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.

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.

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.

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

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 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.

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.

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.

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.

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

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.

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

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.

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

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

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).

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.

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.

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

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

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.

Normal versus anomalous self-diffusion in two-dimensional fluids: memory function approach and generalized asymptotic Einstein relation.

PubMed

Shin, Hyun Kyung; Choi, Bongsik; Talkner, Peter; Lee, Eok Kyun

2014-12-07

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold for sub- and super-diffusive spreading of the Brownian particle's mean square displacement. The generalized asymptotic Einstein relation is used to analyze data obtained from molecular dynamics simulations of a two-dimensional soft disk fluid. We mainly concentrated on medium densities for which we found super-diffusive behavior of a tagged fluid particle. At higher densities a range of normal diffusion can be identified. The motion presumably changes to sub-diffusion for even higher densities.

Normal versus anomalous self-diffusion in two-dimensional fluids: Memory function approach and generalized asymptotic Einstein relation

NASA Astrophysics Data System (ADS)

Shin, Hyun Kyung; Choi, Bongsik; Talkner, Peter; Lee, Eok Kyun

2014-12-01

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold for sub- and super-diffusive spreading of the Brownian particle's mean square displacement. The generalized asymptotic Einstein relation is used to analyze data obtained from molecular dynamics simulations of a two-dimensional soft disk fluid. We mainly concentrated on medium densities for which we found super-diffusive behavior of a tagged fluid particle. At higher densities a range of normal diffusion can be identified. The motion presumably changes to sub-diffusion for even higher densities.

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.

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.

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.

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.

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.

Phase-field modeling of isothermal quasi-incompressible multicomponent liquids

NASA Astrophysics Data System (ADS)

Tóth, Gyula I.

2016-09-01

In this paper general dynamic equations describing the time evolution of isothermal quasi-incompressible multicomponent liquids are derived in the framework of the classical Ginzburg-Landau theory of first order phase transformations. Based on the fundamental equations of continuum mechanics, a general convection-diffusion dynamics is set up first for compressible liquids. The constitutive relations for the diffusion fluxes and the capillary stress are determined in the framework of gradient theories. Next the general definition of incompressibility is given, which is taken into account in the derivation by using the Lagrange multiplier method. To validate the theory, the dynamic equations are solved numerically for the quaternary quasi-incompressible Cahn-Hilliard system. It is demonstrated that variable density (i) has no effect on equilibrium (in case of a suitably constructed free energy functional) and (ii) can influence nonequilibrium pattern formation significantly.

Active motion on curved surfaces

NASA Astrophysics Data System (ADS)

Castro-Villarreal, Pavel; Sevilla, Francisco J.

2018-05-01

A theoretical analysis of active motion on curved surfaces is presented in terms of a generalization of the telegrapher equation. Such a generalized equation is explicitly derived as the polar approximation of the hierarchy of equations obtained from the corresponding Fokker-Planck equation of active particles diffusing on curved surfaces. The general solution to the generalized telegrapher equation is given for a pulse with vanishing current as initial data. Expressions for the probability density and the mean squared geodesic displacement are given in the limit of weak curvature. As an explicit example of the formulated theory, the case of active motion on the sphere is presented, where oscillations observed in the mean squared geodesic displacement are explained.

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.

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.

Symmetrization of conservation laws with entropy for high-temperature hypersonic computations

NASA Technical Reports Server (NTRS)

Chalot, F.; Hughes, T. J. R.; Shakib, F.

1990-01-01

Results of Hughes, France, and Mallet are generalized to conservation law systems taking into account high-temperature effects. Symmetric forms of different equation sets are derived in terms of entropy variables. First, the case of a general divariant gas is studied; it can be specialized to the usual Navier-Stokes equations, as well as to situations where the gas is vibrationally excited, and undergoes equilibrium chemical reactions. The case of gas in thermochemical nonequilibrium is considered next. Transport phenomena, and in particular mass diffusion, are examined in the framework of symmetric advective-diffusive systems.

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.

On the acceleration of charged particles at relativistic shock fronts

NASA Technical Reports Server (NTRS)

Kirk, J. G.; Schneider, P.

1987-01-01

The diffusive acceleration of highly relativistic particles at a shock is reconsidered. Using the same physical assumptions as Blandford and Ostriker (1978), but dropping the restriction to nonrelativistic shock velocities, the authors find approximate solutions of the particle kinetic equation by generalizing the diffusion approximation to higher order terms in the anisotropy of the particle distribution. The general solution of the transport equation on either side of the shock is constructed, which involves the solution of an eigenvalue problem. By matching the two solutions at the shock, the spectral index of the resulting power law is found by taking into account a sufficiently large number of eigenfunctions. Low-order truncation corresponds to the standard diffusion approximation and to a somewhat more general method described by Peacock (1981). In addition to the energy spectrum, the method yields the angular distribution of the particles and its spatial dependence.

Generalized thermoelastic diffusive waves in heat conducting materials

NASA Astrophysics Data System (ADS)

Sharma, J. N.

2007-04-01

Keeping in view the applications of diffusion processes in geophysics and electronics industry, the aim of the present paper is to give a detail account of the plane harmonic generalized thermoelastic diffusive waves in heat conducting solids. According to the characteristic equation, three longitudinal waves namely, elastodiffusive (ED), mass diffusion (MD-mode) and thermodiffusive (TD-mode), can propagate in such solids in addition to transverse waves. The transverse waves get decoupled from rest of the fields and hence remain unaffected due to temperature change and mass diffusion effects. These waves travel without attenuation and dispersion. The other generalized thermoelastic diffusive waves are significantly influenced by the interacting fields and hence suffer both attenuation and dispersion. At low frequency mass diffusion and thermal waves do not exist but at high-frequency limits these waves propagate with infinite velocity being diffusive in character. Moreover, in the low-frequency regions, the disturbance is mainly dominant by mechanical process of transportation of energy and at high-frequency regions it is significantly dominated by a close to diffusive process (heat conduction or mass diffusion). Therefore, at low-frequency limits the waves like modes are identifiable with small amplitude waves in elastic materials that do not conduct heat. The general complex characteristic equation is solved by using irreducible case of Cardano's method with the help of DeMoivre's theorem in order to obtain phase speeds, attenuation coefficients and specific loss factor of energy dissipation of various modes. The propagation of waves in case of non-heat conducting solids is also discussed. Finally, the numerical solution is carried out for copper (solvent) and zinc (solute) materials and the obtained phase velocities, attenuation coefficients and specific loss factor of various thermoelastic diffusive waves are presented graphically.

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.

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.

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.

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 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.

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.

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.

Cosmic ray propagation in interplanetary space

NASA Technical Reports Server (NTRS)

Voelk, H. J.

1975-01-01

The validity of the test-particle picture, the approximation of static fields, and the spatial-diffusion approximation are discussed in a general way before specific technical assumptions are introduced. It is argued that the spatial-diffusion equation for the intensity per unit energy has a much wider range of applicability than the kinetic (Fokker-Planck) equation it is derived from. This gives strong weight to the phenomenological propagation theory. The general success (and possible failure at small energies) of the phenomenological theory for the modulation of galactic cosmic rays and solar events is described. Apparent effects such as the 'free boundary' are given disproportionate weight since they establish the connection with the detailed plasma physics of the solar wind. Greatest attention is paid to the pitch-angle diffusion theory. A general theory is presented which removes the well-known secularities of the quasi-linear approximation. The possible breakdown of any pitch-angle diffusion theory at very small energies is perhaps connected with the observed 'turn up' of the spectrum at low energies. A first attempt to derive the spatial dependence of the diffusion coefficient in the solar cavity, using such a divergence free scattering theory, is described and compared with recent observations out to 5 AU.

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).

International Conference on Chemical Kinetics: Program and Abstracts Held in Gaithersburg, Maryland on 17-19 June 1985.

DTIC Science & Technology

1985-06-01

relative to reactant and with the free energy of reaction. The correlation equations were derived from hyperbolic paraboloid models of the energy...obtained the differen- tial equations which define the best dividing surfaces of this type for both microcanonical and canonical cases. We have...is now generalized to non-uniform reaction systems. For kinetics-diffusion problems the equations of the generalized PAM were (similar in form to

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.

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

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.

Generalized Hydrodynamic Treatment of the Interplay between Restricted Transport and Catalytic Reactions in Nanoporous Materials

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

Ackerman, David M.; Wang, Jing; Evans, James W.

2012-05-30

Behavior of catalytic reactions in narrow pores is controlled by a delicate interplay between fluctuations in adsorption-desorption at pore openings, restricted diffusion, and reaction. This behavior is captured by a generalized hydrodynamic formulation of appropriate reaction-diffusion equations (RDE). These RDE incorporate an unconventional description of chemical diffusion in mixed-component quasi-single-file systems based on a refined picture of tracer diffusion for finite-length pores. The RDE elucidate the nonexponential decay of the steady-state reactant concentration into the pore and the non-mean-field scaling of the reactant penetration depth.

Generalized hydrodynamic treatment of the interplay between restricted transport and catalytic reactions in nanoporous materials.

PubMed

Ackerman, David M; Wang, Jing; Evans, James W

2012-06-01

Behavior of catalytic reactions in narrow pores is controlled by a delicate interplay between fluctuations in adsorption-desorption at pore openings, restricted diffusion, and reaction. This behavior is captured by a generalized hydrodynamic formulation of appropriate reaction-diffusion equations (RDE). These RDE incorporate an unconventional description of chemical diffusion in mixed-component quasi-single-file systems based on a refined picture of tracer diffusion for finite-length pores. The RDE elucidate the nonexponential decay of the steady-state reactant concentration into the pore and the non-mean-field scaling of the reactant penetration depth.

