show that the present method can be interpreted as an algebraic flux correction method for a particular definition of the flux limiters. The performance of the method is illustrated on some numerical test cases in two space dimensions.

Fractal Model of Fission Product Release in Nuclear Fuel

NASA Astrophysics Data System (ADS)

Stankunas, Gediminas

2012-09-01

A model of fission gas migration in nuclear fuel pellet is proposed. Diffusion process of fission gas in granular structure of nuclear fuel with presence of inter-granular bubbles in the fuel matrix is simulated by fractional diffusion model. The Grunwald-Letnikov derivative parameter characterizes the influence of porous fuel matrix on the diffusion process of fission gas. A finite-difference method for solving fractional diffusion equations is considered. Numerical solution of diffusion equation shows correlation of fission gas release and Grunwald-Letnikov derivative parameter. Calculated profile of fission gas concentration distribution is similar to that obtained in the experimental studies. Diffusion of fission gas is modeled for real RBMK-1500 fuel operation conditions. A functional dependence of Grunwald-Letnikov derivative parameter with fuel burn-up is established.

Thermodynamics of viscoelastic rate-type fluids with stress diffusion

NASA Astrophysics Data System (ADS)

Málek, Josef; Průša, Vít; Skřivan, Tomáš; Süli, Endre

2018-02-01

We propose thermodynamically consistent models for viscoelastic fluids with a stress diffusion term. In particular, we derive variants of compressible/incompressible Maxwell/Oldroyd-B models with a stress diffusion term in the evolution equation for the extra stress tensor. It is shown that the stress diffusion term can be interpreted either as a consequence of a nonlocal energy storage mechanism or as a consequence of a nonlocal entropy production mechanism, while different interpretations of the stress diffusion mechanism lead to different evolution equations for the temperature. The benefits of the knowledge of the thermodynamical background of the derived models are documented in the study of nonlinear stability of equilibrium rest states. The derived models open up the possibility to study fully coupled thermomechanical problems involving viscoelastic rate-type fluids with stress diffusion.

Dusty Pair Plasma—Wave Propagation and Diffusive Transition of Oscillations

NASA Astrophysics Data System (ADS)

Atamaniuk, Barbara; Turski, Andrzej J.

2011-11-01

The crucial point of the paper is the relation between equilibrium distributions of plasma species and the type of propagation or diffusive transition of plasma response to a disturbance. The paper contains a unified treatment of disturbance propagation (transport) in the linearized Vlasov electron-positron and fullerene pair plasmas containing charged dust impurities, based on the space-time convolution integral equations. Electron-positron-dust/ion (e-p-d/i) plasmas are rather widespread in nature. Space-time responses of multi-component linearized Vlasov plasmas on the basis of multiple integral equations are invoked. An initial-value problem for Vlasov-Poisson/Ampère equations is reduced to the one multiple integral equation and the solution is expressed in terms of forcing function and its space-time convolution with the resolvent kernel. The forcing function is responsible for the initial disturbance and the resolvent is responsible for the equilibrium velocity distributions of plasma species. By use of resolvent equations, time-reversibility, space-reflexivity and the other symmetries are revealed. The symmetries carry on physical properties of Vlasov pair plasmas, e.g., conservation laws. Properly choosing equilibrium distributions for dusty pair plasmas, we can reduce the resolvent equation to: (i) the undamped dispersive wave equations, (ii) and diffusive transport equations of oscillations.

A GENERALIZED MATHEMATICAL SCHEME TO ANALYTICALLY SOLVE THE ATMOSPHERIC DIFFUSION EQUATION WITH DRY DEPOSITION. (R825689C072)

EPA Science Inventory

Abstract

A generalized mathematical scheme is developed to simulate the turbulent dispersion of pollutants which are adsorbed or deposit to the ground. The scheme is an analytical (exact) solution of the atmospheric diffusion equation with height-dependent wind speed a...

Efficient numerical simulation of non-integer-order space-fractional reaction-diffusion equation via the Riemann-Liouville operator

NASA Astrophysics Data System (ADS)

Owolabi, Kolade M.

2018-03-01

In this work, we are concerned with the solution of non-integer space-fractional reaction-diffusion equations with the Riemann-Liouville space-fractional derivative in high dimensions. We approximate the Riemann-Liouville derivative with the Fourier transform method and advance the resulting system in time with any time-stepping solver. In the numerical experiments, we expect the travelling wave to arise from the given initial condition on the computational domain (-∞, ∞), which we terminate in the numerical experiments with a large but truncated value of L. It is necessary to choose L large enough to allow the waves to have enough space to distribute. Experimental results in high dimensions on the space-fractional reaction-diffusion models with applications to biological models (Fisher and Allen-Cahn equations) are considered. Simulation results reveal that fractional reaction-diffusion equations can give rise to a range of physical phenomena when compared to non-integer-order cases. As a result, most meaningful and practical situations are found to be modelled with the concept of fractional calculus.

Liquefaction of Saturated Soil and the Diffusion Equation

NASA Astrophysics Data System (ADS)

Sawicki, Andrzej; Sławińska, Justyna

2015-06-01

The paper deals with the diffusion equation for pore water pressures with the source term, which is widely promoted in the marine engineering literature. It is shown that such an equation cannot be derived in a consistent way from the mass balance and the Darcy law. The shortcomings of the artificial source term are pointed out, including inconsistencies with experimental data. It is concluded that liquefaction and the preceding process of pore pressure generation and the weakening of the soil skeleton should be described by constitutive equations within the well-known framework of applied mechanics. Relevant references are provided

Transport mechanisms of contaminants released from fine sediment in rivers

NASA Astrophysics Data System (ADS)

Cheng, Pengda; Zhu, Hongwei; Zhong, Baochang; Wang, Daozeng

2015-12-01

Contaminants released from sediment into rivers are one of the main problems to study in environmental hydrodynamics. For contaminants released into the overlying water under different hydrodynamic conditions, the mechanical mechanisms involved can be roughly divided into convective diffusion, molecular diffusion, and adsorption/desorption. Because of the obvious environmental influence of fine sediment (D_{90}= 0.06 mm), non-cohesive fine sediment, and cohesive fine sediment are researched in this paper, and phosphorus is chosen for a typical adsorption of a contaminant. Through theoretical analysis of the contaminant release process, according to different hydraulic conditions, the contaminant release coupling mathematical model can be established by the N-S equation, the Darcy equation, the solute transport equation, and the adsorption/desorption equation. Then, the experiments are completed in an open water flume. The simulation results and experimental results show that convective diffusion dominates the contaminant release both in non-cohesive and cohesive fine sediment after their suspension, and that they contribute more than 90 % of the total release. Molecular diffusion and desorption have more of a contribution for contaminant release from unsuspended sediment. In unsuspension sediment, convective diffusion is about 10-50 times larger than molecular diffusion during the initial stages under high velocity; it is close to molecular diffusion in the later stages. Convective diffusion is about 6 times larger than molecular diffusion during the initial stages under low velocity, it is about a quarter of molecular diffusion in later stages, and has a similar level with desorption/adsorption. In unsuspended sediment, a seepage boundary layer exists below the water-sediment interface, and various release mechanisms in that layer mostly dominate the contaminant release process. In non-cohesive fine sediment, the depth of that layer increases linearly with shear stress. In cohesive fine sediment, the range seepage boundary is different from that in non-cohesive sediment, and that phenomenon is more obvious under a lower shear stress.

Linear response theory and transient fluctuation relations for diffusion processes: a backward point of view

NASA Astrophysics Data System (ADS)

Liu, Fei; Tong, Huan; Ma, Rui; Ou-Yang, Zhong-can

2010-12-01

A formal apparatus is developed to unify derivations of the linear response theory and a variety of transient fluctuation relations for continuous diffusion processes from a backward point of view. The basis is a perturbed Kolmogorov backward equation and the path integral representation of its solution. We find that these exact transient relations could be interpreted as a consequence of a generalized Chapman-Kolmogorov equation, which intrinsically arises from the Markovian characteristic of diffusion processes.

New explicit equations for the accurate calculation of the growth and evaporation of hydrometeors by the diffusion of water vapor

NASA Technical Reports Server (NTRS)

Srivastava, R. C.; Coen, J. L.

1992-01-01

The traditional explicit growth equation has been widely used to calculate the growth and evaporation of hydrometeors by the diffusion of water vapor. This paper reexamines the assumptions underlying the traditional equation and shows that large errors (10-30 percent in some cases) result if it is used carelessly. More accurate explicit equations are derived by approximating the saturation vapor-density difference as a quadratic rather than a linear function of the temperature difference between the particle and ambient air. These new equations, which reduce the error to less than a few percent, merit inclusion in a broad range of atmospheric models.

A Simple Mathematical Model Inspired by the Purkinje Cells: From Delayed Travelling Waves to Fractional Diffusion.

PubMed

Dipierro, Serena; Valdinoci, Enrico

2018-07-01

Recently, several experiments have demonstrated the existence of fractional diffusion in the neuronal transmission occurring in the Purkinje cells, whose malfunctioning is known to be related to the lack of voluntary coordination and the appearance of tremors. Also, a classical mathematical feature is that (fractional) parabolic equations possess smoothing effects, in contrast with the case of hyperbolic equations, which typically exhibit shocks and discontinuities. In this paper, we show how a simple toy-model of a highly ramified structure, somehow inspired by that of the Purkinje cells, may produce a fractional diffusion via the superposition of travelling waves that solve a hyperbolic equation. This could suggest that the high ramification of the Purkinje cells might have provided an evolutionary advantage of "smoothing" the transmission of signals and avoiding shock propagations (at the price of slowing a bit such transmission). Although an experimental confirmation of the possibility of such evolutionary advantage goes well beyond the goals of this paper, we think that it is intriguing, as a mathematical counterpart, to consider the time fractional diffusion as arising from the superposition of delayed travelling waves in highly ramified transmission media. The case of a travelling concave parabola with sufficiently small curvature is explicitly computed. The new link that we propose between time fractional diffusion and hyperbolic equation also provides a novelty with respect to the usual paradigm relating time fractional diffusion with parabolic equations in the limit. This paper is written in such a way as to be of interest to both biologists and mathematician alike. In order to accomplish this aim, both complete explanations of the objects considered and detailed lists of references are provided.

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

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

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Birth-jump processes and application to forest fire spotting.

PubMed

Hillen, T; Greese, B; Martin, J; de Vries, G

2015-01-01

Birth-jump models are designed to describe population models for which growth and spatial spread cannot be decoupled. A birth-jump model is a nonlinear integro-differential equation. We present two different derivations of this equation, one based on a random walk approach and the other based on a two-compartmental reaction-diffusion model. In the case that the redistribution kernels are highly concentrated, we show that the integro-differential equation can be approximated by a reaction-diffusion equation, in which the proliferation rate contributes to both the diffusion term and the reaction term. We completely solve the corresponding critical domain size problem and the minimal wave speed problem. Birth-jump models can be applied in many areas in mathematical biology. We highlight an application of our results in the context of forest fire spread through spotting. We show that spotting increases the invasion speed of a forest fire front.

Reexamination of relaxation of spins due to a magnetic field gradient: Identity of the Redfield and Torrey theories

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

Golub, R.; Rohm, Ryan M.; Swank, C. M.

2011-02-15

There is an extensive literature on magnetic-gradient-induced spin relaxation. Cates, Schaefer, and Happer, in a seminal publication, have solved the problem in the regime where diffusion theory (the Torrey equation) is applicable using an expansion of the density matrix in diffusion equation eigenfunctions and angular momentum tensors. McGregor has solved the problem in the same regime using a slightly more general formulation using the Redfield theory formulated in terms of the autocorrelation function of the fluctuating field seen by the spins and calculating the correlation functions using the diffusion-theory Green's function. The results of both calculations were shown to agreemore » for a special case. In the present work, we show that the eigenfunction expansion of the Torrey equation yields the expansion of the Green's function for the diffusion equation, thus showing the identity of this approach with that of the Redfield theory. The general solution can also be obtained directly from the Torrey equation for the density matrix. Thus, the physical content of the Redfield and Torrey approaches are identical. We then introduce a more general expression for the position autocorrelation function of particles moving in a closed cell, extending the range of applicability of the theory.« less

The arbitrary order mimetic finite difference method for a diffusion equation with a non-symmetric diffusion tensor

NASA Astrophysics Data System (ADS)

Gyrya, V.; Lipnikov, K.

2017-11-01

We present the arbitrary order mimetic finite difference (MFD) discretization for the diffusion equation with non-symmetric tensorial diffusion coefficient in a mixed formulation on general polygonal meshes. The diffusion tensor is assumed to be positive definite. The asymmetry of the diffusion tensor requires changes to the standard MFD construction. We present new approach for the construction that guarantees positive definiteness of the non-symmetric mass matrix in the space of discrete velocities. The numerically observed convergence rate for the scalar quantity matches the predicted one in the case of the lowest order mimetic scheme. For higher orders schemes, we observed super-convergence by one order for the scalar variable which is consistent with the previously published result for a symmetric diffusion tensor. The new scheme was also tested on a time-dependent problem modeling the Hall effect in the resistive magnetohydrodynamics.

The arbitrary order mimetic finite difference method for a diffusion equation with a non-symmetric diffusion tensor

DOE PAGES

Gyrya, V.; Lipnikov, K.

2017-07-18

Here, we present the arbitrary order mimetic finite difference (MFD) discretization for the diffusion equation with non-symmetric tensorial diffusion coefficient in a mixed formulation on general polygonal meshes. The diffusion tensor is assumed to be positive definite. The asymmetry of the diffusion tensor requires changes to the standard MFD construction. We also present new approach for the construction that guarantees positive definiteness of the non-symmetric mass matrix in the space of discrete velocities. The numerically observed convergence rate for the scalar quantity matches the predicted one in the case of the lowest order mimetic scheme. For higher orders schemes, wemore » observed super-convergence by one order for the scalar variable which is consistent with the previously published result for a symmetric diffusion tensor. The new scheme was also tested on a time-dependent problem modeling the Hall effect in the resistive magnetohydrodynamics.« less

The arbitrary order mimetic finite difference method for a diffusion equation with a non-symmetric diffusion tensor

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

Gyrya, V.; Lipnikov, K.

Here, we present the arbitrary order mimetic finite difference (MFD) discretization for the diffusion equation with non-symmetric tensorial diffusion coefficient in a mixed formulation on general polygonal meshes. The diffusion tensor is assumed to be positive definite. The asymmetry of the diffusion tensor requires changes to the standard MFD construction. We also present new approach for the construction that guarantees positive definiteness of the non-symmetric mass matrix in the space of discrete velocities. The numerically observed convergence rate for the scalar quantity matches the predicted one in the case of the lowest order mimetic scheme. For higher orders schemes, wemore » observed super-convergence by one order for the scalar variable which is consistent with the previously published result for a symmetric diffusion tensor. The new scheme was also tested on a time-dependent problem modeling the Hall effect in the resistive magnetohydrodynamics.« less

Maximum Path Information and Fokker Planck Equation

NASA Astrophysics Data System (ADS)

Li, Wei; Wang A., Q.; LeMehaute, A.

2008-04-01

We present a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang [Chaos, Solitons & Fractals 23 (2005) 1253] for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy [J. Stat. Phys. 52 (1988) 479] and the time t.

Molecular dynamics on diffusive time scales from the phase-field-crystal equation.

PubMed

Chan, Pak Yuen; Goldenfeld, Nigel; Dantzig, Jon

2009-03-01

We extend the phase-field-crystal model to accommodate exact atomic configurations and vacancies by requiring the order parameter to be non-negative. The resulting theory dictates the number of atoms and describes the motion of each of them. By solving the dynamical equation of the model, which is a partial differential equation, we are essentially performing molecular dynamics simulations on diffusive time scales. To illustrate this approach, we calculate the two-point correlation function of a fluid.

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.

Lattice Boltzmann scheme for mixture modeling: analysis of the continuum diffusion regimes recovering Maxwell-Stefan model and incompressible Navier-Stokes equations.

PubMed

Asinari, Pietro

2009-11-01

A finite difference lattice Boltzmann scheme for homogeneous mixture modeling, which recovers Maxwell-Stefan diffusion model in the continuum limit, without the restriction of the mixture-averaged diffusion approximation, was recently proposed [P. Asinari, Phys. Rev. E 77, 056706 (2008)]. The theoretical basis is the Bhatnagar-Gross-Krook-type kinetic model for gas mixtures [P. Andries, K. Aoki, and B. Perthame, J. Stat. Phys. 106, 993 (2002)]. In the present paper, the recovered macroscopic equations in the continuum limit are systematically investigated by varying the ratio between the characteristic diffusion speed and the characteristic barycentric speed. It comes out that the diffusion speed must be at least one order of magnitude (in terms of Knudsen number) smaller than the barycentric speed, in order to recover the Navier-Stokes equations for mixtures in the incompressible limit. Some further numerical tests are also reported. In particular, (1) the solvent and dilute test cases are considered, because they are limiting cases in which the Maxwell-Stefan model reduces automatically to Fickian cases. Moreover, (2) some tests based on the Stefan diffusion tube are reported for proving the complete capabilities of the proposed scheme in solving Maxwell-Stefan diffusion problems. The proposed scheme agrees well with the expected theoretical results.

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.

A nonlinear Fokker-Planck equation approach for interacting systems: Anomalous diffusion and Tsallis statistics

NASA Astrophysics Data System (ADS)

Marin, D.; Ribeiro, M. A.; Ribeiro, H. V.; Lenzi, E. K.

2018-07-01

We investigate the solutions for a set of coupled nonlinear Fokker-Planck equations coupled by the diffusion coefficient in presence of external forces. The coupling by the diffusion coefficient implies that the diffusion of each species is influenced by the other and vice versa due to this term, which represents an interaction among them. The solutions for the stationary case are given in terms of the Tsallis distributions, when arbitrary external forces are considered. We also use the Tsallis distributions to obtain a time dependent solution for a linear external force. The results obtained from this analysis show a rich class of behavior related to anomalous diffusion, which can be characterized by compact or long-tailed distributions.

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).

Asymptotic Analysis of Time-Dependent Neutron Transport Coupled with Isotopic Depletion and Radioactive Decay

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

Brantley, P S

2006-09-27

We describe an asymptotic analysis of the coupled nonlinear system of equations describing time-dependent three-dimensional monoenergetic neutron transport and isotopic depletion and radioactive decay. The classic asymptotic diffusion scaling of Larsen and Keller [1], along with a consistent small scaling of the terms describing the radioactive decay of isotopes, is applied to this coupled nonlinear system of equations in a medium of specified initial isotopic composition. The analysis demonstrates that to leading order the neutron transport equation limits to the standard time-dependent neutron diffusion equation with macroscopic cross sections whose number densities are determined by the standard system of ordinarymore » differential equations, the so-called Bateman equations, describing the temporal evolution of the nuclide number densities.« less

Interface- and discontinuity-aware numerical schemes for plasma 3-T radiation diffusion in two and three dimensions

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

Dai, William W., E-mail: dai@lanl.gov; Scannapieco, Anthony J.

2015-11-01

A set of numerical schemes is developed for two- and three-dimensional time-dependent 3-T radiation diffusion equations in systems involving multi-materials. To resolve sub-cell structure, interface reconstruction is implemented within any cell that has more than one material. Therefore, the system of 3-T radiation diffusion equations is solved on two- and three-dimensional polyhedral meshes. The focus of the development is on the fully coupling between radiation and material, the treatment of nonlinearity in the equations, i.e., in the diffusion terms and source terms, treatment of the discontinuity across cell interfaces in material properties, the formulations for both transient and steady states,more » the property for large time steps, and second order accuracy in both space and time. The discontinuity of material properties between different materials is correctly treated based on the governing physics principle for general polyhedral meshes and full nonlinearity. The treatment is exact for arbitrarily strong discontinuity. The scheme is fully nonlinear for the full nonlinearity in the 3-T diffusion equations. Three temperatures are fully coupled and are updated simultaneously. The scheme is general in two and three dimensions on general polyhedral meshes. The features of the scheme are demonstrated through numerical examples for transient problems and steady states. The effects of some simplifications of numerical schemes are also shown through numerical examples, such as linearization, simple average of diffusion coefficient, and approximate treatment for the coupling between radiation and material.« less

A numerical solution for the diffusion equation in hydrogeologic systems

USGS Publications Warehouse

Ishii, A.L.; Healy, R.W.; Striegl, Robert G.

1989-01-01

The documentation of a computer code for the numerical solution of the linear diffusion equation in one or two dimensions in Cartesian or cylindrical coordinates is presented. Applications of the program include molecular diffusion, heat conduction, and fluid flow in confined systems. The flow media may be anisotropic and heterogeneous. The model is formulated by replacing the continuous linear diffusion equation by discrete finite-difference approximations at each node in a block-centered grid. The resulting matrix equation is solved by the method of preconditioned conjugate gradients. The conjugate gradient method does not require the estimation of iteration parameters and is guaranteed convergent in the absence of rounding error. The matrixes are preconditioned to decrease the steps to convergence. The model allows the specification of any number of boundary conditions for any number of stress periods, and the output of a summary table for selected nodes showing flux and the concentration of the flux quantity for each time step. The model is written in a modular format for ease of modification. The model was verified by comparison of numerical and analytical solutions for cases of molecular diffusion, two-dimensional heat transfer, and axisymmetric radial saturated fluid flow. Application of the model to a hypothetical two-dimensional field situation of gas diffusion in the unsaturated zone is demonstrated. The input and output files are included as a check on program installation. The definition of variables, input requirements, flow chart, and program listing are included in the attachments. (USGS)

On the Maxwell-Stefan approach to diffusion: a general resolution in the transient regime for one-dimensional systems.

PubMed

Leonardi, Erminia; Angeli, Celestino

2010-01-14

The diffusion process in a multicomponent system can be formulated in a general form by the generalized Maxwell-Stefan equations. This formulation is able to describe the diffusion process in different systems, such as, for instance, bulk diffusion (in the gas, liquid, and solid phase) and diffusion in microporous materials (membranes, zeolites, nanotubes, etc.). The Maxwell-Stefan equations can be solved analytically (only in special cases) or by numerical approaches. Different numerical strategies have been previously presented, but the number of diffusing species is normally restricted, with only few exceptions, to three in bulk diffusion and to two in microporous systems, unless simplifications of the Maxwell-Stefan equations are considered. In the literature, a large effort has been devoted to the derivation of the analytic expression of the elements of the Fick-like diffusion matrix and therefore to the symbolic inversion of a square matrix with dimensions n x n (n being the number of independent components). This step, which can be easily performed for n = 2 and remains reasonable for n = 3, becomes rapidly very complex in problems with a large number of components. This paper addresses the problem of the numerical resolution of the Maxwell-Stefan equations in the transient regime for a one-dimensional system with a generic number of components, avoiding the definition of the analytic expression of the elements of the Fick-like diffusion matrix. To this aim, two approaches have been implemented in a computational code; the first is the simple finite difference second-order accurate in time Crank-Nicolson scheme for which the full mathematical derivation and the relevant final equations are reported. The second is based on the more accurate backward differentiation formulas, BDF, or Gear's method (Shampine, L. F. ; Gear, C. W. SIAM Rev. 1979, 21, 1.), as implemented in the Livermore solver for ordinary differential equations, LSODE (Hindmarsh, A. C. Serial Fortran Solvers for ODE Initial Value Problems, Technical Report; https://computation.llnl.gov/casc/odepack/odepack_ home.html (2006).). Both methods have been applied to a series of specific problems, such as bulk diffusion of acetone and methanol through stagnant air, uptake of two components on a microporous material in a model system, and permeation across a microporous membrane in model systems, both with the aim to validate the method and to add new information to the comprehension of the peculiar behavior of these systems. The approach is validated by comparison with different published results and with analytic expressions for the steady-state concentration profiles or fluxes in particular systems. The possibility to treat a generic number of components (the limitation being essentially the computational power) is also tested, and results are reported on the permeation of a five component mixture through a membrane in a model system. It is worth noticing that the algorithm here reported can be applied also to the Fick formulation of the diffusion problem with concentration-dependent diffusion coefficients.

Predicting Ga and Cu Profiles in Co-Evaporated Cu(In,Ga)Se 2 Using Modified Diffusion Equations and a Spreadsheet

DOE PAGES

Repins, Ingrid L.; Harvey, Steve; Bowers, Karen; ...

2017-05-15

Cu(In,Ga)Se 2(CIGS) photovoltaic absorbers frequently develop Ga gradients during growth. These gradients vary as a function of growth recipe, and are important to device performance. Prediction of Ga profiles using classic diffusion equations is not possible because In and Ga atoms occupy the same lattice sites and thus diffuse interdependently, and there is not yet a detailed experimental knowledge of the chemical potential as a function of composition that describes this interaction. Here, we show how diffusion equations can be modified to account for site sharing between In and Ga atoms. The analysis has been implemented in an Excel spreadsheet,more » and outputs predicted Cu, In, and Ga profiles for entered deposition recipes. A single set of diffusion coefficients and activation energies are chosen, such that simulated elemental profiles track with published data and those from this study. Extent and limits of agreement between elemental profiles predicted from the growth recipes and the spreadsheet tool are demonstrated.« less

Theory and Simulation of Self- and Mutual-Diffusion of Carrier Density and Temperature in Semiconductor Lasers

NASA Technical Reports Server (NTRS)

Li, Jian-Zhong; Cheung, Samson H.; Ning, C. Z.

2001-01-01

Carrier diffusion and thermal conduction play a fundamental role in the operation of high-power, broad-area semiconductor lasers. Restricted geometry, high pumping level and dynamic instability lead to inhomogeneous spatial distribution of plasma density, temperature, as well as light field, due to strong light-matter interaction. Thus, modeling and simulation of such optoelectronic devices rely on detailed descriptions of carrier dynamics and energy transport in the system. A self-consistent description of lasing and heating in large-aperture, inhomogeneous edge- or surface-emitting lasers (VCSELs) require coupled diffusion equations for carrier density and temperature. In this paper, we derive such equations from the Boltzmann transport equation for the carrier distributions. The derived self- and mutual-diffusion coefficients are in general nonlinear functions of carrier density and temperature including many-body interactions. We study the effects of many-body interactions on these coefficients, as well as the nonlinearity of these coefficients for large-area VCSELs. The effects of mutual diffusions on carrier and temperature distributions in gain-guided VCSELs will be also presented.

Predicting Ga and Cu Profiles in Co-Evaporated Cu(In,Ga)Se 2 Using Modified Diffusion Equations and a Spreadsheet

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

Repins, Ingrid L.; Harvey, Steve; Bowers, Karen

Cu(In,Ga)Se 2(CIGS) photovoltaic absorbers frequently develop Ga gradients during growth. These gradients vary as a function of growth recipe, and are important to device performance. Prediction of Ga profiles using classic diffusion equations is not possible because In and Ga atoms occupy the same lattice sites and thus diffuse interdependently, and there is not yet a detailed experimental knowledge of the chemical potential as a function of composition that describes this interaction. Here, we show how diffusion equations can be modified to account for site sharing between In and Ga atoms. The analysis has been implemented in an Excel spreadsheet,more » and outputs predicted Cu, In, and Ga profiles for entered deposition recipes. A single set of diffusion coefficients and activation energies are chosen, such that simulated elemental profiles track with published data and those from this study. Extent and limits of agreement between elemental profiles predicted from the growth recipes and the spreadsheet tool are demonstrated.« less

Fluctuation-enhanced electric conductivity in electrolyte solutions

DOE PAGES

Péraud, Jean-Philippe; Nonaka, Andrew J.; Bell, John B.; ...

2017-09-26

In this work, we analyze the effects of an externally applied electric field on thermal fluctuations for a binary electrolyte fluid. We show that the fluctuating Poisson–Nernst–Planck (PNP) equations for charged multispecies diffusion coupled with the fluctuating fluid momentum equation result in enhanced charge transport via a mechanism distinct from the well-known enhancement of mass transport that accompanies giant fluctuations. Although the mass and charge transport occurs by advection by thermal velocity fluctuations, it can macroscopically be represented as electrodiffusion with renormalized electric conductivity and a nonzero cation–anion diffusion coefficient. Specifically, we predict a nonzero cation–anion Maxwell– Stefan coefficient proportionalmore » to the square root of the salt concentration, a prediction that agrees quantitatively with experimental measurements. The renormalized or effective macroscopic equations are different from the starting PNP equations, which contain no cross-diffusion terms, even for rather dilute binary electrolytes. At the same time, for infinitely dilute solutions the renormalized electric conductivity and renormalized diffusion coefficients are consistent and the classical PNP equations with renormalized coefficients are recovered, demonstrating the self-consistency of the fluctuating hydrodynamics equations. Our calculations show that the fluctuating hydrodynamics approach recovers the electrophoretic and relaxation corrections obtained by Debye–Huckel–Onsager theory, while elucidating the physical origins of these corrections and generalizing straightforwardly to more complex multispecies electrolytes. Lastly, we show that strong applied electric fields result in anisotropically enhanced “giant” velocity fluctuations and reduced fluctuations of salt concentration.« less

Fluctuation-enhanced electric conductivity in electrolyte solutions

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

Péraud, Jean-Philippe; Nonaka, Andrew J.; Bell, John B.

In this work, we analyze the effects of an externally applied electric field on thermal fluctuations for a binary electrolyte fluid. We show that the fluctuating Poisson–Nernst–Planck (PNP) equations for charged multispecies diffusion coupled with the fluctuating fluid momentum equation result in enhanced charge transport via a mechanism distinct from the well-known enhancement of mass transport that accompanies giant fluctuations. Although the mass and charge transport occurs by advection by thermal velocity fluctuations, it can macroscopically be represented as electrodiffusion with renormalized electric conductivity and a nonzero cation–anion diffusion coefficient. Specifically, we predict a nonzero cation–anion Maxwell– Stefan coefficient proportionalmore » to the square root of the salt concentration, a prediction that agrees quantitatively with experimental measurements. The renormalized or effective macroscopic equations are different from the starting PNP equations, which contain no cross-diffusion terms, even for rather dilute binary electrolytes. At the same time, for infinitely dilute solutions the renormalized electric conductivity and renormalized diffusion coefficients are consistent and the classical PNP equations with renormalized coefficients are recovered, demonstrating the self-consistency of the fluctuating hydrodynamics equations. Our calculations show that the fluctuating hydrodynamics approach recovers the electrophoretic and relaxation corrections obtained by Debye–Huckel–Onsager theory, while elucidating the physical origins of these corrections and generalizing straightforwardly to more complex multispecies electrolytes. Lastly, we show that strong applied electric fields result in anisotropically enhanced “giant” velocity fluctuations and reduced fluctuations of salt concentration.« less

Viscosity and diffusivity in melts: from unary to multicomponent systems

NASA Astrophysics Data System (ADS)

Chen, Weimin; Zhang, Lijun; Du, Yong; Huang, Baiyun

2014-05-01

Viscosity and diffusivity, two important transport coefficients, are systematically investigated from unary melt to binary to multicomponent melts in the present work. By coupling with Kaptay's viscosity equation of pure liquid metals and effective radii of diffusion species, the Sutherland equation is modified by taking the size effect into account, and further derived into an Arrhenius formula for the convenient usage. Its reliability for predicting self-diffusivity and impurity diffusivity in unary liquids is then validated by comparing the calculated self-diffusivities and impurity diffusivities in liquid Al- and Fe-based alloys with the experimental and the assessed data. Moreover, the Kozlov model was chosen among various viscosity models as the most reliable one to reproduce the experimental viscosities in binary and multicomponent melts. Based on the reliable viscosities calculated from the Kozlov model, the modified Sutherland equation is utilized to predict the tracer diffusivities in binary and multicomponent melts, and validated in Al-Cu, Al-Ni and Al-Ce-Ni melts. Comprehensive comparisons between the calculated results and the literature data indicate that the experimental tracer diffusivities and the theoretical ones can be well reproduced by the present calculations. In addition, the vacancy-wind factor in binary liquid Al-Ni alloys with the increasing temperature is also discussed. What's more, the calculated inter-diffusivities in liquid Al-Cu, Al-Ni and Al-Ag-Cu alloys are also in excellent agreement with the measured and theoretical data. Comparisons between the simulated concentration profiles and the measured ones in Al-Cu, Al-Ce-Ni and Al-Ag-Cu melts are further used to validate the present calculation method.

Analytical study of fractional equations describing anomalous diffusion of energetic particles

NASA Astrophysics Data System (ADS)

Tawfik, A. M.; Fichtner, H.; Schlickeiser, R.; Elhanbaly, A.

2017-06-01

To present the main influence of anomalous diffusion on the energetic particle propagation, the fractional derivative model of transport is developed by deriving the fractional modified Telegraph and Rayleigh equations. Analytical solutions of the fractional modified Telegraph and the fractional Rayleigh equations, which are defined in terms of Caputo fractional derivatives, are obtained by using the Laplace transform and the Mittag-Leffler function method. The solutions of these fractional equations are given in terms of special functions like Fox’s H, Mittag-Leffler, Hermite and Hyper-geometric functions. The predicted travelling pulse solutions are discussed in each case for different values of fractional order.

Hysteresis and Phase Transitions in a Lattice Regularization of an Ill-Posed Forward-Backward Diffusion Equation

NASA Astrophysics Data System (ADS)

Helmers, Michael; Herrmann, Michael

2018-03-01

We consider a lattice regularization for an ill-posed diffusion equation with a trilinear constitutive law and study the dynamics of phase interfaces in the parabolic scaling limit. Our main result guarantees for a certain class of single-interface initial data that the lattice solutions satisfy asymptotically a free boundary problem with a hysteretic Stefan condition. The key challenge in the proof is to control the microscopic fluctuations that are inevitably produced by the backward diffusion when a particle passes the spinodal region.

Nonequilibrium diffusive gas dynamics: Poiseuille microflow

NASA Astrophysics Data System (ADS)

Abramov, Rafail V.; Otto, Jasmine T.

2018-05-01

We test the recently developed hierarchy of diffusive moment closures for gas dynamics together with the near-wall viscosity scaling on the Poiseuille flow of argon and nitrogen in a one micrometer wide channel, and compare it against the corresponding Direct Simulation Monte Carlo computations. We find that the diffusive regularized Grad equations with viscosity scaling provide the most accurate approximation to the benchmark DSMC results. At the same time, the conventional Navier-Stokes equations without the near-wall viscosity scaling are found to be the least accurate among the tested closures.

A Comparison of Some Difference Schemes for a Parabolic Problem of Zero-Coupon Bond Pricing

NASA Astrophysics Data System (ADS)

Chernogorova, Tatiana; Vulkov, Lubin

2009-11-01

This paper describes a comparison of some numerical methods for solving a convection-diffusion equation subjected by dynamical boundary conditions which arises in the zero-coupon bond pricing. The one-dimensional convection-diffusion equation is solved by using difference schemes with weights including standard difference schemes as the monotone Samarskii's scheme, FTCS and Crank-Nicolson methods. The schemes are free of spurious oscillations and satisfy the positivity and maximum principle as demanded for the financial and diffusive solution. Numerical results are compared with analytical solutions.

A high-order Lagrangian-decoupling method for the incompressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Ho, Lee-Wing; Maday, Yvon; Patera, Anthony T.; Ronquist, Einar M.

1989-01-01

A high-order Lagrangian-decoupling method is presented for the unsteady convection-diffusion and incompressible Navier-Stokes equations. The method is based upon: (1) Lagrangian variational forms that reduce the convection-diffusion equation to a symmetric initial value problem; (2) implicit high-order backward-differentiation finite-difference schemes for integration along characteristics; (3) finite element or spectral element spatial discretizations; and (4) mesh-invariance procedures and high-order explicit time-stepping schemes for deducing function values at convected space-time points. The method improves upon previous finite element characteristic methods through the systematic and efficient extension to high order accuracy, and the introduction of a simple structure-preserving characteristic-foot calculation procedure which is readily implemented on modern architectures. The new method is significantly more efficient than explicit-convection schemes for the Navier-Stokes equations due to the decoupling of the convection and Stokes operators and the attendant increase in temporal stability. Numerous numerical examples are given for the convection-diffusion and Navier-Stokes equations for the particular case of a spectral element spatial discretization.