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.

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

Generalized Cahn-Hilliard equation for solutions with drastically different diffusion coefficients. Application to exsolution in ternary feldspar

NASA Astrophysics Data System (ADS)

Petrishcheva, E.; Abart, R.

2012-04-01

We address mathematical modeling and computer simulations of phase decomposition in a multicomponent system. As opposed to binary alloys with one common diffusion parameter, our main concern is phase decomposition in real geological systems under influence of strongly different interdiffusion coefficients, as it is frequently encountered in mineral solid solutions with coupled diffusion on different sub-lattices. Our goal is to explain deviations from equilibrium element partitioning which are often observed in nature, e.g., in a cooled ternary feldspar. To this end we first adopt the standard Cahn-Hilliard model to the multicomponent diffusion problem and account for arbitrary diffusion coefficients. This is done by using Onsager's approach such that flux of each component results from the combined action of chemical potentials of all components. In a second step the generalized Cahn-Hilliard equation is solved numerically using finite-elements approach. We introduce and investigate several decomposition scenarios that may produce systematic deviations from the equilibrium element partitioning. Both ideal solutions and ternary feldspar are considered. Typically, the slowest component is initially "frozen" and the decomposition effectively takes place only for two "fast" components. At this stage the deviations from the equilibrium element partitioning are indeed observed. These deviations may became "frozen" under conditions of cooling. The final equilibration of the system occurs on a considerably slower time scale. Therefore the system may indeed remain unaccomplished at the observation point. Our approach reveals the intrinsic reasons for the specific phase separation path and rigorously describes it by direct numerical solution of the generalized Cahn-Hilliard equation.

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.

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.

Conditional and unconditional Gaussian quantum dynamics

NASA Astrophysics Data System (ADS)

Genoni, Marco G.; Lami, Ludovico; Serafini, Alessio

2016-07-01

This article focuses on the general theory of open quantum systems in the Gaussian regime and explores a number of diverse ramifications and consequences of the theory. We shall first introduce the Gaussian framework in its full generality, including a classification of Gaussian (also known as 'general-dyne') quantum measurements. In doing so, we will give a compact proof for the parametrisation of the most general Gaussian completely positive map, which we believe to be missing in the existing literature. We will then move on to consider the linear coupling with a white noise bath, and derive the diffusion equations that describe the evolution of Gaussian states under such circumstances. Starting from these equations, we outline a constructive method to derive general master equations that apply outside the Gaussian regime. Next, we include the general-dyne monitoring of the environmental degrees of freedom and recover the Riccati equation for the conditional evolution of Gaussian states. Our derivation relies exclusively on the standard quantum mechanical update of the system state, through the evaluation of Gaussian overlaps. The parametrisation of the conditional dynamics we obtain is novel and, at variance with existing alternatives, directly ties in to physical detection schemes. We conclude our study with two examples of conditional dynamics that can be dealt with conveniently through our formalism, demonstrating how monitoring can suppress the noise in optical parametric processes as well as stabilise systems subject to diffusive scattering.

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.

Analysis of nonlocal neural fields for both general and gamma-distributed connectivities

NASA Astrophysics Data System (ADS)

Hutt, Axel; Atay, Fatihcan M.

2005-04-01

This work studies the stability of equilibria in spatially extended neuronal ensembles. We first derive the model equation from statistical properties of the neuron population. The obtained integro-differential equation includes synaptic and space-dependent transmission delay for both general and gamma-distributed synaptic connectivities. The latter connectivity type reveals infinite, finite, and vanishing self-connectivities. The work derives conditions for stationary and nonstationary instabilities for both kernel types. In addition, a nonlinear analysis for general kernels yields the order parameter equation of the Turing instability. To compare the results to findings for partial differential equations (PDEs), two typical PDE-types are derived from the examined model equation, namely the general reaction-diffusion equation and the Swift-Hohenberg equation. Hence, the discussed integro-differential equation generalizes these PDEs. In the case of the gamma-distributed kernels, the stability conditions are formulated in terms of the mean excitatory and inhibitory interaction ranges. As a novel finding, we obtain Turing instabilities in fields with local inhibition-lateral excitation, while wave instabilities occur in fields with local excitation and lateral inhibition. Numerical simulations support the analytical results.

Fractional Diffusion Equations and Anomalous Diffusion

NASA Astrophysics Data System (ADS)

Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

2018-01-01

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

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 two-temperature model for coupled phonon-magnon diffusion.

PubMed

Liao, Bolin; Zhou, Jiawei; Chen, Gang

2014-07-11

We generalize the two-temperature model [Sanders and Walton, Phys. Rev. B 15, 1489 (1977)] for coupled phonon-magnon diffusion to include the effect of the concurrent magnetization flow, with a particular emphasis on the thermal consequence of the magnon flow driven by a nonuniform magnetic field. Working within the framework of the Boltzmann transport equation, we derive the constitutive equations for coupled phonon-magnon transport driven by gradients of both temperature and external magnetic fields, and the corresponding conservation laws. Our equations reduce to the original Sanders-Walton two-temperature model under a uniform external field, but predict a new magnon cooling effect driven by a nonuniform magnetic field in a homogeneous single-domain ferromagnet. We estimate the magnitude of the cooling effect in an yttrium iron garnet, and show it is within current experimental reach. With properly optimized materials, the predicted cooling effect can potentially supplement the conventional magnetocaloric effect in cryogenic applications in the future.

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.

Generalized Langevin equation with tempered memory kernel

NASA Astrophysics Data System (ADS)

Liemert, André; Sandev, Trifce; Kantz, Holger

2017-01-01

We study a generalized Langevin equation for a free particle in presence of a truncated power-law and Mittag-Leffler memory kernel. It is shown that in presence of truncation, the particle from subdiffusive behavior in the short time limit, turns to normal diffusion in the long time limit. The case of harmonic oscillator is considered as well, and the relaxation functions and the normalized displacement correlation function are represented in an exact form. By considering external time-dependent periodic force we obtain resonant behavior even in case of a free particle due to the influence of the environment on the particle movement. Additionally, the double-peak phenomenon in the imaginary part of the complex susceptibility is observed. It is obtained that the truncation parameter has a huge influence on the behavior of these quantities, and it is shown how the truncation parameter changes the critical frequencies. The normalized displacement correlation function for a fractional generalized Langevin equation is investigated as well. All the results are exact and given in terms of the three parameter Mittag-Leffler function and the Prabhakar generalized integral operator, which in the kernel contains a three parameter Mittag-Leffler function. Such kind of truncated Langevin equation motion can be of high relevance for the description of lateral diffusion of lipids and proteins in cell membranes.

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.

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.

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.

Sound Beams with Shockwave Pulses

NASA Astrophysics Data System (ADS)

Enflo, B. O.

2000-11-01

The beam equation for a sound beam in a diffusive medium, called the Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation, has a class of solutions, which are power series in the transverse variable with the terms given by a solution of a generalized Burgers’ equation. A free parameter in this generalized Burgers’ equation can be chosen so that the equation describes an N-wave which does not decay. If the beam source has the form of a spherical cap, then a beam with a preserved shock can be prepared. This is done by satisfying an inequality containing the spherical radius, the N-wave pulse duration, the N-wave pulse amplitude, and the sound velocity in the fluid.

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

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.

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

Generalized Einstein relation for the mutual diffusion coefficient of a binary fluid mixture.

PubMed

Felderhof, B U

2017-08-21

The method employed by Einstein to derive his famous relation between the diffusion coefficient and the friction coefficient of a Brownian particle is used to derive a generalized Einstein relation for the mutual diffusion coefficient of a binary fluid mixture. The expression is compared with the one derived by de Groot and Mazur from irreversible thermodynamics and later by Batchelor for a Brownian suspension. A different result was derived by several other workers in irreversible thermodynamics. For a nearly incompressible solution, the generalized Einstein relation agrees with the expression derived by de Groot and Mazur. The two expressions also agree to first order in solute density. For a Brownian suspension, the result derived from the generalized Smoluchowski equation agrees with both expressions.

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.

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.

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.

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.

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.

A generalized reaction diffusion model for spatial structure formed by motile cells.

PubMed

Ochoa, F L

1984-01-01

A non-linear stability analysis using a multi-scale perturbation procedure is carried out on a model of a generalized reaction diffusion mechanism which involves only a single equation but which nevertheless exhibits bifurcation to non-uniform states. The patterns generated by this model by variation in a parameter related to the scalar dimensions of domain of definition, indicate its capacity to represent certain key morphogenetic features of multicellular systems formed by motile cells.

Large Eddy Simulation of a Supercritical Turbulent Mixing Layer

NASA Astrophysics Data System (ADS)

Sheikhi, Reza; Hadi, Fatemeh; Safari, Mehdi

2017-11-01

Supercritical turbulent flows are relevant to a wide range of applications such as supercritical power cycles, gas turbine combustors, rocket propulsion and internal combustion engines. Large eddy simulation (LES) analysis of such flows involves solving mass, momentum, energy and scalar transport equations with inclusion of generalized diffusion fluxes. These equations are combined with a real gas equation of state and the corresponding thermodynamic mixture variables. Subgrid scale models are needed for not only the conventional convective terms but also the additional high pressure effects arising due to the nonlinearity associated with generalized diffusion fluxes and real gas equation of state. In this study, LES is carried out to study the high pressure turbulent mixing of methane with carbon dioxide in a temporally developing mixing layer under supercritical condition. LES results are assessed by comparing with data obtained from direct numerical simulation (DNS) of the same layer. LES predictions agree favorably with DNS data and represent several key supercritical turbulent flow features such as high density gradient regions. Supported by DOE Grant SC0017097; computational support is provided by DOE National Energy Research Scientific Computing Center.

1D Resonance line Broadened Quasilinear (RBQ1D) code for fast ion Alfvenic relaxations and its validations

NASA Astrophysics Data System (ADS)

Gorelenkov, Nikolai; Duarte, Vinicius; Podesta, Mario

2017-10-01

The performance of the burning plasma can be limited by the requirements to confine the superalfvenic fusion products which are capable of resonating with the Alfvénic eigenmodes (AEs). The effect of AEs on fast ions is evaluated using the quasi-linear approach [Berk et al., Ph.Plasmas'96] generalized for this problem recently [Duarte et al., Ph.D.'17]. The generalization involves the resonance line broadened interaction regions with the diffusion coefficient prescribed to find the evolution of the velocity distribution function. The baseline eigenmode structures are found using the NOVA-K code perturbatively [Gorelenkov et al., Ph.Plasmas'99]. A RBQ1D code allowing the diffusion in radial direction is presented here. 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 RBQ1D is validated against recent DIIID results [Collins et al., PRL'16]. Supported by the US Department of Energy under DE-AC02-09CH11466.

Hydrodynamic equations for electrons in graphene obtained from the maximum entropy principle

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

Barletti, Luigi, E-mail: luigi.barletti@unifi.it

2014-08-15

The maximum entropy principle is applied to the formal derivation of isothermal, Euler-like equations for semiclassical fermions (electrons and holes) in graphene. After proving general mathematical properties of the equations so obtained, their asymptotic form corresponding to significant physical regimes is investigated. In particular, the diffusive regime, the Maxwell-Boltzmann regime (high temperature), the collimation regime and the degenerate gas limit (vanishing temperature) are considered.

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.

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.

Multispecies reaction-diffusion systems

NASA Astrophysics Data System (ADS)

Aghamohammadi, A.; Fatollahi, A. H.; Khorrami, M.; Shariati, A.

2000-10-01

Multispecies reaction-diffusion systems, for which the time evolution equations of correlation functions become a closed set, are considered. A formal solution for the average densities is found. Some special interactions and the exact time dependence of the average densities in these cases are also studied. For the general case, the large-time behavior of the average densities has also been obtained.

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

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.

Mathematical Development of the Spill Assessment Model (SAM) for Hydrazine and Similar Acting Materials in Water Bodies.

DTIC Science & Technology

1980-02-01

migration of the chemical mass in the fluid volume according to two entirely different means, yet governed by the same form of the equation: molecular ...pressure or temperature gradients, gravitational or other body forces, or bulk fluid motion, is observed as molecular diffusion. In general, the...need be made at this stage as to whether the diffusion of a released mass in the fluid is molecular or turbulent in nature. The general form of the one

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.

A network thermodynamic method for numerical solution of the Nernst-Planck and Poisson equation system with application to ionic transport through membranes.

PubMed

Horno, J; González-Caballero, F; González-Fernández, C F

1990-01-01

Simple techniques of network thermodynamics are used to obtain the numerical solution of the Nernst-Planck and Poisson equation system. A network model for a particular physical situation, namely ionic transport through a thin membrane with simultaneous diffusion, convection and electric current, is proposed. Concentration and electric field profiles across the membrane, as well as diffusion potential, have been simulated using the electric circuit simulation program, SPICE. The method is quite general and extremely efficient, permitting treatments of multi-ion systems whatever the boundary and experimental conditions may be.

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.

Final Report of the Project "From the finite element method to the virtual element method"

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

Manzini, Gianmarco; Gyrya, Vitaliy

The Finite Element Method (FEM) is a powerful numerical tool that is being used in a large number of engineering applications. The FEM is constructed on triangular/tetrahedral and quadrilateral/hexahedral meshes. Extending the FEM to general polygonal/polyhedral meshes in straightforward way turns out to be extremely difficult and leads to very complex and computationally expensive schemes. The reason for this failure is that the construction of the basis functions on elements with a very general shape is a non-trivial and complex task. In this project we developed a new family of numerical methods, dubbed the Virtual Element Method (VEM) for themore » numerical approximation of partial differential equations (PDE) of elliptic type suitable to polygonal and polyhedral unstructured meshes. We successfully formulated, implemented and tested these methods and studied both theoretically and numerically their stability, robustness and accuracy for diffusion problems, convection-reaction-diffusion problems, the Stokes equations and the biharmonic equations.« less

Diffusion of strongly magnetized cosmic ray particles in a turbulent medium

NASA Technical Reports Server (NTRS)

Ptuskin, V. S.

1985-01-01

Cosmic ray (CR) propagation in a turbulent medium is usually considered in the diffusion approximation. Here, the diffusion equation is obtained for strongly magnetized particles in the general form. The influence of a large-scale random magnetic field on CR propagation in interstellar medium is discussed. Cosmic rays are assumed to propagate in a medium with a regular field H and an ensemble of random MHD waves. The energy density of waves on scales smaller than the free path 1 of CR particles is small. The collision integral of the general form which describes interaction between relativistic particles and waves in the quasilinear approximation is used.

Hybrid diffusion-P3 equation in N-layered turbid media: steady-state domain.

PubMed

Shi, Zhenzhi; Zhao, Huijuan; Xu, Kexin

2011-10-01

This paper discusses light propagation in N-layered turbid media. The hybrid diffusion-P3 equation is solved for an N-layered finite or infinite turbid medium in the steady-state domain for one point source using the extrapolated boundary condition. The Fourier transform formalism is applied to derive the analytical solutions of the fluence rate in Fourier space. Two inverse Fourier transform methods are developed to calculate the fluence rate in real space. In addition, the solutions of the hybrid diffusion-P3 equation are compared to the solutions of the diffusion equation and the Monte Carlo simulation. For the case of small absorption coefficients, the solutions of the N-layered diffusion equation and hybrid diffusion-P3 equation are almost equivalent and are in agreement with the Monte Carlo simulation. For the case of large absorption coefficients, the model of the hybrid diffusion-P3 equation is more precise than that of the diffusion equation. In conclusion, the model of the hybrid diffusion-P3 equation can replace the diffusion equation for modeling light propagation in the N-layered turbid media for a wide range of absorption coefficients.

Applications of Random Differential Equations to Engineering Science. Wave Propagation in Turbulent Media and Random Linear Hyperbolic Systems.

DTIC Science & Technology

1981-11-10

1976), 745-754. 4. (with W. C. Tam) Periodic and traveling wave solutions to Volterra - Lotka equation with diffusion. Bull. Math. Biol. 38 (1976), 643...with applications [17,19,20). (5) A general method for reconstructing the mutual coherent function of a static or moving source from the random

Unifying diffusion and seepage for nonlinear gas transport in multiscale porous media

NASA Astrophysics Data System (ADS)

Song, Hongqing; Wang, Yuhe; Wang, Jiulong; Li, Zhengyi

2016-09-01

We unify the diffusion and seepage process for nonlinear gas transport in multiscale porous media via a proposed new general transport equation. A coherent theoretical derivation indicates the wall-molecule and molecule-molecule collisions drive the Knudsen and collective diffusive fluxes, and constitute the system pressure across the porous media. A new terminology, nominal diffusion coefficient can summarize Knudsen and collective diffusion coefficients. Physical and numerical experiments show the support of the new formulation and provide approaches to obtain the diffusion coefficient and permeability simultaneously. This work has important implication for natural gas extraction and greenhouse gases sequestration in geological formations.

Time-delayed feedback control of diffusion in random walkers.

PubMed

Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U

2017-07-01

Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.

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

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).

Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems

NASA Astrophysics Data System (ADS)

Zúñiga-Galindo, W. A.

2018-06-01

We initiate the study of non-Archimedean reaction-ultradiffusion equations and their connections with models of complex hierarchic systems. From a mathematical perspective, the equations studied here are the p-adic counterpart of the integro-differential models for phase separation introduced by Bates and Chmaj. Our equations are also generalizations of the ultradiffusion equations on trees studied in the 1980s by Ogielski, Stein, Bachas, Huberman, among others, and also generalizations of the master equations of the Avetisov et al models, which describe certain complex hierarchic systems. From a physical perspective, our equations are gradient flows of non-Archimedean free energy functionals and their solutions describe the macroscopic density profile of a bistable material whose space of states has an ultrametric structure. Some of our results are p-adic analogs of some well-known results in the Archimedean setting, however, the mechanism of diffusion is completely different due to the fact that it occurs in an ultrametric space.

Hydrodynamic theory of diffusion in two-temperature multicomponent plasmas

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

Ramshaw, J.D.; Chang, C.H.