The general relativistic thin disc evolution equation

NASA Astrophysics Data System (ADS)

Balbus, Steven A.

2017-11-01

In the classical theory of thin disc accretion discs, the constraints of mass and angular momentum conservation lead to a diffusion-like equation for the turbulent evolution of the surface density. Here, we revisit this problem, extending the Newtonian analysis to the regime of Kerr geometry relevant to black holes. A diffusion-like equation once again emerges, but now with a singularity at the radius at which the effective angular momentum gradient passes through zero. The equation may be analysed using a combination of Wentzel-Kramers-Brillouin techniques, local techniques and matched asymptotic expansions. It is shown that imposing the boundary condition of a vanishing stress tensor (more precisely the radial-azimuthal component thereof) allows smooth stable modes to exist external to the angular momentum singularity, the innermost stable circular orbit, while smoothly vanishing inside this location. The extension of the disc diffusion equation to the domain of general relativity introduces a new tool for numerical and phenomenological studies of accretion discs, and may prove to be a useful technique for understanding black hole X-ray transients.

A 2D multi-term time and space fractional Bloch-Torrey model based on bilinear rectangular finite elements

NASA Astrophysics Data System (ADS)

Qin, Shanlin; Liu, Fawang; Turner, Ian W.

2018-03-01

The consideration of diffusion processes in magnetic resonance imaging (MRI) signal attenuation is classically described by the Bloch-Torrey equation. However, many recent works highlight the distinct deviation in MRI signal decay due to anomalous diffusion, which motivates the fractional order generalization of the Bloch-Torrey equation. In this work, we study the two-dimensional multi-term time and space fractional diffusion equation generalized from the time and space fractional Bloch-Torrey equation. By using the Galerkin finite element method with a structured mesh consisting of rectangular elements to discretize in space and the L1 approximation of the Caputo fractional derivative in time, a fully discrete numerical scheme is derived. A rigorous analysis of stability and error estimation is provided. Numerical experiments in the square and L-shaped domains are performed to give an insight into the efficiency and reliability of our method. Then the scheme is applied to solve the multi-term time and space fractional Bloch-Torrey equation, which shows that the extra time derivative terms impact the relaxation process.

Evaluation of the telegrapher's equation and multiple-flux theories for calculating the transmittance and reflectance of a diffuse absorbing slab.

PubMed

Kong, Steven H; Shore, Joel D

2007-03-01

We study the propagation of light through a medium containing isotropic scattering and absorption centers. With a Monte Carlo simulation serving as the benchmark solution to the radiative transfer problem of light propagating through a turbid slab, we compare the transmission and reflection density computed from the telegrapher's equation, the diffusion equation, and multiple-flux theories such as the Kubelka-Munk and four-flux theories. Results are presented for both normally incident light and diffusely incident light. We find that we can always obtain very good results from the telegrapher's equation provided that two parameters that appear in the solution are set appropriately. We also find an interesting connection between certain solutions of the telegrapher's equation and solutions of the Kubelka-Munk and four-flux theories with a small modification to how the phenomenological parameters in those theories are traditionally related to the optical scattering and absorption coefficients of the slab. Finally, we briefly explore how well the theories can be extended to the case of anisotropic scattering by multiplying the scattering coefficient by a simple correction factor.

Conformable derivative approach to anomalous diffusion

NASA Astrophysics Data System (ADS)

Zhou, H. W.; Yang, S.; Zhang, S. Q.

2018-02-01

By using a new derivative with fractional order, referred to conformable derivative, an alternative representation of the diffusion equation is proposed to improve the modeling of anomalous diffusion. The analytical solutions of the conformable derivative model in terms of Gauss kernel and Error function are presented. The power law of the mean square displacement for the conformable diffusion model is studied invoking the time-dependent Gauss kernel. The parameters related to the conformable derivative model are determined by Levenberg-Marquardt method on the basis of the experimental data of chloride ions transportation in reinforced concrete. The data fitting results showed that the conformable derivative model agrees better with the experimental data than the normal diffusion equation. Furthermore, the potential application of the proposed conformable derivative model of water flow in low-permeability media is discussed.

Ionic channels: natural nanotubes described by the drift diffusion equations

NASA Astrophysics Data System (ADS)

Eisenberg, Bob

2000-05-01

Ionic channels are a large class of proteins with holes down their middle that control a wide range of cellular functions important in health and disease. Ionic channels can be analysed using a combination of the Poisson and drift diffusion equations familiar from computational electronics because their behavior is dominated by the electrical properties of their simple structure.

Analysis of pulse thermography using similarities between wave and diffusion propagation

NASA Astrophysics Data System (ADS)

Gershenson, M.

2017-05-01

Pulse thermography or thermal wave imaging are commonly used as nondestructive evaluation (NDE) method. While the technical aspect has evolve with time, theoretical interpretation is lagging. Interpretation is still using curved fitting on a log log scale. A new approach based directly on the governing differential equation is introduced. By using relationships between wave propagation and the diffusive propagation of thermal excitation, it is shown that one can transform from solutions in one type of propagation to the other. The method is based on the similarities between the Laplace transforms of the diffusion equation and the wave equation. For diffusive propagation we have the Laplace variable s to the first power, while for the wave propagation similar equations occur with s2. For discrete time the transformation between the domains is performed by multiplying the temperature data vector by a matrix. The transform is local. The performance of the techniques is tested on synthetic data. The application of common back projection techniques used in the processing of wave data is also demonstrated. The combined use of the transform and back projection makes it possible to improve both depth and lateral resolution of transient thermography.

Reaction rates for a generalized reaction-diffusion master equation

DOE PAGES

Hellander, Stefan; Petzold, Linda

2016-01-19

It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model, and show inmore » two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is on the order of the reaction radius of a reacting pair of molecules.« less

Reaction rates for a generalized reaction-diffusion master equation

PubMed Central

Hellander, Stefan; Petzold, Linda

2016-01-01

It has been established that there is an inherent limit to the accuracy of the reaction-diffusion master equation. Specifically, there exists a fundamental lower bound on the mesh size, below which the accuracy deteriorates as the mesh is refined further. In this paper we extend the standard reaction-diffusion master equation to allow molecules occupying neighboring voxels to react, in contrast to the traditional approach in which molecules react only when occupying the same voxel. We derive reaction rates, in two dimensions as well as three dimensions, to obtain an optimal match to the more fine-grained Smoluchowski model, and show in two numerical examples that the extended algorithm is accurate for a wide range of mesh sizes, allowing us to simulate systems that are intractable with the standard reaction-diffusion master equation. In addition, we show that for mesh sizes above the fundamental lower limit of the standard algorithm, the generalized algorithm reduces to the standard algorithm. We derive a lower limit for the generalized algorithm which, in both two dimensions and three dimensions, is on the order of the reaction radius of a reacting pair of molecules. PMID:26871190

Differential equation of exospheric lateral transport and its application to terrestrial hydrogen

NASA Technical Reports Server (NTRS)

Hodges, R. R., Jr.

1973-01-01

The differential equation description of exospheric lateral transport of Hodges and Johnson is reformulated to extend its utility to light gases. Accuracy of the revised equation is established by applying it to terrestrial hydrogen. The resulting global distributions for several static exobase models are shown to be essentially the same as those that have been computed by Quessette using an integral equation approach. The present theory is subsequently used to elucidate the effects of nonzero lateral flow, exobase rotation, and diurnal tidal winds on the hydrogen distribution. Finally it is shown that the differential equation of exospheric transport is analogous to a diffusion equation. Hence it is practical to consider exospheric transport as a continuation of thermospheric diffusion, a concept that alleviates the need for an artificial exobase dividing thermosphere and exosphere.

Extracting surface diffusion coefficients from batch adsorption measurement data: application of the classic Langmuir kinetics model.

PubMed

Chu, Khim Hoong

2017-11-09

Surface diffusion coefficients may be estimated by fitting solutions of a diffusion model to batch kinetic data. For non-linear systems, a numerical solution of the diffusion model's governing equations is generally required. We report here the application of the classic Langmuir kinetics model to extract surface diffusion coefficients from batch kinetic data. The use of the Langmuir kinetics model in lieu of the conventional surface diffusion model allows derivation of an analytical expression. The parameter estimation procedure requires determining the Langmuir rate coefficient from which the pertinent surface diffusion coefficient is calculated. Surface diffusion coefficients within the 10 -9 to 10 -6  cm 2 /s range obtained by fitting the Langmuir kinetics model to experimental kinetic data taken from the literature are found to be consistent with the corresponding values obtained from the traditional surface diffusion model. The virtue of this simplified parameter estimation method is that it reduces the computational complexity as the analytical expression involves only an algebraic equation in closed form which is easily evaluated by spreadsheet computation.

Turbo fluid machinery and diffusers

NASA Technical Reports Server (NTRS)

Sakurai, T.

1984-01-01

The general theory behind turbo devices and diffusers is explained. Problems and the state of research on basic equations of flow and experimental and measuring methods are discussed. Conventional centrifugation-type compressor and fan diffusers are considered in detail.

Patterns induced by super cross-diffusion in a predator-prey system with Michaelis-Menten type harvesting.

PubMed

Liu, Biao; Wu, Ranchao; Chen, Liping

2018-04-01

Turing instability and pattern formation in a super cross-diffusion predator-prey system with Michaelis-Menten type predator harvesting are investigated. Stability of equilibrium points is first explored with or without super cross-diffusion. It is found that cross-diffusion could induce instability of equilibria. To further derive the conditions of Turing instability, the linear stability analysis is carried out. From theoretical analysis, note that cross-diffusion is the key mechanism for the formation of spatial patterns. By taking cross-diffusion rate as bifurcation parameter, we derive amplitude equations near the Turing bifurcation point for the excited modes by means of weakly nonlinear theory. Dynamical analysis of the amplitude equations interprets the structural transitions and stability of various forms of Turing patterns. Furthermore, the theoretical results are illustrated via numerical simulations. Copyright © 2018. Published by Elsevier Inc.

Determination of the zincate diffusion coefficient and its application to alkaline battery problems

NASA Technical Reports Server (NTRS)

May, C. E.; Kautz, Harold E.

1978-01-01

The diffusion coefficient for the zincate ion at 24 C was found to be 9.9 X 10 to the minus 7th power squared cm per sec + or - 30 percent in 45 percent potassium hydroxide and 1.4 x 10 to the minus 7 squared cm per sec + or - 25 percent in 40 percent sodium hydroxide. Comparison of these values with literature values at different potassium hydroxide concentrations show that the Stokes-Einstein equation is obeyed. The diffusion coefficient is characteristic of the zincate ion (not the cation) and independent of its concentration. Calculations with the measured value of the diffusion coefficient show that the zinc concentration in an alkaline zincate half cell becomes uniform throughout in tens of hours by diffusion alone. Diffusion equations are derived which are applicable to finite size chambers. Details and discussion of the experimental method are also given.

Determination of the zincate diffusion coefficient and its application to alkaline battery problems

NASA Technical Reports Server (NTRS)

May, C. E.; Kautz, H. E.

1978-01-01

The diffusion coefficient for the zincate ion at 24 C was found to be 9.9 x 10 to the -7th power sq cm/sec + or - 30% in 45% potassium hydroxide and 1.4 x 10 to the -7th power sq cm/sec + or - 25% in 40% sodium hydroxide. Comparison of these values with literature values at different potassium hydroxide concentrations show that the Stokes-Einstein equation is obeyed. The diffusion coefficient is characteristic of the zincate ion (not the cation) and independent of its concentration. Calculations with the measured value of the diffusion coefficient show that the zinc concentration in an alkaline zincate half-cell becomes uniform throughout in tens of hours by diffusion alone. Diffusion equations are derived which are applicable to finite-size chambers. Details and discussion of the experimental method are also given.

Photon migration through a turbid slab described by a model based on diffusion approximation. I. Theory.

PubMed

Contini, D; Martelli, F; Zaccanti, G

1997-07-01

The diffusion approximation of the radiative transfer equation is a model used widely to describe photon migration in highly diffusing media and is an important matter in biological tissue optics. An analysis of the time-dependent diffusion equation together with its solutions for the slab geometry and for a semi-infinite diffusing medium are reported. These solutions, presented for both the time-dependent and the continuous wave source, account for the refractive index mismatch between the turbid medium and the surrounding medium. The results have been compared with those obtained when different boundary conditions were assumed. The comparison has shown that the effect of the refractive index mismatch cannot be disregarded. This effect is particularly important for the transmittance. The discussion of results also provides an analysis of the role of the absorption coefficient in the expression of the diffusion coefficient.

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.

FROM THE HISTORY OF PHYSICS: Mysteries of diffusion and labyrinths of destiny

NASA Astrophysics Data System (ADS)

Bakunin, Oleg G.

2003-03-01

The role of prominent Soviet physicist B I Davydov in the development of our understanding of diffusion is briefly reviewed, with emphasis on the ideas he put forward in the 1930s: introducing additional partial derivatives into diffusion equations and extending diffusion concepts to phase space.

Some basic mathematical methods of diffusion theory. [emphasis on atmospheric applications

NASA Technical Reports Server (NTRS)

Giere, A. C.

1977-01-01

An introductory treatment of the fundamentals of diffusion theory is presented, starting with molecular diffusion and leading up to the statistical methods of turbulent diffusion. A multilayer diffusion model, designed to permit concentration and dosage calculations downwind of toxic clouds from rocket vehicles, is described. The concepts and equations of diffusion are developed on an elementary level, with emphasis on atmospheric applications.

Diffuse-Interface Capturing Methods for Compressible Two-Phase Flows

NASA Astrophysics Data System (ADS)

Saurel, Richard; Pantano, Carlos

2018-01-01

Simulation of compressible flows became a routine activity with the appearance of shock-/contact-capturing methods. These methods can determine all waves, particularly discontinuous ones. However, additional difficulties may appear in two-phase and multimaterial flows due to the abrupt variation of thermodynamic properties across the interfacial region, with discontinuous thermodynamical representations at the interfaces. To overcome this difficulty, researchers have developed augmented systems of governing equations to extend the capturing strategy. These extended systems, reviewed here, are termed diffuse-interface models, because they are designed to compute flow variables correctly in numerically diffused zones surrounding interfaces. In particular, they facilitate coupling the dynamics on both sides of the (diffuse) interfaces and tend to the proper pure fluid-governing equations far from the interfaces. This strategy has become efficient for contact interfaces separating fluids that are governed by different equations of state, in the presence or absence of capillary effects, and with phase change. More sophisticated materials than fluids (e.g., elastic-plastic materials) have been considered as well.

A novel finite volume discretization method for advection-diffusion systems on stretched meshes

NASA Astrophysics Data System (ADS)

Merrick, D. G.; Malan, A. G.; van Rooyen, J. A.

2018-06-01

This work is concerned with spatial advection and diffusion discretization technology within the field of Computational Fluid Dynamics (CFD). In this context, a novel method is proposed, which is dubbed the Enhanced Taylor Advection-Diffusion (ETAD) scheme. The model equation employed for design of the scheme is the scalar advection-diffusion equation, the industrial application being incompressible laminar and turbulent flow. Developed to be implementable into finite volume codes, ETAD places specific emphasis on improving accuracy on stretched structured and unstructured meshes while considering both advection and diffusion aspects in a holistic manner. A vertex-centered structured and unstructured finite volume scheme is used, and only data available on either side of the volume face is employed. This includes the addition of a so-called mesh stretching metric. Additionally, non-linear blending with the existing NVSF scheme was performed in the interest of robustness and stability, particularly on equispaced meshes. The developed scheme is assessed in terms of accuracy - this is done analytically and numerically, via comparison to upwind methods which include the popular QUICK and CUI techniques. Numerical tests involved the 1D scalar advection-diffusion equation, a 2D lid driven cavity and turbulent flow case. Significant improvements in accuracy were achieved, with L2 error reductions of up to 75%.

Numerical simulation of double‐diffusive finger convection

USGS Publications Warehouse

Hughes, Joseph D.; Sanford, Ward E.; Vacher, H. Leonard

2005-01-01

A hybrid finite element, integrated finite difference numerical model is developed for the simulation of double‐diffusive and multicomponent flow in two and three dimensions. The model is based on a multidimensional, density‐dependent, saturated‐unsaturated transport model (SUTRA), which uses one governing equation for fluid flow and another for solute transport. The solute‐transport equation is applied sequentially to each simulated species. Density coupling of the flow and solute‐transport equations is accounted for and handled using a sequential implicit Picard iterative scheme. High‐resolution data from a double‐diffusive Hele‐Shaw experiment, initially in a density‐stable configuration, is used to verify the numerical model. The temporal and spatial evolution of simulated double‐diffusive convection is in good agreement with experimental results. Numerical results are very sensitive to discretization and correspond closest to experimental results when element sizes adequately define the spatial resolution of observed fingering. Numerical results also indicate that differences in the molecular diffusivity of sodium chloride and the dye used to visualize experimental sodium chloride concentrations are significant and cause inaccurate mapping of sodium chloride concentrations by the dye, especially at late times. As a result of reduced diffusion, simulated dye fingers are better defined than simulated sodium chloride fingers and exhibit more vertical mass transfer.

New Insights into the Fractional Order Diffusion Equation Using Entropy and Kurtosis.

PubMed

Ingo, Carson; Magin, Richard L; Parrish, Todd B

2014-11-01

Fractional order derivative operators offer a concise description to model multi-scale, heterogeneous and non-local systems. Specifically, in magnetic resonance imaging, there has been recent work to apply fractional order derivatives to model the non-Gaussian diffusion signal, which is ubiquitous in the movement of water protons within biological tissue. To provide a new perspective for establishing the utility of fractional order models, we apply entropy for the case of anomalous diffusion governed by a fractional order diffusion equation generalized in space and in time. This fractional order representation, in the form of the Mittag-Leffler function, gives an entropy minimum for the integer case of Gaussian diffusion and greater values of spectral entropy for non-integer values of the space and time derivatives. Furthermore, we consider kurtosis, defined as the normalized fourth moment, as another probabilistic description of the fractional time derivative. Finally, we demonstrate the implementation of anomalous diffusion, entropy and kurtosis measurements in diffusion weighted magnetic resonance imaging in the brain of a chronic ischemic stroke patient.

Anomalous diffusion with linear reaction dynamics: from continuous time random walks to fractional reaction-diffusion equations.

PubMed

Henry, B I; Langlands, T A M; Wearne, S L

2006-09-01

We have revisited the problem of anomalously diffusing species, modeled at the mesoscopic level using continuous time random walks, to include linear reaction dynamics. If a constant proportion of walkers are added or removed instantaneously at the start of each step then the long time asymptotic limit yields a fractional reaction-diffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps then the long time asymptotic limit has a standard linear reaction kinetics term but a fractional order temporal derivative operating on a nonstandard diffusion term. Results from the above two models are compared with a phenomenological model with standard linear reaction kinetics and a fractional order temporal derivative operating on a standard diffusion term. We have also developed further extensions of the CTRW model to include more general reaction dynamics.

Anomalous diffusion and scaling in coupled stochastic processes

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

Bel, Golan; Nemenman, Ilya

2009-01-01

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved, process. Integrating out the latter, we derive the Pocker-Planck the friction coefficient of the first depends on the state of the second. Integrating out the latter, we derive the Focker-Planck equation for the probability distribution of the former. This has the fonn of diffusion equation with time-dependent diffusion coefficient, resulting in an anomalous diffusion. The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. Themore » diffusion exponent of the Weiss-Havlin comb model is derived as a special case, and the same exponent holds even for weakly coupled processes. We compare our theoretical predictions with numerical simulations and find an excellent agreement. The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standandard, diffusive Langevin descritpion.« less

A low diffusive Lagrange-remap scheme for the simulation of violent air-water free-surface flows

NASA Astrophysics Data System (ADS)

Bernard-Champmartin, Aude; De Vuyst, Florian

2014-10-01

In 2002, Després and Lagoutière [17] proposed a low-diffusive advection scheme for pure transport equation problems, which is particularly accurate for step-shaped solutions, and thus suited for interface tracking procedure by a color function. This has been extended by Kokh and Lagoutière [28] in the context of compressible multifluid flows using a five-equation model. In this paper, we explore a simplified variant approach for gas-liquid three-equation models. The Eulerian numerical scheme has two ingredients: a robust remapped Lagrange solver for the solution of the volume-averaged equations, and a low diffusive compressive scheme for the advection of the gas mass fraction. Numerical experiments show the performance of the computational approach on various flow reference problems: dam break, sloshing of a tank filled with water, water-water impact and finally a case of Rayleigh-Taylor instability. One of the advantages of the present interface capturing solver is its natural implementation on parallel processors or computers.

A computer program for the simulation of heat and moisture flow in soils

NASA Technical Reports Server (NTRS)

Camillo, P.; Schmugge, T. J.

1981-01-01

A computer program that simulates the flow of heat and moisture in soils is described. The space-time dependence of temperature and moisture content is described by a set of diffusion-type partial differential equations. The simulator uses a predictor/corrector to numerically integrate them, giving wetness and temperature profiles as a function of time. The simulator was used to generate solutions to diffusion-type partial differential equations for which analytical solutions are known. These equations include both constant and variable diffusivities, and both flux and constant concentration boundary conditions. In all cases, the simulated and analytic solutions agreed to within the error bounds which were imposed on the integrator. Simulations of heat and moisture flow under actual field conditions were also performed. Ground truth data were used for the boundary conditions and soil transport properties. The qualitative agreement between simulated and measured profiles is an indication that the model equations are reasonably accurate representations of the physical processes involved.

Extremal equilibria for reaction-diffusion equations in bounded domains and applications

NASA Astrophysics Data System (ADS)

Rodríguez-Bernal, Aníbal; Vidal-López, Alejandro

We show the existence of two special equilibria, the extremal ones, for a wide class of reaction-diffusion equations in bounded domains with several boundary conditions, including non-linear ones. They give bounds for the asymptotic dynamics and so for the attractor. Some results on the existence and/or uniqueness of positive solutions are also obtained. As a consequence, several well-known results on the existence and/or uniqueness of solutions for elliptic equations are revisited in a unified way obtaining, in addition, information on the dynamics of the associated parabolic problem. Finally, we ilustrate the use of the general results by applying them to the case of logistic equations. In fact, we obtain a detailed picture of the positive dynamics depending on the parameters appearing in the equation.

Determination of transport wind speed in the gaussian plume diffusion equation for low-lying point sources

NASA Astrophysics Data System (ADS)

Wang, I. T.

A general method for determining the effective transport wind speed, overlineu, in the Gaussian plume equation is discussed. Physical arguments are given for using the generalized overlineu instead of the often adopted release-level wind speed with the plume diffusion equation. Simple analytical expressions for overlineu applicable to low-level point releases and a wide range of atmospheric conditions are developed. A non-linear plume kinematic equation is derived using these expressions. Crosswind-integrated SF 6 concentration data from the 1983 PNL tracer experiment are used to evaluate the proposed analytical procedures along with the usual approach of using the release-level wind speed. Results of the evaluation are briefly discussed.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

Grid adaption based on modified anisotropic diffusion equations formulated in the parametic domain

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

Hagmeijer, R.

1994-11-01

A new grid-adaption algorithm for problems in computational fluid dynamics is presented. The basic equations are derived from a variational problem formulated in the parametric domain of the mapping that defines the existing grid. Modification of the basic equations provides desirable properties in boundary layers. The resulting modified anisotropic diffusion equations are solved for the computational coordinates as functions of the parametric coordinates and these functions are numerically inverted. Numerical examples show that the algorithm is robust, that shocks and boundary layers are well-resolved on the adapted grid, and that the flow solution becomes a globally smooth function of themore » computational coordinates.« less

A numerical study of the steady scalar convective diffusion equation for small viscosity

NASA Technical Reports Server (NTRS)

Giles, M. B.; Rose, M. E.

1983-01-01

A time-independent convection diffusion equation is studied by means of a compact finite difference scheme and numerical solutions are compared to the analytic inviscid solutions. The correct internal and external boundary layer behavior is observed, due to an inherent feature of the scheme which automatically produces upwind differencing in inviscid regions and the correct viscous behavior in viscous regions.

O the Derivation of the Schroedinger Equation from Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Wallstrom, Timothy Clarke

The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schrodinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time -integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p^{t} (x,y) > cp(y), and this result is applied to show that the set of spin-1over2 diffusions is uniformly ergodic. In stochastic mechanics, the Bopp-Haag-Dankel diffusions on IR^3times SO(3) are used to represent particles with spin. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp -Haag-Dankel diffusions onto IR^3 converge to a Markovian limit process. This conjecture is proved for the spin-1over2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schrodinger equation, and that there are solutions to the Schrodinger equation which do not satisfy the Guerra-Morato Lagrangian variational principle. These observations are shown to apply equally to other existing formulations of stochastic mechanics, and it is argued that these difficulties represent fundamental inadequacies in the physical foundation of stochastic mechanics.

Nonlinear optical susceptibilities in the diffusion modified AlxGa1-xN/GaN single quantum well

NASA Astrophysics Data System (ADS)

Das, T.; Panda, S.; Panda, B. K.

2018-05-01

Under thermal treatment of the post growth AlGaN/GaN single quantum well, the diffusion of Al and Ga atoms across the interface is expected to form the diffusion modified quantum well with diffusion length as a quantitative parameter for diffusion. The modification of confining potential and position-dependent effective mass in the quantum well due to diffusion is calculated taking the Fick's law. The built-in electric field which arises from spontaneous and piezoelectric polarizations in the wurtzite structure is included in the effective mass equation. The electronic states are calculated from the effective mass equation using the finite difference method for several diffusion lengths. Since the effective well width decreases with increasing diffusion length, the energy levels increase with it. The intersubband energy spacing in the conduction band decreases with diffusion length due to built-in electric field and reduction of effective well width. The linear susceptibility for first-order and the nonlinear second-order and third-order susceptibilities are calculated using the compact density matrix approach taking only two levels. The calculated susceptibilities are red shifted with increase in diffusion lengths due to decrease in intersubband energy spacing.

First-Order Hyperbolic System Method for Time-Dependent Advection-Diffusion Problems

NASA Technical Reports Server (NTRS)

Mazaheri, Alireza; Nishikawa, Hiroaki

2014-01-01

A time-dependent extension of the first-order hyperbolic system method for advection-diffusion problems is introduced. Diffusive/viscous terms are written and discretized as a hyperbolic system, which recovers the original equation in the steady state. The resulting scheme offers advantages over traditional schemes: a dramatic simplification in the discretization, high-order accuracy in the solution gradients, and orders-of-magnitude convergence acceleration. The hyperbolic advection-diffusion system is discretized by the second-order upwind residual-distribution scheme in a unified manner, and the system of implicit-residual-equations is solved by Newton's method over every physical time step. The numerical results are presented for linear and nonlinear advection-diffusion problems, demonstrating solutions and gradients produced to the same order of accuracy, with rapid convergence over each physical time step, typically less than five Newton iterations.

Ordinary differential equation for local accumulation time.

PubMed

Berezhkovskii, Alexander M

2011-08-21

Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics

A non-local structural derivative model for characterization of ultraslow diffusion in dense colloids

NASA Astrophysics Data System (ADS)

Liang, Yingjie; Chen, Wen

2018-03-01

Ultraslow diffusion has been observed in numerous complicated systems. Its mean squared displacement (MSD) is not a power law function of time, but instead a logarithmic function, and in some cases grows even more slowly than the logarithmic rate. The distributed-order fractional diffusion equation model simply does not work for the general ultraslow diffusion. Recent study has used the local structural derivative to describe ultraslow diffusion dynamics by using the inverse Mittag-Leffler function as the structural function, in which the MSD is a function of inverse Mittag-Leffler function. In this study, a new stretched logarithmic diffusion law and its underlying non-local structural derivative diffusion model are proposed to characterize the ultraslow diffusion in aging dense colloidal glass at both the short and long waiting times. It is observed that the aging dynamics of dense colloids is a class of the stretched logarithmic ultraslow diffusion processes. Compared with the power, the logarithmic, and the inverse Mittag-Leffler diffusion laws, the stretched logarithmic diffusion law has better precision in fitting the MSD of the colloidal particles at high densities. The corresponding non-local structural derivative diffusion equation manifests clear physical mechanism, and its structural function is equivalent to the first-order derivative of the MSD.

Influence of heat conducting substrates on explosive crystallization in thin layers

NASA Astrophysics Data System (ADS)

Schneider, Wilhelm

2017-09-01

Crystallization in a thin, initially amorphous layer is considered. The layer is in thermal contact with a substrate of very large dimensions. The energy equation of the layer contains source and sink terms. The source term is due to liberation of latent heat in the crystallization process, while the sink term is due to conduction of heat into the substrate. To determine the latter, the heat diffusion equation for the substrate is solved by applying Duhamel's integral. Thus, the energy equation of the layer becomes a heat diffusion equation with a time integral as an additional term. The latter term indicates that the heat loss due to the substrate depends on the history of the process. To complete the set of equations, the crystallization process is described by a rate equation for the degree of crystallization. The governing equations are then transformed to a moving co-ordinate system in order to analyze crystallization waves that propagate with invariant properties. Dual solutions are found by an asymptotic expansion for large activation energies of molecular diffusion. By introducing suitable variables, the results can be presented in a universal form that comprises the influence of all non-dimensional parameters that govern the process. Of particular interest for applications is the prediction of a critical heat loss parameter for the existence of crystallization waves with invariant properties.

Estimation of Knudsen diffusion coefficients from tracer experiments conducted with a binary gas system and a porous medium.

PubMed

Hibi, Yoshihiko; Kashihara, Ayumi

2018-03-01

A previous study has reported that Knudsen diffusion coefficients obtained by tracer experiments conducted with a binary gas system and a porous medium are consistently smaller than those obtained by permeability experiments conducted with a single-gas system and a porous medium. To date, however, that study is the only one in which tracer experiments have been conducted with a binary gas system. Therefore, to confirm this difference in Knudsen diffusion coefficients, we used a method we had developed previously to conduct tracer experiments with a binary carbon dioxide-nitrogen gas system and five porous media with permeability coefficients ranging from 10 -13 to 10 -11  m 2 . The results showed that the Knudsen diffusion coefficient of N 2 (D N2 ) (cm 2 /s) was related to the effective permeability coefficient k e (m 2 ) as D N2  = 7.39 × 10 7 k e 0.767 . Thus, the Knudsen diffusion coefficients of N 2 obtained by our tracer experiments were consistently 1/27 of those obtained by permeability experiments conducted with many porous media and air by other researchers. By using an inversion simulation to fit the advection-diffusion equation to the distribution of concentrations at observation points calculated by mathematically solving the equation, we confirmed that the method used to obtain the Knudsen diffusion coefficient in this study yielded accurate values. Moreover, because the Knudsen diffusion coefficient did not differ when columns with two different lengths, 900 and 1500 mm, were used, this column property did not influence the flow of gas in the column. The equation of the dusty gas model already includes obstruction factors for Knudsen diffusion and molecular diffusion, which relate to medium heterogeneity and tortuosity and depend only on the structure of the porous medium. Furthermore, there is no need to take account of any additional correction factor for molecular diffusion except the obstruction factor because molecular diffusion is only treated in a multicomponent gas system. Thus, molecular diffusion considers only the obstruction factor related to tortuosity. Therefore, we introduced a correction factor for a multicomponent gas system into the DGM equation, multiplying the Knudsen diffusion coefficient, which includes the obstruction factor related to tortuosity, by this correction factor. From the present experimental results, the value of this correction factor was 1/27, and it depended only on the structure of the gas system in the porous medium. Copyright © 2018 Elsevier B.V. All rights reserved.

Estimation of Knudsen diffusion coefficients from tracer experiments conducted with a binary gas system and a porous medium

NASA Astrophysics Data System (ADS)

Hibi, Yoshihiko; Kashihara, Ayumi

2018-03-01

A previous study has reported that Knudsen diffusion coefficients obtained by tracer experiments conducted with a binary gas system and a porous medium are consistently smaller than those obtained by permeability experiments conducted with a single-gas system and a porous medium. To date, however, that study is the only one in which tracer experiments have been conducted with a binary gas system. Therefore, to confirm this difference in Knudsen diffusion coefficients, we used a method we had developed previously to conduct tracer experiments with a binary carbon dioxide-nitrogen gas system and five porous media with permeability coefficients ranging from 10-13 to 10-11 m2. The results showed that the Knudsen diffusion coefficient of N2 (DN2) (cm2/s) was related to the effective permeability coefficient ke (m2) as DN2 = 7.39 × 107ke0.767. Thus, the Knudsen diffusion coefficients of N2 obtained by our tracer experiments were consistently 1/27 of those obtained by permeability experiments conducted with many porous media and air by other researchers. By using an inversion simulation to fit the advection-diffusion equation to the distribution of concentrations at observation points calculated by mathematically solving the equation, we confirmed that the method used to obtain the Knudsen diffusion coefficient in this study yielded accurate values. Moreover, because the Knudsen diffusion coefficient did not differ when columns with two different lengths, 900 and 1500 mm, were used, this column property did not influence the flow of gas in the column. The equation of the dusty gas model already includes obstruction factors for Knudsen diffusion and molecular diffusion, which relate to medium heterogeneity and tortuosity and depend only on the structure of the porous medium. Furthermore, there is no need to take account of any additional correction factor for molecular diffusion except the obstruction factor because molecular diffusion is only treated in a multicomponent gas system. Thus, molecular diffusion considers only the obstruction factor related to tortuosity. Therefore, we introduced a correction factor for a multicomponent gas system into the DGM equation, multiplying the Knudsen diffusion coefficient, which includes the obstruction factor related to tortuosity, by this correction factor. From the present experimental results, the value of this correction factor was 1/27, and it depended only on the structure of the gas system in the porous medium.

A stability analysis of the power-law steady state of marine size spectra.

PubMed

Datta, Samik; Delius, Gustav W; Law, Richard; Plank, Michael J

2011-10-01

This paper investigates the stability of the power-law steady state often observed in marine ecosystems. Three dynamical systems are considered, describing the abundance of organisms as a function of body mass and time: a "jump-growth" equation, a first order approximation which is the widely used McKendrick-von Foerster equation, and a second order approximation which is the McKendrick-von Foerster equation with a diffusion term. All of these yield a power-law steady state. We derive, for the first time, the eigenvalue spectrum for the linearised evolution operator, under certain constraints on the parameters. This provides new knowledge of the stability properties of the power-law steady state. It is shown analytically that the steady state of the McKendrick-von Foerster equation without the diffusion term is always unstable. Furthermore, numerical plots show that eigenvalue spectra of the McKendrick-von Foerster equation with diffusion give a good approximation to those of the jump-growth equation. The steady state is more likely to be stable with a low preferred predator:prey mass ratio, a large diet breadth and a high feeding efficiency. The effects of demographic stochasticity are also investigated and it is concluded that these are likely to be small in real systems.

The nature and role of advection in advection-diffusion equations used for modelling bed load transport

NASA Astrophysics Data System (ADS)

Ancey, Christophe; Bohorquez, Patricio; Heyman, Joris

2016-04-01

The advection-diffusion equation arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Stochastic models can also be used to derive this equation, with the significant advantage that they provide information on the statistical properties of particle activity. Stochastic models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. We develop an approach based on birth-death Markov processes, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received little attention. We show that particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Subdiffusion in Membrane Permeation of Small Molecules.

PubMed

Chipot, Christophe; Comer, Jeffrey

2016-11-02

Within the solubility-diffusion model of passive membrane permeation of small molecules, translocation of the permeant across the biological membrane is traditionally assumed to obey the Smoluchowski diffusion equation, which is germane for classical diffusion on an inhomogeneous free-energy and diffusivity landscape. This equation, however, cannot accommodate subdiffusive regimes, which have long been recognized in lipid bilayer dynamics, notably in the lateral diffusion of individual lipids. Through extensive biased and unbiased molecular dynamics simulations, we show that one-dimensional translocation of methanol across a pure lipid membrane remains subdiffusive on timescales approaching typical permeation times. Analysis of permeant motion within the lipid bilayer reveals that, in the absence of a net force, the mean squared displacement depends on time as t 0.7 , in stark contrast with the conventional model, which assumes a strictly linear dependence. We further show that an alternate model using a fractional-derivative generalization of the Smoluchowski equation provides a rigorous framework for describing the motion of the permeant molecule on the pico- to nanosecond timescale. The observed subdiffusive behavior appears to emerge from a crossover between small-scale rattling of the permeant around its present position in the membrane and larger-scale displacements precipitated by the formation of transient voids.

Diffuse sorption modeling.

PubMed

Pivovarov, Sergey

2009-04-01

This work presents a simple solution for the diffuse double layer model, applicable to calculation of surface speciation as well as to simulation of ionic adsorption within the diffuse layer of solution in arbitrary salt media. Based on Poisson-Boltzmann equation, the Gaines-Thomas selectivity coefficient for uni-bivalent exchange on clay, K(GT)(Me(2+)/M(+))=(Q(Me)(0.5)/Q(M)){M(+)}/{Me(2+)}(0.5), (Q is the equivalent fraction of cation in the exchange capacity, and {M(+)} and {Me(2+)} are the ionic activities in solution) may be calculated as [surface charge, mueq/m(2)]/0.61. The obtained solution of the Poisson-Boltzmann equation was applied to calculation of ionic exchange on clays and to simulation of the surface charge of ferrihydrite in 0.01-6 M NaCl solutions. In addition, a new model of acid-base properties was developed. This model is based on assumption that the net proton charge is not located on the mathematical surface plane but diffusely distributed within the subsurface layer of the lattice. It is shown that the obtained solution of the Poisson-Boltzmann equation makes such calculations possible, and that this approach is more efficient than the original diffuse double layer model.

Exact travelling wave solutions for a diffusion-convection equation in two and three spatial dimensions

NASA Astrophysics Data System (ADS)

Elwakil, S. A.; El-Labany, S. K.; Zahran, M. A.; Sabry, R.

2004-04-01

The modified extended tanh-function method were applied to the general class of nonlinear diffusion-convection equations where the concentration-dependent diffusivity, D( u), was taken to be a constant while the concentration-dependent hydraulic conductivity, K( u) were taken to be in a power law. The obtained solutions include rational-type, triangular-type, singular-type, and solitary wave solutions. In fact, the profile of the obtained solitary wave solutions resemble the characteristics of a shock-wave like structure for an arbitrary m (where m>1 is the power of the nonlinear convection term).

Mathematical modeling of microbially induced crown corrosion in wastewater collection systems and laboratory investigation and modeling of sulfuric acid corrosion of concrete

NASA Astrophysics Data System (ADS)

Jahani, Fereidoun

In the model for microbially induced crown corrosion, the diffusion of sulfide inside the concrete pores, its biological conversion to sulfuric acid, and the corrosion of calcium carbonate aggregates are represented. The corrosion front is modeled as a moving boundary. The location of the interface between the corrosion layer and the concrete is determined as part of the solution to the model equations. This model consisted of a system of one dimensional reaction-diffusion equations coupled to an equation describing the movement of the corrosion front. The equations were solved numerically using finite element Galerkin approximation. The concentration profiles of sulfide in the air and the liquid phases, the pH as a function of concrete depth, and the position of the corrosion front. A new equation for the corrosion rate was also derived. A more specific model for the degradation of a concrete specimen exposed to a sulfuric acid solution was also studied. In this model, diffusion of hydrogen ions and their reaction with alkaline components of concrete were expressed using Fick's Law of diffusion. The model equations described the moving boundary, the dissolution rate of alkaline components in the concrete, volume increase of sulfuric acid solution over the concrete specimen, and the boundary conditions on the surface of the concrete. An apparatus was designed and experiments were performed to measure pH changes on the surface of concrete. The data were used to calculate the dissolution rate of the concrete and, with the model, to determine the diffusion rate of sulfuric acid in the corrosion layer and corrosion layer thickness. Electrochemical Impedance Spectroscopy (EIS) was used to study the corrosion rate of iron pins embedded in the concrete sample. The open circuit potential (OCP) determined the onset of corrosion on the surface of the pins. Visual observation of the corrosion layer thickness was in good agreement with the simulation results.

Particle Transport through Scattering Regions with Clear Layers and Inclusions

NASA Astrophysics Data System (ADS)

Bal, Guillaume

2002-08-01

This paper introduces generalized diffusion models for the transport of particles in scattering media with nonscattering inclusions. Classical diffusion is known as a good approximation of transport only in scattering media. Based on asymptotic expansions and the coupling of transport and diffusion models, generalized diffusion equations with nonlocal interface conditions are proposed which offer a computationally cheap, yet accurate, alternative to solving the full phase-space transport equations. The paper shows which computational model should be used depending on the size and shape of the nonscattering inclusions in the simplified setting of two space dimensions. An important application is the treatment of clear layers in near-infrared (NIR) spectroscopy, an imaging technique based on the propagation of NIR photons in human tissues.

The first boundary-value problem for a fractional diffusion-wave equation in a non-cylindrical domain

NASA Astrophysics Data System (ADS)

Pskhu, A. V.

2017-12-01

We solve the first boundary-value problem in a non-cylindrical domain for a diffusion-wave equation with the Dzhrbashyan- Nersesyan operator of fractional differentiation with respect to the time variable. We prove an existence and uniqueness theorem for this problem, and construct a representation of the solution. We show that a sufficient condition for unique solubility is the condition of Hölder smoothness for the lateral boundary of the domain. The corresponding results for equations with Riemann- Liouville and Caputo derivatives are particular cases of results obtained here.

Solution of the modified Helmholtz equation in a triangular domain and an application to diffusion-limited coalescence.

PubMed

ben-Avraham, D; Fokas, A S

2001-07-01

A new transform method for solving boundary value problems for linear and integrable nonlinear partial differential equations recently introduced in the literature is used here to obtain the solution of the modified Helmholtz equation q(xx)(x,y)+q(yy)(x,y)-4 beta(2)q(x,y)=0 in the triangular domain 0< or =x< or =L-y< or =L, with mixed boundary conditions. This solution is applied to the problem of diffusion-limited coalescence, A+A<==>A, in the segment (-L/2,L/2), with traps at the edges.

Singular solution of the Feller diffusion equation via a spectral decomposition.

PubMed

Gan, Xinjun; Waxman, David

2015-01-01

Feller studied a branching process and found that the distribution for this process approximately obeys a diffusion equation [W. Feller, in Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability (University of California Press, Berkeley and Los Angeles, 1951), pp. 227-246]. This diffusion equation and its generalizations play an important role in many scientific problems, including, physics, biology, finance, and probability theory. We work under the assumption that the fundamental solution represents a probability density and should account for all of the probability in the problem. Thus, under the circumstances where the random process can be irreversibly absorbed at the boundary, this should lead to the presence of a Dirac delta function in the fundamental solution at the boundary. However, such a feature is not present in the standard approach (Laplace transformation). Here we require that the total integrated probability is conserved. This yields a fundamental solution which, when appropriate, contains a term proportional to a Dirac delta function at the boundary. We determine the fundamental solution directly from the diffusion equation via spectral decomposition. We obtain exact expressions for the eigenfunctions, and when the fundamental solution contains a Dirac delta function at the boundary, every eigenfunction of the forward diffusion operator contains a delta function. We show how these combine to produce a weight of the delta function at the boundary which ensures the total integrated probability is conserved. The solution we present covers cases where parameters are time dependent, thereby greatly extending its applicability.

An improved model of fission gas atom transport in irradiated uranium dioxide

NASA Astrophysics Data System (ADS)

Shea, J. H.

2018-04-01

The hitherto standard approach to predicting fission gas release has been a pure diffusion gas atom transport model based upon Fick's law. An additional mechanism has subsequently been identified from experimental data at high burnup and has been summarised in an empirical model that is considered to embody a so-called fuel matrix 'saturation' phenomenon whereby the fuel matrix has become saturated with fission gas so that the continued addition of extra fission gas atoms results in their expulsion from the fuel matrix into the fuel rod plenum. The present paper proposes a different approach by constructing an enhanced fission gas transport law consisting of two components: 1) Fick's law and 2) a so-called drift term. The new transport law can be shown to be effectively identical in its predictions to the 'saturation' approach and is more readily physically justifiable. The method introduces a generalisation of the standard diffusion equation which is dubbed the Drift Diffusion Equation. According to the magnitude of a dimensionless Péclet number, P, the new equation can vary from pure diffusion to pure drift, which latter represents a collective motion of the fission gas atoms through the fuel matrix at a translational velocity. Comparison is made between the saturation and enhanced transport approaches. Because of its dependence on P, the Drift Diffusion Equation is shown to be more effective at managing the transition from one type of limiting transport phenomenon to the other. Thus it can adapt appropriately according to the reactor operation.

Singular solution of the Feller diffusion equation via a spectral decomposition

NASA Astrophysics Data System (ADS)

Gan, Xinjun; Waxman, David

2015-01-01

Feller studied a branching process and found that the distribution for this process approximately obeys a diffusion equation [W. Feller, in Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability (University of California Press, Berkeley and Los Angeles, 1951), pp. 227-246]. This diffusion equation and its generalizations play an important role in many scientific problems, including, physics, biology, finance, and probability theory. We work under the assumption that the fundamental solution represents a probability density and should account for all of the probability in the problem. Thus, under the circumstances where the random process can be irreversibly absorbed at the boundary, this should lead to the presence of a Dirac delta function in the fundamental solution at the boundary. However, such a feature is not present in the standard approach (Laplace transformation). Here we require that the total integrated probability is conserved. This yields a fundamental solution which, when appropriate, contains a term proportional to a Dirac delta function at the boundary. We determine the fundamental solution directly from the diffusion equation via spectral decomposition. We obtain exact expressions for the eigenfunctions, and when the fundamental solution contains a Dirac delta function at the boundary, every eigenfunction of the forward diffusion operator contains a delta function. We show how these combine to produce a weight of the delta function at the boundary which ensures the total integrated probability is conserved. The solution we present covers cases where parameters are time dependent, thereby greatly extending its applicability.

THE EFFECT OF DIFFUSION ON THE PARTICLE SPECTRA IN PULSAR WIND NEBULAE

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

Vorster, M. J.; Moraal, H., E-mail: 12792322@nwu.ac.za

2013-03-01

A possible way to calculate particle spectra as a function of position in pulsar wind nebulae is to solve a Fokker-Planck transport equation. This paper presents numerical solutions to the transport equation with the processes of convection, diffusion, adiabatic losses, and synchrotron radiation included. In the first part of the paper, the steady-state version of the transport equation is solved as a function of position and energy. This is done to distinguish the various effects of the aforementioned processes on the solutions to the transport equation. The second part of the paper deals with a time-dependent solution to the transportmore » equation, specifically taking into account the effect of a moving outer boundary. The paper highlights the fact that diffusion can play a significant role in reducing the amount of synchrotron losses, leading to a modification in the expected particle spectra. These modified spectra can explain the change in the photon index of the synchrotron emission as a function of position. The solutions presented in this paper are not limited to pulsar wind nebulae, but can be applied to any similar central source system, e.g., globular clusters.« less

Fractional calculus phenomenology in two-dimensional plasma models

NASA Astrophysics Data System (ADS)

Gustafson, Kyle; Del Castillo Negrete, Diego; Dorland, Bill

2006-10-01

Transport processes in confined plasmas for fusion experiments, such as ITER, are not well-understood at the basic level of fully nonlinear, three-dimensional kinetic physics. Turbulent transport is invoked to describe the observed levels in tokamaks, which are orders of magnitude greater than the theoretical predictions. Recent results show the ability of a non-diffusive transport model to describe numerical observations of turbulent transport. For example, resistive MHD modeling of tracer particle transport in pressure-gradient driven turbulence for a three-dimensional plasma reveals that the superdiffusive (2̂˜t^α where α> 1) radial transport in this system is described quantitatively by a fractional diffusion equation Fractional calculus is a generalization involving integro-differential operators, which naturally describe non-local behaviors. Our previous work showed the quantitative agreement of special fractional diffusion equation solutions with numerical tracer particle flows in time-dependent linearized dynamics of the Hasegawa-Mima equation (for poloidal transport in a two-dimensional cold-ion plasma). In pursuit of a fractional diffusion model for transport in a gyrokinetic plasma, we now present numerical results from tracer particle transport in the nonlinear Hasegawa-Mima equation and a planar gyrokinetic model. Finite Larmor radius effects will be discussed. D. del Castillo Negrete, et al, Phys. Rev. Lett. 94, 065003 (2005).

Modeling of adsorption dynamics at air-liquid interfaces using statistical rate theory (SRT).

PubMed

Biswas, M E; Chatzis, I; Ioannidis, M A; Chen, P

2005-06-01

A large number of natural and technological processes involve mass transfer at interfaces. Interfacial properties, e.g., adsorption, play a key role in such applications as wetting, foaming, coating, and stabilizing of liquid films. The mechanistic understanding of surface adsorption often assumes molecular diffusion in the bulk liquid and subsequent adsorption at the interface. Diffusion is well described by Fick's law, while adsorption kinetics is less understood and is commonly described using Langmuir-type empirical equations. In this study, a general theoretical model for adsorption kinetics/dynamics at the air-liquid interface is developed; in particular, a new kinetic equation based on the statistical rate theory (SRT) is derived. Similar to many reported kinetic equations, the new kinetic equation also involves a number of parameters, but all these parameters are theoretically obtainable. In the present model, the adsorption dynamics is governed by three dimensionless numbers: psi (ratio of adsorption thickness to diffusion length), lambda (ratio of square of the adsorption thickness to the ratio of adsorption to desorption rate constant), and Nk (ratio of the adsorption rate constant to the product of diffusion coefficient and bulk concentration). Numerical simulations for surface adsorption using the proposed model are carried out and verified. The difference in surface adsorption between the general and the diffusion controlled model is estimated and presented graphically as contours of deviation. Three different regions of adsorption dynamics are identified: diffusion controlled (deviation less than 10%), mixed diffusion and transfer controlled (deviation in the range of 10-90%), and transfer controlled (deviation more than 90%). These three different modes predominantly depend on the value of Nk. The corresponding ranges of Nk for the studied values of psi (10(-2)

Generalized Fourier analyses of the advection-diffusion equation - Part I: one-dimensional domains

NASA Astrophysics Data System (ADS)

Christon, Mark A.; Martinez, Mario J.; Voth, Thomas E.

2004-07-01

This paper presents a detailed multi-methods comparison of the spatial errors associated with finite difference, finite element and finite volume semi-discretizations of the scalar advection-diffusion equation. The errors are reported in terms of non-dimensional phase and group speed, discrete diffusivity, artificial diffusivity, and grid-induced anisotropy. It is demonstrated that Fourier analysis provides an automatic process for separating the discrete advective operator into its symmetric and skew-symmetric components and characterizing the spectral behaviour of each operator. For each of the numerical methods considered, asymptotic truncation error and resolution estimates are presented for the limiting cases of pure advection and pure diffusion. It is demonstrated that streamline upwind Petrov-Galerkin and its control-volume finite element analogue, the streamline upwind control-volume method, produce both an artificial diffusivity and a concomitant phase speed adjustment in addition to the usual semi-discrete artifacts observed in the phase speed, group speed and diffusivity. The Galerkin finite element method and its streamline upwind derivatives are shown to exhibit super-convergent behaviour in terms of phase and group speed when a consistent mass matrix is used in the formulation. In contrast, the CVFEM method and its streamline upwind derivatives yield strictly second-order behaviour. In Part II of this paper, we consider two-dimensional semi-discretizations of the advection-diffusion equation and also assess the affects of grid-induced anisotropy observed in the non-dimensional phase speed, and the discrete and artificial diffusivities. Although this work can only be considered a first step in a comprehensive multi-methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common analysis framework. Published in 2004 by John Wiley & Sons, Ltd.

A diffuse-interface method for two-phase flows with soluble surfactants

PubMed Central

Teigen, Knut Erik; Song, Peng; Lowengrub, John; Voigt, Axel

2010-01-01

A method is presented to solve two-phase problems involving soluble surfactants. The incompressible Navier–Stokes equations are solved along with equations for the bulk and interfacial surfactant concentrations. A non-linear equation of state is used to relate the surface tension to the interfacial surfactant concentration. The method is based on the use of a diffuse interface, which allows a simple implementation using standard finite difference or finite element techniques. Here, finite difference methods on a block-structured adaptive grid are used, and the resulting equations are solved using a non-linear multigrid method. Results are presented for a drop in shear flow in both 2D and 3D, and the effect of solubility is discussed. PMID:21218125

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1976-01-01

The collision operator that appears in the equation of motion for a particle distribution function that was averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. An expansion is derived for the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest nontrivial order. The validity of this expansion is seen to be the same as that of the standard quasilinear expansion.

On linearization and preconditioning for radiation diffusion coupled to material thermal conduction equations

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

Feng, Tao, E-mail: fengtao2@mail.ustc.edu.cn; Graduate School of China Academy Engineering Physics, Beijing 100083; An, Hengbin, E-mail: an_hengbin@iapcm.ac.cn

2013-03-01

Jacobian-free Newton–Krylov (JFNK) method is an effective algorithm for solving large scale nonlinear equations. One of the most important advantages of JFNK method is that there is no necessity to form and store the Jacobian matrix of the nonlinear system when JFNK method is employed. However, an approximation of the Jacobian is needed for the purpose of preconditioning. In this paper, JFNK method is employed to solve a class of non-equilibrium radiation diffusion coupled to material thermal conduction equations, and two preconditioners are designed by linearizing the equations in two methods. Numerical results show that the two preconditioning methods canmore » improve the convergence behavior and efficiency of JFNK method.« less

Diffusion coefficients of water in biobased hydrogel polymer matrices by nuclear magnetic resonance imaging

USDA-ARS?s Scientific Manuscript database

The diffusion coefficient of water in biobased hydrogels were measured utilizing a simple NMR method. This method tracks the migration of deuterium oxide through imaging data that is fit to a diffusion equation. The results show that a 5 wt% soybean oil based hydrogel gives aqueous diffusion of 1.37...

A combined kick-out and dissociative diffusion mechanism of grown-in Be in InGaAs and InGaAsP. A new finite difference-Bairstow method for solution of the diffusion equations

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

Koumetz, Serge D., E-mail: Serge.Koumetz@univ-rouen.fr; Martin, Patrick; Murray, Hugues

Experimental results on the diffusion of grown-in beryllium (Be) in indium gallium arsenide (In{sub 0.53}Ga{sub 0.47}As) and indium gallium arsenide phosphide (In{sub 0.73}Ga{sub 0.27}As{sub 0.58}P{sub 0.42}) gas source molecular beam epitaxy alloys lattice-matched to indium phosphide (InP) can be successfully explained in terms of a combined kick-out and dissociative diffusion mechanism, involving neutral Be interstitials (Be{sub i}{sup 0}), singly positively charged gallium (Ga), indium (In) self-interstitials (I{sub III}{sup +}) and singly positively charged Ga, In vacancies (V{sub III}{sup +}). A new numerical method of solution to the system of diffusion equations, based on the finite difference approximations and Bairstow's method,more » is proposed.« less

Spatial pattern dynamics due to the fitness gradient flux in evolutionary games.

PubMed

deForest, Russ; Belmonte, Andrew

2013-06-01

We introduce a nondiffusive spatial coupling term into the replicator equation of evolutionary game theory. The spatial flux is based on motion due to local gradients in the relative fitness of each strategy, providing a game-dependent alternative to diffusive coupling. We study numerically the development of patterns in one dimension (1D) for two-strategy games including the coordination game and the prisoner's dilemma, and in two dimensions (2D) for the rock-paper-scissors game. In 1D we observe modified traveling wave solutions in the presence of diffusion, and asymptotic attracting states under a frozen-strategy assumption without diffusion. In 2D we observe spiral formation and breakup in the frozen-strategy rock-paper-scissors game without diffusion. A change of variables appropriate to replicator dynamics is shown to correctly capture the 1D asymptotic steady state via a nonlinear diffusion equation.

Nonlinear diffusion and viral spread through the leaf of a plant

NASA Astrophysics Data System (ADS)

Edwards, Maureen P.; Waterhouse, Peter M.; Munoz-Lopez, María Jesús; Anderssen, Robert S.

2016-10-01

The spread of a virus through the leaf of a plant is both spatially and temporally causal in that the present status depends on the past and the spatial spread is compactly supported and progresses outwards. Such spatial spread is known to occur for certain nonlinear diffusion processes. The first compactly supported solution for nonlinear diffusion equations appears to be that of Pattle published in 1959. In that paper, no explanation is given as to how the solution was derived. Here, we show how the solution can be derived using Lie symmetry analysis. This lays a foundation for exploring the behavior of other choices for nonlinear diffusion and exploring the addition of reaction terms which do not eliminate the compactly supported structure. The implications associated with using the reaction-diffusion equation to model the spatial-temporal spread of a virus through the leaf of a plant are discussed.

The effects of the Asselin time filter on numerical solutions to the linearized shallow-water wave equations

NASA Technical Reports Server (NTRS)

Schlesinger, R. E.; Johnson, D. R.; Uccellini, L. W.

1983-01-01

In the present investigation, a one-dimensional linearized analysis is used to determine the effect of Asselin's (1972) time filter on both the computational stability and phase error of numerical solutions for the shallow water wave equations, in cases with diffusion but without rotation. An attempt has been made to establish the approximate optimal values of the filtering parameter nu for each of the 'lagged', Dufort-Frankel, and Crank-Nicholson diffusion schemes, suppressing the computational wave mode without materially altering the physical wave mode. It is determined that in the presence of diffusion, the optimum filter length depends on whether waves are undergoing significant propagation. When moderate propagation is present, with or without diffusion, the Asselin filter has little effect on the spatial phase lag of the physical mode for the leapfrog advection scheme of the three diffusion schemes considered.

Quantum Transmission Conditions for Diffusive Transport in Graphene with Steep Potentials

NASA Astrophysics Data System (ADS)

Barletti, Luigi; Negulescu, Claudia

2018-05-01

We present a formal derivation of a drift-diffusion model for stationary electron transport in graphene, in presence of sharp potential profiles, such as barriers and steps. Assuming the electric potential to have steep variations within a strip of vanishing width on a macroscopic scale, such strip is viewed as a quantum interface that couples the classical regions at its left and right sides. In the two classical regions, where the potential is assumed to be smooth, electron and hole transport is described in terms of semiclassical kinetic equations. The diffusive limit of the kinetic model is derived by means of a Hilbert expansion and a boundary layer analysis, and consists of drift-diffusion equations in the classical regions, coupled by quantum diffusive transmission conditions through the interface. The boundary layer analysis leads to the discussion of a four-fold Milne (half-space, half-range) transport problem.

Spatial pattern dynamics due to the fitness gradient flux in evolutionary games

NASA Astrophysics Data System (ADS)

deForest, Russ; Belmonte, Andrew

2013-06-01

We introduce a nondiffusive spatial coupling term into the replicator equation of evolutionary game theory. The spatial flux is based on motion due to local gradients in the relative fitness of each strategy, providing a game-dependent alternative to diffusive coupling. We study numerically the development of patterns in one dimension (1D) for two-strategy games including the coordination game and the prisoner's dilemma, and in two dimensions (2D) for the rock-paper-scissors game. In 1D we observe modified traveling wave solutions in the presence of diffusion, and asymptotic attracting states under a frozen-strategy assumption without diffusion. In 2D we observe spiral formation and breakup in the frozen-strategy rock-paper-scissors game without diffusion. A change of variables appropriate to replicator dynamics is shown to correctly capture the 1D asymptotic steady state via a nonlinear diffusion equation.

Quasilinear diffusion coefficients in a finite Larmor radius expansion for ion cyclotron heated plasmas

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

Lee, Jungpyo; Wright, John; Bertelli, Nicola

In this study, a reduced model of quasilinear velocity diffusion by a small Larmor radius approximation is derived to couple the Maxwell’s equations and the Fokker Planck equation self-consistently for the ion cyclotron range of frequency waves in a tokamak. The reduced model ensures the important properties of the full model by Kennel-Engelmann diffusion, such as diffusion directions, wave polarizations, and H-theorem. The kinetic energy change (Wdot ) is used to derive the reduced model diffusion coefficients for the fundamental damping (n = 1) and the second harmonic damping (n = 2) to the lowest order of the finite Larmormore » radius expansion. The quasilinear diffusion coefficients are implemented in a coupled code (TORIC-CQL3D) with the equivalent reduced model of the dielectric tensor. We also present the simulations of the ITER minority heating scenario, in which the reduced model is verified within the allowable errors from the full model results.« less

Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion.

PubMed

Bodrova, Anna S; Chechkin, Aleksei V; Cherstvy, Andrey G; Safdari, Hadiseh; Sokolov, Igor M; Metzler, Ralf

2016-07-27

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.

Using Global Invariant Manifolds to Understand Metastability in the Burgers Equation With Small Viscosity

NASA Astrophysics Data System (ADS)

Beck, Margaret; Wayne, C. Eugene

2009-01-01

The large-time behavior of solutions to the Burgers equation with small viscosity is described using invariant manifolds. In particular, a geometric explanation is provided for a phenomenon known as metastability, which in the present context means that solutions spend a very long time near the family of solutions known as diffusive N-waves before finally converging to a stable self-similar diffusion wave. More precisely, it is shown that in terms of similarity, or scaling, variables in an algebraically weighted L^2 space, the self-similar diffusion waves correspond to a one-dimensional global center manifold of stationary solutions. Through each of these fixed points there exists a one-dimensional, global, attractive, invariant manifold corresponding to the diffusive N-waves. Thus, metastability corresponds to a fast transient in which solutions approach this metastable manifold of diffusive N-waves, followed by a slow decay along this manifold, and, finally, convergence to the self-similar diffusion wave.

Quasilinear diffusion coefficients in a finite Larmor radius expansion for ion cyclotron heated plasmas

DOE PAGES

Lee, Jungpyo; Wright, John; Bertelli, Nicola; ...

2017-04-24

In this study, a reduced model of quasilinear velocity diffusion by a small Larmor radius approximation is derived to couple the Maxwell’s equations and the Fokker Planck equation self-consistently for the ion cyclotron range of frequency waves in a tokamak. The reduced model ensures the important properties of the full model by Kennel-Engelmann diffusion, such as diffusion directions, wave polarizations, and H-theorem. The kinetic energy change (Wdot ) is used to derive the reduced model diffusion coefficients for the fundamental damping (n = 1) and the second harmonic damping (n = 2) to the lowest order of the finite Larmormore » radius expansion. The quasilinear diffusion coefficients are implemented in a coupled code (TORIC-CQL3D) with the equivalent reduced model of the dielectric tensor. We also present the simulations of the ITER minority heating scenario, in which the reduced model is verified within the allowable errors from the full model results.« less

Continuous time anomalous diffusion in a composite medium.

PubMed

Stickler, B A; Schachinger, E

2011-08-01

The one-dimensional continuous time anomalous diffusion in composite media consisting of a finite number of layers in immediate contact is investigated. The diffusion process itself is described with the help of two probability density functions (PDFs), one of which is an arbitrary jump-length PDF, and the other is a long-tailed waiting-time PDF characterized by the waiting-time index β∈(0,1). The former is assumed to be a function of the space coordinate x and the time coordinate t while the latter is a function of x and the time interval. For such an environment a very general form of the diffusion equation is derived which describes the continuous time anomalous diffusion in a composite medium. This result is then specialized to two particular forms of the jump-length PDF, namely the continuous time Lévy flight PDF and the continuous time truncated Lévy flight PDF. In both cases the PDFs are characterized by the Lévy index α∈(0,2) which is regarded to be a function of x and t. It is possible to demonstrate that for particular choices of the indices α and β other equations for anomalous diffusion, well known from the literature, follow immediately. This demonstrates the very general applicability of the derivation and of the resulting fractional differential equation discussed here.

Slip and barodiffusion phenomena in slow flows of a gas mixture

NASA Astrophysics Data System (ADS)

Zhdanov, V. M.

2017-03-01

The slip and barodiffusion problems for the slow flows of a gas mixture are investigated on the basis of the linearized moment equations following from the Boltzmann equation. We restrict ourselves to the set of the third-order moment equations and state two general relations (resembling conservation equations) for the moments of the distribution function similar to the conditions used by Loyalka [S. K. Loyalka, Phys. Fluids 14, 2291 (1971), 10.1063/1.1693331] in his approximation method (the modified Maxwell method). The expressions for the macroscopic velocities of the gas mixture species, the partial viscous stress tensors, and the reduced heat fluxes for the stationary slow flow of a gas mixture in the semi-infinite space over a plane wall are obtained as a result of the exact solution of the linearized moment equations in the 10- and 13-moment approximations. The general expression for the slip velocity and the simple and accurate expressions for the viscous, thermal, diffusion slip, and baroslip coefficients, which are given in terms of the basic transport coefficients, are derived by using the modified Maxwell method. The solutions of moment equations are also used for investigation of the flow and diffusion of a gas mixture in a channel formed by two infinite parallel plates. A fundamental result is that the barodiffusion factor in the cross-section-averaged expression for the diffusion flux contains contributions associated with the viscous transfer of momentum in the gas mixture and the effect of the Knudsen layer. Our study revealed that the barodiffusion factor is equal to the diffusion slip coefficient (correct to the opposite sign). This result is consistent with the Onsager's reciprocity relations for kinetic coefficients following from nonequilibrium thermodynamics of the discontinuous systems.

Bidirectional plant canopy reflection models derived from the radiation transfer equation

NASA Technical Reports Server (NTRS)

Beeth, D. R.

1975-01-01

A collection of bidirectional canopy reflection models was obtained from the solution of the radiation transfer equation for a horizontally homogeneous canopy. A phase function is derived for a collection of bidirectionally reflecting and transmitting planar elements characterized geometrically by slope and azimuth density functions. Two approaches to solving the radiation transfer equation for the canopy are presented. One approach factors the radiation transfer equation into a solvable set of three first-order linear differential equations by assuming that the radiation field within the canopy can be initially approximated by three components: uniformly diffuse downwelling, uniformly diffuse upwelling, and attenuated specular. The solution to these equations, which can be iterated to any degree of accuracy, was used to obtain overall canopy reflection from the formal solution to the radiation transfer equation. A programable solution to canopy overall bidirectional reflection is given for this approach. The special example of Lambertian leaves with constant leaf bidirectional reflection and scattering functions is considered, and a programmable solution for this example is given. The other approach to solving the radiation transfer equation, a generalized Chandrasekhar technique, is presented in the appendix.

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

Morphology Effect on Proton Dynamics in Nafion® 117 and Sulfonated Polyether Ether Ketone

NASA Astrophysics Data System (ADS)

Leong, Jun Xing; Diño, Wilson Agerico; Ahmad, Azizan; Daud, Wan Ramli Wan; Kasai, Hideaki

2016-09-01

We report results of our experimental and theoretical studies on the dynamics of proton conductivity in Nafion® 117 and self-fabricated sulfonated polyether ether ketone (SPEEK) membranes. Knowing that the presence of water molecules in the diffusion process results in a lower energy barrier, we determined the diffusion barriers and corresponding tunneling probabilities of Nafion® 117 and SPEEK system using a simple theoretical model that excludes the medium (water molecules) in the initial calculations. We then propose an equation that relates the membrane conductivity to the tunneling probability. We recover the effect of the medium by introducing a correction term into the proposed equation, which takes into account the effect of the proton diffusion distance and the hydration level. We have also experimentally verified that the proposed equation correctly explain the difference in conductivity between Nafion® 117 and SPEEK. We found that membranes that are to be operated in low hydration environments (high temperatures) need to be designed with short diffusion distances to enhance and maintain high conductivity.

Valuing options in shot noise market

NASA Astrophysics Data System (ADS)

Laskin, Nick

2018-07-01

A new exactly solvable option pricing model has been introduced and elaborated. It is assumed that a stock price follows a Geometric shot noise process. An arbitrage-free integro-differential option pricing equation has been obtained and solved. The new Greeks have been analytically calculated. It has been shown that in diffusion approximation the developed option pricing model incorporates the well-known Black-Scholes equation and its solution. The stochastic dynamic origin of the Black-Scholes volatility has been uncovered. To model the observed market stock price patterns consisting of high frequency small magnitude and low frequency large magnitude jumps, the superposition of two Geometric shot noises has been implemented. A new generalized option pricing equation has been obtained and its exact solution was found. Merton's jump-diffusion formula for option price was recovered in diffusion approximation. Despite the non-Gaussian nature of probability distributions involved, the new option pricing model has the same degree of analytical tractability as the Black-Scholes model and the Merton jump-diffusion model. This attractive feature allows one to derive exact formulas to value options and option related instruments in the market with jump-like price patterns.

The effect of shear flow on the rotational diffusivity of a single axisymmetric particle

NASA Astrophysics Data System (ADS)

Leahy, Brian; Koch, Donald; Cohen, Itai

2014-11-01

Colloidal suspensions of nonspherical particles abound in the world around us, from red blood cells in arteries to kaolinite discs in clay. Understanding the orientation dynamics of these particles is important for suspension rheology and particle self-assembly. However, even for the simplest case of dilute suspensions in simple shear flow, the orientation dynamics of Brownian nonspherical particles are poorly understood at large shear rates. Here, we analytically calculate the time-dependent orientation distributions of particles confined to the flow-gradient plane when the rotary diffusion is small but nonzero. For both startup and oscillatory shear flows, we find a coordinate change that maps the convection-diffusion equation to a simple diffusion equation with an enhanced diffusion constant, simplifying the orientation dynamics. For oscillatory shear, this enhanced diffusion drastically alters the quasi-steady orientation distributions. Our theory of the unsteady orientation dynamics provides an understanding of a nonspherical particle suspension's rheology for a large class of unsteady flows. For particles with aspect ratio 10 under oscillatory shear, the rotary diffusion and intrinsic viscosity vary with amplitude by a factor of ~ 40 and ~ 2 , respectively.

Diffusion of multiple species with excluded-volume effects.

PubMed

Bruna, Maria; Chapman, S Jonathan

2012-11-28

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial differential equations. In this paper we consider multiple interacting subpopulations/species and study how the inter-species competition emerges at the population level. Each individual is described as a finite-size hard core interacting particle undergoing brownian motion. The link between the discrete stochastic equations of motion and the continuum model is considered systematically using the method of matched asymptotic expansions. The system for two species leads to a nonlinear cross-diffusion system for each subpopulation, which captures the enhancement of the effective diffusion rate due to excluded-volume interactions between particles of the same species, and the diminishment due to particles of the other species. This model can explain two alternative notions of the diffusion coefficient that are often confounded, namely collective diffusion and self-diffusion. Simulations of the discrete system show good agreement with the analytic results.

A Semi-Analytical Model for Dispersion Modelling Studies in the Atmospheric Boundary Layer

NASA Astrophysics Data System (ADS)

Gupta, A.; Sharan, M.