Detailed numerical simulations of multicomponent plasmas require tractable expressions for species diffusion fluxes, which must be consistent with the given plasma current density J{sub q} to preserve local charge neutrality. The common situation in which J{sub q} = 0 is referred to as ambipolar diffusion. The use of formal kinetic theory in this context leads to results of formidable complexity. We derive simple tractable approximations for the diffusion fluxes in two-temperature multicomponent plasmas by means of a generalization of the hydrodynamical approach used by Maxwell, Stefan, Furry, and Williams. The resulting diffusion fluxes obey generalized Stefan-Maxwell equations that contain drivingmore » forces corresponding to ordinary, forced, pressure, and thermal diffusion. The ordinary diffusion fluxes are driven by gradients in pressure fractions rather than mole fractions. Simplifications due to the small electron mass are systematically exploited and lead to a general expression for the ambipolar electric field in the limit of infinite electrical conductivity. We present a self-consistent effective binary diffusion approximation for the diffusion fluxes. This approximation is well suited to numerical implementation and is currently in use in our LAVA computer code for simulating multicomponent thermal plasmas. Applications to date include a successful simulation of demixing effects in an argon-helium plasma jet, for which selected computational results are presented. Generalizations of the diffusion theory to finite electrical conductivity and nonzero magnetic field are currently in progress.« 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.

Forward and back diffusion through argillaceous formations

NASA Astrophysics Data System (ADS)

Yang, Minjune; Annable, Michael D.; Jawitz, James W.

2017-05-01

The exchange of solutes between aquifers and lower-permeability argillaceous formations is of considerable interest for solute and contaminant fate and transport. We present a synthesis of analytical solutions for solute diffusion between aquifers and single aquitard systems, validated in well-controlled experiments, and applied to several data sets from laboratory and field-scale problems with diffusion time and length scales ranging from 10-2 to 108 years and 10-2 to 102 m. One-dimensional diffusion models were applied using the method of images to consider the general cases of a finite aquitard bounded by two aquifers at the top and bottom, or a semiinfinite aquitard bounded by an aquifer. The simpler semiinfinite equations are appropriate for all domains with dimensionless relative diffusion length, ZD < 0.7. At dimensionless length scales above this threshold, application of semiinfinite equations to aquitards of finite thickness leads to increasing errors and solutions based on the method of images are required. Measured resident solute concentration profiles in aquitards and flux-averaged solute concentrations in surrounding aquifers were accurately modeled by appropriately accounting for generalized dynamic aquifer-aquitard boundary conditions, including concentration gradient reversals. Dimensionless diffusion length scales were used to illustrate the transferability of these relatively simple models to physical systems with dimensions that spanned 10 orders of magnitude. The results of this study offer guidance on the application of a simplified analytical approach to environmentally important layered problems with one or two diffusion interfaces.

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.

Comments on ""Contact Diffusion Interaction of Materials with Cladding''

NASA Technical Reports Server (NTRS)

Morris, J. F.

1972-01-01

A Russian paper by A. A. Babad-Zakhryapina contributes much to the understanding of fuel, clad interactions, and thus to nuclear thermionic technology. In that publication the basic diffusion expression is a simple one. A more general but complicated equation for this mass transport results from the present work. With appropriate assumptions, however, the new relation reduces to Babad-Zakhryapina's version.

Generalized fourier analyses of the advection-diffusion equation - Part II: two-dimensional domains

NASA Astrophysics Data System (ADS)

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

2004-07-01

Part I of this work presents a detailed multi-methods comparison of the spatial errors associated with the one-dimensional finite difference, finite element and finite volume semi-discretizations of the scalar advection-diffusion equation. In Part II we extend the analysis to two-dimensional domains and also consider the effects of wave propagation direction and grid aspect ratio on the phase speed, and the discrete and artificial diffusivities. The observed dependence of dispersive and diffusive behaviour on propagation direction makes comparison of methods more difficult relative to the one-dimensional results. For this reason, integrated (over propagation direction and wave number) error and anisotropy metrics are introduced to facilitate comparison among the various methods. With respect to these metrics, the consistent mass Galerkin and consistent mass control-volume finite element methods, and their streamline upwind derivatives, exhibit comparable accuracy, and generally out-perform their lumped mass counterparts and finite-difference based schemes. While 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 mathematical framework. Published in 2004 by John Wiley & Sons, Ltd.

Distribution of randomly diffusing particles in inhomogeneous media

NASA Astrophysics Data System (ADS)

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A.

2017-09-01

Diffusion can be conceptualized, at microscopic scales, as the random hopping of particles between neighboring lattice sites. In the case of diffusion in inhomogeneous media, distinct spatial domains in the system may yield distinct particle hopping rates. Starting from the master equations (MEs) governing diffusion in inhomogeneous media we derive here, for arbitrary spatial dimensions, the deterministic lattice equations (DLEs) specifying the average particle number at each lattice site for randomly diffusing particles in inhomogeneous media. We consider the case of free (Fickian) diffusion with no steric constraints on the maximum particle number per lattice site as well as the case of diffusion under steric constraints imposing a maximum particle concentration. We find, for both transient and asymptotic regimes, excellent agreement between the DLEs and kinetic Monte Carlo simulations of the MEs. The DLEs provide a computationally efficient method for predicting the (average) distribution of randomly diffusing particles in inhomogeneous media, with the number of DLEs associated with a given system being independent of the number of particles in the system. From the DLEs we obtain general analytic expressions for the steady-state particle distributions for free diffusion and, in special cases, diffusion under steric constraints in inhomogeneous media. We find that, in the steady state of the system, the average fraction of particles in a given domain is independent of most system properties, such as the arrangement and shape of domains, and only depends on the number of lattice sites in each domain, the particle hopping rates, the number of distinct particle species in the system, and the total number of particles of each particle species in the system. Our results provide general insights into the role of spatially inhomogeneous particle hopping rates in setting the particle distributions in inhomogeneous media.

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.

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.

Generalized Langevin equation with a three parameter Mittag-Leffler noise

NASA Astrophysics Data System (ADS)

Sandev, Trifce; Tomovski, Živorad; Dubbeldam, Johan L. A.

2011-10-01

The relaxation functions for a given generalized Langevin equation in the presence of a three parameter Mittag-Leffler noise are studied analytically. The results are represented by three parameter Mittag-Leffler functions. Exact results for the velocity and displacement correlation functions of a diffusing particle are obtained by using the Laplace transform method. The asymptotic behavior of the particle in the short and long time limits are found by using the Tauberian theorems. It is shown that for large times the particle motion is subdiffusive for β-1<αδ<β, and superdiffusive for β<αδ. Many previously obtained results are recovered. Due to the many parameters contained in the noise term, the model considered in this work may be used to improve the description of data and to model anomalous diffusive processes in complex media.

Transport coefficients of gaseous ions in an electric field

NASA Technical Reports Server (NTRS)

Whealton, J. H.; Mason, E. A.

1974-01-01

A general theory of ion mobility formulated by Kihara (1953) is extended to ion diffusion and to mixtures of neutral gases. The theory assumes that only binary collisions between ions and neutral particles need to be taken into account and that the velocity distribution function of the neutral particles is Maxwellian. These assumptions make it possible to use a linearized Boltzmann equation. Questions of mobility are considered along with aspects of diffusion and deviations from Fick's law of diffusion.

Quantum angular momentum diffusion of rigid bodies

NASA Astrophysics Data System (ADS)

Papendell, Birthe; Stickler, Benjamin A.; Hornberger, Klaus

2017-12-01

We show how to describe the diffusion of the quantized angular momentum vector of an arbitrarily shaped rigid rotor as induced by its collisional interaction with an environment. We present the general form of the Lindblad-type master equation and relate it to the orientational decoherence of an asymmetric nanoparticle in the limit of small anisotropies. The corresponding diffusion coefficients are derived for gas particles scattering off large molecules and for ambient photons scattering off dielectric particles, using the elastic scattering amplitudes.

Non-Equilibrium Properties from Equilibrium Free Energy Calculations

NASA Technical Reports Server (NTRS)

Pohorille, Andrew; Wilson, Michael A.

2012-01-01

Calculating free energy in computer simulations is of central importance in statistical mechanics of condensed media and its applications to chemistry and biology not only because it is the most comprehensive and informative quantity that characterizes the eqUilibrium state, but also because it often provides an efficient route to access dynamic and kinetic properties of a system. Most of applications of equilibrium free energy calculations to non-equilibrium processes rely on a description in which a molecule or an ion diffuses in the potential of mean force. In general case this description is a simplification, but it might be satisfactorily accurate in many instances of practical interest. This hypothesis has been tested in the example of the electrodiffusion equation . Conductance of model ion channels has been calculated directly through counting the number of ion crossing events observed during long molecular dynamics simulations and has been compared with the conductance obtained from solving the generalized Nernst-Plank equation. It has been shown that under relatively modest conditions the agreement between these two approaches is excellent, thus demonstrating the assumptions underlying the diffusion equation are fulfilled. Under these conditions the electrodiffusion equation provides an efficient approach to calculating the full voltage-current dependence routinely measured in electrophysiological experiments.

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.

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.

Kubo formulas for dispersion in heterogeneous periodic nonequilibrium systems.

PubMed

Guérin, T; Dean, D S

2015-12-01

We consider the dispersion properties of tracer particles moving in nonequilibrium heterogeneous periodic media. The tracer motion is described by a Fokker-Planck equation with arbitrary spatially periodic (but constant in time) local diffusion tensors and drifts, eventually with the presence of obstacles. We derive a Kubo-like formula for the time-dependent effective diffusion tensor valid in any dimension. From this general formula, we derive expressions for the late time effective diffusion tensor and drift in these systems. In addition, we find an explicit formula for the late finite-time corrections to these transport coefficients. In one dimension, we give a closed analytical formula for the transport coefficients. The formulas derived here are very general and provide a straightforward method to compute the dispersion properties in arbitrary nonequilibrium periodic advection-diffusion systems.