2017-12-01

The severe impact of harmful air pollutants has always been a cause of concern for a wide variety of air quality analysis. The analytical models based on the solution of the advection-diffusion equation have been the first and remain the convenient way for modeling air pollutant dispersion as it is easy to handle the dispersion parameters and related physics in it. A mathematical model describing the crosswind integrated concentration is presented. The analytical solution to the resulting advection-diffusion equation is limited to a constant and simple profiles of eddy diffusivity and wind speed. In practice, the wind speed depends on the vertical height above the ground and eddy diffusivity profiles on the downwind distance from the source as well as the vertical height. In the present model, a method of eigen-function expansion is used to solve the resulting partial differential equation with the appropriate boundary conditions. This leads to a system of first order ordinary differential equations with a coefficient matrix depending on the downwind distance. The solution of this system, in general, can be expressed in terms of Peano-baker series which is not easy to compute, particularly when the coefficient matrix becomes non-commutative (Martin et al., 1967). An approach based on Taylor's series expansion is introduced to find the numerical solution of first order system. The method is applied to various profiles of wind speed and eddy diffusivities. The solution computed from the proposed methodology is found to be efficient and accurate in comparison to those available in the literature. The performance of the model is evaluated with the diffusion datasets from Copenhagen (Gryning et al., 1987) and Hanford (Doran et al., 1985). In addition, the proposed method is used to deduce three dimensional concentrations by considering the Gaussian distribution in crosswind direction, which is also evaluated with diffusion data corresponding to a continuous point source.

Symplastic Transport of Carboxyfluorescein in Staminal Hairs of Setcreasea purpurea Is Diffusive and Includes Loss to the Vacuole.

PubMed

Tucker, J E; Mauzerall, D; Tucker, E B

1989-07-01

The kinetics of symplastic transport in staminal hairs of Setcreasea purpurea was studied. The tip cell of a staminal hair was microinjected with carboxyfluorescein (CF) and the symplastic transport of this CF was videotaped and the digital data analyzed to produce kinetic curves. Using a finite difference equation for diffusion between cells and for loss of dye into the vacuole, kinetic curves were calculated and fitted to the observed data. These curves were matched with data from actual microinjection experiments by adjusting K (the coefficient of intercellular junction diffusion) and L (the coefficient of intracellular loss) until a minimum in the least squares difference between the curves was obtained. (a) Symplastic transport of CF was governed by diffusion through intercellular pores (plasmodesmata) and intracellular loss. Diffusion within the cell cytoplasm was never limiting. (b) Each cell and its plasmodesmata must be considered as its own diffusion system. Therefore, a diffusion coefficient cannot be calculated for an entire chain of cells. (c) The movement through plasmodesmata in either direction was the same since the data are fit by a diffusion equation. (d) Diffusion through the intercellular pores was estimated to be slower than diffusion through similar pores filled with water.

Symplastic Transport of Carboxyfluorescein in Staminal Hairs of Setcreasea purpurea Is Diffusive and Includes Loss to the Vacuole 1

PubMed Central

Tucker, Joseph E.; Mauzerall, David; Tucker, Edward B.

1989-01-01

The kinetics of symplastic transport in staminal hairs of Setcreasea purpurea was studied. The tip cell of a staminal hair was microinjected with carboxyfluorescein (CF) and the symplastic transport of this CF was videotaped and the digital data analyzed to produce kinetic curves. Using a finite difference equation for diffusion between cells and for loss of dye into the vacuole, kinetic curves were calculated and fitted to the observed data. These curves were matched with data from actual microinjection experiments by adjusting K (the coefficient of intercellular junction diffusion) and L (the coefficient of intracellular loss) until a minimum in the least squares difference between the curves was obtained. (a) Symplastic transport of CF was governed by diffusion through intercellular pores (plasmodesmata) and intracellular loss. Diffusion within the cell cytoplasm was never limiting. (b) Each cell and its plasmodesmata must be considered as its own diffusion system. Therefore, a diffusion coefficient cannot be calculated for an entire chain of cells. (c) The movement through plasmodesmata in either direction was the same since the data are fit by a diffusion equation. (d) Diffusion through the intercellular pores was estimated to be slower than diffusion through similar pores filled with water. PMID:16666864

Insights into cadmium diffusion mechanisms in two-stage diffusion profiles in solar-grade Cu(In,Ga)Se{sub 2} thin films

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

Biderman, N. J.; Sundaramoorthy, R.; Haldar, Pradeep

Cadmium diffusion experiments were performed on polished copper indium gallium diselenide (Cu(In,Ga)Se{sub 2} or CIGS) samples with resulting cadmium diffusion profiles measured by time-of-flight secondary ion mass spectroscopy. Experiments done in the annealing temperature range between 275 °C and 425 °C reveal two-stage cadmium diffusion profiles which may be indicative of multiple diffusion mechanisms. Each stage can be described by the standard solutions of Fick's second law. The slower cadmium diffusion in the first stage can be described by the Arrhenius equation D{sub 1} = 3 × 10{sup −4} exp (− 1.53 eV/k{sub B}T) cm{sup 2} s{sup −1}, possibly representing vacancy-meditated diffusion. The faster second-stage diffusion coefficients determined in these experiments matchmore » the previously reported cadmium diffusion Arrhenius equation of D{sub 2} = 4.8 × 10{sup −4} exp (−1.04 eV/k{sub B}T) cm{sup 2} s{sup −1}, suggesting an interstitial-based mechanism.« less

Some remarks on the numerical solution of parabolic partial differential equations

NASA Astrophysics Data System (ADS)

Campagna, R.; Cuomo, S.; Leveque, S.; Toraldo, G.; Giannino, F.; Severino, G.

2017-11-01

Numerous environmental/engineering applications relying upon the theory of diffusion phenomena into chaotic environments have recently stimulated the interest toward the numerical solution of parabolic partial differential equations (PDEs). In the present paper, we outline a formulation of the mathematical problem underlying a quite general diffusion mechanism in the natural environments, and we shortly emphasize some remarks concerning the applicability of the (straightforward) finite difference method. An illustration example is also presented.

Diffusion Of Mass In Evaporating Multicomponent Drops

NASA Technical Reports Server (NTRS)

Bellan, Josette; Harstad, Kenneth G.

1992-01-01

Report summarizes study of diffusion of mass and related phenomena occurring in evaporation of dense and dilute clusters of drops of multicomponent liquids intended to represent fuels as oil, kerosene, and gasoline. Cluster represented by simplified mathematical model, including global conservation equations for entire cluster and conditions on boundary between cluster and ambient gas. Differential equations of model integrated numerically. One of series of reports by same authors discussing evaporation and combustion of sprayed liquid fuels.

Real time visualization of quantum walk

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

Miyazaki, Akihide; Hamada, Shinji; Sekino, Hideo

2014-02-20

Time evolution of quantum particles like electrons is described by time-dependent Schrödinger equation (TDSE). The TDSE is regarded as the diffusion equation of electrons with imaginary diffusion coefficients. And the TDSE is solved by quantum walk (QW) which is regarded as a quantum version of a classical random walk. The diffusion equation is solved in discretized space/time as in the case of classical random walk with additional unitary transformation of internal degree of freedom typical for quantum particles. We call the QW for solution of the TDSE a Schrödinger walk (SW). For observation of one quantum particle evolution under amore » given potential in atto-second scale, we attempt a successive computation and visualization of the SW. Using Pure Data programming, we observe the correct behavior of a probability distribution under the given potential in real time for observers of atto-second scale.« less

Diffusion length measurements in bulk and epitaxially grown 3-5 semiconductors using charge collection microscopy

NASA Technical Reports Server (NTRS)

Leon, R. P.

1987-01-01

Diffusion lengths and surface recombination velocities were measured in GaAs diodes and InP finished solar cells. The basic techniques used was charge collection microscopy also known as electron beam induced current (EBIC). The normalized currents and distances from the pn junction were read directly from the calibrated curves obtained while using the line scan mode in an SEM. These values were then equated to integral and infinite series expressions resulting from the solution of the diffusion equation with both extended generation and point generation functions. This expands previous work by examining both thin and thick samples. The surface recombination velocity was either treated as an unknown in a system of two equations, or measured directly using low e(-) beam accelerating voltages. These techniques give accurate results by accounting for the effects of surface recombination and the finite size of the generation volume.

Diffusion of test particles in stochastic magnetic fields for small Kubo numbers.

PubMed

Neuer, Marcus; Spatschek, Karl H

2006-02-01

Motion of charged particles in a collisional plasma with stochastic magnetic field lines is investigated on the basis of the so-called A-Langevin equation. Compared to the previously used A-Langevin model, here finite Larmor radius effects are taken into account. The A-Langevin equation is solved under the assumption that the Lagrangian correlation function for the magnetic field fluctuations is related to the Eulerian correlation function (in Gaussian form) via the Corrsin approximation. The latter is justified for small Kubo numbers. The velocity correlation function, being averaged with respect to the stochastic variables including collisions, leads to an implicit differential equation for the mean square displacement. From the latter, different transport regimes, including the well-known Rechester-Rosenbluth diffusion coefficient, are derived. Finite Larmor radius contributions show a decrease of the diffusion coefficient compared to the guiding center limit. The case of small (or vanishing) mean fields is also discussed.

Drift-wave turbulence and zonal flow generation.

PubMed

Balescu, R

2003-10-01

Drift-wave turbulence in a plasma is analyzed on the basis of the wave Liouville equation, describing the evolution of the distribution function of wave packets (quasiparticles) characterized by position x and wave vector k. A closed kinetic equation is derived for the ensemble-averaged part of this function by the methods of nonequilibrium statistical mechanics. It has the form of a non-Markovian advection-diffusion equation describing coupled diffusion processes in x and k spaces. General forms of the diffusion coefficients are obtained in terms of Lagrangian velocity correlations. The latter are calculated in the decorrelation trajectory approximation, a method recently developed for an accurate measure of the important trapping phenomena of particles in the rugged electrostatic potential. The analysis of individual decorrelation trajectories provides an illustration of the fragmentation of drift-wave structures in the radial direction and the generation of long-wavelength structures in the poloidal direction that are identified as zonal flows.

An incomplete assembly with thresholding algorithm for systems of reaction-diffusion equations in three space dimensions IAT for reaction-diffusion systems

NASA Astrophysics Data System (ADS)

Moore, Peter K.

2003-07-01

Solving systems of reaction-diffusion equations in three space dimensions can be prohibitively expensive both in terms of storage and CPU time. Herein, I present a new incomplete assembly procedure that is designed to reduce storage requirements. Incomplete assembly is analogous to incomplete factorization in that only a fixed number of nonzero entries are stored per row and a drop tolerance is used to discard small values. The algorithm is incorporated in a finite element method-of-lines code and tested on a set of reaction-diffusion systems. The effect of incomplete assembly on CPU time and storage and on the performance of the temporal integrator DASPK, algebraic solver GMRES and preconditioner ILUT is studied.

Permeability and kinetic coefficients for mesoscale BCF surface step dynamics: Discrete two-dimensional deposition-diffusion equation analysis

DOE PAGES

Zhao, Renjie; Evans, James W.; Oliveira, Tiago J.

2016-04-08

Here, a discrete version of deposition-diffusion equations appropriate for description of step flow on a vicinal surface is analyzed for a two-dimensional grid of adsorption sites representing the stepped surface and explicitly incorporating kinks along the step edges. Model energetics and kinetics appropriately account for binding of adatoms at steps and kinks, distinct terrace and edge diffusion rates, and possible additional barriers for attachment to steps. Analysis of adatom attachment fluxes as well as limiting values of adatom densities at step edges for nonuniform deposition scenarios allows determination of both permeability and kinetic coefficients. Behavior of these quantities is assessedmore » as a function of key system parameters including kink density, step attachment barriers, and the step edge diffusion rate.« less

Permeability and kinetic coefficients for mesoscale BCF surface step dynamics: Discrete two-dimensional deposition-diffusion equation analysis

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

Zhao, Renjie; Evans, James W.; Oliveira, Tiago J.

Here, a discrete version of deposition-diffusion equations appropriate for description of step flow on a vicinal surface is analyzed for a two-dimensional grid of adsorption sites representing the stepped surface and explicitly incorporating kinks along the step edges. Model energetics and kinetics appropriately account for binding of adatoms at steps and kinks, distinct terrace and edge diffusion rates, and possible additional barriers for attachment to steps. Analysis of adatom attachment fluxes as well as limiting values of adatom densities at step edges for nonuniform deposition scenarios allows determination of both permeability and kinetic coefficients. Behavior of these quantities is assessedmore » as a function of key system parameters including kink density, step attachment barriers, and the step edge diffusion rate.« less

Diffusion, Fluxes, Friction Forces, and Joule Heating in Two-Temperature Multicomponent Magnetohydrodynamics

NASA Technical Reports Server (NTRS)

Chang, C. H.

1999-01-01

The relationship between Joule heating, diffusion fluxes, and friction forces has been studied for both total and electron thermal energy equations, using general expressions for multicomponent diffusion in two-temperature plasmas with the velocity dependent Lorentz force acting on charged species in a magnetic field. It is shown that the derivation of Joule heating terms requires both diffusion fluxes and friction between species which represents the resistance experienced by the species moving at different relative velocities. It is also shown that the familiar Joule heating term in the electron thermal energy equation includes artificial effects produced by switching the convective velocity from the species velocity to the mass-weighted velocity, and thus should not be ignored even when there is no net energy dissipation.

Downstream boundary effects on the frequency of self-excited oscillations in transonic diffuser flows

NASA Astrophysics Data System (ADS)

Hsieh, T.

1986-10-01

Investigation of downstream boundary effects on the frequency of self-excited oscillations in two-dimensional, separated transonic diffuser flows were conducted numerically by solving the compressible, Reynolds-averaged, thin-layer Navier-Stokes equation with two equation turbulence models. It was found that the flow fields are very sensitive to the location of the downstream boundary. Extension of the diffuser downstream boundary significantly reduces the frequency and amplitude of oscillations for pressure, velocity, and shock. The existence of a suction slot in the experimental setpup obscures the physical downstream boundary and therefore presents a difficulty for quantitative comparisons between computation and experiment.

Calculation of two-dimension radial electric field in boundary plasmas by using BOUT++

NASA Astrophysics Data System (ADS)

Li, N. M.; Xu, X. Q.; Rognlien, T. D.; Gui, B.; Sun, J. Z.; Wang, D. Z.

2018-07-01

The steady state radial electric field (Er) is calculated by coupling a plasma transport model with the quasi-neutrality constraint and the vorticity equation within the BOUT++ framework. Based on the experimentally measured plasma density and temperature profiles in Alcator C-Mod discharges, the effective radial particle and heat diffusivities are inferred from the set of plasma transport equations. The effective diffusivities are then extended into the scrape-off layer (SOL) to calculate the plasma density, temperature and flow profiles across the separatrix into the SOL with the electrostatic sheath boundary conditions (SBC) applied on the divertor plates. Given these diffusivities, the electric field can be calculated self-consistently across the separatrix from the vorticity equation with SBC coupled to the plasma transport equations. The sheath boundary conditions act to generate a large and positive Er in the SOL, which is consistent with experimental measurements. The effect of magnetic particle drifts is shown to play a significant role on local particle transport and Er by inducing a net particle flow in both the edge and SOL regions.

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.

Analysis of a diffuse interface model of multispecies tumor growth

NASA Astrophysics Data System (ADS)

Dai, Mimi; Feireisl, Eduard; Rocca, Elisabetta; Schimperna, Giulio; Schonbek, Maria E.

2017-04-01

We consider a diffuse interface model for tumor growth recently proposed in Chen et al (2014 Int. J. Numer. Methods Biomed. Eng. 30 726-54). In this new approach sharp interfaces are replaced by narrow transition layers arising due to adhesive forces among the cell species. Hence, a continuum thermodynamically consistent model is introduced. The resulting PDE system couples four different types of equations: a Cahn-Hilliard type equation for the tumor cells (which include proliferating and dead cells), a Darcy law for the tissue velocity field, whose divergence may be different from 0 and depend on the other variables, a transport equation for the proliferating (viable) tumor cells, and a quasi-static reaction diffusion equation for the nutrient concentration. We establish existence of weak solutions for the PDE system coupled with suitable initial and boundary conditions. In particular, the proliferation function at the boundary is supposed to be nonnegative on the set where the velocity \\mathbf{u} satisfies \\mathbf{u}\\centerdot ν >0 , where ν is the outer normal to the boundary of the domain.

Photon migration in non-scattering tissue and the effects on image reconstruction

NASA Astrophysics Data System (ADS)

Dehghani, H.; Delpy, D. T.; Arridge, S. R.

1999-12-01

Photon propagation in tissue can be calculated using the relationship described by the transport equation. For scattering tissue this relationship is often simplified and expressed in terms of the diffusion approximation. This approximation, however, is not valid for non-scattering regions, for example cerebrospinal fluid (CSF) below the skull. This study looks at the effects of a thin clear layer in a simple model representing the head and examines its effect on image reconstruction. Specifically, boundary photon intensities (total number of photons exiting at a point on the boundary due to a source input at another point on the boundary) are calculated using the transport equation and compared with data calculated using the diffusion approximation for both non-scattering and scattering regions. The effect of non-scattering regions on the calculated boundary photon intensities is presented together with the advantages and restrictions of the transport code used. Reconstructed images are then presented where the forward problem is solved using the transport equation for a simple two-dimensional system containing a non-scattering ring and the inverse problem is solved using the diffusion approximation to the transport equation.

A Model for the Oxidation of C/SiC Composite Structures

NASA Technical Reports Server (NTRS)

Sullivan, Roy M.

2003-01-01

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of C/SiC composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. Within the mathematical formulation, two diffusion mechanisms are possible: (1) the relative diffusion of one species with respect to the mixture, which is concentration gradient driven and (2) the diffusion associated with the average velocity of the gas mixture, which is total gas pressure gradient driven. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations must be solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of space and time. The local rate of carbon oxidation is determined as a function of space and time using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The end result is a numerical scheme capable of determining the variation of the local carbon oxidation rates as a function of space and time for any arbitrary C/SiC composite structures.

Fourth-order numerical solutions of diffusion equation by using SOR method with Crank-Nicolson approach

NASA Astrophysics Data System (ADS)

Muhiddin, F. A.; Sulaiman, J.

2017-09-01

The aim of this paper is to investigate the effectiveness of the Successive Over-Relaxation (SOR) iterative method by using the fourth-order Crank-Nicolson (CN) discretization scheme to derive a five-point Crank-Nicolson approximation equation in order to solve diffusion equation. From this approximation equation, clearly, it can be shown that corresponding system of five-point approximation equations can be generated and then solved iteratively. In order to access the performance results of the proposed iterative method with the fourth-order CN scheme, another point iterative method which is Gauss-Seidel (GS), also presented as a reference method. Finally the numerical results obtained from the use of the fourth-order CN discretization scheme, it can be pointed out that the SOR iterative method is superior in terms of number of iterations, execution time, and maximum absolute error.

A two-equation model for heat transport in wall turbulent shear flows

NASA Astrophysics Data System (ADS)

Nagano, Y.; Kim, C.

1988-08-01

A new proposal for closing the energy equation is presented at the two-equation level of turbulence modeling. The eddy diffusivity concept is used in modeling. However, just as the eddy viscosity is determined from solutions of the k and epsilon equations, so the eddy diffusivity for heat is given as functions of temperature variance, and the dissipation rate of temperature fluctuations, together with k and epsilon. Thus, the proposed model does not require any questionable assumptions for the 'turbulent Prandtl number'. Modeled forms of the equations are developed to account for the physical effects of molecular Prandtl number and near-wall turbulence. The model is tested by application to a flat-plate boundary layer, the thermal entrance region of a pipe, and the turbulent heat transfer in fluids over a wide range of the Prandtl number. Agreement with the experiment is generally very satisfactory.

Information accumulation system by inheritance and diffusion

NASA Astrophysics Data System (ADS)

Shin, J. K.

2009-09-01

This paper suggests a new model, called as the IAS (Information Accumulation System), for the description of the dynamic process that people use to accumulate their information (knowledge or opinion) for specific issues. Using the concept of information, both the internal and the external mechanism of the opinion dynamics are treated on a unified frame. The information is quantified as a real number with fixed bounds. New concepts, such as inheritance and differential absorption, are incorporated in IAS in addition to the conventional diffusive interaction between people. Thus, the dynamics of the IAS are governed by following three factors: inheritance rate, diffusivity and absorption rate. The original set of equations was solved with an agent based modeling technique. In addition, the individual equations for each of the agents were assembled and transformed into a set of equations for the ensemble averages, which are greatly reduced in number and can be solved analytically. The example simulations showed interesting results such as the critical behavior with respect to diffusivity, the information polarization out of zero-sum news and the dependence of the solutions on the initial conditions alone. The results were speculated in relation to today’s modern society where the diffusivity of information has been greatly increased through the internet and mobile phones.

Fractional cable equation for general geometry: A model of axons with swellings and anomalous diffusion.

PubMed

López-Sánchez, Erick J; Romero, Juan M; Yépez-Martínez, Huitzilin

2017-09-01

Different experimental studies have reported anomalous diffusion in brain tissues and notably this anomalous diffusion is expressed through fractional derivatives. Axons are important to understand neurodegenerative diseases such as multiple sclerosis, Alzheimer's disease, and Parkinson's disease. Indeed, abnormal accumulation of proteins and organelles in axons is a hallmark of these diseases. The diffusion in the axons can become anomalous as a result of this abnormality. In this case the voltage propagation in axons is affected. Another hallmark of different neurodegenerative diseases is given by discrete swellings along the axon. In order to model the voltage propagation in axons with anomalous diffusion and swellings, in this paper we propose a fractional cable equation for a general geometry. This generalized equation depends on fractional parameters and geometric quantities such as the curvature and torsion of the cable. For a cable with a constant radius we show that the voltage decreases when the fractional effect increases. In cables with swellings we find that when the fractional effect or the swelling radius increases, the voltage decreases. Similar behavior is obtained when the number of swellings and the fractional effect increase. Moreover, we find that when the radius swelling (or the number of swellings) and the fractional effect increase at the same time, the voltage dramatically decreases.

Fractional cable equation for general geometry: A model of axons with swellings and anomalous diffusion

NASA Astrophysics Data System (ADS)

López-Sánchez, Erick J.; Romero, Juan M.; Yépez-Martínez, Huitzilin

2017-09-01

Different experimental studies have reported anomalous diffusion in brain tissues and notably this anomalous diffusion is expressed through fractional derivatives. Axons are important to understand neurodegenerative diseases such as multiple sclerosis, Alzheimer's disease, and Parkinson's disease. Indeed, abnormal accumulation of proteins and organelles in axons is a hallmark of these diseases. The diffusion in the axons can become anomalous as a result of this abnormality. In this case the voltage propagation in axons is affected. Another hallmark of different neurodegenerative diseases is given by discrete swellings along the axon. In order to model the voltage propagation in axons with anomalous diffusion and swellings, in this paper we propose a fractional cable equation for a general geometry. This generalized equation depends on fractional parameters and geometric quantities such as the curvature and torsion of the cable. For a cable with a constant radius we show that the voltage decreases when the fractional effect increases. In cables with swellings we find that when the fractional effect or the swelling radius increases, the voltage decreases. Similar behavior is obtained when the number of swellings and the fractional effect increase. Moreover, we find that when the radius swelling (or the number of swellings) and the fractional effect increase at the same time, the voltage dramatically decreases.

Numerical solution of the unsteady diffusion-convection-reaction equation based on improved spectral Galerkin method

NASA Astrophysics Data System (ADS)

Zhong, Jiaqi; Zeng, Cheng; Yuan, Yupeng; Zhang, Yuzhe; Zhang, Ye

2018-04-01

The aim of this paper is to present an explicit numerical algorithm based on improved spectral Galerkin method for solving the unsteady diffusion-convection-reaction equation. The principal characteristics of this approach give the explicit eigenvalues and eigenvectors based on the time-space separation method and boundary condition analysis. With the help of Fourier series and Galerkin truncation, we can obtain the finite-dimensional ordinary differential equations which facilitate the system analysis and controller design. By comparing with the finite element method, the numerical solutions are demonstrated via two examples. It is shown that the proposed method is effective.

Numerical simulation of gas distribution in goaf under Y ventilation mode

NASA Astrophysics Data System (ADS)

Li, Shengzhou; Liu, Jun

2018-04-01

Taking the Y type ventilation of the working face as the research object, diffusion equation is introduced to simulate the diffusion characteristics of gas, using Navier-Stokes equation and Brinkman equation to simulate the gas flow in working face and goaf, the physical model of gas flow in coal mining face was established. With numerical simulation software COMSOL multiphysics methods, gas distribution in goaf under Y ventilation mode is simulated and gas distribution of the working face, the upper corner and goaf is analysised. The results show that the Y type ventilation system can effectively improve the corner gas accumulation and overrun problem.

Development and Application of Agglomerated Multigrid Methods for Complex Geometries

NASA Technical Reports Server (NTRS)

Nishikawa, Hiroaki; Diskin, Boris; Thomas, James L.

2010-01-01

We report progress in the development of agglomerated multigrid techniques for fully un- structured grids in three dimensions, building upon two previous studies focused on efficiently solving a model diffusion equation. We demonstrate a robust fully-coarsened agglomerated multigrid technique for 3D complex geometries, incorporating the following key developments: consistent and stable coarse-grid discretizations, a hierarchical agglomeration scheme, and line-agglomeration/relaxation using prismatic-cell discretizations in the highly-stretched grid regions. A signi cant speed-up in computer time is demonstrated for a model diffusion problem, the Euler equations, and the Reynolds-averaged Navier-Stokes equations for 3D realistic complex geometries.

A DYNAMIC DENSITY FUNCTIONAL THEORY APPROACH TO DIFFUSION IN WHITE DWARFS AND NEUTRON STAR ENVELOPES

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

Diaw, A.; Murillo, M. S.

2016-09-20

We develop a multicomponent hydrodynamic model based on moments of the Born–Bogolyubov–Green–Kirkwood–Yvon hierarchy equations for physical conditions relevant to astrophysical plasmas. These equations incorporate strong correlations through a density functional theory closure, while transport enters through a relaxation approximation. This approach enables the introduction of Coulomb coupling correction terms into the standard Burgers equations. The diffusive currents for these strongly coupled plasmas is self-consistently derived. The settling of impurities and its impact on cooling can be greatly affected by strong Coulomb coupling, which we show can be quantified using the direct correlation function.

An Attempt to Derive the epsilon Equation from a Two-Point Closure

NASA Technical Reports Server (NTRS)

Canuto, V. M.; Cheng, Y.; Howard, A. M.

2010-01-01

The goal of this paper is to derive the equation for the turbulence dissipation rate epsilon for a shear-driven flow. In 1961, Davydov used a one-point closure model to derive the epsilon equation from first principles but the final result contained undetermined terms and thus lacked predictive power. Both in 1987 and in 2001, attempts were made to derive the epsilon equation from first principles using a two-point closure, but their methods relied on a phenomenological assumption. The standard practice has thus been to employ a heuristic form of the equation that contains three empirical ingredients: two constants, c(sub 1 epsilon), and c(sub 2 epsilon), and a diffusion term D(sub epsilon) In this work, a two-point closure is employed, yielding the following results: 1) the empirical constants get replaced by c(sub 1), c(sub 2), which are now functions of Kappa and epsilon; 2) c(sub 1) and c(sub 2) are not independent because a general relation between the two that are valid for any Kappa and epsilon are derived; 3) c(sub 1), c(sub 2) become constant with values close to the empirical values c(sub 1 epsilon), c(sub epsilon 2), (i.e., homogenous flows); and 4) the empirical form of the diffusion term D(sub epsilon) is no longer needed because it gets substituted by the Kappa-epsilon dependence of c(sub 1), c(sub 2), which plays the role of the diffusion, together with the diffusion of the turbulent kinetic energy D(sub Kappa), which now enters the new equation (i.e., inhomogeneous flows). Thus, the three empirical ingredients c(sub 1 epsilon), c(sub epsilon 2), D (sub epsilon)are replaced by a single function c(sub 1)(Kappa, epsilon ) or c(sub 2)(Kappa, epsilon ), plus a D(sub Kappa)term. Three tests of the new equation for epsilon are presented: one concerning channel flow and two concerning the shear-driven planetary boundary layer (PBL).

Electrodiffusion: a continuum modeling framework for biomolecular systems with realistic spatiotemporal resolution.

PubMed

Lu, Benzhuo; Zhou, Y C; Huber, Gary A; Bond, Stephen D; Holst, Michael J; McCammon, J Andrew

2007-10-07

A computational framework is presented for the continuum modeling of cellular biomolecular diffusion influenced by electrostatic driving forces. This framework is developed from a combination of state-of-the-art numerical methods, geometric meshing, and computer visualization tools. In particular, a hybrid of (adaptive) finite element and boundary element methods is adopted to solve the Smoluchowski equation (SE), the Poisson equation (PE), and the Poisson-Nernst-Planck equation (PNPE) in order to describe electrodiffusion processes. The finite element method is used because of its flexibility in modeling irregular geometries and complex boundary conditions. The boundary element method is used due to the convenience of treating the singularities in the source charge distribution and its accurate solution to electrostatic problems on molecular boundaries. Nonsteady-state diffusion can be studied using this framework, with the electric field computed using the densities of charged small molecules and mobile ions in the solvent. A solution for mesh generation for biomolecular systems is supplied, which is an essential component for the finite element and boundary element computations. The uncoupled Smoluchowski equation and Poisson-Boltzmann equation are considered as special cases of the PNPE in the numerical algorithm, and therefore can be solved in this framework as well. Two types of computations are reported in the results: stationary PNPE and time-dependent SE or Nernst-Planck equations solutions. A biological application of the first type is the ionic density distribution around a fragment of DNA determined by the equilibrium PNPE. The stationary PNPE with nonzero flux is also studied for a simple model system, and leads to an observation that the interference on electrostatic field of the substrate charges strongly affects the reaction rate coefficient. The second is a time-dependent diffusion process: the consumption of the neurotransmitter acetylcholine by acetylcholinesterase, determined by the SE and a single uncoupled solution of the Poisson-Boltzmann equation. The electrostatic effects, counterion compensation, spatiotemporal distribution, and diffusion-controlled reaction kinetics are analyzed and different methods are compared.

Growing surfaces with anomalous diffusion: Results for the fractal Kardar-Parisi-Zhang equation

NASA Astrophysics Data System (ADS)

Katzav, Eytan

2003-09-01

In this paper I study a model for a growing surface in the presence of anomalous diffusion, also known as the fractal Kardar-Parisi-Zhang equation (FKPZ). This equation includes a fractional Laplacian that accounts for the possibility that surface transport is caused by a hopping mechanism of a Levy flight. It is shown that for a specific choice of parameters of the FKPZ equation, the equation can be solved exactly in one dimension, so that all the critical exponents, which describe the surface that grows under FKPZ, can be derived for that case. Afterwards, the self-consistent expansion (SCE) is used to predict the critical exponents for the FKPZ model for any choice of the parameters and any spatial dimension. It is then verified that the results obtained using SCE recover the exact result in one dimension. At the end a simple picture for the behavior of the fractal KPZ equation is suggested and the upper critical dimension of this model is discussed.

FAST TRACK COMMUNICATION Time-dependent exact solutions of the nonlinear Kompaneets equation

NASA Astrophysics Data System (ADS)

Ibragimov, N. H.

2010-12-01

Time-dependent exact solutions of the Kompaneets photon diffusion equation are obtained for several approximations of this equation. One of the approximations describes the case when the induced scattering is dominant. In this case, the Kompaneets equation has an additional symmetry which is used for constructing some exact solutions as group invariant solutions.

The Effect of Multigrid Parameters in a 3D Heat Diffusion Equation

NASA Astrophysics Data System (ADS)

Oliveira, F. De; Franco, S. R.; Pinto, M. A. Villela

2018-02-01

The aim of this paper is to reduce the necessary CPU time to solve the three-dimensional heat diffusion equation using Dirichlet boundary conditions. The finite difference method (FDM) is used to discretize the differential equations with a second-order accuracy central difference scheme (CDS). The algebraic equations systems are solved using the lexicographical and red-black Gauss-Seidel methods, associated with the geometric multigrid method with a correction scheme (CS) and V-cycle. Comparisons are made between two types of restriction: injection and full weighting. The used prolongation process is the trilinear interpolation. This work is concerned with the study of the influence of the smoothing value (v), number of mesh levels (L) and number of unknowns (N) on the CPU time, as well as the analysis of algorithm complexity.

Zubarev's Nonequilibrium Statistical Operator Method in the Generalized Statistics of Multiparticle Systems

NASA Astrophysics Data System (ADS)

Glushak, P. A.; Markiv, B. B.; Tokarchuk, M. V.

2018-01-01

We present a generalization of Zubarev's nonequilibrium statistical operator method based on the principle of maximum Renyi entropy. In the framework of this approach, we obtain transport equations for the basic set of parameters of the reduced description of nonequilibrium processes in a classical system of interacting particles using Liouville equations with fractional derivatives. For a classical systems of particles in a medium with a fractal structure, we obtain a non-Markovian diffusion equation with fractional spatial derivatives. For a concrete model of the frequency dependence of a memory function, we obtain generalized Kettano-type diffusion equation with the spatial and temporal fractality taken into account. We present a generalization of nonequilibrium thermofield dynamics in Zubarev's nonequilibrium statistical operator method in the framework of Renyi statistics.

A strictly Markovian expansion for plasma turbulence theory

NASA Technical Reports Server (NTRS)

Jones, F. C.

1978-01-01

The collision operator that appears in the equation of motion for a particle distribution function that has been averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. In this note we derive an expansion of the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest non-trivial order. The validity of this expansion is seen to be the same as that of the standard quasi-linear expansion.

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

A spectral tau algorithm based on Jacobi operational matrix for numerical solution of time fractional diffusion-wave equations

NASA Astrophysics Data System (ADS)

Bhrawy, A. H.; Doha, E. H.; Baleanu, D.; Ezz-Eldien, S. S.

2015-07-01

In this paper, an efficient and accurate spectral numerical method is presented for solving second-, fourth-order fractional diffusion-wave equations and fractional wave equations with damping. The proposed method is based on Jacobi tau spectral procedure together with the Jacobi operational matrix for fractional integrals, described in the Riemann-Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations in the unknown expansion coefficients of the sought-for spectral approximations. The validity and effectiveness of the method are demonstrated by solving five numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions more easier.

An AMR capable finite element diffusion solver for ALE hydrocodes [An AMR capable diffusion solver for ALE-AMR

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

Fisher, A. C.; Bailey, D. S.; Kaiser, T. B.

2015-02-01

Here, we present a novel method for the solution of the diffusion equation on a composite AMR mesh. This approach is suitable for including diffusion based physics modules to hydrocodes that support ALE and AMR capabilities. To illustrate, we proffer our implementations of diffusion based radiation transport and heat conduction in a hydrocode called ALE-AMR. Numerical experiments conducted with the diffusion solver and associated physics packages yield 2nd order convergence in the L 2 norm.

On time-dependent diffusion coefficients arising from stochastic processes with memory

NASA Astrophysics Data System (ADS)

Carpio-Bernido, M. Victoria; Barredo, Wilson I.; Bernido, Christopher C.

2017-08-01

Time-dependent diffusion coefficients arise from anomalous diffusion encountered in many physical systems such as protein transport in cells. We compare these coefficients with those arising from analysis of stochastic processes with memory that go beyond fractional Brownian motion. Facilitated by the Hida white noise functional integral approach, diffusion propagators or probability density functions (pdf) are obtained and shown to be solutions of modified diffusion equations with time-dependent diffusion coefficients. This should be useful in the study of complex transport processes.

Relativistic diffusive motion in random electromagnetic fields

NASA Astrophysics Data System (ADS)

Haba, Z.

2011-08-01

We show that the relativistic dynamics in a Gaussian random electromagnetic field can be approximated by the relativistic diffusion of Schay and Dudley. Lorentz invariant dynamics in the proper time leads to the diffusion in the proper time. The dynamics in the laboratory time gives the diffusive transport equation corresponding to the Jüttner equilibrium at the inverse temperature β-1 = mc2. The diffusion constant is expressed by the field strength correlation function (Kubo's formula).

Models of collective cell spreading with variable cell aspect ratio: a motivation for degenerate diffusion models.

PubMed

Simpson, Matthew J; Baker, Ruth E; McCue, Scott W

2011-02-01

Continuum diffusion models are often used to represent the collective motion of cell populations. Most previous studies have simply used linear diffusion to represent collective cell spreading, while others found that degenerate nonlinear diffusion provides a better match to experimental cell density profiles. In the cell modeling literature there is no guidance available with regard to which approach is more appropriate for representing the spreading of cell populations. Furthermore, there is no knowledge of particular experimental measurements that can be made to distinguish between situations where these two models are appropriate. Here we provide a link between individual-based and continuum models using a multiscale approach in which we analyze the collective motion of a population of interacting agents in a generalized lattice-based exclusion process. For round agents that occupy a single lattice site, we find that the relevant continuum description of the system is a linear diffusion equation, whereas for elongated rod-shaped agents that occupy L adjacent lattice sites we find that the relevant continuum description is connected to the porous media equation (PME). The exponent in the nonlinear diffusivity function is related to the aspect ratio of the agents. Our work provides a physical connection between modeling collective cell spreading and the use of either the linear diffusion equation or the PME to represent cell density profiles. Results suggest that when using continuum models to represent cell population spreading, we should take care to account for variations in the cell aspect ratio because different aspect ratios lead to different continuum models.

Proton-driven spin diffusion in rotating solids via reversible and irreversible quantum dynamics

PubMed Central

Veshtort, Mikhail; Griffin, Robert G.

2011-01-01

Proton-driven spin diffusion (PDSD) experiments in rotating solids have received a great deal of attention as a potential source of distance constraints in large biomolecules. However, the quantitative relationship between the molecular structure and observed spin diffusion has remained obscure due to the lack of an accurate theoretical description of the spin dynamics in these experiments. We start with presenting a detailed relaxation theory of PDSD in rotating solids that provides such a description. The theory applies to both conventional and radio-frequency-assisted PDSD experiments and extends to the non-Markovian regime to include such phenomena as rotational resonance (R2). The basic kinetic equation of the theory in the non-Markovian regime has the form of a memory function equation, with the role of the memory function played by the correlation function. The key assumption used in the derivation of this equation expresses the intuitive notion of the irreversible dissipation of coherences in macroscopic systems. Accurate expressions for the correlation functions and for the spin diffusion constants are given. The theory predicts that the spin diffusion constants governing the multi-site PDSD can be approximated by the constants observed in the two-site diffusion. Direct numerical simulations of PDSD dynamics via reversible Liouville-von Neumann equation are presented to support and compliment the theory. Remarkably, an exponential decay of the difference magnetization can be observed in such simulations in systems consisting of only 12 spins. This is a unique example of a real physical system whose typically macroscopic and apparently irreversible behavior can be traced via reversible microscopic dynamics. An accurate value for the spin diffusion constant can be usually obtained through direct simulations of PDSD in systems consisting of two 13C nuclei and about ten 1H nuclei from their nearest environment. Spin diffusion constants computed by this method are in excellent agreement with the spin diffusion constants obtained through equations given by the relaxation theory of PDSD. The constants resulting from these two approaches were also in excellent agreement with the results of 2D rotary resonance recoupling proton-driven spin diffusion (R3-PDSD) experiments performed in three model compounds, where magnetization exchange occurred over distances up to 4.9 Å. With the methodology presented, highly accurate internuclear distances can be extracted from such data. Relayed transfer of magnetization between distant nuclei appears to be the main (and apparently resolvable) source of uncertainty in such measurements. The non-Markovian kinetic equation was applied to the analysis of the R2 spin dynamics. The conventional semi-phenomenological treatment of relxation in R2 has been shown to be equivalent to the assumption of the Lorentzian spectral density function in the relaxatoin theory of PDSD. As this assumption is a poor approximation in real physical systems, the conventional R2 treatment is likely to carry a significant model error that has not been recognized previously. The relaxation theory of PDSD appears to provide an accurate, parameter-free alternative. Predictions of this theory agreed well with the full quantum mechanical simulations of the R2 dynamics in the few simple model systems we considered. PMID:21992326

POWER AND THERMAL TECHNOLOGIES FOR AIR AND SPACE-SCIENTIFIC RESEARCH PROGRAM Delivery Order 0018: Single Ion Conducting Solid-State Lithium Electrochemical Technologies (Task 4)

DTIC Science & Technology

2010-08-01

a mathematical equation relates the cathode reaction reversible electric potential to the lithium content of the cathode electrode. Based on the...Transport of Lithium in the Cell Cathode Active Material The Nernst -Einstein relation linking the lithium-ion mass diffusivity and its ionic...transient, isothermal and isobaric conditions. The differential model equation describing the lithium diffusion and accumulation in a spherical, active

Stratified Shear Flows In Pipe Geometries

NASA Astrophysics Data System (ADS)

Harabin, George; Camassa, Roberto; McLaughlin, Richard; UNC Joint Fluids Lab Team Team

2015-11-01

Exact and series solutions to the full Navier-Stokes equations coupled to the advection diffusion equation are investigated in tilted three-dimensional pipe geometries. Analytic techniques for studying the three-dimensional problem provide a means for tackling interesting questions such as the optimal domain for mass transport, and provide new avenues for experimental investigation of diffusion driven flows. Both static and time dependent solutions will be discussed. NSF RTG DMS-0943851, NSF RTG ARC-1025523, NSF DMS-1009750.

CRPropa 3.1—a low energy extension based on stochastic differential equations

NASA Astrophysics Data System (ADS)

Merten, Lukas; Becker Tjus, Julia; Fichtner, Horst; Eichmann, Björn; Sigl, Günter

2017-06-01

The propagation of charged cosmic rays through the Galactic environment influences all aspects of the observation at Earth. Energy spectrum, composition and arrival directions are changed due to deflections in magnetic fields and interactions with the interstellar medium. Today the transport is simulated with different simulation methods either based on the solution of a transport equation (multi-particle picture) or a solution of an equation of motion (single-particle picture). We developed a new module for the publicly available propagation software CRPropa 3.1, where we implemented an algorithm to solve the transport equation using stochastic differential equations. This technique allows us to use a diffusion tensor which is anisotropic with respect to an arbitrary magnetic background field. The source code of CRPropa is written in C++ with python steering via SWIG which makes it easy to use and computationally fast. In this paper, we present the new low-energy propagation code together with validation procedures that are developed to proof the accuracy of the new implementation. Furthermore, we show first examples of the cosmic ray density evolution, which depends strongly on the ratio of the parallel κ∥ and perpendicular κ⊥ diffusion coefficients. This dependency is systematically examined as well the influence of the particle rigidity on the diffusion process.

Adiabatic elimination of inertia of the stochastic microswimmer driven by α -stable noise

NASA Astrophysics Data System (ADS)

Noetel, Joerg; Sokolov, Igor M.; Schimansky-Geier, Lutz

2017-10-01

We consider a microswimmer that moves in two dimensions at a constant speed and changes the direction of its motion due to a torque consisting of a constant and a fluctuating component. The latter will be modeled by a symmetric Lévy-stable (α -stable) noise. The purpose is to develop a kinetic approach to eliminate the angular component of the dynamics to find a coarse-grained description in the coordinate space. By defining the joint probability density function of the position and of the orientation of the particle through the Fokker-Planck equation, we derive transport equations for the position-dependent marginal density, the particle's mean velocity, and the velocity's variance. At time scales larger than the relaxation time of the torque τϕ, the two higher moments follow the marginal density and can be adiabatically eliminated. As a result, a closed equation for the marginal density follows. This equation, which gives a coarse-grained description of the microswimmer's positions at time scales t ≫τϕ , is a diffusion equation with a constant diffusion coefficient depending on the properties of the noise. Hence, the long-time dynamics of a microswimmer can be described as a normal, diffusive, Brownian motion with Gaussian increments.

Adiabatic elimination of inertia of the stochastic microswimmer driven by α-stable noise.

PubMed

Noetel, Joerg; Sokolov, Igor M; Schimansky-Geier, Lutz

2017-10-01

We consider a microswimmer that moves in two dimensions at a constant speed and changes the direction of its motion due to a torque consisting of a constant and a fluctuating component. The latter will be modeled by a symmetric Lévy-stable (α-stable) noise. The purpose is to develop a kinetic approach to eliminate the angular component of the dynamics to find a coarse-grained description in the coordinate space. By defining the joint probability density function of the position and of the orientation of the particle through the Fokker-Planck equation, we derive transport equations for the position-dependent marginal density, the particle's mean velocity, and the velocity's variance. At time scales larger than the relaxation time of the torque τ_{ϕ}, the two higher moments follow the marginal density and can be adiabatically eliminated. As a result, a closed equation for the marginal density follows. This equation, which gives a coarse-grained description of the microswimmer's positions at time scales t≫τ_{ϕ}, is a diffusion equation with a constant diffusion coefficient depending on the properties of the noise. Hence, the long-time dynamics of a microswimmer can be described as a normal, diffusive, Brownian motion with Gaussian increments.

Some remarks on relativistic diffusion and the spectral dimension criterion

NASA Astrophysics Data System (ADS)

Muniz, C. R.; Cunha, M. S.; Filho, R. N. Costa; Bezerra, V. B.

2015-01-01

The spectral dimension ds for high energies is calculated using the Relativistic Schrödinger Equation Analytically Continued (RSEAC) instead of the so-called Telegraph's equation (TE), in both ultraviolet (UV) and infrared (IR) regimens. Regarding the TE, the recent literature presents difficulties related to its stochastic derivation and interpretation, advocating the use of the RSEAC to properly describe the relativistic diffusion phenomena. Taking into account that the Lorentz symmetry is broken in UV regime at Lifshitz point, we show that there exists a degeneracy in very high energies, meaning that both the RSEAC and TE correctly describe the diffusion processes at these energy scales, at least under the spectral dimension criterion. In fact, both the equations yield the same result, namely, ds=2 , a dimensional reduction that is compatible with several theories of quantum gravity. This result is reached even when one takes into account a cosmological model, as for example, the de Sitter universe. On the other hand, in the IR regimen, such degeneracy is lifted in favor of the approach via TE, due to the fact that only this equation provides the correct value for ds, which is equal to the actual number of spacetime dimensions, i.e., ds=4 , while RSEAC yields ds=3 , so that a diffusing particle described by this method experiences a three-dimensional spacetime.

General solution for diffusion-controlled dissolution of spherical particles. 1. Theory.

PubMed

Wang, J; Flanagan, D R

1999-07-01

Three classical particle dissolution rate expressions are commonly used to interpret particle dissolution rate phenomena. Our analysis shows that an assumption used in the derivation of the traditional cube-root law may not be accurate under all conditions for diffusion-controlled particle dissolution. Mathematical analysis shows that the three classical particle dissolution rate expressions are approximate solutions to a general diffusion layer model. The cube-root law is most appropriate when particle size is much larger than the diffusion layer thickness, the two-thirds-root expression applies when the particle size is much smaller than the diffusion layer thickness. The square-root expression is intermediate between these two models. A general solution to the diffusion layer model for monodispersed spherical particles dissolution was derived for sink and nonsink conditions. Constant diffusion layer thickness was assumed in the derivation. Simulated dissolution data showed that the ratio between particle size and diffusion layer thickness (a0/h) is an important factor in controlling the shape of particle dissolution profiles. A new semiempirical general particle dissolution equation is also discussed which encompasses the three classical particle dissolution expressions. The success of the general equation in explaining limitations of traditional particle dissolution expressions demonstrates the usefulness of the general diffusion layer model.

Continuous Diffusion Model for Concentration Dependence of Nitroxide EPR Parameters in Normal and Supercooled Water.

PubMed

Merunka, Dalibor; Peric, Miroslav

2017-05-25

Electron paramagnetic resonance (EPR) spectra of radicals in solution depend on their relative motion, which modulates the Heisenberg spin exchange and dipole-dipole interactions between them. To gain information on radical diffusion from EPR spectra demands both reliable spectral fitting to find the concentration coefficients of EPR parameters and valid expressions between the concentration and diffusion coefficients. Here, we measured EPR spectra of the 14 N- and 15 N-labeled perdeuterated TEMPONE radicals in normal and supercooled water at various concentrations. By fitting the EPR spectra to the functions based on the modified Bloch equations, we obtained the concentration coefficients for the spin dephasing, coherence transfer, and hyperfine splitting parameters. Assuming the continuous diffusion model for radical motion, the diffusion coefficients of radicals were calculated from the concentration coefficients using the standard relations and the relations derived from the kinetic equations for the spin evolution of a radical pair. The latter relations give better agreement between the diffusion coefficients calculated from different concentration coefficients. The diffusion coefficients are similar for both radicals, which supports the presented method. They decrease with lowering temperature slower than is predicted by the Stokes-Einstein relation and slower than the rotational diffusion coefficients, which is similar to the diffusion of water molecules in supercooled water.

Critical spaces for quasilinear parabolic evolution equations and applications

NASA Astrophysics Data System (ADS)

Prüss, Jan; Simonett, Gieri; Wilke, Mathias

2018-02-01

We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal Lp-regularity in time-weighted function spaces. It is shown that our notion of critical spaces coincides with the concept of scaling invariant spaces in case that the underlying partial differential equation enjoys a scaling invariance. Applications to the vorticity equations for the Navier-Stokes problem, convection-diffusion equations, the Nernst-Planck-Poisson equations in electro-chemistry, chemotaxis equations, the MHD equations, and some other well-known parabolic equations are given.

High-accuracy power series solutions with arbitrarily large radius of convergence for the fractional nonlinear Schrödinger-type equations

NASA Astrophysics Data System (ADS)

Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.

2018-06-01

Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.

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 only at the instances that one variance is a minimum and the other is a maximum, when the squeezing of one of the variances occurs. Such explicit construction is possible due to the relation between the diffusion-type equation studied in the first part and the time-dependent Schrodinger equation. A modication of the radiation field operators for squeezed photons in a perfect cavity is also suggested with the help of a nonstandard solution of Heisenberg's equation of motion.

Coarse mesh and one-cell block inversion based diffusion synthetic acceleration

NASA Astrophysics Data System (ADS)

Kim, Kang-Seog

DSA (Diffusion Synthetic Acceleration) has been developed to accelerate the SN transport iteration. We have developed solution techniques for the diffusion equations of FLBLD (Fully Lumped Bilinear Discontinuous), SCB (Simple Comer Balance) and UCB (Upstream Corner Balance) modified 4-step DSA in x-y geometry. Our first multi-level method includes a block Gauss-Seidel iteration for the discontinuous diffusion equation, uses the continuous diffusion equation derived from the asymptotic analysis, and avoids void cell calculation. We implemented this multi-level procedure and performed model problem calculations. The results showed that the FLBLD, SCB and UCB modified 4-step DSA schemes with this multi-level technique are unconditionally stable and rapidly convergent. We suggested a simplified multi-level technique for FLBLD, SCB and UCB modified 4-step DSA. This new procedure does not include iterations on the diffusion calculation or the residual calculation. Fourier analysis results showed that this new procedure was as rapidly convergent as conventional modified 4-step DSA. We developed new DSA procedures coupled with 1-CI (Cell Block Inversion) transport which can be easily parallelized. We showed that 1-CI based DSA schemes preceded by SI (Source Iteration) are efficient and rapidly convergent for LD (Linear Discontinuous) and LLD (Lumped Linear Discontinuous) in slab geometry and for BLD (Bilinear Discontinuous) and FLBLD in x-y geometry. For 1-CI based DSA without SI in slab geometry, the results showed that this procedure is very efficient and effective for all cases. We also showed that 1-CI based DSA in x-y geometry was not effective for thin mesh spacings, but is effective and rapidly convergent for intermediate and thick mesh spacings. We demonstrated that the diffusion equation discretized on a coarse mesh could be employed to accelerate the transport equation. Our results showed that coarse mesh DSA is unconditionally stable and is as rapidly convergent as fine mesh DSA in slab geometry. For x-y geometry our coarse mesh DSA is very effective for thin and intermediate mesh spacings independent of the scattering ratio, but is not effective for purely scattering problems and high aspect ratio zoning. However, if the scattering ratio is less than about 0.95, this procedure is very effective for all mesh spacing.

A Probabilistic Approach to Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations in Smooth Domains

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

Zhou Wei, E-mail: zhoux123@umn.edu

2013-06-15

We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain D. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the normal to the boundary and an interior condition weaker than the non-degeneracy of the diffusion term. When the diffusion term, drift term, discount factor, running payoff and terminal payoff are all in the class of C{sup 1,1}( D-bar ) , the value function turns out to be the unique solution in the class of C{sub loc}{sup 1,1}(D) Intersection C{sup 0,1}( D-bar )more » to the associated degenerate Bellman equation with Dirichlet boundary data. Our approach is probabilistic.« less

Light diffusion in N-layered turbid media: steady-state domain.

PubMed

Liemert, André; Kienle, Alwin

2010-01-01

We deal with light diffusion in N-layered turbid media. The steady-state diffusion equation is solved for N-layered turbid media having a finite or an infinitely thick N'th layer. Different refractive indices are considered in the layers. The Fourier transform formalism is applied to derive analytical solutions of the fluence rate in Fourier space. The inverse Fourier transform is calculated using four different methods to test their performance and accuracy. Further, to avoid numerical errors, approximate formulas in Fourier space are derived. Fast solutions for calculation of the spatially resolved reflectance and transmittance from the N-layered turbid media ( approximately 10 ms) with small relative differences (<10(-7)) are found. Additionally, the solutions of the diffusion equation are compared to Monte Carlo simulations for turbid media having up to 20 layers.

Coupling of light into the fundamental diffusion mode of a scattering medium (Conference Presentation)

NASA Astrophysics Data System (ADS)

Ojambati, Oluwafemi S.; Yılmaz, Hasan; Lagendijk, Ad; Mosk, Allard P.; Vos, Willem L.

2016-03-01

Diffusion equation describes the energy density inside a scattering medium such as biological tissues and paint [1]. The solution of the diffusion equation is a sum over a complete set of eigensolutions that shows a characteristic linear decrease with depth in the medium. It is of particular interest if one could launch energy in the fundamental eigensolution, as this opens the opportunity to achieve a much greater internal energy density. For applications in optics, an enhanced energy density is vital for solid-state lighting, light harvesting in solar cells, low-threshold random lasers, and biomedical optics. Here we demonstrate the first ever selective coupling of optical energy into a diffusion eigensolution of a scattering medium of zinc oxide (ZnO) paint. To this end, we exploit wavefront shaping to selectively couple energy into the fundamental diffusion mode, employing fluorescence of nanoparticles randomly positioned inside the medium as a probe of the energy density. We observe an enhanced fluorescence in case of optimized incident wavefronts, and the enhancement increases with sample thickness, a typical mesoscopic control parameter. We interpret successfully our result by invoking the fundamental eigensolution of the diffusion equation, and we obtain excellent agreement with our observations, even in absence of adjustable parameters [2]. References [1] R. Pierrat, P. Ambichl, S. Gigan, A. Haber, R. Carminati, and R. Rotter, Proc. Natl. Acad. Sci. U.S.A. 111, 17765 (2014). [2] O. S. Ojambati, H. Yilmaz, A. Lagendijk, A. P. Mosk, and W. L. Vos, arXiv:1505.08103.

Connecting complexity with spectral entropy using the Laplace transformed solution to the fractional diffusion equation

NASA Astrophysics Data System (ADS)

Liang, Yingjie; Chen, Wen; Magin, Richard L.

2016-07-01

Analytical solutions to the fractional diffusion equation are often obtained by using Laplace and Fourier transforms, which conveniently encode the order of the time and the space derivatives (α and β) as non-integer powers of the conjugate transform variables (s, and k) for the spectral and the spatial frequencies, respectively. This study presents a new solution to the fractional diffusion equation obtained using the Laplace transform and expressed as a Fox's H-function. This result clearly illustrates the kinetics of the underlying stochastic process in terms of the Laplace spectral frequency and entropy. The spectral entropy is numerically calculated by using the direct integration method and the adaptive Gauss-Kronrod quadrature algorithm. Here, the properties of spectral entropy are investigated for the cases of sub-diffusion and super-diffusion. We find that the overall spectral entropy decreases with the increasing α and β, and that the normal or Gaussian case with α = 1 and β = 2, has the lowest spectral entropy (i.e., less information is needed to describe the state of a Gaussian process). In addition, as the neighborhood over which the entropy is calculated increases, the spectral entropy decreases, which implies a spatial averaging or coarse graining of the material properties. Consequently, the spectral entropy is shown to provide a new way to characterize the temporal correlation of anomalous diffusion. Future studies should be designed to examine changes of spectral entropy in physical, chemical and biological systems undergoing phase changes, chemical reactions and tissue regeneration.

Phase field approaches of bone remodeling based on TIP

NASA Astrophysics Data System (ADS)

Ganghoffer, Jean-François; Rahouadj, Rachid; Boisse, Julien; Forest, Samuel

2016-01-01

The process of bone remodeling includes a cycle of repair, renewal, and optimization. This adaptation process, in response to variations in external loads and chemical driving factors, involves three main types of bone cells: osteoclasts, which remove the old pre-existing bone; osteoblasts, which form the new bone in a second phase; osteocytes, which are sensing cells embedded into the bone matrix, trigger the aforementioned sequence of events. The remodeling process involves mineralization of the bone in the diffuse interface separating the marrow, which contains all specialized cells, from the newly formed bone. The main objective advocated in this contribution is the setting up of a modeling and simulation framework relying on the phase field method to capture the evolution of the diffuse interface between the new bone and the marrow at the scale of individual trabeculae. The phase field describes the degree of mineralization of this diffuse interface; it varies continuously between the lower value (no mineral) and unity (fully mineralized phase, e.g. new bone), allowing the consideration of a diffuse moving interface. The modeling framework is the theory of continuous media, for which field equations for the mechanical, chemical, and interfacial phenomena are written, based on the thermodynamics of irreversible processes. Additional models for the cellular activity are formulated to describe the coupling of the cell activity responsible for bone production/resorption to the kinetics of the internal variables. Kinetic equations for the internal variables are obtained from a pseudo-potential of dissipation. The combination of the balance equations for the microforce associated to the phase field and the kinetic equations lead to the Ginzburg-Landau equation satisfied by the phase field with a source term accounting for the dissipative microforce. Simulations illustrating the proposed framework are performed in a one-dimensional situation showing the evolution of the diffuse interface separating new bone from marrow.

Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK

PubMed Central

2014-01-01

Background Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system’s set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This “code-based” approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. Results As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. Conclusions The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts. PMID:24725437

Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK.

PubMed

Wang, Kaier; Steyn-Ross, Moira L; Steyn-Ross, D Alistair; Wilson, Marcus T; Sleigh, Jamie W; Shiraishi, Yoichi

2014-04-11

Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system's set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This "code-based" approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts.

Calculation of the neutron diffusion equation by using Homotopy Perturbation Method

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

Koklu, H., E-mail: koklu@gantep.edu.tr; Ozer, O.; Ersoy, A.

The distribution of the neutrons in a nuclear fuel element in the nuclear reactor core can be calculated by the neutron diffusion theory. It is the basic and the simplest approximation for the neutron flux function in the reactor core. In this study, the neutron flux function is obtained by the Homotopy Perturbation Method (HPM) that is a new and convenient method in recent years. One-group time-independent neutron diffusion equation is examined for the most solved geometrical reactor core of spherical, cubic and cylindrical shapes, in the frame of the HPM. It is observed that the HPM produces excellent resultsmore » consistent with the existing literature.« less

The Onset of Double Diffusive Convection in a Viscoelastic Fluid-Saturated Porous Layer with Non-Equilibrium Model

PubMed Central

Yang, Zhixin; Wang, Shaowei; Zhao, Moli; Li, Shucai; Zhang, Qiangyong

2013-01-01

The onset of double diffusive convection in a viscoelastic fluid-saturated porous layer is studied when the fluid and solid phase are not in local thermal equilibrium. The modified Darcy model is used for the momentum equation and a two-field model is used for energy equation each representing the fluid and solid phases separately. The effect of thermal non-equilibrium on the onset of double diffusive convection is discussed. The critical Rayleigh number and the corresponding wave number for the exchange of stability and over-stability are obtained, and the onset criterion for stationary and oscillatory convection is derived analytically and discussed numerically. PMID:24312193

The onset of double diffusive convection in a viscoelastic fluid-saturated porous layer with non-equilibrium model.

PubMed

Yang, Zhixin; Wang, Shaowei; Zhao, Moli; Li, Shucai; Zhang, Qiangyong

2013-01-01

The onset of double diffusive convection in a viscoelastic fluid-saturated porous layer is studied when the fluid and solid phase are not in local thermal equilibrium. The modified Darcy model is used for the momentum equation and a two-field model is used for energy equation each representing the fluid and solid phases separately. The effect of thermal non-equilibrium on the onset of double diffusive convection is discussed. The critical Rayleigh number and the corresponding wave number for the exchange of stability and over-stability are obtained, and the onset criterion for stationary and oscillatory convection is derived analytically and discussed numerically.

An asymptotic preserving unified gas kinetic scheme for gray radiative transfer equations

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

Sun, Wenjun, E-mail: sun_wenjun@iapcm.ac.cn; Jiang, Song, E-mail: jiang@iapcm.ac.cn; Xu, Kun, E-mail: makxu@ust.hk

The solutions of radiative transport equations can cover both optical thin and optical thick regimes due to the large variation of photon's mean-free path and its interaction with the material. In the small mean free path limit, the nonlinear time-dependent radiative transfer equations can converge to an equilibrium diffusion equation due to the intensive interaction between radiation and material. In the optical thin limit, the photon free transport mechanism will emerge. In this paper, we are going to develop an accurate and robust asymptotic preserving unified gas kinetic scheme (AP-UGKS) for the gray radiative transfer equations, where the radiation transportmore » equation is coupled with the material thermal energy equation. The current work is based on the UGKS framework for the rarefied gas dynamics [14], and is an extension of a recent work [12] from a one-dimensional linear radiation transport equation to a nonlinear two-dimensional gray radiative system. The newly developed scheme has the asymptotic preserving (AP) property in the optically thick regime in the capturing of diffusive solution without using a cell size being smaller than the photon's mean free path and time step being less than the photon collision time. Besides the diffusion limit, the scheme can capture the exact solution in the optical thin regime as well. The current scheme is a finite volume method. Due to the direct modeling for the time evolution solution of the interface radiative intensity, a smooth transition of the transport physics from optical thin to optical thick can be accurately recovered. Many numerical examples are included to validate the current approach.« less

Spin-diffusions and diffusive molecular dynamics

NASA Astrophysics Data System (ADS)

Farmer, Brittan; Luskin, Mitchell; Plecháč, Petr; Simpson, Gideon

2017-12-01

Metastable configurations in condensed matter typically fluctuate about local energy minima at the femtosecond time scale before transitioning between local minima after nanoseconds or microseconds. This vast scale separation limits the applicability of classical molecular dynamics (MD) methods and has spurned the development of a host of approximate algorithms. One recently proposed method is diffusive MD which aims at integrating a system of ordinary differential equations describing the likelihood of occupancy by one of two species, in the case of a binary alloy, while quasistatically evolving the locations of the atoms. While diffusive MD has shown itself to be efficient and provide agreement with observations, it is fundamentally a model, with unclear connections to classical MD. In this work, we formulate a spin-diffusion stochastic process and show how it can be connected to diffusive MD. The spin-diffusion model couples a classical overdamped Langevin equation to a kinetic Monte Carlo model for exchange amongst the species of a binary alloy. Under suitable assumptions and approximations, spin-diffusion can be shown to lead to diffusive MD type models. The key assumptions and approximations include a well-defined time scale separation, a choice of spin-exchange rates, a low temperature approximation, and a mean field type approximation. We derive several models from different assumptions and show their relationship to diffusive MD. Differences and similarities amongst the models are explored in a simple test problem.

A Device to Emulate Diffusion and Thermal Conductivity Using Water Flow

ERIC Educational Resources Information Center

Blanck, Harvey F.

2005-01-01

A device designed to emulate diffusion and thermal conductivity using flowing water is reviewed. Water flowing through a series of cells connected by a small tube in each partition in this plastic model is capable of emulating diffusion and thermal conductivity that occurs in variety of systems described by several mathematical equations.

Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion

PubMed Central

Bodrova, Anna S.; Chechkin, Aleksei V.; Cherstvy, Andrey G.; Safdari, Hadiseh; Sokolov, Igor M.; Metzler, Ralf

2016-01-01

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases. PMID:27462008

A discrete model of a modified Burgers' partial differential equation

NASA Technical Reports Server (NTRS)

Mickens, R. E.; Shoosmith, J. N.

1990-01-01

A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.

Relationships between diffuse reflectance and vegetation canopy variables based on the radiative transfer theory

NASA Technical Reports Server (NTRS)

Park, J. K.; Deering, D. W.

1981-01-01

Out of the lengthy original expression of the diffuse reflectance formula, simple working equations were derived by employing characteristic parameters, which are independent of the canopy coverage and identifiable by field observations. The typical asymptotic nature of reflectance data that is usually observed in biomass studies was clearly explained. The usefulness of the simplified equations was demonstrated by the exceptionally close fit of the theoretical curves to two separately acquired data sets for alfalfa and shortgrass prairie canopies.

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.

Multi-Dimensional Asymptotically Stable 4th Order Accurate Schemes for the Diffusion Equation

NASA Technical Reports Server (NTRS)

Abarbanel, Saul; Ditkowski, Adi

1996-01-01

An algorithm is presented which solves the multi-dimensional diffusion equation on co mplex shapes to 4th-order accuracy and is asymptotically stable in time. This bounded-error result is achieved by constructing, on a rectangular grid, a differentiation matrix whose symmetric part is negative definite. The differentiation matrix accounts for the Dirichlet boundary condition by imposing penalty like terms. Numerical examples in 2-D show that the method is effective even where standard schemes, stable by traditional definitions fail.

Distribution of thermal neutrons in a temperature gradient

NASA Astrophysics Data System (ADS)

Molinari, V. G.; Pollachini, L.

A method to determine the spatial distribution of the thermal spectrum of neutrons in heterogeneous systems is presented. The method is based on diffusion concepts and has a simple mathematical structure which increases computing efficiency. The application of this theory to the neutron thermal diffusion induced by a temperature gradient, as found in nuclear reactors, is described. After introducing approximations, a nonlinear equation system representing the neutron temperature is given. Values of the equation parameters and its dependence on geometrical factors and media characteristics are discussed.

Homotopy decomposition method for solving one-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Abuasad, Salah; Hashim, Ishak

2018-04-01

In this paper, we present the homotopy decomposition method with a modified definition of beta fractional derivative for the first time to find exact solution of one-dimensional time-fractional diffusion equation. In this method, the solution takes the form of a convergent series with easily computable terms. The exact solution obtained by the proposed method is compared with the exact solution obtained by using fractional variational homotopy perturbation iteration method via a modified Riemann-Liouville derivative.

Topological Hall effect in diffusive ferromagnetic thin films with spin-flip scattering

DOE PAGES

Zhang, Steven S. -L.; Heinonen, Olle

2018-04-02

In this paper, we study the topological Hall (TH) effect in a diffusive ferromagnetic metal thin film by solving a Boltzmann transport equation in the presence of spin-flip scattering. A generalized spin-diffusion equation is derived which contains an additional source term associated with the gradient of the emergent magnetic field that arises from skyrmions. Because of the source term, spin accumulation may build up in the vicinity of the skyrmions. This gives rise to a spin-polarized diffusion current that in general suppresses the bulk TH current. Only when the spin-diffusion length is much smaller than the skyrmion size does themore » TH resistivity approach the value derived by Bruno et al. [Phys. Rev. Lett. 93, 096806 (2004)]. Finally, we derive a general expression of the TH resistivity that applies to thin-film geometries with spin-flip scattering, and show that the corrections to the TH resistivity become large when the size of room temperature skyrmions is further reduced to tens of nanometers.« less

Topological Hall effect in diffusive ferromagnetic thin films with spin-flip scattering

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

Zhang, Steven S. -L.; Heinonen, Olle

In this paper, we study the topological Hall (TH) effect in a diffusive ferromagnetic metal thin film by solving a Boltzmann transport equation in the presence of spin-flip scattering. A generalized spin-diffusion equation is derived which contains an additional source term associated with the gradient of the emergent magnetic field that arises from skyrmions. Because of the source term, spin accumulation may build up in the vicinity of the skyrmions. This gives rise to a spin-polarized diffusion current that in general suppresses the bulk TH current. Only when the spin-diffusion length is much smaller than the skyrmion size does themore » TH resistivity approach the value derived by Bruno et al. [Phys. Rev. Lett. 93, 096806 (2004)]. Finally, we derive a general expression of the TH resistivity that applies to thin-film geometries with spin-flip scattering, and show that the corrections to the TH resistivity become large when the size of room temperature skyrmions is further reduced to tens of nanometers.« less

Diffusional limits to the consumption of atmospheric methane by soils

USGS Publications Warehouse

Striegl, Robert G.

1993-01-01

Net transport of atmospheric gases into and out of soil systems is primarily controlled by diffusion along gas partial pressure gradients. Gas fluxes between soil and the atmosphere can therefore be estimated by a generalization of the equation for ordinary gaseous diffusion in porous unsaturated media. Consumption of CH4 by methylotrophic bacteria in the top several centimeters of soil causes the uptake of atmospheric CH4 by aerated soils. The capacity of the methylotrophs to consume CH4 commonly exceeds the potential of CH4 to diffuse from the atmosphere to the consumers. The maximum rate of uptake of atmospheric CH4 by soil is, therefore, limited by diffusion and can be calculated from soil physical properties and the CH4 concentration gradient. The CH4 concentration versus depth profile is theoretically described by the equation for gaseous diffusion with homogeneous chemical reaction in porous unsaturated media. This allows for calculation of the in situ rate of CH4 consumption within specified depth intervals.

Diffusion of external magnetic fields into the cone-in-shell target in the fast ignition

NASA Astrophysics Data System (ADS)

Sunahara, Atsushi; Morita, Hiroki; Johzaki, Tomoyuki; Nagatomo, Hideo; Fujioka, Shinsuke; Hassanein, Ahmed; Firex Project Team

2017-10-01

We simulated the diffusion of externally applied magnetic fields into cone-in-shell target in the fast ignition. Recently, in the fast ignition scheme, the externally magnetic fields up to kilo-Tesla is used to guide fast electrons to the high-dense imploded core. In order to study the profile of the magnetic field, we have developed 2D cylindrical Maxwell equation solver with Ohm's law, and carried out simulations of diffusion of externally applied magnetic fields into a cone-in-shell target. We estimated the conductivity of the cone and shell target based on the assumption of Saha-ionization equilibrium. Also, we calculated the temporal evolution of the target temperature heated by the eddy current driven by temporal variation of magnetic fields, based on the accurate equation of state. Both, the diffusion of magnetic field and the increase of target temperature interact with each other. We present our results of temporal evolution of the magnetic field and its diffusion into the cone and shell target.

Topological Hall effect in diffusive ferromagnetic thin films with spin-flip scattering

NASA Astrophysics Data System (ADS)

Zhang, Steven S.-L.; Heinonen, Olle

2018-04-01

We study the topological Hall (TH) effect in a diffusive ferromagnetic metal thin film by solving a Boltzmann transport equation in the presence of spin-flip scattering. A generalized spin-diffusion equation is derived which contains an additional source term associated with the gradient of the emergent magnetic field that arises from skyrmions. Because of the source term, spin accumulation may build up in the vicinity of the skyrmions. This gives rise to a spin-polarized diffusion current that in general suppresses the bulk TH current. Only when the spin-diffusion length is much smaller than the skyrmion size does the TH resistivity approach the value derived by Bruno et al. [Phys. Rev. Lett. 93, 096806 (2004), 10.1103/PhysRevLett.93.096806]. We derive a general expression of the TH resistivity that applies to thin-film geometries with spin-flip scattering, and show that the corrections to the TH resistivity become large when the size of room temperature skyrmions is further reduced to tens of nanometers.

Analysis of opposed jet hydrogen-air counter flow diffusion flame

NASA Technical Reports Server (NTRS)

Ho, Y. H.; Isaac, K. M.