Self-diffusivity and interdiffusivity of molten aluminum-copper alloys under pressure, derived from molecular dynamics.

PubMed

Rudd, Robert E; Cabot, William H; Caspersen, Kyle J; Greenough, Jeffrey A; Richards, David F; Streitz, Frederick H; Miller, Paul L

2012-03-01

We use molecular dynamics (MD) to simulate diffusion in molten aluminum-copper (AlCu) alloys. The self-diffusivities and Maxwell-Stefan diffusivities are calculated for AlCu mixtures using the Green-Kubo formulas at temperatures from 1000 to 4000 K and pressures from 0 to 25 GPa, along with additional points at higher temperatures and pressures. The diffusivities are corrected for finite-size effects. The Maxwell-Stefan diffusivity is compared to the diffusivity calculated from the self-diffusivities using a generalization of the Darken equation. We find that the effects of cross-correlation are small. Using the calculated self-diffusivities, we have assessed whether dilute hard-sphere and dilute Lennard-Jones models apply to the molten mixture. Neither of the two dilute gas diffusivities describes the diffusivity in molten Al and Cu. We report generalized analytic models for the self-diffusivities and interdiffusivity (mutual diffusivity) that fit the MD results well. The MD-derived transport coefficients are in good agreement with the available experimental data. We also report MD calculations of the viscosity and an analytic fit to those results. The ionic thermal conductivity is discussed briefly.

Self-diffusivity and interdiffusivity of molten aluminum-copper alloys under pressure, derived from molecular dynamics

NASA Astrophysics Data System (ADS)

Rudd, Robert E.; Cabot, William H.; Caspersen, Kyle J.; Greenough, Jeffrey A.; Richards, David F.; Streitz, Frederick H.; Miller, Paul L.

2012-03-01

We use molecular dynamics (MD) to simulate diffusion in molten aluminum-copper (AlCu) alloys. The self-diffusivities and Maxwell-Stefan diffusivities are calculated for AlCu mixtures using the Green-Kubo formulas at temperatures from 1000 to 4000 K and pressures from 0 to 25 GPa, along with additional points at higher temperatures and pressures. The diffusivities are corrected for finite-size effects. The Maxwell-Stefan diffusivity is compared to the diffusivity calculated from the self-diffusivities using a generalization of the Darken equation. We find that the effects of cross-correlation are small. Using the calculated self-diffusivities, we have assessed whether dilute hard-sphere and dilute Lennard-Jones models apply to the molten mixture. Neither of the two dilute gas diffusivities describes the diffusivity in molten Al and Cu. We report generalized analytic models for the self-diffusivities and interdiffusivity (mutual diffusivity) that fit the MD results well. The MD-derived transport coefficients are in good agreement with the available experimental data. We also report MD calculations of the viscosity and an analytic fit to those results. The ionic thermal conductivity is discussed briefly.

Rigorous results for the minimal speed of Kolmogorov-Petrovskii-Piscounov monotonic fronts with a cutoffa)

NASA Astrophysics Data System (ADS)

Benguria, Rafael D.; Depassier, M. Cristina; Loss, Michael

2012-12-01

We study the effect of a cutoff on the speed of pulled fronts of the one-dimensional reaction diffusion equation. To accomplish this, we first use variational techniques to prove the existence of a heteroclinic orbit in phase space for traveling wave solutions of the corresponding reaction diffusion equation under conditions that include discontinuous reaction profiles. This existence result allows us to prove rigorous upper and lower bounds on the minimal speed of monotonic fronts in terms of the cut-off parameter ɛ. From these bounds we estimate the range of validity of the Brunet-Derrida formula for a general class of reaction terms.

Marangoni effect on small-amplitude capillary waves in viscous fluids

NASA Astrophysics Data System (ADS)

Shen, Li; Denner, Fabian; Morgan, Neal; van Wachem, Berend; Dini, Daniele

2017-11-01

We derive a general integro-differential equation for the transient behavior of small-amplitude capillary waves on the planar surface of a viscous fluid in the presence of the Marangoni effect. The equation is solved for an insoluble surfactant solution in concentration below the critical micelle concentration undergoing convective-diffusive surface transport. The special case of a diffusion-driven surfactant is considered near the the critical damping wavelength. The Marangoni effect is shown to contribute to the overall damping mechanism, and a first-order term correction to the critical wavelength with respect to the surfactant concentration difference and the Schmidt number is proposed.

On the Boundary Condition Between Two Multiplying Media

DOE R&D Accomplishments Database

Friedman, F. L.; Wigner, E. P.

1944-04-19

The transition region between two parts of a pile which have different compositions is investigated. In the case where the moderator is the same in both parts of the pile, it is found that the diffusion constant times thermal neutron density plus diffusion constant times fast neutron density satisfies the usual pile equations everywhere, right to the boundary. More complicated formulae apply in a more general case.

Cellular Automata for Spatiotemporal Pattern Formation from Reaction-Diffusion Partial Differential Equations

NASA Astrophysics Data System (ADS)

Ohmori, Shousuke; Yamazaki, Yoshihiro

2016-01-01

Ultradiscrete equations are derived from a set of reaction-diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction-diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction-diffusion equations.

Axi-symmetric generalized thermoelastic diffusion problem with two-temperature and initial stress under fractional order heat conduction

NASA Astrophysics Data System (ADS)

Deswal, Sunita; Kalkal, Kapil Kumar; Sheoran, Sandeep Singh

2016-09-01

A mathematical model of fractional order two-temperature generalized thermoelasticity with diffusion and initial stress is proposed to analyze the transient wave phenomenon in an infinite thermoelastic half-space. The governing equations are derived in cylindrical coordinates for a two dimensional axi-symmetric problem. The analytical solution is procured by employing the Laplace and Hankel transforms for time and space variables respectively. The solutions are investigated in detail for a time dependent heat source. By using numerical inversion method of integral transforms, we obtain the solutions for displacement, stress, temperature and diffusion fields in physical domain. Computations are carried out for copper material and displayed graphically. The effect of fractional order parameter, two-temperature parameter, diffusion, initial stress and time on the different thermoelastic and diffusion fields is analyzed on the basis of analytical and numerical results. Some special cases have also been deduced from the present investigation.

Particle deposition due to turbulent diffusion in the upper respiratory system

NASA Technical Reports Server (NTRS)

Hamill, P.

1979-01-01

Aerosol deposition in the upper respiratory system (trachea to segmental bronchi) is considered and the importance of turbulent diffusion as a deposition mechanism is evaluated. It is demonstrated that for large particles (diameter greater than about 5 microns), turbulent diffusion is the dominant deposition mechanism in the trachea. Conditions under which turbulent diffusion may be important in successive generations of the pulmonary system are determined. The probability of particle deposition is compared with probabilities of deposition, as determined by the equations generally used in regional deposition models. The analysis is theoretical; no new experimental data is presented.

On Hilbert-Schmidt norm convergence of Galerkin approximation for operator Riccati equations

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An abstract approximation framework for the solution of operator algebraic Riccati equations is developed. The approach taken is based on a formulation of the Riccati equation as an abstract nonlinear operator equation on the space of Hilbert-Schmidt operators. Hilbert-Schmidt norm convergence of solutions to generic finite dimensional Galerkin approximations to the Riccati equation to the solution of the original infinite dimensional problem is argued. The application of the general theory is illustrated via an operator Riccati equation arising in the linear-quadratic design of an optimal feedback control law for a 1-D heat/diffusion equation. Numerical results demonstrating the convergence of the associated Hilbert-Schmidt kernels are included.

An investigation of the information propagation and entropy transport aspects of Stirling machine numerical simulation

NASA Technical Reports Server (NTRS)

Goldberg, Louis F.

1992-01-01

Aspects of the information propagation modeling behavior of integral machine computer simulation programs are investigated in terms of a transmission line. In particular, the effects of pressure-linking and temporal integration algorithms on the amplitude ratio and phase angle predictions are compared against experimental and closed-form analytic data. It is concluded that the discretized, first order conservation balances may not be adequate for modeling information propagation effects at characteristic numbers less than about 24. An entropy transport equation suitable for generalized use in Stirling machine simulation is developed. The equation is evaluated by including it in a simulation of an incompressible oscillating flow apparatus designed to demonstrate the effect of flow oscillations on the enhancement of thermal diffusion. Numerical false diffusion is found to be a major factor inhibiting validation of the simulation predictions with experimental and closed-form analytic data. A generalized false diffusion correction algorithm is developed which allows the numerical results to match their analytic counterparts. Under these conditions, the simulation yields entropy predictions which satisfy Clausius' inequality.

Communication: On the diffusion tensor in macroscopic theory of cavitation

NASA Astrophysics Data System (ADS)

Shneidman, Vitaly A.

2017-08-01

The classical description of nucleation of cavities in a stretched fluid relies on a one-dimensional Fokker-Planck equation (FPE) in the space of their sizes r, with the diffusion coefficient D(r) constructed for all r from macroscopic hydrodynamics and thermodynamics, as shown by Zeldovich. When additional variables (e.g., vapor pressure) are required to describe the state of a bubble, a similar approach to construct a diffusion tensor D ^ generally works only in the direct vicinity of the thermodynamic saddle point corresponding to the critical nucleus. It is shown, nevertheless, that "proper" kinetic variables to describe a cavity can be selected, allowing to introduce D ^ in the entire domain of parameters. In this way, for the first time, complete FPE's are constructed for viscous volatile and inertial fluids. In the former case, the FPE with symmetric D ^ is solved numerically. Alternatively, in the case of an inertial fluid, an equivalent Langevin equation is considered; results are compared with analytics. The suggested approach is quite general and can be applied beyond the cavitation problem.

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

On a nonlinear model for tumour growth with drug application

NASA Astrophysics Data System (ADS)

Donatelli, Donatella; Trivisa, Konstantina

2015-05-01

We investigate the dynamics of a nonlinear system modelling tumour growth with drug application. The tumour is viewed as a mixture consisting of proliferating, quiescent and dead cells as well as a nutrient in the presence of a drug. The system is given by a multi-phase flow model: the densities of the different cells are governed by a set of transport equations, the density of the nutrient and the density of the drug are governed by rather general diffusion equations, while the velocity of the tumour is given by Brinkman's equation. The domain occupied by the tumour in this setting is a growing continuum Ω with boundary ∂Ω both of which evolve in time. Global-in-time weak solutions are obtained using an approach based on penalization of the boundary behaviour, diffusion and viscosity in the weak formulation. Both the solutions and the domain are rather general, no symmetry assumption is required and the result holds for large initial data. This article is part of a research programme whose aim is the investigation of the effect of drug application in tumour growth.

Transformed Fourier and Fick equations for the control of heat and mass diffusion

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

Guenneau, S.; Petiteau, D.; Zerrad, M.

We review recent advances in the control of diffusion processes in thermodynamics and life sciences through geometric transforms in the Fourier and Fick equations, which govern heat and mass diffusion, respectively. We propose to further encompass transport properties in the transformed equations, whereby the temperature is governed by a three-dimensional, time-dependent, anisotropic heterogeneous convection-diffusion equation, which is a parabolic partial differential equation combining the diffusion equation and the advection equation. We perform two dimensional finite element computations for cloaks, concentrators and rotators of a complex shape in the transient regime. We precise that in contrast to invisibility cloaks for waves,more » the temperature (or mass concentration) inside a diffusion cloak crucially depends upon time, its distance from the source, and the diffusivity of the invisibility region. However, heat (or mass) diffusion outside cloaks, concentrators and rotators is unaffected by their presence, whatever their shape or position. Finally, we propose simplified designs of layered cylindrical and spherical diffusion cloaks that might foster experimental efforts in thermal and biochemical metamaterials.« less

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.

AN EULERIAN-LAGRANGIAN LOCALIZED ADJOINT METHOD FOR THE ADVECTION-DIFFUSION EQUATION

EPA Science Inventory

Many numerical methods use characteristic analysis to accommodate the advective component of transport. Such characteristic methods include Eulerian-Lagrangian methods (ELM), modified method of characteristics (MMOC), and operator splitting methods. A generalization of characteri...

A novel model for the chaotic dynamics of superdiffusion

NASA Astrophysics Data System (ADS)

Cushman, J. H.; Park, M.; O'Malley, D.

2009-04-01

Previously we've shown that by modeling the convective velocity in a turbulent flow field as Brownian, one obtains Richardson super diffusion where the expected distance between pairs of particles scales with time cubed. By proving generalized central limit type theorems it's possible to show that modeling the velocity or the acceleration as α-stable Levy gives rise to more general scaling laws that can easily explain other super diffusive regimes. The problem with this latter approach is that the mean square displacement of a particle is infinite. Here we provide an alternate approach that gives a power law mean square displacement of any desired order. We do so by constructing compressed and stretched extensions to Brownian motion. The finite size Lyapunov exponent, the underlying stochastic differential equation and its corresponding Fokker-Planck equations are derived. The fractal dimension of these processes turns out to be the same as that of classical Brownian motion.

Hydrodynamics of bacterial colonies: A model

NASA Astrophysics Data System (ADS)

Lega, J.; Passot, T.

2003-03-01

We propose a hydrodynamic model for the evolution of bacterial colonies growing on soft agar plates. This model consists of reaction-diffusion equations for the concentrations of nutrients, water, and bacteria, coupled to a single hydrodynamic equation for the velocity field of the bacteria-water mixture. It captures the dynamics inside the colony as well as on its boundary and allows us to identify a mechanism for collective motion towards fresh nutrients, which, in its modeling aspects, is similar to classical chemotaxis. As shown in numerical simulations, our model reproduces both usual colony shapes and typical hydrodynamic motions, such as the whirls and jets recently observed in wet colonies of Bacillus subtilis. The approach presented here could be extended to different experimental situations and provides a general framework for the use of advection-reaction-diffusion equations in modeling bacterial colonies.

Some Properties of the Fractional Equation of Continuity and the Fractional Diffusion Equation

NASA Astrophysics Data System (ADS)

Fukunaga, Masataka

2006-05-01

The fractional equation of continuity (FEC) and the fractional diffusion equation (FDE) show peculiar behaviors that are in the opposite sense to those expected from the equation of continuity and the diffusion equation, respectively. The behaviors are interpreted in terms of the memory effect of the fractional time derivatives included in the equations. Some examples are given by solutions of the FDE.

A functional equation for the specular reflection of rays.

PubMed

Le Bot, A

2002-10-01

This paper aims to generalize the "radiosity method" when applied to specular reflection. Within the field of thermics, the radiosity method is also called the "standard procedure." The integral equation for incident energy, which is usually derived for diffuse reflection, is replaced by a more appropriate functional equation. The latter is used to solve some specific problems and it is shown that all the classical features of specular reflection, for example, the existence of image sources, are embodied within this equation. This equation can be solved with the ray-tracing technique, despite the implemented mathematics being quite different. Several interesting features of the energy field are presented.

Pseudo-time algorithms for the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Swanson, R. C.; Turkel, E.

1986-01-01

A pseudo-time method is introduced to integrate the compressible Navier-Stokes equations to a steady state. This method is a generalization of a method used by Crocco and also by Allen and Cheng. We show that for a simple heat equation that this is just a renormalization of the time. For a convection-diffusion equation the renormalization is dependent only on the viscous terms. We implement the method for the Navier-Stokes equations using a Runge-Kutta type algorithm. This permits the time step to be chosen based on the inviscid model only. We also discuss the use of residual smoothing when viscous terms are present.

Solution of a modified fractional diffusion equation

NASA Astrophysics Data System (ADS)

Langlands, T. A. M.

2006-07-01

Recently, a modified fractional diffusion equation has been proposed [I. Sokolov, J. Klafter, From diffusion to anomalous diffusion: a century after Einstein's brownian motion, Chaos 15 (2005) 026103; A.V. Chechkin, R. Gorenflo, I.M. Sokolov, V.Yu. Gonchar, Distributed order time fractional diffusion equation, Frac. Calc. Appl. Anal. 6 (3) (2003) 259279; I.M. Sokolov, A.V. Checkin, J. Klafter, Distributed-order fractional kinetics, Acta. Phys. Pol. B 35 (2004) 1323.] for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. In this letter we give the solution of the modified equation on an infinite domain. In contrast to the solution of the traditional fractional diffusion equation, the solution of the modified equation requires an infinite series of Fox functions instead of a single Fox function.

BCA-kMC Hybrid Simulation for Hydrogen and Helium Implantation in Material under Plasma Irradiation

NASA Astrophysics Data System (ADS)

Kato, Shuichi; Ito, Atsushi; Sasao, Mamiko; Nakamura, Hiroaki; Wada, Motoi

2015-09-01

Ion implantation by plasma irradiation into materials achieves the very high concentration of impurity. The high concentration of impurity causes the deformation and the destruction of the material. This is the peculiar phenomena in the plasma-material interaction (PMI). The injection process of plasma particles are generally simulated by using the binary collision approximation (BCA) and the molecular dynamics (MD), while the diffusion of implanted atoms have been traditionally solved by the diffusion equation, in which the implanted atoms is replaced by the continuous concentration field. However, the diffusion equation has insufficient accuracy in the case of low concentration, and in the case of local high concentration such as the hydrogen blistering and the helium bubble. The above problem is overcome by kinetic Monte Carlo (kMC) which represents the diffusion of the implanted atoms as jumps on interstitial sites in a material. In this paper, we propose the new approach ``BCA-kMC hybrid simulation'' for the hydrogen and helium implantation under the plasma irradiation.

The well-posedness of the Kuramoto-Sivashinsky equation

NASA Technical Reports Server (NTRS)

Tadmor, E.

1984-01-01

The Kuramoto-Sivashinsky equation arises in a variety of applications, among which are modeling reaction diffusion systems, flame propagation and viscous flow problems. It is considered here, as a prototype to the larger class of generalized Burgers equations: those consist of a quadratic nonlinearity and an arbitrary linear parabolic part. It is shown that such equations are well posed, thus admitting a unique smooth solution, continuously dependent on its initial data. As an attractive alternative to standard energy methods, existence and stability are derived in this case, by patching in the large short time solutions without loss of derivatives.

The well-posedness of the Kuramoto-Sivashinsky equation

NASA Technical Reports Server (NTRS)

Tadmor, E.

1986-01-01

The Kuramoto-Sivashinsky equation arises in a variety of applications, among which are modeling reaction diffusion systems, flame propagation and viscous flow problems. It is considered here, as a prototype to the larger class of generalized Burgers equations: those consist of a quadratic nonlinearity and an arbitrary linear parabolic part. It is shown that such equations are well posed, thus admitting a unique smooth solution, continuously dependent on its initial data. As an attractive alternative to standard energy methods, existence and stability are derived in this case, by patching in the large short time solutions without 'loss of derivatives'.