1989-01-01

A computational simulation of the opposed-jet diffusion flame is performed to study its structure and extinction limits. The present analysis concentrates on the nitrogen-diluted hydrogen-air diffusion flame, which provides the basic information for many vehicle designs such as the aerospace plane for which hydrogen is a candidate as the fuel. The computer program uses the time-marching technique to solve the energy and species equations coupled with the momentum equation solved by the collocation method. The procedure is implemented in two stages. In the first stage, a one-step forward overal chemical reaction is chosen with the gas phase chemical reaction rate determined by comparison with experimental data. In the second stage, a complete chemical reaction mechanism is introduced with detailed thermodynamic and transport property calculations. Comparison between experimental extinction data and theoretical predictions is discussed. The effects of thermal diffusion as well as Lewis number and Prandtl number variations on the diffusion flame are also presented.

Diffusion in random networks

DOE PAGES

Zhang, Duan Z.; Padrino, Juan C.

2017-06-01

The ensemble averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of pockets connected by tortuous channels. Inside a channel, fluid transport is assumed to be governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pocket mass density. The so-called dual-porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem,more » we consider the one-dimensional mass diffusion in a semi-infinite domain. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt $-$1/4 rather than xt $-$1/2 as in the traditional theory. We found this early time similarity can be explained by random walk theory through the network.« less

Homogenization of Large-Scale Movement Models in Ecology

USGS Publications Warehouse

Garlick, M.J.; Powell, J.A.; Hooten, M.B.; McFarlane, L.R.

2011-01-01

A difficulty in using diffusion models to predict large scale animal population dispersal is that individuals move differently based on local information (as opposed to gradients) in differing habitat types. This can be accommodated by using ecological diffusion. However, real environments are often spatially complex, limiting application of a direct approach. Homogenization for partial differential equations has long been applied to Fickian diffusion (in which average individual movement is organized along gradients of habitat and population density). We derive a homogenization procedure for ecological diffusion and apply it to a simple model for chronic wasting disease in mule deer. Homogenization allows us to determine the impact of small scale (10-100 m) habitat variability on large scale (10-100 km) movement. The procedure generates asymptotic equations for solutions on the large scale with parameters defined by small-scale variation. The simplicity of this homogenization procedure is striking when compared to the multi-dimensional homogenization procedure for Fickian diffusion,and the method will be equally straightforward for more complex models. ?? 2010 Society for Mathematical Biology.

Hybrid simplified spherical harmonics with diffusion equation for light propagation in tissues.

PubMed

Chen, Xueli; Sun, Fangfang; Yang, Defu; Ren, Shenghan; Zhang, Qian; Liang, Jimin

2015-08-21

Aiming at the limitations of the simplified spherical harmonics approximation (SPN) and diffusion equation (DE) in describing the light propagation in tissues, a hybrid simplified spherical harmonics with diffusion equation (HSDE) based diffuse light transport model is proposed. In the HSDE model, the living body is first segmented into several major organs, and then the organs are divided into high scattering tissues and other tissues. DE and SPN are employed to describe the light propagation in these two kinds of tissues respectively, which are finally coupled using the established boundary coupling condition. The HSDE model makes full use of the advantages of SPN and DE, and abandons their disadvantages, so that it can provide a perfect balance between accuracy and computation time. Using the finite element method, the HSDE is solved for light flux density map on body surface. The accuracy and efficiency of the HSDE are validated with both regular geometries and digital mouse model based simulations. Corresponding results reveal that a comparable accuracy and much less computation time are achieved compared with the SPN model as well as a much better accuracy compared with the DE one.

Wyman's equation and oxygen flux through the red cell.

PubMed

McCabe, Michael; Maguire, David J

2007-01-01

Wyman's equation of 1966 describes the facilitation of flux of a reversibly bound substrate such as oxygen, consequent on the translational diffusion of the binding protein (the carrier). While Wyman's equation, or some modification of it such as that by Murray 2, may provide a realistic description of the flux of oxygen through a dilute solution of haemoglobin (see also Wittenburg), it is unlikely to be the complete explanation, nor even the basis, for oxygen transport through the intact red cell. The mature erythrocyte contains approximately 350 g/l haemoglobin, and while this suggests that only 35% of the available water volume is actually occupied by the protein, the remaining 65% is unavailable for protein translational diffusion due to the mutual exclusion of the haemoglobin molecules. For this reason we have examined other possible mechanisms whereby haemoglobin may facilitate the translational diffusion of oxygen within the erythrocyte. Possible alternatives include rotational diffusion by the haemoglobins, intracellular shuffling of haemoglobins due to shape changes by the erythrocyte, and haemoglobin rotations and oxygen exchange consequent on the charge change which accompanies substration and desubstration of the haemoglobin molecule. Finally the dipole interactions are shown to generate significant intermolecular attractions between adjacent haemoglobins.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

Analytical solution of reaction-diffusion equations for calcium wave propagation in a starburst amacrine cell.

PubMed

Poznanski, R R

2010-09-01

A reaction-diffusion model is presented to encapsulate calcium-induced calcium release (CICR) as a potential mechanism for somatofugal bias of dendritic calcium movement in starburst amacrine cells. Calcium dynamics involves a simple calcium extrusion (pump) and a buffering mechanism of calcium binding proteins homogeneously distributed over the plasma membrane of the endoplasmic reticulum within starburst amacrine cells. The system of reaction-diffusion equations in the excess buffer (or low calcium concentration) approximation are reformulated as a nonlinear Volterra integral equation which is solved analytically via a regular perturbation series expansion in response to calcium feedback from a continuously and uniformly distributed calcium sources. Calculation of luminal calcium diffusion in the absence of buffering enables a wave to travel at distances of 120 μm from the soma to distal tips of a starburst amacrine cell dendrite in 100 msec, yet in the presence of discretely distributed calcium-binding proteins it is unknown whether the propagating calcium wave-front in the somatofugal direction is further impeded by endogenous buffers. If so, this would indicate CICR to be an unlikely mechanism of retinal direction selectivity in starburst amacrine cells.

Nonequilibrium scheme for computing the flux of the convection-diffusion equation in the framework of the lattice Boltzmann method.

PubMed

Chai, Zhenhua; Zhao, T S

2014-07-01

In this paper, we propose a local nonequilibrium scheme for computing the flux of the convection-diffusion equation with a source term in the framework of the multiple-relaxation-time (MRT) lattice Boltzmann method (LBM). Both the Chapman-Enskog analysis and the numerical results show that, at the diffusive scaling, the present nonequilibrium scheme has a second-order convergence rate in space. A comparison between the nonequilibrium scheme and the conventional second-order central-difference scheme indicates that, although both schemes have a second-order convergence rate in space, the present nonequilibrium scheme is more accurate than the central-difference scheme. In addition, the flux computation rendered by the present scheme also preserves the parallel computation feature of the LBM, making the scheme more efficient than conventional finite-difference schemes in the study of large-scale problems. Finally, a comparison between the single-relaxation-time model and the MRT model is also conducted, and the results show that the MRT model is more accurate than the single-relaxation-time model, both in solving the convection-diffusion equation and in computing the flux.

The Influence of Turbulent Coherent Structure on Suspended Sediment Transport

NASA Astrophysics Data System (ADS)

Huang, S. H.; Tsai, C.

2017-12-01

The anomalous diffusion of turbulent sedimentation has received more and more attention in recent years. With the advent of new instruments and technologies, researchers have found that sediment behavior may deviate from Fickian assumptions when particles are heavier. In particle-laden flow, bursting phenomena affects instantaneous local concentrations, and seems to carry suspended particles for a longer distance. Instead of the pure diffusion process in an analogy to Brownian motion, Levy flight which allows particles to move in response to bursting phenomena is suspected to be more suitable for describing particle movement in turbulence. And the fractional differential equation is a potential candidate to improve the concentration profile. However, stochastic modeling (the Differential Chapmen-Kolmogorov Equation) also provides an alternative mathematical framework to describe system transits between different states through diffusion/the jump processes. Within this framework, the stochastic particle tracking model linked with advection diffusion equation is a powerful tool to simulate particle locations in the flow field. By including the jump process to this model, a more comprehensive description for suspended sediment transport can be provided with a better physical insight. This study also shows the adaptability and expandability of the stochastic particle tracking model for suspended sediment transport modeling.

A 3D model for rain-induced landslides based on molecular dynamics with fractal and fractional water diffusion

NASA Astrophysics Data System (ADS)

Martelloni, Gianluca; Bagnoli, Franco; Guarino, Alessio

2017-09-01

We present a three-dimensional model of rain-induced landslides, based on cohesive spherical particles. The rainwater infiltration into the soil follows either the fractional or the fractal diffusion equations. We analytically solve the fractal partial differential equation (PDE) for diffusion with particular boundary conditions to simulate a rainfall event. We developed a numerical integration scheme for the PDE, compared with the analytical solution. We adapt the fractal diffusion equation obtaining the gravimetric water content that we use as input of a triggering scheme based on Mohr-Coulomb limit-equilibrium criterion. This triggering is then complemented by a standard molecular dynamics algorithm, with an interaction force inspired by the Lennard-Jones potential, to update the positions and velocities of particles. We present our results for homogeneous and heterogeneous systems, i.e., systems composed by particles with same or different radius, respectively. Interestingly, in the heterogeneous case, we observe segregation effects due to the different volume of the particles. Finally, we analyze the parameter sensibility both for the triggering and the propagation phases. Our simulations confirm the results of a previous two-dimensional model and therefore the feasible applicability to real cases.

Quasilinear diffusion operator for wave-particle interactions in inhomogeneous magnetic fields

NASA Astrophysics Data System (ADS)

Catto, P. J.; Lee, J.; Ram, A. K.

2017-10-01

The Kennel-Engelmann quasilinear diffusion operator for wave-particle interactions is for plasmas in a uniform magnetic field. The operator is not suitable for fusion devices with inhomogeneous magnetic fields. Using drift kinetic and high frequency gyrokinetic equations for the particle distribution function, we have derived a quasilinear operator which includes magnetic drifts. The operator applies to RF waves in any frequency range and is particularly relevant for minority ion heating. In order to obtain a physically meaningful operator, the first order correction to the particle's magnetic moment has to be retained. Consequently, the gyrokinetic change of variables has to be retained to a higher order than usual. We then determine the perturbed distribution function from the gyrokinetic equation using a novel technique that solves the kinetic equation explicitly for certain parts of the function. The final form of the diffusion operator is compact and completely expressed in terms of the drift kinetic variables. It is not transit averaged and retains the full poloidal angle variation without any Fourier decomposition. The quasilinear diffusion operator reduces to the Kennel-Engelmann operator for uniform magnetic fields. Supported by DoE Grant DE-FG02-91ER-54109.

The Transport Equation in Optically Thick Media: Discussion of IMC and its Diffusion Limit

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

Szoke, A.; Brooks, E. D.

2016-07-12

We discuss the limits of validity of the Implicit Monte Carlo (IMC) method for the transport of thermally emitted radiation. The weakened coupling between the radiation and material energy of the IMC method causes defects in handling problems with strong transients. We introduce an approach to asymptotic analysis for the transport equation that emphasizes the fact that the radiation and material temperatures are always different in time-dependent problems, and we use it to show that IMC does not produce the correct diffusion limit. As this is a defect of IMC in the continuous equations, no improvement to its discretization canmore » remedy it.« less

Unimodal dynamical systems: Comparison principles, spreading speeds and travelling waves

NASA Astrophysics Data System (ADS)

Yi, Taishan; Chen, Yuming; Wu, Jianhong

Reaction diffusion equations with delayed nonlinear reaction terms are used as prototypes to motivate an appropriate abstract formulation of dynamical systems with unimodal nonlinearity. For such non-monotone dynamical systems, we develop a general comparison principle and show how this general comparison principle, coupled with some existing results for monotone dynamical systems, can be used to establish results on the asymptotic speeds of spread and travelling waves. We illustrate our main results by an integral equation which includes a nonlocal delayed reaction diffusion equation and a nonlocal delayed lattice differential system in an unbounded domain, with the non-monotone nonlinearities including the Ricker birth function and the Mackey-Glass hematopoiesis feedback.

Weak unique continuation property and a related inverse source problem for time-fractional diffusion-advection equations

NASA Astrophysics Data System (ADS)

Jiang, Daijun; Li, Zhiyuan; Liu, Yikan; Yamamoto, Masahiro

2017-05-01

In this paper, we first establish a weak unique continuation property for time-fractional diffusion-advection equations. The proof is mainly based on the Laplace transform and the unique continuation properties for elliptic and parabolic equations. The result is weaker than its parabolic counterpart in the sense that we additionally impose the homogeneous boundary condition. As a direct application, we prove the uniqueness for an inverse problem on determining the spatial component in the source term by interior measurements. Numerically, we reformulate our inverse source problem as an optimization problem, and propose an iterative thresholding algorithm. Finally, several numerical experiments are presented to show the accuracy and efficiency of the algorithm.

On the effects of nonlinear boundary conditions in diffusive logistic equations on bounded domains

NASA Astrophysics Data System (ADS)

Cantrell, Robert Stephen; Cosner, Chris

We study a diffusive logistic equation with nonlinear boundary conditions. The equation arises as a model for a population that grows logistically inside a patch and crosses the patch boundary at a rate that depends on the population density. Specifically, the rate at which the population crosses the boundary is assumed to decrease as the density of the population increases. The model is motivated by empirical work on the Glanville fritillary butterfly. We derive local and global bifurcation results which show that the model can have multiple equilibria and in some parameter ranges can support Allee effects. The analysis leads to eigenvalue problems with nonstandard boundary conditions.

Scale-Invariant Forms of Conservation Equations in Reactive Fields and a Modified Hydro-Thermo-Diffusive Theory of Laminar Flames

NASA Technical Reports Server (NTRS)

Sohrab, Siavash H.; Piltch, Nancy (Technical Monitor)

2000-01-01

A scale-invariant model of statistical mechanics is applied to present invariant forms of mass, energy, linear, and angular momentum conservation equations in reactive fields. The resulting conservation equations at molecular-dynamic scale are solved by the method of large activation energy asymptotics to describe the hydro-thermo-diffusive structure of laminar premixed flames. The predicted temperature and velocity profiles are in agreement with the observations. Also, with realistic physico-chemical properties and chemical-kinetic parameters for a single-step overall combustion of stoichiometric methane-air premixed flame, the laminar flame propagation velocity of 42.1 cm/s is calculated in agreement with the experimental value.

Global uniqueness in an inverse problem for time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Kian, Y.; Oksanen, L.; Soccorsi, E.; Yamamoto, M.

2018-01-01

Given (M , g), a compact connected Riemannian manifold of dimension d ⩾ 2, with boundary ∂M, we consider an initial boundary value problem for a fractional diffusion equation on (0 , T) × M, T > 0, with time-fractional Caputo derivative of order α ∈ (0 , 1) ∪ (1 , 2). We prove uniqueness in the inverse problem of determining the smooth manifold (M , g) (up to an isometry), and various time-independent smooth coefficients appearing in this equation, from measurements of the solutions on a subset of ∂M at fixed time. In the "flat" case where M is a compact subset of Rd, two out the three coefficients ρ (density), a (conductivity) and q (potential) appearing in the equation ρ ∂tα u - div (a∇u) + qu = 0 on (0 , T) × M are recovered simultaneously.

Correlation transfer and diffusion of ultrasound-modulated multiply scattered light.

PubMed

Sakadzić, Sava; Wang, Lihong V

2006-04-28

We develop a temporal correlation transfer equation (CTE) and a temporal correlation diffusion equation (CDE) for ultrasound-modulated multiply scattered light. These equations can be applied to an optically scattering medium with embedded optically scattering and absorbing objects to calculate the power spectrum of light modulated by a nonuniform ultrasound field. We present an analytical solution based on the CDE and Monte Carlo simulation results for light modulated by a cylinder of ultrasound in an optically scattering slab. We further validate with experimental measurements the numerical calculations for an actual ultrasound field. The CTE and CDE are valid for moderate ultrasound pressures and on a length scale comparable with the optical transport mean-free path. These equations should be applicable to a wide spectrum of conditions for ultrasound-modulated optical tomography of soft biological tissues.

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

Diffuse charge dynamics in ionic thermoelectrochemical systems.

PubMed

Stout, Robert F; Khair, Aditya S

2017-08-01

Thermoelectrics are increasingly being studied as promising electrical generators in the ongoing search for alternative energy sources. In particular, recent experimental work has examined thermoelectric materials containing ionic charge carriers; however, the majority of mathematical modeling has been focused on their steady-state behavior. Here, we determine the time scales over which the diffuse charge dynamics in ionic thermoelectrochemical systems occur by analyzing the simplest model thermoelectric cell: a binary electrolyte between two parallel, blocking electrodes. We consider the application of a temperature gradient across the device while the electrodes remain electrically isolated from each other. This results in a net voltage, called the thermovoltage, via the Seebeck effect. At the same time, the Soret effect results in migration of the ions toward the cold electrode. The charge dynamics are described mathematically by the Poisson-Nernst-Planck equations for dilute solutions, in which the ion flux is driven by electromigration, Brownian diffusion, and thermal diffusion under a temperature gradient. The temperature evolves according to the heat equation. This nonlinear set of equations is linearized in the (experimentally relevant) limit of a "weak" temperature gradient. From this, we show that the time scale on which the thermovoltage develops is the Debye time, 1/Dκ^{2}, where D is the Brownian diffusion coefficient of both ion species, and κ^{-1} is the Debye length. However, the concentration gradient due to the Soret effect develops on the bulk diffusion time, L^{2}/D, where L is the distance between the electrodes. For thin diffuse layers, which is the condition under which most real devices operate, the Debye time is orders of magnitude less than the diffusion time. Therefore, rather surprisingly, the majority of ion motion occurs after the steady thermovoltage has developed. Moreover, the dynamics are independent of the thermal diffusion coefficients, which simply set the magnitude of the steady-state thermovoltage.

Diffuse charge dynamics in ionic thermoelectrochemical systems

NASA Astrophysics Data System (ADS)

Stout, Robert F.; Khair, Aditya S.

2017-08-01

Thermoelectrics are increasingly being studied as promising electrical generators in the ongoing search for alternative energy sources. In particular, recent experimental work has examined thermoelectric materials containing ionic charge carriers; however, the majority of mathematical modeling has been focused on their steady-state behavior. Here, we determine the time scales over which the diffuse charge dynamics in ionic thermoelectrochemical systems occur by analyzing the simplest model thermoelectric cell: a binary electrolyte between two parallel, blocking electrodes. We consider the application of a temperature gradient across the device while the electrodes remain electrically isolated from each other. This results in a net voltage, called the thermovoltage, via the Seebeck effect. At the same time, the Soret effect results in migration of the ions toward the cold electrode. The charge dynamics are described mathematically by the Poisson-Nernst-Planck equations for dilute solutions, in which the ion flux is driven by electromigration, Brownian diffusion, and thermal diffusion under a temperature gradient. The temperature evolves according to the heat equation. This nonlinear set of equations is linearized in the (experimentally relevant) limit of a "weak" temperature gradient. From this, we show that the time scale on which the thermovoltage develops is the Debye time, 1 /D κ2 , where D is the Brownian diffusion coefficient of both ion species, and κ-1 is the Debye length. However, the concentration gradient due to the Soret effect develops on the bulk diffusion time, L2/D , where L is the distance between the electrodes. For thin diffuse layers, which is the condition under which most real devices operate, the Debye time is orders of magnitude less than the diffusion time. Therefore, rather surprisingly, the majority of ion motion occurs after the steady thermovoltage has developed. Moreover, the dynamics are independent of the thermal diffusion coefficients, which simply set the magnitude of the steady-state thermovoltage.

The diffusive finite state projection algorithm for efficient simulation of the stochastic reaction-diffusion master equation.

PubMed

Drawert, Brian; Lawson, Michael J; Petzold, Linda; Khammash, Mustafa

2010-02-21

We have developed a computational framework for accurate and efficient simulation of stochastic spatially inhomogeneous biochemical systems. The new computational method employs a fractional step hybrid strategy. A novel formulation of the finite state projection (FSP) method, called the diffusive FSP method, is introduced for the efficient and accurate simulation of diffusive transport. Reactions are handled by the stochastic simulation algorithm.

Delay-induced wave instabilities in single-species reaction-diffusion systems

NASA Astrophysics Data System (ADS)

Otto, Andereas; Wang, Jian; Radons, Günter

2017-11-01

The Turing (wave) instability is only possible in reaction-diffusion systems with more than one (two) components. Motivated by the fact that a time delay increases the dimension of a system, we investigate the presence of diffusion-driven instabilities in single-species reaction-diffusion systems with delay. The stability of arbitrary one-component systems with a single discrete delay, with distributed delay, or with a variable delay is systematically analyzed. We show that a wave instability can appear from an equilibrium of single-species reaction-diffusion systems with fluctuating or distributed delay, which is not possible in similar systems with constant discrete delay or without delay. More precisely, we show by basic analytic arguments and by numerical simulations that fast asymmetric delay fluctuations or asymmetrically distributed delays can lead to wave instabilities in these systems. Examples, for the resulting traveling waves are shown for a Fisher-KPP equation with distributed delay in the reaction term. In addition, we have studied diffusion-induced instabilities from homogeneous periodic orbits in the same systems with variable delay, where the homogeneous periodic orbits are attracting resonant periodic solutions of the system without diffusion, i.e., periodic orbits of the Hutchinson equation with time-varying delay. If diffusion is introduced, standing waves can emerge whose temporal period is equal to the period of the variable delay.

Derivation of a closed form analytical expression for fluorescence recovery after photo bleaching in the case of continuous bleaching during read out

NASA Astrophysics Data System (ADS)

Endress, E.; Weigelt, S.; Reents, G.; Bayerl, T. M.

2005-01-01

Measurements of very slow diffusive processes in membranes, like the diffusion of integral membrane proteins, by fluorescence recovery after photo bleaching (FRAP) are hampered by bleaching of the probe during the read out of the fluorescence recovery. In the limit of long observation time (very slow diffusion as in the case of large membrane proteins), this bleaching may cause errors to the recovery function and thus provides error-prone diffusion coefficients. In this work we present a new approach to a two-dimensional closed form analytical solution of the reaction-diffusion equation, based on the addition of a dissipative term to the conventional diffusion equation. The calculation was done assuming (i) a Gaussian laser beam profile for bleaching the spot and (ii) that the fluorescence intensity profile emerging from the spot can be approximated by a two-dimensional Gaussian. The detection scheme derived from the analytical solution allows for diffusion measurements without the constraint of observation bleaching. Recovery curves of experimental FRAP data obtained under non-negligible read-out bleaching for native membranes (rabbit endoplasmic reticulum) on a planar solid support showed excellent agreement with the analytical solution and allowed the calculation of the lipid diffusion coefficient.

Frequency-constant Q, unity and disorder

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

Hargreaves, N.D.

1995-12-31

In exploration geophysics we obtain information about the earth by observing its response to different types of applied force. The response can cover the full range of possible Q values (where Q, the quality factor, is a measure of energy dissipation), from close to infinity in the case of deep crustal seismic to close to 0 in the case of many electromagnetic methods. When Q is frequency-constant, however, the various types of response have a common scaling behavior and can be described as being self-affine. The wave-equation then takes on a generalised form, changing from the standard wave-equation at Qmore » = {infinity} to the diffusion equation at Q = 0, via lossy, diffusive, propagation at intermediate Q values. Solutions of this wave-diffusion equation at any particular Q value can be converted to an equivalent set of results for any other Q value. In particular it is possible to convert from diffusive to wave propagation by a mapping from Q < {infinity} to Q = {infinity}. In the context of seismic sounding this is equivalent to applying inverse Q-filtering; in a more general context the mapping integrates different geophysical observations by referencing them to the common result at Q = {infinity}. The self-affinity of the observations for frequency-constant Q is an expression of scale invariance in the fundamental physical properties of the medium of propagation, this being the case whether the mechanism of diffusive propagation is scattering of intrinsic attenuation. Scale invariance, or fractal scaling, is a general property of disordered systems; the assumption of frequency-constant Q not only implies a unity between different geophysical observations, but also suggests that it is the disordered nature of the earth`s sub-surface that is the unifying factor.« less

Dynamical modes of two almost identical chemical oscillators connected via both pulsatile and diffusive coupling.

PubMed

Safonov, Dmitry A; Vanag, Vladimir K

2018-05-03

The dynamical regimes of two almost identical Belousov-Zhabotinsky oscillators with both pulsatile (with time delay) and diffusive coupling have been studied theoretically with the aid of ordinary differential equations for four combinations of these types of coupling: inhibitory diffusive and inhibitory pulsatile (IDIP); excitatory diffusive and inhibitory pulsatile; inhibitory diffusive and excitatory pulsatile; and finally, excitatory diffusive and excitatory pulsatile (EDEP). The combination of two types of coupling creates a condition for new feedback, which promotes new dynamical modes for the IDIP and EDEP coupling.

Correlation Structure of Fractional Pearson Diffusions.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-09-01

The stochastic solution to a diffusion equations with polynomial coefficients is called a Pearson diffusion. If the first time derivative is replaced by a Caputo fractional derivative of order less than one, the stochastic solution is called a fractional Pearson diffusion. This paper develops an explicit formula for the covariance function of a fractional Pearson diffusion in steady state, in terms of Mittag-Leffler functions. That formula shows that fractional Pearson diffusions are long range dependent, with a correlation that falls off like a power law, whose exponent equals the order of the fractional derivative.

Cell-centered high-order hyperbolic finite volume method for diffusion equation on unstructured grids

NASA Astrophysics Data System (ADS)

Lee, Euntaek; Ahn, Hyung Taek; Luo, Hong

2018-02-01

We apply a hyperbolic cell-centered finite volume method to solve a steady diffusion equation on unstructured meshes. This method, originally proposed by Nishikawa using a node-centered finite volume method, reformulates the elliptic nature of viscous fluxes into a set of augmented equations that makes the entire system hyperbolic. We introduce an efficient and accurate solution strategy for the cell-centered finite volume method. To obtain high-order accuracy for both solution and gradient variables, we use a successive order solution reconstruction: constant, linear, and quadratic (k-exact) reconstruction with an efficient reconstruction stencil, a so-called wrapping stencil. By the virtue of the cell-centered scheme, the source term evaluation was greatly simplified regardless of the solution order. For uniform schemes, we obtain the same order of accuracy, i.e., first, second, and third orders, for both the solution and its gradient variables. For hybrid schemes, recycling the gradient variable information for solution variable reconstruction makes one order of additional accuracy, i.e., second, third, and fourth orders, possible for the solution variable with less computational work than needed for uniform schemes. In general, the hyperbolic method can be an effective solution technique for diffusion problems, but instability is also observed for the discontinuous diffusion coefficient cases, which brings necessity for further investigation about the monotonicity preserving hyperbolic diffusion method.

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

Garcia, Andres

Transport and reaction in zeolites and other porous materials, such as mesoporous silica particles, has been a focus of interest in recent years. This is in part due to the possibility of anomalous transport effects (e.g. single-file diffusion) and its impact in the reaction yield in catalytic processes. Computational simulations are often used to study these complex nonequilibrium systems. Computer simulations using Molecular Dynamics (MD) techniques are prohibitive, so instead coarse grained one-dimensional models with the aid of Kinetic Monte Carlo (KMC) simulations are used. Both techniques can be computationally expensive, both time and resource wise. These coarse-grained systems canmore » be exactly described by a set of coupled stochastic master equations, that describe the reaction-diffusion kinetics of the system. The equations can be written exactly, however, coupling between the equations and terms within the equations make it impossible to solve them exactly; approximations must be made. One of the most common methods to obtain approximate solutions is to use Mean Field (MF) theory. MF treatments yield reasonable results at high ratios of reaction rate k to hop rate h of the particles, but fail completely at low k=h due to the over-estimation of fluxes of particles within the pore. We develop a method to estimate fluxes and intrapore diffusivity in simple one- dimensional reaction-diffusion models at high and low k=h, where the pores are coupled to an equilibrated three-dimensional fluid. We thus successfully describe analytically these simple reaction-diffusion one-dimensional systems. Extensions to models considering behavior with long range steric interactions and wider pores require determination of multiple boundary conditions. We give a prescription to estimate the required parameters for these simulations. For one dimensional systems, if single-file diffusion is relaxed, additional parameters to describe particle exchange have to be introduced. We use Langevin Molecular Dynamics (MD) simulations to assess these parameters.« less

Unified implicit kinetic scheme for steady multiscale heat transfer based on the phonon Boltzmann transport equation

NASA Astrophysics Data System (ADS)

Zhang, Chuang; Guo, Zhaoli; Chen, Songze

2017-12-01

An implicit kinetic scheme is proposed to solve the stationary phonon Boltzmann transport equation (BTE) for multiscale heat transfer problem. Compared to the conventional discrete ordinate method, the present method employs a macroscopic equation to accelerate the convergence in the diffusive regime. The macroscopic equation can be taken as a moment equation for phonon BTE. The heat flux in the macroscopic equation is evaluated from the nonequilibrium distribution function in the BTE, while the equilibrium state in BTE is determined by the macroscopic equation. These two processes exchange information from different scales, such that the method is applicable to the problems with a wide range of Knudsen numbers. Implicit discretization is implemented to solve both the macroscopic equation and the BTE. In addition, a memory reduction technique, which is originally developed for the stationary kinetic equation, is also extended to phonon BTE. Numerical comparisons show that the present scheme can predict reasonable results both in ballistic and diffusive regimes with high efficiency, while the memory requirement is on the same order as solving the Fourier law of heat conduction. The excellent agreement with benchmark and the rapid converging history prove that the proposed macro-micro coupling is a feasible solution to multiscale heat transfer problems.

Cross-Diffusion Driven Instability for a Lotka-Volterra Competitive Reaction-Diffusion System

NASA Astrophysics Data System (ADS)

Gambino, G.; Lombardo, M. C.; Sammartino, M.

2008-04-01

In this work we investigate the possibility of the pattern formation for a reaction-diffusion system with nonlinear diffusion terms. Through a linear stability analysis we find the conditions which allow a homogeneous steady state (stable for the kinetics) to become unstable through a Turing mechanism. In particular, we show how cross-diffusion effects are responsible for the initiation of spatial patterns. Finally, we find a Fisher amplitude equation which describes the weakly nonlinear dynamics of the system near the marginal stability.

Causal Set Phenomenology

NASA Astrophysics Data System (ADS)

Philpott, Lydia

2010-09-01

Central to the development of any new theory is the investigation of the observable consequences of the theory. In the search for quantum gravity, research in phenomenology has been dominated by models violating Lorentz invariance (LI) -- despite there being, at present, no evidence that LI is violated. Causal set theory is a LI candidate theory of QG that seeks not to quantise gravity as such, but rather to develop a new understanding of the universe from which both GR and QM could arise separately. The key hypothesis is that spacetime is a discrete partial order: a set of events where the partial ordering is the physical causal ordering between the events. This thesis investigates Lorentz invariant QG phenomenology motivated by the causal set approach. Massive particles propagating in a discrete spacetime will experience diffusion in both position and momentum in proper time. This thesis considers this idea in more depth, providing a rigorous derivation of the diffusion equation in terms of observable cosmic time. The diffusion behaviour does not depend on any particular underlying particle model. Simulations of three different models are conducted, revealing behaviour that matches the diffusion equation despite limitations on the size of causal set simulated. The effect of spacetime discreteness on the behaviour of massless particles is also investigated. Diffusion equations in both affine time and cosmic time are derived, and it is found that massless particles undergo diffusion and drift in energy. Constraints are placed on the magnitudes of the drift and diffusion parameters by considering the blackbody nature of the CMB. Spacetime discreteness also has a potentially observable effect on photon polarisation. For linearly polarised photons, underlying discreteness is found to cause a rotation in polarisation angle and a suppression in overall polarisation.

Time-independent hybrid enrichment for finite element solution of transient conduction–radiation in diffusive grey media

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

Mohamed, M. Shadi, E-mail: m.s.mohamed@durham.ac.uk; Seaid, Mohammed; Trevelyan, Jon

2013-10-15

We investigate the effectiveness of the partition-of-unity finite element method for transient conduction–radiation problems in diffusive grey media. The governing equations consist of a semi-linear transient heat equation for the temperature field and a stationary diffusion approximation to the radiation in grey media. The coupled equations are integrated in time using a semi-implicit method in the finite element framework. We show that for the considered problems, a combination of hyperbolic and exponential enrichment functions based on an approximation of the boundary layer leads to improved accuracy compared to the conventional finite element method. It is illustrated that this approach canmore » be more efficient than using h adaptivity to increase the accuracy of the finite element method near the boundary walls. The performance of the proposed partition-of-unity method is analyzed on several test examples for transient conduction–radiation problems in two space dimensions.« less

Theoretical analysis of exponential transversal method of lines for the diffusion equation

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

Salazar, A.; Raydan, M.; Campo, A.

1996-12-31

Recently a new approximate technique to solve the diffusion equation was proposed by Campo and Salazar. This new method is inspired on the Method of Lines (MOL) with some insight coming from the method of separation of variables. The proposed method, the Exponential Transversal Method of Lines (ETMOL), utilizes an exponential variation to improve accuracy in the evaluation of the time derivative. Campo and Salazar have implemented this method in a wide range of heat/mass transfer applications and have obtained surprisingly good numerical results. In this paper, the authors study the theoretical properties of ETMOL in depth. In particular, consistency,more » stability and convergence are established in the framework of the heat/mass diffusion equation. In most practical applications the method presents a very reduced truncation error in time and its different versions are proven to be unconditionally stable in the Fourier sense. Convergence of the solutions is then established. The theory is corroborated by several analytical/numerical experiments.« 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.

Vertical distribution of vibrational energy of molecular nitrogen in a stable auroral red arc and its effect on ionospheric electron densities. Ph.D. Thesis - Catholic Univ. of Am.

NASA Technical Reports Server (NTRS)

Newton, G. P.

1973-01-01

Previous solutions of the problem of the distribution of vibrationally excited molecular nitrogen in the thermosphere have either assumed a Boltzmann distribution and considered diffusion as one of the loss processes or solved for the energy level populations and neglected diffusion. Both of the previous approaches are combined by solving the time dependent continuity equations, including the diffusion process, for the first six energy levels of molecular nitrogen for conditions in the thermosphere corresponding to a stable auroral red arc. The primary source of molecular nitrogen excitation was subexcitation, and inelastic collisions between thermal electrons and molecular nitrogen. The reaction rates for this process were calculated from published cross section calculations. The loss processes for vibrational energy were electron and atomic oxygen quenching and vibrational energy exchange. The coupled sets of nonlinear, partial differential equations were solved numerically by employing finite difference equations.

Predicting the influence of long-range molecular interactions on macroscopic-scale diffusion by homogenization of the Smoluchowski equation

NASA Astrophysics Data System (ADS)

Kekenes-Huskey, P. M.; Gillette, A. K.; McCammon, J. A.

2014-05-01

The macroscopic diffusion constant for a charged diffuser is in part dependent on (1) the volume excluded by solute "obstacles" and (2) long-range interactions between those obstacles and the diffuser. Increasing excluded volume reduces transport of the diffuser, while long-range interactions can either increase or decrease diffusivity, depending on the nature of the potential. We previously demonstrated [P. M. Kekenes-Huskey et al., Biophys. J. 105, 2130 (2013)] using homogenization theory that the configuration of molecular-scale obstacles can both hinder diffusion and induce diffusional anisotropy for small ions. As the density of molecular obstacles increases, van der Waals (vdW) and electrostatic interactions between obstacle and a diffuser become significant and can strongly influence the latter's diffusivity, which was neglected in our original model. Here, we extend this methodology to include a fixed (time-independent) potential of mean force, through homogenization of the Smoluchowski equation. We consider the diffusion of ions in crowded, hydrophilic environments at physiological ionic strengths and find that electrostatic and vdW interactions can enhance or depress effective diffusion rates for attractive or repulsive forces, respectively. Additionally, we show that the observed diffusion rate may be reduced independent of non-specific electrostatic and vdW interactions by treating obstacles that exhibit specific binding interactions as "buffers" that absorb free diffusers. Finally, we demonstrate that effective diffusion rates are sensitive to distribution of surface charge on a globular protein, Troponin C, suggesting that the use of molecular structures with atomistic-scale resolution can account for electrostatic influences on substrate transport. This approach offers new insight into the influence of molecular-scale, long-range interactions on transport of charged species, particularly for diffusion-influenced signaling events occurring in crowded cellular environments.