A General Model for Estimating Macroevolutionary Landscapes.

PubMed

Boucher, Florian C; Démery, Vincent; Conti, Elena; Harmon, Luke J; Uyeda, Josef

2018-03-01

The evolution of quantitative characters over long timescales is often studied using stochastic diffusion models. The current toolbox available to students of macroevolution is however limited to two main models: Brownian motion and the Ornstein-Uhlenbeck process, plus some of their extensions. Here, we present a very general model for inferring the dynamics of quantitative characters evolving under both random diffusion and deterministic forces of any possible shape and strength, which can accommodate interesting evolutionary scenarios like directional trends, disruptive selection, or macroevolutionary landscapes with multiple peaks. This model is based on a general partial differential equation widely used in statistical mechanics: the Fokker-Planck equation, also known in population genetics as the Kolmogorov forward equation. We thus call the model FPK, for Fokker-Planck-Kolmogorov. We first explain how this model can be used to describe macroevolutionary landscapes over which quantitative traits evolve and, more importantly, we detail how it can be fitted to empirical data. Using simulations, we show that the model has good behavior both in terms of discrimination from alternative models and in terms of parameter inference. We provide R code to fit the model to empirical data using either maximum-likelihood or Bayesian estimation, and illustrate the use of this code with two empirical examples of body mass evolution in mammals. FPK should greatly expand the set of macroevolutionary scenarios that can be studied since it opens the way to estimating macroevolutionary landscapes of any conceivable shape. [Adaptation; bounds; diffusion; FPK model; macroevolution; maximum-likelihood estimation; MCMC methods; phylogenetic comparative data; selection.].

Generalized Landauer equation: Absorption-controlled diffusion processes

NASA Astrophysics Data System (ADS)

Godoy, Salvador; García-Colín, L. S.; Micenmacher, Victor

1999-05-01

The exact expression of the one-dimensional Boltzmann multiple-scattering coefficients, for the passage of particles through a slab of a given material, is obtained in terms of the single-scattering cross section of the material, including absorption. The remarkable feature of the result is that for multiple scattering in a metal, free from absorption, one recovers the well-known Landauer result for conduction electrons. In the case of particles, such as neutrons, moving through a weak absorbing media, Landuer's formula is modified due to the absorption cross section. For photons, in a strong absorbing media, one recovers the Lambert-Beer equation. In this latter case one may therefore speak of absorption-controlled diffusive processes.

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.

Enhanced diffusion on oscillating surfaces through synchronization

NASA Astrophysics Data System (ADS)

Wang, Jin; Cao, Wei; Ma, Ming; Zheng, Quanshui

2018-02-01

The diffusion of molecules and clusters under nanoscale confinement or absorbed on surfaces is the key controlling factor in dynamical processes such as transport, chemical reaction, or filtration. Enhancing diffusion could benefit these processes by increasing their transport efficiency. Using a nonlinear Langevin equation with an extensive number of simulations, we find a large enhancement in diffusion through surface oscillation. For helium confined in a narrow carbon nanotube, the diffusion enhancement is estimated to be over three orders of magnitude. A synchronization mechanism between the kinetics of the particles and the oscillating surface is revealed. Interestingly, a highly nonlinear negative correlation between diffusion coefficient and temperature is predicted based on this mechanism, and further validated by simulations. Our results provide a general and efficient method for enhancing diffusion, especially at low temperatures.

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.

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.

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.

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

ULF Waves and Diffusive Radial Transport of Charged Particles

NASA Astrophysics Data System (ADS)

Ali, Ashar Fawad

The Van Allen radiation belts contain highly energetic particles which interact with a variety of plasma and magnetohydrodynamic (MHD) waves. Waves in the ultra low-frequency (ULF) range play an important role in the loss and acceleration of energetic particles. Considering the geometry of the geomagnetic field, charged particles trapped in the inner magnetosphere undergo three distinct types of periodic motions; an adiabatic invariant is associated with each type of motion. The evolution of the phase space density of charged particles in the magnetosphere in the coordinate space of the three adiabatic invariants is modeled by the Fokker-Planck equation. If we assume that the first two adiabatic invariants are conserved while the third invariant is violated, then the general Fokker-Planck equation reduces to a radial diffusion equation with the radial diffusion coefficient quantifying the rate of the radial diffusion of charged particles, including contributions from perturbations in both the magnetic and the electric fields. This thesis investigates two unanswered questions about ULF wave-driven radial transport of charged particles. First, how important are the ULF fluctuations in the magnetic field compared with the ULF fluctuations in the electric field in driving the radial diffusion of charged particles in the Earth's inner magnetosphere? It has generally been accepted that magnetic field perturbations dominate over electric field perturbations, but several recently published studies suggest otherwise. Second, what is the distribution of ULF wave power in azimuth, and how does ULF wave power depend upon radial distance and the level of geomagnetic activity? Analytic treatments of the diffusion coefficients generally assume uniform distribution of power in azimuth, but in situ measurements suggest that this may not be the case. We used the magnetic field data from the Combined Release and Radiation Effects Satellite (CRRES) and the electric and the magnetic field data from the Radiation Belt Storm Probes (RBSP) to compute the electric and the magnetic component of the radial diffusion coefficient using the Fei et al. [2006] formulation. We conclude that contrary to prior notions, the electric component is dominant in driving radial diffusion of charged particles in the Earth's inner magnetosphere instead of the magnetic component. The electric component can be up to two orders of magnitude larger than the magnetic component. In addition, we see that ULF wave power in both the electric and the magnetic fields has a clear dependence on Kp with wave power decreasing as radial distance decreases. For both fields, the noon sectors generally contain more ULF wave power than the dawn, dusk, and the midnight magnetic local time (MLT) sectors. There is no significant difference between ULF wave power in the dawn, dusk, and the midnight sectors.

Inverse Diffusion Curves Using Shape Optimization.

PubMed

Zhao, Shuang; Durand, Fredo; Zheng, Changxi

2018-07-01

The inverse diffusion curve problem focuses on automatic creation of diffusion curve images that resemble user provided color fields. This problem is challenging since the 1D curves have a nonlinear and global impact on resulting color fields via a partial differential equation (PDE). We introduce a new approach complementary to previous methods by optimizing curve geometry. In particular, we propose a novel iterative algorithm based on the theory of shape derivatives. The resulting diffusion curves are clean and well-shaped, and the final image closely approximates the input. Our method provides a user-controlled parameter to regularize curve complexity, and generalizes to handle input color fields represented in a variety of formats.

Synchronization of Reaction-Diffusion Neural Networks With Dirichlet Boundary Conditions and Infinite Delays.

PubMed

Sheng, Yin; Zhang, Hao; Zeng, Zhigang

2017-10-01

This paper is concerned with synchronization for a class of reaction-diffusion neural networks with Dirichlet boundary conditions and infinite discrete time-varying delays. By utilizing theories of partial differential equations, Green's formula, inequality techniques, and the concept of comparison, algebraic criteria are presented to guarantee master-slave synchronization of the underlying reaction-diffusion neural networks via a designed controller. Additionally, sufficient conditions on exponential synchronization of reaction-diffusion neural networks with finite time-varying delays are established. The proposed criteria herein enhance and generalize some published ones. Three numerical examples are presented to substantiate the validity and merits of the obtained theoretical results.

Instability of turing patterns in reaction-diffusion-ODE systems.

PubMed

Marciniak-Czochra, Anna; Karch, Grzegorz; Suzuki, Kanako

2017-02-01

The aim of this paper is to contribute to the understanding of the pattern formation phenomenon in reaction-diffusion equations coupled with ordinary differential equations. Such systems of equations arise, for example, from modeling of interactions between cellular processes such as cell growth, differentiation or transformation and diffusing signaling factors. We focus on stability analysis of solutions of a prototype model consisting of a single reaction-diffusion equation coupled to an ordinary differential equation. We show that such systems are very different from classical reaction-diffusion models. They exhibit diffusion-driven instability (turing instability) under a condition of autocatalysis of non-diffusing component. However, the same mechanism which destabilizes constant solutions of such models, destabilizes also all continuous spatially heterogeneous stationary solutions, and consequently, there exist no stable Turing patterns in such reaction-diffusion-ODE systems. We provide a rigorous result on the nonlinear instability, which involves the analysis of a continuous spectrum of a linear operator induced by the lack of diffusion in the destabilizing equation. These results are extended to discontinuous patterns for a class of nonlinearities.

An application of a two-equation model of turbulence to three-dimensional chemically reacting flows

NASA Technical Reports Server (NTRS)

Lee, J.

1994-01-01

A numerical study of three dimensional chemically reacting and non-reacting flowfields is conducted using a two-equation model of turbulence. A generalized flow solver using an implicit Lower-Upper (LU) diagonal decomposition numerical technique and finite-rate chemistry has been coupled with a low-Reynolds number two-equation model of turbulence. This flow solver is then used to study chemically reacting turbulent supersonic flows inside combustors with synergetic fuel injectors. The reacting and non-reacting turbulent combustor solutions obtained are compared with zero-equation turbulence model solutions and with available experimental data. The hydrogen-air chemistry is modeled using a nine-species/eighteen reaction model. A low-Reynolds number k-epsilon model was used to model the effect of turbulence because, in general, the low-Reynolds number k-epsilon models are easier to implement numerically and are far more general than algebraic models. However, low-Reynolds number k-epsilon models require a much finer near-wall grid resolution than high-Reynolds number models to resolve accurately the near-wall physics. This is especially true in complex flowfields, where the stiff nature of the near-wall turbulence must be resolved. Therefore, the limitations imposed by the near-wall characteristics and compressible model corrections need to be evaluated further. The gradient-diffusion hypothesis is used to model the effects of turbulence on the mass diffusion process. The influence of this low-Reynolds number turbulence model on the reacting flowfield predictions was studied parametrically.