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

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

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, Department of Mathematics, MOE-LSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Lu, Hanqing, E-mail: hanqing@math.wisc.edu

2017-04-01

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (inmore » the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.« less

Modeling growth kinetics of thin films made by atomic layer deposition in lateral high-aspect-ratio structures

NASA Astrophysics Data System (ADS)

Ylilammi, Markku; Ylivaara, Oili M. E.; Puurunen, Riikka L.

2018-05-01

The conformality of thin films grown by atomic layer deposition (ALD) is studied using all-silicon test structures with long narrow lateral channels. A diffusion model, developed in this work, is used for studying the propagation of ALD growth in narrow channels. The diffusion model takes into account the gas transportation at low pressures, the dynamic Langmuir adsorption model for the film growth and the effect of channel narrowing due to film growth. The film growth is calculated by solving the diffusion equation with surface reactions. An efficient analytic approximate solution of the diffusion equation is developed for fitting the model to the measured thickness profile. The fitting gives the equilibrium constant of adsorption and the sticking coefficient. This model and Gordon's plug flow model are compared. The simulations predict the experimental measurement results quite well for Al2O3 and TiO2 ALD processes.

The 3-D numerical study of airflow in the compressor/combustor prediffuser and dump diffuser of an industrial gas turbine

NASA Technical Reports Server (NTRS)

Agrawal, Ajay K.; Yang, Tah-Teh

1993-01-01

This paper describes the 3D computations of a flow field in the compressor/combustor diffusers of an industrial gas turbine. The geometry considered includes components such as the combustor support strut, the transition piece and the impingement sleeve with discrete cooling air holes on its surface. Because the geometry was complex and 3D, the airflow path was divided into two computational domains sharing an interface region. The body-fitted grid was generated independently in each of the two domains. The governing equations for incompressible Navier-Stokes equations were solved using the finite volume approach. The results show that the flow in the prediffuser is strongly coupled with the flow in the dump diffuser and vice versa. The computations also revealed that the flow in the dump diffuser is highly nonuniform.

Effect of the scattering delay on time-dependent photon migration in turbid media.

PubMed

Yaroslavsky, I V; Yaroslavsky, A N; Tuchin, V V; Schwarzmaier, H J

1997-09-01

We modified the diffusion approximation of the time-dependent radiative transfer equation to account for a finite scattering delay time. Under the usual assumptions of the diffusion approximation, the effect of the scattering delay leads to a simple renormalization of the light velocity that appears in the diffusion equation. Accuracy of the model was evaluated by comparison with Monte Carlo simulations in the frequency domain for a semi-infinite geometry. A good agreement is demonstrated for both matched and mismatched boundary conditions when the distance from the source is sufficiently large. The modified diffusion model predicts that the neglect of the scattering delay when the optical properties of the turbid material are derived from normalized frequency- or time-domain measurements should result in an underestimation of the absorption coefficient and an overestimation of the transport coefficient. These observations are consistent with the published experimental data.

On the local well-posedness and a Prodi-Serrin-type regularity criterion of the three-dimensional MHD-Boussinesq system without thermal diffusion

NASA Astrophysics Data System (ADS)

Larios, Adam; Pei, Yuan

2017-07-01

We prove a Prodi-Serrin-type global regularity condition for the three-dimensional Magnetohydrodynamic-Boussinesq system (3D MHD-Boussinesq) without thermal diffusion, in terms of only two velocity and two magnetic components. To the best of our knowledge, this is the first Prodi-Serrin-type criterion for such a 3D hydrodynamic system which is not fully dissipative, and indicates that such an approach may be successful on other systems. In addition, we provide a constructive proof of the local well-posedness of solutions to the fully dissipative 3D MHD-Boussinesq system, and also the fully inviscid, irresistive, non-diffusive MHD-Boussinesq equations. We note that, as a special case, these results include the 3D non-diffusive Boussinesq system and the 3D MHD equations. Moreover, they can be extended without difficulty to include the case of a Coriolis rotational term.

Analytical solutions for a soil vapor extraction model that incorporates gas phase dispersion and molecular diffusion

NASA Astrophysics Data System (ADS)

Huang, Junqi; Goltz, Mark N.

2017-06-01

To greatly simplify their solution, the equations describing radial advective/dispersive transport to an extraction well in a porous medium typically neglect molecular diffusion. While this simplification is appropriate to simulate transport in the saturated zone, it can result in significant errors when modeling gas phase transport in the vadose zone, as might be applied when simulating a soil vapor extraction (SVE) system to remediate vadose zone contamination. A new analytical solution for the equations describing radial gas phase transport of a sorbing contaminant to an extraction well is presented. The equations model advection, dispersion (including both mechanical dispersion and molecular diffusion), and rate-limited mass transfer of dissolved, separate phase, and sorbed contaminants into the gas phase. The model equations are analytically solved by using the Laplace transform with respect to time. The solutions are represented by confluent hypergeometric functions in the Laplace domain. The Laplace domain solutions are then evaluated using a numerical Laplace inversion algorithm. The solutions can be used to simulate the spatial distribution and the temporal evolution of contaminant concentrations during operation of a soil vapor extraction well. Results of model simulations show that the effect of gas phase molecular diffusion upon concentrations at the extraction well is relatively small, although the effect upon the distribution of concentrations in space is significant. This study provides a tool that can be useful in designing SVE remediation strategies, as well as verifying numerical models used to simulate SVE system performance.

Development of an Advanced Flameless Combustion Heat Source Utilizing Heavy Fuels

DTIC Science & Technology

2010-07-01

Flow Uniformity Test Cell .............................................................................51 Figure 37. Relationship Between Thermal...equations that influence both transient and steady state thermal behavior. Equation 1 describes the relationship between thermal diffusivity and the...intrinsic properties of any material. Equation 2 describes the Wiedemann-Franz law. P. Grootenhuis, et al reported on the relationship between

Charge Transport in Nonaqueous Liquid Electrolytes: A Paradigm Shift

DTIC Science & Technology

2015-05-18

that provide inadequate descriptions of experimental data, often using empirical equations whose fitting parameters have no physical significance...provide inadequate descriptions of experimental data, often using empirical equations whose fitting parameters have no physical significance...Ea The hydrodynamic model, utilizing the Stokes equation describes isothermal conductivity, self-diffusion coefficient, and the dielectric

Discontinuous Finite Element Quasidiffusion Methods

DOE PAGES

Anistratov, Dmitriy Yurievich; Warsa, James S.

2018-05-21

Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less

Discontinuous Finite Element Quasidiffusion Methods

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

Anistratov, Dmitriy Yurievich; Warsa, James S.

Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less

In vitro dissolution kinetic study of theophylline from hydrophilic and hydrophobic matrices.

PubMed

Maswadeh, Hamzah M; Semreen, Mohammad H; Abdulhalim, Abdulatif A

2006-01-01

Oral dosage forms containing 300 mg theophylline in matrix type tablets, were prepared by direct compression method using two kinds of matrices, glycerylbehenate (hydrophobic), and (hydroxypropyl)methyl cellulose (hydrophilic). The in vitro release kinetics of these formulations were studied at pH 6.8 using the USP dissolution apparatus with the paddle assemble. The kinetics of the dissolution process were studied by analyzing the dissolution data using four kinetic equations, the zero-order equation, the first-order equation, the Higuchi square root equation and the Hixson-Crowell cube root law. The analysis of the dissolution kinetic data for the theophylline preparations in this study shows that it follows the first order kinetics and the release process involves erosion / diffusion and an alteration in the surface area and diameter of the matrix system, as well as in the diffusion path length from the matrix drug load during the dissolution process. This relation is best described by the use of both the first-order equation and the Hixson-Crowell cube root law.

CRPropa 3.1—a low energy extension based on stochastic differential equations

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

Merten, Lukas; Tjus, Julia Becker; Eichmann, Björn

The propagation of charged cosmic rays through the Galactic environment influences all aspects of the observation at Earth. Energy spectrum, composition and arrival directions are changed due to deflections in magnetic fields and interactions with the interstellar medium. Today the transport is simulated with different simulation methods either based on the solution of a transport equation (multi-particle picture) or a solution of an equation of motion (single-particle picture). We developed a new module for the publicly available propagation software CRPropa 3.1, where we implemented an algorithm to solve the transport equation using stochastic differential equations. This technique allows us tomore » use a diffusion tensor which is anisotropic with respect to an arbitrary magnetic background field. The source code of CRPropa is written in C++ with python steering via SWIG which makes it easy to use and computationally fast. In this paper, we present the new low-energy propagation code together with validation procedures that are developed to proof the accuracy of the new implementation. Furthermore, we show first examples of the cosmic ray density evolution, which depends strongly on the ratio of the parallel κ{sub ∥} and perpendicular κ{sub ⊥} diffusion coefficients. This dependency is systematically examined as well the influence of the particle rigidity on the diffusion process.« less

Computing diffusivities from particle models out of equilibrium

NASA Astrophysics Data System (ADS)

Embacher, Peter; Dirr, Nicolas; Zimmer, Johannes; Reina, Celia

2018-04-01

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but it is otherwise allowed to undergo arbitrary out-of-equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluctuation-dissipation relation. The strategy is here applied to three classic particle models, namely independent random walkers, a zero-range process and a symmetric simple exclusion process in one space dimension, to allow the comparison with analytic solutions.

Diffusion-equation representations of landform evolution in the simplest circumstances: Appendix C

USGS Publications Warehouse

Hanks, Thomas C.

2009-01-01

Most of us here know that the diffusion equation has also been used to describe the evolution through time of scarp-like landforms, including fault scarps, shoreline scarps, or a set of marine terraces. The methods, models, and data employed in such studies have been described in the literature many times over the past 25 years. For most situations, everything you will ever need (or want) to know can be found in Hanks et al. (1984) and Hanks (2000), the latter being a review of numerous studies of the 1980s and 1990s and a summary of available estimates of the mass diffusivity κ. The geometric parameterization of scarp-like landforms is shown in Figure 1.

Modeling methanol transfer in the mesoporous catalyst for the methanol-to-olefins reaction by the time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Zhokh, Alexey A.; Strizhak, Peter E.

2018-04-01

The solutions of the time-fractional diffusion equation for the short and long times are obtained via an application of the asymptotic Green's functions. The derived solutions are applied to analysis of the methanol mass transfer through H-ZSM-5/alumina catalyst grain. It is demonstrated that the methanol transport in the catalysts pores may be described by the obtained solutions in a fairly good manner. The measured fractional exponent is equal to 1.20 ± 0.02 and reveals the super-diffusive regime of the methanol mass transfer. The presence of the anomalous transport may be caused by geometrical restrictions and the adsorption process on the internal surface of the catalyst grain's pores.

Monte-Carlo simulation of a stochastic differential equation

NASA Astrophysics Data System (ADS)

Arif, ULLAH; Majid, KHAN; M, KAMRAN; R, KHAN; Zhengmao, SHENG

2017-12-01

For solving higher dimensional diffusion equations with an inhomogeneous diffusion coefficient, Monte Carlo (MC) techniques are considered to be more effective than other algorithms, such as finite element method or finite difference method. The inhomogeneity of diffusion coefficient strongly limits the use of different numerical techniques. For better convergence, methods with higher orders have been kept forward to allow MC codes with large step size. The main focus of this work is to look for operators that can produce converging results for large step sizes. As a first step, our comparative analysis has been applied to a general stochastic problem. Subsequently, our formulization is applied to the problem of pitch angle scattering resulting from Coulomb collisions of charge particles in the toroidal devices.

Simulation of moving flat plate with unsteady translational motion using vortex method

NASA Astrophysics Data System (ADS)

Widodo, A. F.; Zuhal, L. R.

2013-10-01

This paper presents simulation of moving flate plate with unsteady translational motion using Lagrangianmeshless numerical simulation named vortex method. The method solves Navier-Stokes equations in term of vorticity. The solving strategy is splitting the equation into diffusion and convection term to be solved separately. The diffusion term is modeled by particles strength exchange(PSE) which is the most accurate of diffusion modeling in vortex method. The convection term that represents transport of particles is calculated by time step integration of velocity. Velocity of particles is natively calculated using Biot-Savart relation but for acceleration, fastmultiple method(FMM) is employed. The simulation is validated experimentally using digital particle image velocimetry(DPIV) and the results give good agreement.

Dynamical spike solutions in a nonlocal model of pattern formation

NASA Astrophysics Data System (ADS)

Marciniak-Czochra, Anna; Härting, Steffen; Karch, Grzegorz; Suzuki, Kanako

2018-05-01

Coupling a reaction-diffusion equation with ordinary differential equa- tions (ODE) may lead to diffusion-driven instability (DDI) which, in contrast to the classical reaction-diffusion models, causes destabilization of both, constant solutions and Turing patterns. Using a shadow-type limit of a reaction-diffusion-ODE model, we show that in such cases the instability driven by nonlocal terms (a counterpart of DDI) may lead to formation of unbounded spike patterns.

Multi-scale diffuse interface modeling of multi-component two-phase flow with partial miscibility

NASA Astrophysics Data System (ADS)

Kou, Jisheng; Sun, Shuyu

2016-08-01

In this paper, we introduce a diffuse interface model to simulate multi-component two-phase flow with partial miscibility based on a realistic equation of state (e.g. Peng-Robinson equation of state). Because of partial miscibility, thermodynamic relations are used to model not only interfacial properties but also bulk properties, including density, composition, pressure, and realistic viscosity. As far as we know, this effort is the first time to use diffuse interface modeling based on equation of state for modeling of multi-component two-phase flow with partial miscibility. In numerical simulation, the key issue is to resolve the high contrast of scales from the microscopic interface composition to macroscale bulk fluid motion since the interface has a nanoscale thickness only. To efficiently solve this challenging problem, we develop a multi-scale simulation method. At the microscopic scale, we deduce a reduced interfacial equation under reasonable assumptions, and then we propose a formulation of capillary pressure, which is consistent with macroscale flow equations. Moreover, we show that Young-Laplace equation is an approximation of this capillarity formulation, and this formulation is also consistent with the concept of Tolman length, which is a correction of Young-Laplace equation. At the macroscopical scale, the interfaces are treated as discontinuous surfaces separating two phases of fluids. Our approach differs from conventional sharp-interface two-phase flow model in that we use the capillary pressure directly instead of a combination of surface tension and Young-Laplace equation because capillarity can be calculated from our proposed capillarity formulation. A compatible condition is also derived for the pressure in flow equations. Furthermore, based on the proposed capillarity formulation, we design an efficient numerical method for directly computing the capillary pressure between two fluids composed of multiple components. Finally, numerical tests are carried out to verify the effectiveness of the proposed multi-scale method.

Multi-scale diffuse interface modeling of multi-component two-phase flow with partial miscibility

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

Kou, Jisheng; Sun, Shuyu, E-mail: shuyu.sun@kaust.edu.sa; School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an 710049

2016-08-01

In this paper, we introduce a diffuse interface model to simulate multi-component two-phase flow with partial miscibility based on a realistic equation of state (e.g. Peng–Robinson equation of state). Because of partial miscibility, thermodynamic relations are used to model not only interfacial properties but also bulk properties, including density, composition, pressure, and realistic viscosity. As far as we know, this effort is the first time to use diffuse interface modeling based on equation of state for modeling of multi-component two-phase flow with partial miscibility. In numerical simulation, the key issue is to resolve the high contrast of scales from themore » microscopic interface composition to macroscale bulk fluid motion since the interface has a nanoscale thickness only. To efficiently solve this challenging problem, we develop a multi-scale simulation method. At the microscopic scale, we deduce a reduced interfacial equation under reasonable assumptions, and then we propose a formulation of capillary pressure, which is consistent with macroscale flow equations. Moreover, we show that Young–Laplace equation is an approximation of this capillarity formulation, and this formulation is also consistent with the concept of Tolman length, which is a correction of Young–Laplace equation. At the macroscopical scale, the interfaces are treated as discontinuous surfaces separating two phases of fluids. Our approach differs from conventional sharp-interface two-phase flow model in that we use the capillary pressure directly instead of a combination of surface tension and Young–Laplace equation because capillarity can be calculated from our proposed capillarity formulation. A compatible condition is also derived for the pressure in flow equations. Furthermore, based on the proposed capillarity formulation, we design an efficient numerical method for directly computing the capillary pressure between two fluids composed of multiple components. Finally, numerical tests are carried out to verify the effectiveness of the proposed multi-scale method.« less

Langevin equation with fluctuating diffusivity: A two-state model

NASA Astrophysics Data System (ADS)

Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji

2016-07-01

Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.

Nonlinear theory of nonstationary low Mach number channel flows of freely cooling nearly elastic granular gases.

PubMed

Meerson, Baruch; Fouxon, Itzhak; Vilenkin, Arkady

2008-02-01

We employ hydrodynamic equations to investigate nonstationary channel flows of freely cooling dilute gases of hard and smooth spheres with nearly elastic particle collisions. This work focuses on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the gas. As a result, the gas pressure rapidly becomes almost homogeneous, while the typical Mach number of the flow drops well below unity. Eliminating the acoustic modes and employing Lagrangian coordinates, we reduce the hydrodynamic equations to a single nonlinear and nonlocal equation of a reaction-diffusion type. This equation describes a broad class of channel flows and, in particular, can follow the development of the clustering instability from a weakly perturbed homogeneous cooling state to strongly nonlinear states. If the heat diffusion is neglected, the reduced equation becomes exactly soluble, and the solution develops a finite-time density blowup. The blowup has the same local features at singularity as those exhibited by the recently found family of exact solutions of the full set of ideal hydrodynamic equations [I. Fouxon, Phys. Rev. E 75, 050301(R) (2007); I. Fouxon,Phys. Fluids 19, 093303 (2007)]. The heat diffusion, however, always becomes important near the attempted singularity. It arrests the density blowup and brings about previously unknown inhomogeneous cooling states (ICSs) of the gas, where the pressure continues to decay with time, while the density profile becomes time-independent. The ICSs represent exact solutions of the full set of granular hydrodynamic equations. Both the density profile of an ICS and the characteristic relaxation time toward it are determined by a single dimensionless parameter L that describes the relative role of the inelastic energy loss and heat diffusion. At L>1 the intermediate cooling dynamics proceeds as a competition between "holes": low-density regions of the gas. This competition resembles Ostwald ripening (only one hole survives at the end), and we report a particular regime where the "hole ripening" statistics exhibits a simple dynamic scaling behavior.

Spectra of turbulently advected scalars that have small Schmidt number

NASA Astrophysics Data System (ADS)

Hill, Reginald J.

2017-09-01

Exact statistical equations are derived for turbulent advection of a passive scalar having diffusivity much larger than the kinematic viscosity, i.e., small Schmidt number. The equations contain all terms needed for precise direct numerical simulation (DNS) quantification. In the appropriate limit, the equations reduce to the classical theory for which the scalar spectrum is proportional to the energy spectrum multiplied by k-4, which, in turn, results in the inertial-diffusive range power law, k-17 /3. The classical theory was derived for the case of isotropic velocity and scalar fields. The exact equations are simplified for less restrictive cases: (1) locally isotropic scalar fluctuations at dissipation scales with no restriction on symmetry of the velocity field, (2) isotropic velocity field with averaging over all wave-vector directions with no restriction on the symmetry of the scalar, motivated by that average being used for DNS, and (3) isotropic velocity field with axisymmetric scalar fluctuations, motivated by the mean-scalar-gradient-source case. The equations are applied to recently published DNSs of passive scalars for the cases of a freely decaying scalar and a mean-scalar-gradient source. New terms in the exact equations are estimated for those cases and are found to be significant; those terms cause the deviations from the classical theory found by the DNS studies. A new formula for the mean-scalar-gradient case explains the variation of the scalar spectra for the DNS of the smallest Schmidt-number cases. Expansion in Legendre polynomials reveals the effect of axisymmetry. Inertial-diffusive-range formulas for both the zero- and second-order Legendre contributions are given. Exact statistical equations reveal what must be quantified using DNS to determine what causes deviations from asymptotic relationships.

Potential use of combining the diffusion equation with the free Shrödinger equation to improve the Optical Coherence Tomography image analysis

NASA Astrophysics Data System (ADS)

Cabrera Fernandez, Delia; Salinas, Harry M.; Somfai, Gabor; Puliafito, Carmen A.

2006-03-01

Optical coherence tomography (OCT) is a rapidly emerging medical imaging technology. In ophthalmology, OCT is a powerful tool because it enables visualization of the cross sectional structure of the retina and anterior eye with higher resolutions than any other non-invasive imaging modality. Furthermore, OCT image information can be quantitatively analyzed, enabling objective assessment of features such as macular edema and diabetes retinopathy. We present specific improvements in the quantitative analysis of the OCT system, by combining the diffusion equation with the free Shrödinger equation. In such formulation, important features of the image can be extracted by extending the analysis from the real axis to the complex domain. Experimental results indicate that our proposed novel approach has good performance in speckle noise removal, enhancement and segmentation of the various cellular layers of the retina using the OCT system.

Excitation of turbulence by density waves

NASA Technical Reports Server (NTRS)

Tichen, C. M.

1985-01-01

A nonlinear system describes the microdynamical state of turbulence that is excited by density waves. It consists of an equation of propagation and a master equation. A group-scaling generates the scaled equations of many interacting groups of distribution functions. The two leading groups govern the transport processes of evolution and eddy diffusivity. The remaining sub-groups represent the relaxation for the approach of diffusivity to equilibrium. In strong turbulence, the sub-groups disperse themselves and the ensemble acts like a medium that offers an effective damping to close the hierarchy. The kinetic equation of turbulence is derived. It calculates the eddy viscosity and identifies the effective damping of the assumed medium self-consistently. It formulates the coupling mechanism for the intensification of the turbulent energy at the expense of the wave energy, and the transfer mechanism for the cascade. The spectra of velocity and density fluctuations find the power law k sup-2 and k sup-4, respectively.

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.

Analytical solutions for avalanche-breakdown voltages of single-diffused Gaussian junctions

NASA Astrophysics Data System (ADS)

Shenai, K.; Lin, H. C.

1983-03-01

Closed-form solutions of the potential difference between the two edges of the depletion layer of a single diffused Gaussian p-n junction are obtained by integrating Poisson's equation and equating the magnitudes of the positive and negative charges in the depletion layer. By using the closed form solution of the static Poisson's equation and Fulop's average ionization coefficient, the ionization integral in the depletion layer is computed, which yields the correct values of avalanche breakdown voltage, depletion layer thickness at breakdown, and the peak electric field as a function of junction depth. Newton's method is used for rapid convergence. A flowchart to perform the calculations with a programmable hand-held calculator, such as the TI-59, is shown.

A new mathematical solution for predicting char activation reactions

USGS Publications Warehouse

Rafsanjani, H.H.; Jamshidi, E.; Rostam-Abadi, M.

2002-01-01

The differential conservation equations that describe typical gas-solid reactions, such as activation of coal chars, yield a set of coupled second-order partial differential equations. The solution of these coupled equations by exact analytical methods is impossible. In addition, an approximate or exact solution only provides predictions for either reaction- or diffusion-controlling cases. A new mathematical solution, the quantize method (QM), was applied to predict the gasification rates of coal char when both chemical reaction and diffusion through the porous char are present. Carbon conversion rates predicted by the QM were in closer agreement with the experimental data than those predicted by the random pore model and the simple particle model. ?? 2002 Elsevier Science Ltd. All rights reserved.

Coupling of atom-by-atom calculations of extended defects with B kick-out equations: application to the simulation of boron ted

NASA Astrophysics Data System (ADS)

Lampin, E.; Cristiano, F.; Lamrani, Y.; Colombeau, B.

2004-02-01

We present simulations of B TED based on a complete calculation of the extended defect growth/shrinkage during annealing. The Si self-interstitial supersaturation calculated at the extended defect depth is coupled to the set of equations for the B kick-out diffusion through a generation/recombination term in the diffusion equation of the Si self-interstitials. The simulations are compared to the measurements performed on a Si wafer containing several B marker layers, where the amount of TED varies from one peak to the other. The good agreement obtained on this experiment is very promising for the application of these calculations to the case of ultra-shallow B + implants.

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

Liemert, André, E-mail: andre.liemert@ilm.uni-ulm.de; Kienle, Alwin

Purpose: Explicit solutions of the monoenergetic radiative transport equation in the P{sub 3} approximation have been derived which can be evaluated with nearly the same computational effort as needed for solving the standard diffusion equation (DE). In detail, the authors considered the important case of a semi-infinite medium which is illuminated by a collimated beam of light. Methods: A combination of the classic spherical harmonics method and the recently developed method of rotated reference frames is used for solving the P{sub 3} equations in closed form. Results: The derived solutions are illustrated and compared to exact solutions of the radiativemore » transport equation obtained via the Monte Carlo (MC) method as well as with other approximated analytical solutions. It is shown that for the considered cases which are relevant for biomedical optics applications, the P{sub 3} approximation is close to the exact solution of the radiative transport equation. Conclusions: The authors derived exact analytical solutions of the P{sub 3} equations under consideration of boundary conditions for defining a semi-infinite medium. The good agreement to Monte Carlo simulations in the investigated domains, for example, in the steady-state and time domains, as well as the short evaluation time needed suggests that the derived equations can replace the often applied solutions of the diffusion equation for the homogeneous semi-infinite medium.« less

Flux-limited diffusion in a scattering medium. [such as accretion-disk coronae

NASA Technical Reports Server (NTRS)

Melia, Fulvio; Zylstra, Gregory J.

1991-01-01

A diffusion equation (FDT) is presented with a coefficient that reduces to the appropriate limiting form in the streaming and near thermodynamic limits for a moving fluid in which the dominant source of opacity is Thomson scattering. The present results are compared to those obtained with the corresponding equations for an absorptive medium. It is found that FDT for a scattering medium is accurate to better than less than about 17 percent over the range of optical depths of tau in the range of about 0 to 3.

Spectral Analysis and Computation of Effective Diffusivities in Space-time Periodic Incompressible Flows

DTIC Science & Technology

2015-11-01

method for composite media. Analytical calculations of the spectral measure underlying the effective diffusivity tensor D∗ have been obtained only for...1uj]χk〉 = −〈∇∆−1uj · ∇χk〉 = 〈(−∆)−1uj, χk〉1.(C.5) This calculation will be rigorously justified in Theorem C.1 below. Substituting the formula for...This justifies the calculation in equation (C.5) (see also the discussion leading up to equation (D.2). We have already established in Section B that

Dynamics of Robertson–Walker spacetimes with diffusion

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

Alho, A., E-mail: aalho@math.ist.utl.pt; Calogero, S., E-mail: calogero@chalmers.se; Machado Ramos, M.P., E-mail: mpr@mct.uminho.pt

2015-03-15

We study the dynamics of spatially homogeneous and isotropic spacetimes containing a fluid undergoing microscopic velocity diffusion in a cosmological scalar field. After deriving a few exact solutions of the equations, we continue by analyzing the qualitative behavior of general solutions. To this purpose we recast the equations in the form of a two dimensional dynamical system and perform a global analysis of the flow. Among the admissible behaviors, we find solutions that are asymptotically de-Sitter both in the past and future time directions and which undergo accelerated expansion at all times.

Amplitude equations for breathing spiral waves in a forced reaction-diffusion system

NASA Astrophysics Data System (ADS)

Ghosh, Pushpita; Ray, Deb Shankar

2011-09-01

Based on a multiple scale analysis of a forced reaction-diffusion system leading to amplitude equations, we explain the existence of spiral wave and its photo-induced spatiotemporal behavior in chlorine dioxide-iodine-malonic acid system. When the photo-illumination intensity is modulated, breathing of spiral is observed in which the period of breathing is identical to the period of forcing. We have also derived the condition for breakup and suppression of spiral wave by periodic illumination. The numerical simulations agree well with our analytical treatment.

Asymptotic analysis of dissipative waves with applications to their numerical simulation

NASA Technical Reports Server (NTRS)

Hagstrom, Thomas

1990-01-01

Various problems involving the interplay of asymptotics and numerics in the analysis of wave propagation in dissipative systems are studied. A general approach to the asymptotic analysis of linear, dissipative waves is developed. It was applied to the derivation of asymptotic boundary conditions for numerical solutions on unbounded domains. Applications include the Navier-Stokes equations. Multidimensional traveling wave solutions to reaction-diffusion equations are also considered. A preliminary numerical investigation of a thermo-diffusive model of flame propagation in a channel with heat loss at the walls is presented.

Third-moment closure of turbulence for predictions of separating and reattaching shear flows: A study of Reynolds-stress closure model

NASA Technical Reports Server (NTRS)

Amano, R. S.; Goel, P.

1986-01-01

A numerical study of computations in backward-facing steps with flow separation and reattachment, using the Reynolds stress closure is presented. The highlight of this study is the improvement of the Reynold-stress model (RSM) by modifying the diffusive transport of the Reynolds stresses through the formulation, solution and subsequent incorporation of the transport equations of the third moments, bar-u(i)u(j)u(k), into the turbulence model. The diffusive transport of the Reynolds stresses, represented by the gradients of the third moments, attains greater significance in recirculating flows. The third moments evaluated by the development and solution of the complete transport equations are superior to those obtained by existing algebraic correlations. A low-Reynolds number model for the transport equations of the third moments is developed and considerable improvement in the near-wall profiles of the third moments is observed. The values of the empirical constants utilized in the development of the model are recommended. The Reynolds-stress closure is consolidated by incorporating the equations of k and e, containing the modified diffusion coefficients, and the transport equations of the third moments into the Reynolds stress equations. Computational results obtained by the original k-e model, the original RSM and the consolidated and modified RSM are compared with experimental data. Overall improvement in the predictions is seen by consolidation of the RMS and a marked improvement in the profiles of bar-u(i)u(j)u(k) is obtained around the reattachment region.

Adaptive hierarchical grid model of water-borne pollutant dispersion

NASA Astrophysics Data System (ADS)

Borthwick, A. G. L.; Marchant, R. D.; Copeland, G. J. M.

Water pollution by industrial and agricultural waste is an increasingly major public health issue. It is therefore important for water engineers and managers to be able to predict accurately the local behaviour of water-borne pollutants. This paper describes the novel and efficient coupling of dynamically adaptive hierarchical grids with standard solvers of the advection-diffusion equation. Adaptive quadtree grids are able to focus on regions of interest such as pollutant fronts, while retaining economy in the total number of grid elements through selective grid refinement. Advection is treated using Lagrangian particle tracking. Diffusion is solved separately using two grid-based methods; one is by explicit finite differences, the other a diffusion-velocity approach. Results are given in two dimensions for pure diffusion of an initially Gaussian plume, advection-diffusion of the Gaussian plume in the rotating flow field of a forced vortex, and the transport of species in a rectangular channel with side wall boundary layers. Close agreement is achieved with analytical solutions of the advection-diffusion equation and simulations from a Lagrangian random walk model. An application to Sepetiba Bay, Brazil is included to demonstrate the method with complex flows and topography.

Using genetic data to estimate diffusion rates in heterogeneous landscapes.

PubMed

Roques, L; Walker, E; Franck, P; Soubeyrand, S; Klein, E K

2016-08-01

Having a precise knowledge of the dispersal ability of a population in a heterogeneous environment is of critical importance in agroecology and conservation biology as it can provide management tools to limit the effects of pests or to increase the survival of endangered species. In this paper, we propose a mechanistic-statistical method to estimate space-dependent diffusion parameters of spatially-explicit models based on stochastic differential equations, using genetic data. Dividing the total population into subpopulations corresponding to different habitat patches with known allele frequencies, the expected proportions of individuals from each subpopulation at each position is computed by solving a system of reaction-diffusion equations. Modelling the capture and genotyping of the individuals with a statistical approach, we derive a numerically tractable formula for the likelihood function associated with the diffusion parameters. In a simulated environment made of three types of regions, each associated with a different diffusion coefficient, we successfully estimate the diffusion parameters with a maximum-likelihood approach. Although higher genetic differentiation among subpopulations leads to more accurate estimations, once a certain level of differentiation has been reached, the finite size of the genotyped population becomes the limiting factor for accurate estimation.

Conservative Diffusions: a Constructive Approach to Nelson's Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Carlen, Eric Anders

In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. We emphasize that we are concerned here with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: "Do the diffusions of stochastic mechanics--which are formally given by stochastic differential equations with extremely singular coefficients--really exist?" Given that they exist, one can ask, "Do these diffusions have physically reasonable sample path behavior, and can we use information about sample paths to study the behavior of physical systems?" These are the questions we treat in this thesis. In Chapter I we review stochastic mechanics and diffusion theory, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. This chapter is largely expository; however, there are some novel features and proofs. In Chapter II we settle the first of the questions raised above. Using PDE methods, we construct the diffusions of stochastic mechanics. Our result is sufficiently general to be of independent mathematical interest. In Chapter III we treat potential scattering in stochastic mechanics and discuss direct probabilistic methods of studying quantum scattering problems. Our results provide a solid "Yes" in answer to the second question raised above.

Semistable extremal ground states for nonlinear evolution equations in unbounded domains

NASA Astrophysics Data System (ADS)

Rodríguez-Bernal, Aníbal; Vidal-López, Alejandro

2008-02-01

In this paper we show that dissipative reaction-diffusion equations in unbounded domains posses extremal semistable ground states equilibria, which bound asymptotically the global dynamics. Uniqueness of such positive ground state and their approximation by extremal equilibria in bounded domains is also studied. The results are then applied to the important case of logistic equations.

Adapting HYDRUS-1D to simulate overland flow and reactive transport during sheet flow deviations

USDA-ARS?s Scientific Manuscript database

The HYDRUS-1D code is a popular numerical model for solving the Richards equation for variably-saturated water flow and solute transport in porous media. This code was adapted to solve rather than the Richards equation for subsurface flow the diffusion wave equation for overland flow at the soil sur...

DESCRIPTION OF ATMOSPHERIC TRANSPORT PROCESSES IN EULERIAN AIR QUALITY MODELS

EPA Science Inventory

Key differences among many types of air quality models are the way atmospheric advection and turbulent diffusion processes are treated. Gaussian models use analytical solutions of the advection-diffusion equations. Lagrangian models use a hypothetical air parcel concept effecti...

Stability of stationary inverse transport equation in diffusion scaling

NASA Astrophysics Data System (ADS)

Chen, Ke; Li, Qin; Wang, Li

2018-02-01

We consider the inverse problem of reconstructing the optical parameters for the stationary radiative transfer equation (RTE) from velocity-averaged measurement. The RTE often contains multiple scales, characterized by the magnitude of a dimensionless parameter—the Knudsen number ( \

Development and testing of a simple inertial formulation of the shallow water equations for flood inundation modelling

NASA Astrophysics Data System (ADS)

Fewtrell, Timothy; Bates, Paul; Horritt, Matthew

2010-05-01

This abstract describes the development of a new set of equations derived from 1D shallow water theory for use in 2D storage cell inundation models. The new equation set is designed to be solved explicitly at very low computational cost, and is here tested against a suite of four analytical and numerical test cases of increasing complexity. In each case the predicted water depths compare favourably to analytical solutions or to benchmark results from the optimally stable diffusive storage cell code of Hunter et al. (2005). For the most complex test involving the fine spatial resolution simulation of flow in a topographically complex urban area the Root Mean Squared Difference between the new formulation and the model of Hunter et al. is ~1 cm. However, unlike diffusive storage cell codes where the stable time step scales with (1-?x)2 the new equation set developed here represents shallow water wave propagation and so the stability is controlled by the Courant-Freidrichs-Lewy condition such that the stable time step instead scales with 1-?x. This allows use of a stable time step that is 1-3 orders of magnitude greater for typical cell sizes than that possible with diffusive storage cell models and results in commensurate reductions in model run times. The maximum speed up achieved over a diffusive storage cell model was 1120x in these tests, although the actual value seen will depend on model resolution and water depth and surface gradient. Solutions using the new equation set are shown to be relatively grid-independent for the conditions considered given the numerical diffusion likely at coarse model resolution. In addition, the inertial formulation appears to have an intuitively correct sensitivity to friction, however small instabilities and increased errors on predicted depth were noted when Manning's n = 0.01. These small instabilities are likely to be a result of the numerical scheme employed, whereby friction is acting to stabilise the solution although this scheme is still widely used in practice. The new equations are likely to find widespread application in many types of flood inundation modelling and should provide a useful additional tool, alongside more established model formulations, for a variety of flood risk management studies.

Diffusion in porous layers with memory

NASA Astrophysics Data System (ADS)

Caputo, Michele; Plastino, Wolfango

2004-07-01

The process of diffusion of fluid in porous media and biological membranes has usually been modelled with Darcy's constitutive equation, which states that the flux is proportional to the pressure gradient. However, when the permeability of the matrix changes during the process, solution of the equations governing the diffusion presents severe analytical difficulties because the variation of permeability is not known a priori. A diverse formulation of the constitutive law of diffusion is therefore needed and many authors have studied this problem using various methods and solutions. In this paper Darcy's constitutive equation is modified with the introduction of a memory formalism. We have also modified the second constitutive equation of diffusion which relates the density variations in the fluid to the pressure, introducing rheology in the fluid represented by memory formalisms operating on pressure variations as well as on density variations. The memory formalisms are then specified as derivatives of fractional order, solving the problem in the case of a porous layer when constant pressures are applied to its sides. For technical reasons many studies of diffusion are devoted to the flux rather than to the pressure; in this work we shall devote our attention to studying the pressure and compute the Green's function of the pressure in the layer when a constant pressure is applied to the boundary (Case A) for which we have found closed-form formulae. The described problem has already been considered for a half space (Caputo 2000); however, the results for a half space are mostly qualitative since in most practical problems the diffusion occurs in layers. The solution is also readily extended to the case when a periodic pressure is applied to one of the boundary planes while on the other the pressure is constant (Case B) which mimics the effect of the tides on sea coasts. In this case we have found a skin effect for the flux which limits the flux to a surface layer whose thickness decreases with increasing frequency. Regarding the effect of pressure due to tidal waters on the coast, it has been observed that when the medium is sand and the fluid is water, for a sinusoidal pressure of 2 × 104 Pa and a period of 24 hr at one of the boundaries and zero pressure at the other boundary, the flux is sinusoidal with the same period and amplitude decaying exponentially with distance to become negligible at a distance of a few hundred metres. A brief discussion is given concerning the mode of determination of the parameters of memory formalisms governing the diffusion using the observed pressure at several frequencies. We shall also see that, as in the classic case of pure Darcy's law behaviour, the equation governing the flux resulting in the diffusion through porous media with memory is the same as that governing the pressure.

Unstructured Polyhedral Mesh Thermal Radiation Diffusion

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

Palmer, T.S.; Zika, M.R.; Madsen, N.K.

2000-07-27

Unstructured mesh particle transport and diffusion methods are gaining wider acceptance as mesh generation, scientific visualization and linear solvers improve. This paper describes an algorithm that is currently being used in the KULL code at Lawrence Livermore National Laboratory to solve the radiative transfer equations. The algorithm employs a point-centered diffusion discretization on arbitrary polyhedral meshes in 3D. We present the results of a few test problems to illustrate the capabilities of the radiation diffusion module.

Anomalous dielectric relaxation with linear reaction dynamics in space-dependent force fields.

PubMed

Hong, Tao; Tang, Zhengming; Zhu, Huacheng

2016-12-28

The anomalous dielectric relaxation of disordered reaction with linear reaction dynamics is studied via the continuous time random walk model in the presence of space-dependent electric field. Two kinds of modified reaction-subdiffusion equations are derived for different linear reaction processes by the master equation, including the instantaneous annihilation reaction and the noninstantaneous annihilation reaction. If a constant proportion of walkers is added or removed instantaneously at the end of each step, there will be a modified reaction-subdiffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps, there will be a standard linear reaction kinetics term but a fractional order temporal derivative operating on an anomalous diffusion term. The dielectric polarization is analyzed based on the Legendre polynomials and the dielectric properties of both reactions can be expressed by the effective rotational diffusion function and component concentration function, which is similar to the standard reaction-diffusion process. The results show that the effective permittivity can be used to describe the dielectric properties in these reactions if the chemical reaction time is much longer than the relaxation time.

Implicit Space-Time Conservation Element and Solution Element Schemes

NASA Technical Reports Server (NTRS)

Chang, Sin-Chung; Himansu, Ananda; Wang, Xiao-Yen

1999-01-01

Artificial numerical dissipation is in important issue in large Reynolds number computations. In such computations, the artificial dissipation inherent in traditional numerical schemes can overwhelm the physical dissipation and yield inaccurate results on meshes of practical size. In the present work, the space-time conservation element and solution element method is used to construct new and accurate implicit numerical schemes such that artificial numerical dissipation will not overwhelm physical dissipation. Specifically, these schemes have the property that numerical dissipation vanishes when the physical viscosity goes to zero. These new schemes therefore accurately model the physical dissipation even when it is extremely small. The new schemes presented are two highly accurate implicit solvers for a convection-diffusion equation. The two schemes become identical in the pure convection case, and in the pure diffusion case. The implicit schemes are applicable over the whole Reynolds number range, from purely diffusive equations to convection-dominated equations with very small viscosity. The stability and consistency of the schemes are analysed, and some numerical results are presented. It is shown that, in the inviscid case, the new schemes become explicit and their amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, their principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme.

Fem Simulation of Triple Diffusive Natural Convection Along Inclined Plate in Porous Medium: Prescribed Surface Heat, Solute and Nanoparticles Flux

NASA Astrophysics Data System (ADS)

Goyal, M.; Goyal, R.; Bhargava, R.

2017-12-01

In this paper, triple diffusive natural convection under Darcy flow over an inclined plate embedded in a porous medium saturated with a binary base fluid containing nanoparticles and two salts is studied. The model used for the nanofluid is the one which incorporates the effects of Brownian motion and thermophoresis. In addition, the thermal energy equations include regular diffusion and cross-diffusion terms. The vertical surface has the heat, mass and nanoparticle fluxes each prescribed as a power law function of the distance along the wall. The boundary layer equations are transformed into a set of ordinary differential equations with the help of group theory transformations. A wide range of parameter values are chosen to bring out the effect of buoyancy ratio, regular Lewis number and modified Dufour parameters of both salts and nanofluid parameters with varying angle of inclinations. The effects of parameters on the velocity, temperature, solutal and nanoparticles volume fraction profiles, as well as on the important parameters of heat and mass transfer, i.e., the reduced Nusselt, regular and nanofluid Sherwood numbers, are discussed. Such problems find application in extrusion of metals, polymers and ceramics, production of plastic films, insulation of wires and liquid packaging.

Group-kinetic theory of turbulence

NASA Technical Reports Server (NTRS)

Tchen, C. M.

1986-01-01

The two phases are governed by two coupled systems of Navier-Stokes equations. The couplings are nonlinear. These equations describe the microdynamical state of turbulence, and are transformed into a master equation. By scaling, a kinetic hierarchy is generated in the form of groups, representing the spectral evolution, the diffusivity and the relaxation. The loss of memory in formulating the relaxation yields the closure. The network of sub-distributions that participates in the relaxation is simulated by a self-consistent porous medium, so that the average effect on the diffusivity is to make it approach equilibrium. The kinetic equation of turbulence is derived. The method of moments reverts it to the continuum. The equation of spectral evolution is obtained and the transport properties are calculated. In inertia turbulence, the Kolmogoroff law for weak coupling and the spectrum for the strong coupling are found. As the fluid analog, the nonlinear Schrodinger equation has a driving force in the form of emission of solitons by velocity fluctuations, and is used to describe the microdynamical state of turbulence. In order for the emission together with the modulation to participate in the transport processes, the non-homogeneous Schrodinger equation is transformed into a homogeneous master equation. By group-scaling, the master equation is decomposed into a system of transport equations, replacing the Bogoliubov system of equations of many-particle distributions. It is in the relaxation that the memory is lost when the ensemble of higher-order distributions is simulated by an effective porous medium. The closure is thus found. The kinetic equation is derived and transformed into the equation of spectral flow.

Spike solutions in Gierer#x2013;Meinhardt model with a time dependent anomaly exponent

NASA Astrophysics Data System (ADS)

Nec, Yana

2018-01-01

Experimental evidence of complex dispersion regimes in natural systems, where the growth of the mean square displacement in time cannot be characterised by a single power, has been accruing for the past two decades. In such processes the exponent γ(t) in ⟨r2⟩ ∼ tγ(t) at times might be approximated by a piecewise constant function, or it can be a continuous function. Variable order differential equations are an emerging mathematical tool with a strong potential to model these systems. However, variable order differential equations are not tractable by the classic differential equations theory. This contribution illustrates how a classic method can be adapted to gain insight into a system of this type. Herein a variable order Gierer-Meinhardt model is posed, a generic reaction- diffusion system of a chemical origin. With a fixed order this system possesses a solution in the form of a constellation of arbitrarily situated localised pulses, when the components' diffusivity ratio is asymptotically small. The pattern was shown to exist subject to multiple step-like transitions between normal diffusion and sub-diffusion, as well as between distinct sub-diffusive regimes. The analytical approximation obtained permits qualitative analysis of the impact thereof. Numerical solution for typical cross-over scenarios revealed such features as earlier equilibration and non-monotonic excursions before attainment of equilibrium. The method is general and allows for an approximate numerical solution with any reasonably behaved γ(t).

Heuristic Green's function of the time dependent radiative transfer equation for a semi-infinite medium.

PubMed

Martelli, Fabrizio; Sassaroli, Angelo; Pifferi, Antonio; Torricelli, Alessandro; Spinelli, Lorenzo; Zaccanti, Giovanni

2007-12-24

The Green's function of the time dependent radiative transfer equation for the semi-infinite medium is derived for the first time by a heuristic approach based on the extrapolated boundary condition and on an almost exact solution for the infinite medium. Monte Carlo simulations performed both in the simple case of isotropic scattering and of an isotropic point-like source, and in the more realistic case of anisotropic scattering and pencil beam source, are used to validate the heuristic Green's function. Except for the very early times, the proposed solution has an excellent accuracy (> 98 % for the isotropic case, and > 97 % for the anisotropic case) significantly better than the diffusion equation. The use of this solution could be extremely useful in the biomedical optics field where it can be directly employed in conditions where the use of the diffusion equation is limited, e.g. small volume samples, high absorption and/or low scattering media, short source-receiver distances and early times. Also it represents a first step to derive tools for other geometries (e.g. slab and slab with inhomogeneities inside) of practical interest for noninvasive spectroscopy and diffuse optical imaging. Moreover the proposed solution can be useful to several research fields where the study of a transport process is fundamental.

Diffusion mechanism of non-interacting Brownian particles through a deformed substrate

NASA Astrophysics Data System (ADS)

Arfa, Lahcen; Ouahmane, Mehdi; El Arroum, Lahcen

2018-02-01

We study the diffusion mechanism of non-interacting Brownian particles through a deformed substrate. The study is done at low temperature for different values of the friction. The deformed substrate is represented by a periodic Remoissenet-Peyrard potential with deformability parameter s. In this potential, the particles (impurity, adatoms…) can diffuse. We ignore the interactions between these mobile particles consider them merely as non-interacting Brownian particles and this system is described by a Fokker-Planck equation. We solve this equation numerically using the matrix continued fraction method to calculate the dynamic structure factor S(q , ω) . From S(q , ω) some relevant correlation functions are also calculated. In particular, we determine the half-width line λ(q) of the peak of the quasi-elastic dynamic structure factor S(q , ω) and the diffusion coefficient D. Our numerical results show that the diffusion mechanism is described, depending on the structure of the potential, either by a simple jump diffusion process with jump length close to the lattice constant a or by a combination of a jump diffusion model with jump length close to lattice constant a and a liquid-like motion inside the unit cell. It shows also that, for different friction regimes and various potential shapes, the friction attenuates the diffusion mechanism. It is found that, in the high friction regime, the diffusion process is more important through a deformed substrate than through a non-deformed one.

Real-time optical laboratory solution of parabolic differential equations

NASA Technical Reports Server (NTRS)

Casasent, David; Jackson, James

1988-01-01

An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Boundary-induced pattern formation from uniform temporal oscillation

NASA Astrophysics Data System (ADS)

Kohsokabe, Takahiro; Kaneko, Kunihiko

2018-04-01

Pattern dynamics triggered by fixing a boundary is investigated. By considering a reaction-diffusion equation that has a unique spatially uniform and limit cycle attractor under a periodic or Neumann boundary condition, and then by choosing a fixed boundary condition, we found three novel phases depending on the ratio of diffusion constants of activator to inhibitor: transformation of temporally periodic oscillation into a spatially periodic fixed pattern, travelling wave emitted from the boundary, and aperiodic spatiotemporal dynamics. The transformation into a fixed, periodic pattern is analyzed by crossing of local nullclines at each spatial point, shifted by diffusion terms, as is analyzed by using recursive equations, to obtain the spatial pattern as an attractor. The generality of the boundary-induced pattern formation as well as its relevance to biological morphogenesis is discussed.

The rate constant of a quantum-diffusion-controlled bimolecular reaction

NASA Astrophysics Data System (ADS)

Bondarev, B. V.

1986-04-01

A quantum-mechanical equation is derived in the tight-bond approximation which describes the motion and chemical interaction of a pair of species A and B when their displacement in the matrix is caused by tunnelling. Within the framework of the discrete model of random walks, definitions are given of the probability and rate constant of a reaction A + B → P (products) proceeding in a condensed medium. A method is suggested for calculating the rate constant of a quantum-diffusion-controlled bimolecular reaction. By this method, an expression is obtained for the rate constant in the stationary spherically symmetrical case. An equation for the density matrix is also proposed which describes the motion and chemical interaction of a pair of species when the quantum and classical diffusion are competitive.

Chaotic dynamics of large-scale double-diffusive convection in a porous medium

NASA Astrophysics Data System (ADS)

Kondo, Shutaro; Gotoda, Hiroshi; Miyano, Takaya; Tokuda, Isao T.

2018-02-01

We have studied chaotic dynamics of large-scale double-diffusive convection of a viscoelastic fluid in a porous medium from the viewpoint of dynamical systems theory. A fifth-order nonlinear dynamical system modeling the double-diffusive convection is theoretically obtained by incorporating the Darcy-Brinkman equation into transport equations through a physical dimensionless parameter representing porosity. We clearly show that the chaotic convective motion becomes much more complicated with increasing porosity. The degree of dynamic instability during chaotic convective motion is quantified by two important measures: the network entropy of the degree distribution in the horizontal visibility graph and the Kaplan-Yorke dimension in terms of Lyapunov exponents. We also present an interesting on-off intermittent phenomenon in the probability distribution of time intervals exhibiting nearly complete synchronization.

Dynamics of gas bubble growth in a supersaturated solution with Sievert's solubility law.

PubMed

Gor, G Yu; Kuchma, A E

2009-07-21

This paper presents a theoretical description of diffusion growth of a gas bubble after its nucleation in supersaturated liquid solution. We study systems where gas molecules completely dissociate in the solvent into two parts, thus making Sievert's solubility law valid. We show that the difference between Henry's and Sievert's laws for chemical equilibrium conditions causes the difference in bubble growth dynamics. Assuming that diffusion flux is steady we obtain a differential equation on bubble radius. Bubble dynamics equation is solved analytically for the case of homogeneous nucleation of a bubble, which takes place at a significant pressure drop. We also obtain conditions of diffusion flux steadiness. The fulfillment of these conditions is studied for the case of nucleation of water vapor bubbles in magmatic melts.

A numerical solution for a variable-order reaction-diffusion model by using fractional derivatives with non-local and non-singular kernel

NASA Astrophysics Data System (ADS)

Coronel-Escamilla, A.; Gómez-Aguilar, J. F.; Torres, L.; Escobar-Jiménez, R. F.

2018-02-01

A reaction-diffusion system can be represented by the Gray-Scott model. The reaction-diffusion dynamic is described by a pair of time and space dependent Partial Differential Equations (PDEs). In this paper, a generalization of the Gray-Scott model by using variable-order fractional differential equations is proposed. The variable-orders were set as smooth functions bounded in (0 , 1 ] and, specifically, the Liouville-Caputo and the Atangana-Baleanu-Caputo fractional derivatives were used to express the time differentiation. In order to find a numerical solution of the proposed model, the finite difference method together with the Adams method were applied. The simulations results showed the chaotic behavior of the proposed model when different variable-orders are applied.

DEVELOPMENT OF SPLIT-OPERATOR, PETROV-GALERKIN METHODS TO SIMULATE TRANSPORT AND DIFFUSION PROBLEMS

EPA Science Inventory

The rate at which contaminants in groundwater undergo sorption and desorption is routinely described using diffusion models. Such approaches, when incorporated into transport models, lead to large systems of coupled equations, often nonlinear. This has restricted applications of ...

COMPARISON OF NUMERICAL SCHEMES FOR SOLVING A SPHERICAL PARTICLE DIFFUSION EQUATION

EPA Science Inventory

A new robust iterative numerical scheme was developed for a nonlinear diffusive model that described sorption dynamics in spherical particle suspensions. he numerical scheme had been applied to finite difference and finite element models that showed rapid convergence and stabilit...

Smoothed particle hydrodynamics model for Landau-Lifshitz-Navier-Stokes and advection-diffusion equations

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

Kordilla, Jannes, E-mail: jkordil@gwdg.de; Pan, Wenxiao, E-mail: Wenxiao.Pan@pnnl.gov; Tartakovsky, Alexandre, E-mail: alexandre.tartakovsky@pnnl.gov

2014-12-14

We propose a novel smoothed particle hydrodynamics (SPH) discretization of the fully coupled Landau-Lifshitz-Navier-Stokes (LLNS) and stochastic advection-diffusion equations. The accuracy of the SPH solution of the LLNS equations is demonstrated by comparing the scaling of velocity variance and the self-diffusion coefficient with kinetic temperature and particle mass obtained from the SPH simulations and analytical solutions. The spatial covariance of pressure and velocity fluctuations is found to be in a good agreement with theoretical models. To validate the accuracy of the SPH method for coupled LLNS and advection-diffusion equations, we simulate the interface between two miscible fluids. We study formationmore » of the so-called “giant fluctuations” of the front between light and heavy fluids with and without gravity, where the light fluid lies on the top of the heavy fluid. We find that the power spectra of the simulated concentration field are in good agreement with the experiments and analytical solutions. In the absence of gravity, the power spectra decay as the power −4 of the wavenumber—except for small wavenumbers that diverge from this power law behavior due to the effect of finite domain size. Gravity suppresses the fluctuations, resulting in much weaker dependence of the power spectra on the wavenumber. Finally, the model is used to study the effect of thermal fluctuation on the Rayleigh-Taylor instability, an unstable dynamics of the front between a heavy fluid overlaying a light fluid. The front dynamics is shown to agree well with the analytical solutions.« less

Fractional Diffusion Analysis of the Electromagnetic Field In Fractured Media Part II: 2.5-D Approach

NASA Astrophysics Data System (ADS)

Ge, J.; Everett, M. E.; Weiss, C. J.

2012-12-01

A 2.5D finite difference (FD) frequency-domain modeling algorithm based on the theory of fractional diffusion of electromagnetic (EM) fields generated by a loop source lying above a fractured geological medium is addressed in this paper. The presence of fractures in the subsurface, usually containing highly conductive pore fluids, gives rise to spatially hierarchical flow paths of induced EM eddy currents. The diffusion of EM eddy currents in such formations is anomalous, generalizing the classical Gaussian process described by the conventional Maxwell equations. Based on the continuous time random walk (CTRW) theory, the diffusion of EM eddy currents in a rough medium is governed by the fractional Maxwell equations. Here, we model the EM response of a 2D subsurface containing fractured zones, with a 3D loop source, which results the so-called 2.5D model geometry. The governing equation in the frequency domain is converted using Fourier transform into k domain along the strike direction (along which the model conductivity doesn't vary). The resulting equation system is solved by the multifrontal massively parallel solver (MUMPS). The data obtained is then converted back to spatial domain and the time domain. We find excellent agreement between the FD and analytic solutions for a rough halfspace model. Then FD solutions are calculated for a 2D fault zone model with variable conductivity and roughness. We compare the results with responses from several classical models and explore the relationship between the roughness and the spatial density of the fracture distribution.

Smoothed particle hydrodynamics model for Landau-Lifshitz-Navier-Stokes and advection-diffusion equations.

PubMed

Kordilla, Jannes; Pan, Wenxiao; Tartakovsky, Alexandre

2014-12-14

We propose a novel smoothed particle hydrodynamics (SPH) discretization of the fully coupled Landau-Lifshitz-Navier-Stokes (LLNS) and stochastic advection-diffusion equations. The accuracy of the SPH solution of the LLNS equations is demonstrated by comparing the scaling of velocity variance and the self-diffusion coefficient with kinetic temperature and particle mass obtained from the SPH simulations and analytical solutions. The spatial covariance of pressure and velocity fluctuations is found to be in a good agreement with theoretical models. To validate the accuracy of the SPH method for coupled LLNS and advection-diffusion equations, we simulate the interface between two miscible fluids. We study formation of the so-called "giant fluctuations" of the front between light and heavy fluids with and without gravity, where the light fluid lies on the top of the heavy fluid. We find that the power spectra of the simulated concentration field are in good agreement with the experiments and analytical solutions. In the absence of gravity, the power spectra decay as the power -4 of the wavenumber-except for small wavenumbers that diverge from this power law behavior due to the effect of finite domain size. Gravity suppresses the fluctuations, resulting in much weaker dependence of the power spectra on the wavenumber. Finally, the model is used to study the effect of thermal fluctuation on the Rayleigh-Taylor instability, an unstable dynamics of the front between a heavy fluid overlaying a light fluid. The front dynamics is shown to agree well with the analytical solutions.

Smoothed particle hydrodynamics model for Landau-Lifshitz Navier-Stokes and advection-diffusion equations

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

Kordilla, Jannes; Pan, Wenxiao; Tartakovsky, Alexandre M.

2014-12-14

We propose a novel Smoothed Particle Hydrodynamics (SPH) discretization of the fully-coupled Landau-Lifshitz-Navier-Stokes (LLNS) and advection-diffusion equations. The accuracy of the SPH solution of the LLNS equations is demonstrated by comparing the scaling of velocity variance and self-diffusion coefficient with kinetic temperature and particle mass obtained from the SPH simulations and analytical solutions. The spatial covariance of pressure and velocity fluctuations are found to be in a good agreement with theoretical models. To validate the accuracy of the SPH method for the coupled LLNS and advection-diffusion equations, we simulate the interface between two miscible fluids. We study the formation ofmore » the so-called giant fluctuations of the front between light and heavy fluids with and without gravity, where the light fluid lays on the top of the heavy fluid. We find that the power spectra of the simulated concentration field is in good agreement with the experiments and analytical solutions. In the absence of gravity the the power spectra decays as the power -4 of the wave number except for small wave numbers which diverge from this power law behavior due to the effect of finite domain size. Gravity suppresses the fluctuations resulting in the much weaker dependence of the power spectra on the wave number. Finally the model is used to study the effect of thermal fluctuation on the Rayleigh-Taylor instability, an unstable dynamics of the front between a heavy fluid overlying a light fluid. The front dynamics is shown to agree well with the analytical solutions.« less

A Corresponding Lie Algebra of a Reductive homogeneous Group and Its Applications

NASA Astrophysics Data System (ADS)

Zhang, Yu-Feng; Wu, Li-Xin; Rui, Wen-Juan

2015-05-01

With the help of a Lie algebra of a reductive homogeneous space G/K, where G is a Lie group and K is a resulting isotropy group, we introduce a Lax pair for which an expanding (2+1)-dimensional integrable hierarchy is obtained by applying the binormial-residue representation (BRR) method, whose Hamiltonian structure is derived from the trace identity for deducing (2+1)-dimensional integrable hierarchies, which was proposed by Tu, et al. We further consider some reductions of the expanding integrable hierarchy obtained in the paper. The first reduction is just right the (2+1)-dimensional AKNS hierarchy, the second-type reduction reveals an integrable coupling of the (2+1)-dimensional AKNS equation (also called the Davey-Stewartson hierarchy), a kind of (2+1)-dimensional Schrödinger equation, which was once reobtained by Tu, Feng and Zhang. It is interesting that a new (2+1)-dimensional integrable nonlinear coupled equation is generated from the reduction of the part of the (2+1)-dimensional integrable coupling, which is further reduced to the standard (2+1)-dimensional diffusion equation along with a parameter. In addition, the well-known (1+1)-dimensional AKNS hierarchy, the (1+1)-dimensional nonlinear Schrödinger equation are all special cases of the (2+1)-dimensional expanding integrable hierarchy. Finally, we discuss a few discrete difference equations of the diffusion equation whose stabilities are analyzed by making use of the von Neumann condition and the Fourier method. Some numerical solutions of a special stationary initial value problem of the (2+1)-dimensional diffusion equation are obtained and the resulting convergence and estimation formula are investigated. Supported by the Innovation Team of Jiangsu Province hosted by China University of Mining and Technology (2014), the National Natural Science Foundation of China under Grant No. 11371361, the Fundamental Research Funds for the Central Universities (2013XK03), and the Natural Science Foundation of Shandong Province under Grant No. ZR2013AL016

Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries.

PubMed

Shafiey, Hassan; Gan, Xinjun; Waxman, David

2017-11-01

To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

Corrected simulations for one-dimensional diffusion processes with naturally occurring boundaries

NASA Astrophysics Data System (ADS)

Shafiey, Hassan; Gan, Xinjun; Waxman, David

2017-11-01

To simulate a diffusion process, a usual approach is to discretize the time in the associated stochastic differential equation. This is the approach used in the Euler method. In the present work we consider a one-dimensional diffusion process where the terms occurring, within the stochastic differential equation, prevent the process entering a region. The outcome is a naturally occurring boundary (which may be absorbing or reflecting). A complication occurs in a simulation of this situation. The term involving a random variable, within the discretized stochastic differential equation, may take a trajectory across the boundary into a "forbidden region." The naive way of dealing with this problem, which we refer to as the "standard" approach, is simply to reset the trajectory to the boundary, based on the argument that crossing the boundary actually signifies achieving the boundary. In this work we show, within the framework of the Euler method, that such resetting introduces a spurious force into the original diffusion process. This force may have a significant influence on trajectories that come close to a boundary. We propose a corrected numerical scheme, for simulating one-dimensional diffusion processes with naturally occurring boundaries. This involves correcting the standard approach, so that an exact property of the diffusion process is precisely respected. As a consequence, the proposed scheme does not introduce a spurious force into the dynamics. We present numerical test cases, based on exactly soluble one-dimensional problems with one or two boundaries, which suggest that, for a given value of the discrete time step, the proposed scheme leads to substantially more accurate results than the standard approach. Alternatively, the standard approach needs considerably more computation time to obtain a comparable level of accuracy to the proposed scheme, because the standard approach requires a significantly smaller time step.

Modeling Particle Acceleration and Transport at a 2-D CME-Driven Shock

NASA Astrophysics Data System (ADS)

Hu, Junxiang; Li, Gang; Ao, Xianzhi; Zank, Gary P.; Verkhoglyadova, Olga

2017-11-01

We extend our earlier Particle Acceleration and Transport in the Heliosphere (PATH) model to study particle acceleration and transport at a coronal mass ejection (CME)-driven shock. We model the propagation of a CME-driven shock in the ecliptic plane using the ZEUS-3D code from 20 solar radii to 2 AU. As in the previous PATH model, the initiation of the CME-driven shock is simplified and modeled as a disturbance at the inner boundary. Different from the earlier PATH model, the disturbance is now longitudinally dependent. Particles are accelerated at the 2-D shock via the diffusive shock acceleration mechanism. The acceleration depends on both the parallel and perpendicular diffusion coefficients κ|| and κ⊥ and is therefore shock-obliquity dependent. Following the procedure used in Li, Shalchi, et al. (k href="#jgra53857-bib-0045"/>), we obtain the particle injection energy, the maximum energy, and the accelerated particle spectra at the shock front. Once accelerated, particles diffuse and convect in the shock complex. The diffusion and convection of these particles are treated using a refined 2-D shell model in an approach similar to Zank et al. (k href="#jgra53857-bib-0089"/>). When particles escape from the shock, they propagate along and across the interplanetary magnetic field. The propagation is modeled using a focused transport equation with the addition of perpendicular diffusion. We solve the transport equation using a backward stochastic differential equation method where adiabatic cooling, focusing, pitch angle scattering, and cross-field diffusion effects are all included. Time intensity profiles and instantaneous particle spectra as well as particle pitch angle distributions are shown for two example CME shocks.

On the motion of viscous fluids in the presence of diffusion

NASA Astrophysics Data System (ADS)

Secchi, Paolo

1988-01-01

The flow of a viscous incompressible two-component fluid with Fick's-law diffusion is investigated analytically. The existence of a unique global solution for small values of the diffusion coefficient (lambda) is proved for two-dimensional flow. The two- and three-dimensional solutions are also shown to converge toward the solutions of the Navier-Stokes equations for inhomogeneous fluids as lambda approaches zero.

Nonlocal approach to nonequilibrium thermodynamics and nonlocal heat diffusion processes

NASA Astrophysics Data System (ADS)

El-Nabulsi, Rami Ahmad

2018-04-01

We study some aspects of nonequilibrium thermodynamics and heat diffusion processes based on Suykens's nonlocal-in-time kinetic energy approach recently introduced in the literature. A number of properties and insights are obtained in particular the emergence of oscillating entropy and nonlocal diffusion equations which are relevant to a number of physical and engineering problems. Several features are obtained and discussed in details.

Breaking The Ion Frozen-in Condition Via The Non-gyrotropic Pressure Effect In Magnetic Reconnection

NASA Astrophysics Data System (ADS)

Dai, L.; Wang, C.; Angelopoulos, V.; Glassmeier, K. H.

2016-12-01

For magnetic reconnection to proceed, the frozen-in condition for both ion fluid and electron fluid in a localized diffusion region must be violated. In the framework of fluid, the frozen-in can be broken by inertial effects, thermal pressure effects, or inter-species collisions. An essential question in reconnection physics is what effect breaks the ion/electron frozen-in in the diffusion region. We present clear in-situ evidence that the off-diagonal pressure tensor, which corresponds to a non-gyrotropic pressure effect, is mainly responsible for breaking the ion frozen-in condition in reconnection. The non-gyrotropic pressure tensor is a fluid manifestation of ion demagnetization in reconnection. As our experiences indicate, we feel the need to clarify several conceptual points regarding the approach to studying diffusion region. 1) Conceptually, the ion/electron momentum equations ("ion/electron Ohm's law"), rather than the generalized Ohm's law (Rossi and Olbert,1970, equation [12.25] ), are appropriate for investigating the fronzen-in or decoupling of individual fluid species. 2) The reconnection electric field is equally explainable in terms of ion momentum or electron momentum equation.

Modelling uncertainties in the diffusion-advection equation for radon transport in soil using interval arithmetic.

PubMed

Chakraverty, S; Sahoo, B K; Rao, T D; Karunakar, P; Sapra, B K

2018-02-01

Modelling radon transport in the earth crust is a useful tool to investigate the changes in the geo-physical processes prior to earthquake event. Radon transport is modeled generally through the deterministic advection-diffusion equation. However, in order to determine the magnitudes of parameters governing these processes from experimental measurements, it is necessary to investigate the role of uncertainties in these parameters. Present paper investigates this aspect by combining the concept of interval uncertainties in transport parameters such as soil diffusivity, advection velocity etc, occurring in the radon transport equation as applied to soil matrix. The predictions made with interval arithmetic have been compared and discussed with the results of classical deterministic model. The practical applicability of the model is demonstrated through a case study involving radon flux measurements at the soil surface with an accumulator deployed in steady-state mode. It is possible to detect the presence of very low levels of advection processes by applying uncertainty bounds on the variations in the observed concentration data in the accumulator. The results are further discussed. Copyright © 2017 Elsevier Ltd. All rights reserved.

Solving regularly and singularly perturbed reaction-diffusion equations in three space dimensions

NASA Astrophysics Data System (ADS)

Moore, Peter K.

2007-06-01

In [P.K. Moore, Effects of basis selection and h-refinement on error estimator reliability and solution efficiency for higher-order methods in three space dimensions, Int. J. Numer. Anal. Mod. 3 (2006) 21-51] a fixed, high-order h-refinement finite element algorithm, Href, was introduced for solving reaction-diffusion equations in three space dimensions. In this paper Href is coupled with continuation creating an automatic method for solving regularly and singularly perturbed reaction-diffusion equations. The simple quasilinear Newton solver of Moore, (2006) is replaced by the nonlinear solver NITSOL [M. Pernice, H.F. Walker, NITSOL: a Newton iterative solver for nonlinear systems, SIAM J. Sci. Comput. 19 (1998) 302-318]. Good initial guesses for the nonlinear solver are obtained using continuation in the small parameter ɛ. Two strategies allow adaptive selection of ɛ. The first depends on the rate of convergence of the nonlinear solver and the second implements backtracking in ɛ. Finally a simple method is used to select the initial ɛ. Several examples illustrate the effectiveness of the algorithm.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

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

Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

Relativistic theory of particles in a scattering flow I: basic equations, diffusion and drift.

NASA Astrophysics Data System (ADS)

Achterberg, A.; Norman, C. A.

2018-06-01

We reconsider the theory of particle transport in a scattering medium, allowing for relativistic flow velocities. The theory uses a mixed set of variables, with position and time measured in the Laboratory Frame, and particle energy and momentum measured in the Fluid Rest Frame, the reference frame where scattering is assumed to be elastic. We give a new derivation for the fictitious force terms in the equation of motion that are present if the Fluid Rest Frame is not an inertial frame. By using a 3+1 notation we discuss the physical interpretation of the different terms in the fictitious force. It is shown that different approaches to the problem of particle propagation in a magnetized medium due to Skilling (1975) and Kulsrud (1983) are largely equivalent. We extend known results for non-relativistic flows to include the effects of cross-field diffusion for cosmic rays in a magnetized plasma. We also carefully consider the correct form of the diffusion approximation for scattering, and show that the resulting equations can be cast in conservation form.

On the modeling of the bottom particles segregation with non-linear diffusion equations: application to the marine sand ripples

NASA Astrophysics Data System (ADS)

Tiguercha, Djlalli; Bennis, Anne-claire; Ezersky, Alexander

2015-04-01

The elliptical motion in surface waves causes an oscillating motion of the sand grains leading to the formation of ripple patterns on the bottom. Investigation how the grains with different properties are distributed inside the ripples is a difficult task because of the segration of particle. The work of Fernandez et al. (2003) was extended from one-dimensional to two-dimensional case. A new numerical model, based on these non-linear diffusion equations, was developed to simulate the grain distribution inside the marine sand ripples. The one and two-dimensional models are validated on several test cases where segregation appears. Starting from an homogeneous mixture of grains, the two-dimensional simulations demonstrate different segregation patterns: a) formation of zones with high concentration of light and heavy particles, b) formation of «cat's eye» patterns, c) appearance of inverse Brazil nut effect. Comparisons of numerical results with the new set of field data and wave flume experiments show that the two-dimensional non-linear diffusion equations allow us to reproduce qualitatively experimental results on particles segregation.