Global Existence Analysis of Cross-Diffusion Population Systems for Multiple Species

NASA Astrophysics Data System (ADS)

Chen, Xiuqing; Daus, Esther S.; Jüngel, Ansgar

2018-02-01

The existence of global-in-time weak solutions to reaction-cross-diffusion systems for an arbitrary number of competing population species is proved. The equations can be derived from an on-lattice random-walk model with general transition rates. In the case of linear transition rates, it extends the two-species population model of Shigesada, Kawasaki, and Teramoto. The equations are considered in a bounded domain with homogeneous Neumann boundary conditions. The existence proof is based on a refined entropy method and a new approximation scheme. Global existence follows under a detailed balance or weak cross-diffusion condition. The detailed balance condition is related to the symmetry of the mobility matrix, which mirrors Onsager's principle in thermodynamics. Under detailed balance (and without reaction) the entropy is nonincreasing in time, but counter-examples show that the entropy may increase initially if detailed balance does not hold.

Asymptotic solution of the diffusion equation in slender impermeable tubes of revolution. I. The leading-term approximation

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

Traytak, Sergey D., E-mail: sergtray@mail.ru; Le STUDIUM; Semenov Institute of Chemical Physics RAS, 4 Kosygina St., 117977 Moscow

The anisotropic 3D equation describing the pointlike particles diffusion in slender impermeable tubes of revolution with cross section smoothly depending on the longitudinal coordinate is the object of our study. We use singular perturbations approach to find the rigorous asymptotic expression for the local particles concentration as an expansion in the ratio of the characteristic transversal and longitudinal diffusion relaxation times. The corresponding leading-term approximation is a generalization of well-known Fick-Jacobs approximation. This result allowed us to delineate the conditions on temporal and spatial scales under which the Fick-Jacobs approximation is valid. A striking analogy between solution of our problemmore » and the method of inner-outer expansions for low Knudsen numbers gas kinetic theory is established. With the aid of this analogy we clarify the physical and mathematical meaning of the obtained results.« less

A discrete model to study reaction-diffusion-mechanics systems.

PubMed

Weise, Louis D; Nash, Martyn P; Panfilov, Alexander V

2011-01-01

This article introduces a discrete reaction-diffusion-mechanics (dRDM) model to study the effects of deformation on reaction-diffusion (RD) processes. The dRDM framework employs a FitzHugh-Nagumo type RD model coupled to a mass-lattice model, that undergoes finite deformations. The dRDM model describes a material whose elastic properties are described by a generalized Hooke's law for finite deformations (Seth material). Numerically, the dRDM approach combines a finite difference approach for the RD equations with a Verlet integration scheme for the equations of the mass-lattice system. Using this framework results were reproduced on self-organized pacemaking activity that have been previously found with a continuous RD mechanics model. Mechanisms that determine the period of pacemakers and its dependency on the medium size are identified. Finally it is shown how the drift direction of pacemakers in RDM systems is related to the spatial distribution of deformation and curvature effects.

A Discrete Model to Study Reaction-Diffusion-Mechanics Systems

PubMed Central

Weise, Louis D.; Nash, Martyn P.; Panfilov, Alexander V.

2011-01-01

This article introduces a discrete reaction-diffusion-mechanics (dRDM) model to study the effects of deformation on reaction-diffusion (RD) processes. The dRDM framework employs a FitzHugh-Nagumo type RD model coupled to a mass-lattice model, that undergoes finite deformations. The dRDM model describes a material whose elastic properties are described by a generalized Hooke's law for finite deformations (Seth material). Numerically, the dRDM approach combines a finite difference approach for the RD equations with a Verlet integration scheme for the equations of the mass-lattice system. Using this framework results were reproduced on self-organized pacemaking activity that have been previously found with a continuous RD mechanics model. Mechanisms that determine the period of pacemakers and its dependency on the medium size are identified. Finally it is shown how the drift direction of pacemakers in RDM systems is related to the spatial distribution of deformation and curvature effects. PMID:21804911

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.

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.

Quantum cybernetics: a new perspective for Nelson's stochastic theory, nonlocality, and the Klein-Gordon equation

NASA Astrophysics Data System (ADS)

Grössing, Gerhard

2002-04-01

The Klein-Gordon equation is shown to be equivalent to coupled partial differential equations for a sub-quantum Brownian movement of a “particle”, which is both passively affected by, and actively affecting, a diffusion process of its generally nonlocal environment. This indicates circularly causal, or “cybernetic”, relationships between “particles” and their surroundings. Moreover, in the relativistic domain, the original stochastic theory of Nelson is shown to hold as a limiting case only, i.e., for a vanishing quantum potential.

An EBIC equation for solar cells. [Electron Beam Induced Current

NASA Technical Reports Server (NTRS)

Luke, K. L.; Von Roos, O.

1983-01-01

When an electron beam of a scanning electron microscope (SEM) impinges on an N-P junction, the generation of electron-hole pairs by impact ionization causes a characteristic short circuit current I(sc) to flow. The I(sc), i.e., EBIC (electron beam induced current) depends strongly on the configuration used to investigate the cell's response. In this paper the case where the plane of the junction is perpendicular to the surface is considered. An EBIC equation amenable to numerical computations is derived as a function of cell thickness, source depth, surface recombination velocity, diffusion length, and distance of the junction to the beam-cell interaction point for a cell with an ohmic contact at its back surface. It is shown that the EBIC equation presented here is more general and easier to use than those previously reported. The effects of source depth, ohmic contact, and diffusion length on the normalized EBIC characteristic are discussed.

How long does it take to boil an egg? A simple approach to the energy transfer equation

NASA Astrophysics Data System (ADS)

Roura, P.; Fort, J.; Saurina, J.

2000-01-01

The heating of simple geometric objects immersed in an isothermal bath is analysed qualitatively through Fourier's law. The approximate temperature evolution is compared with the exact solution obtained by solving the transport differential equation, the discrepancies being smaller than 20%. Our method succeeds in giving the solution as a function of the Fourier modulus so that the scale laws hold. It is shown that the time needed to homogenize temperature variations that extend over mean distances xm is approximately xm2/icons/Journals/Common/alpha" ALT="alpha" ALIGN="MIDDLE"/>, where icons/Journals/Common/alpha" ALT="alpha" ALIGN="MIDDLE"/> is the thermal diffusivity. This general relationship also applies to atomic diffusion. Within the approach presented there is no need to write down any differential equation. As an example, the analysis is applied to the process of boiling an egg.

3D transient electromagnetic simulation using a modified correspondence principle for wave and diffusion fields

NASA Astrophysics Data System (ADS)

Hu, Y.; Ji, Y.; Egbert, G. D.

2015-12-01

The fictitious time domain method (FTD), based on the correspondence principle for wave and diffusion fields, has been developed and used over the past few years primarily for marine electromagnetic (EM) modeling. Here we present results of our efforts to apply the FTD approach to land and airborne TEM problems which can reduce the computer time several orders of magnitude and preserve high accuracy. In contrast to the marine case, where sources are in the conductive sea water, we must model the EM fields in the air; to allow for topography air layers must be explicitly included in the computational domain. Furthermore, because sources for most TEM applications generally must be modeled as finite loops, it is useful to solve directly for the impulse response appropriate to the problem geometry, instead of the point-source Green functions typically used for marine problems. Our approach can be summarized as follows: (1) The EM diffusion equation is transformed to a fictitious wave equation. (2) The FTD wave equation is solved with an explicit finite difference time-stepping scheme, with CPML (Convolutional PML) boundary conditions for the whole computational domain including the air and earth , with FTD domain source corresponding to the actual transmitter geometry. Resistivity of the air layers is kept as low as possible, to compromise between efficiency (longer fictitious time step) and accuracy. We have generally found a host/air resistivity contrast of 10-3 is sufficient. (3)A "Modified" Fourier Transform (MFT) allow us recover system's impulse response from the fictitious time domain to the diffusion (frequency) domain. (4) The result is multiplied by the Fourier transformation （FT） of the real source current avoiding time consuming convolutions in the time domain. (5) The inverse FT is employed to get the final full waveform and full time response of the system in the time domain. In general, this method can be used to efficiently solve most time-domain EM simulation problems for non-point sources.

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).

On the solutions of fractional order of evolution equations

NASA Astrophysics Data System (ADS)

Morales-Delgado, V. F.; Taneco-Hernández, M. A.; Gómez-Aguilar, J. F.

2017-01-01

In this paper we present a discussion of generalized Cauchy problems in a diffusion wave process, we consider bi-fractional-order evolution equations in the Riemann-Liouville, Liouville-Caputo, and Caputo-Fabrizio sense. Through Fourier transforms and Laplace transform we derive closed-form solutions to the Cauchy problems mentioned above. Similarly, we establish fundamental solutions. Finally, we give an application of the above results to the determination of decompositions of Dirac type for bi-fractional-order equations and write a formula for the moments for the fractional vibration of a beam equation. This type of decomposition allows us to speak of internal degrees of freedom in the vibration of a beam equation.

Proxy-equation paradigm: A strategy for massively parallel asynchronous computations

NASA Astrophysics Data System (ADS)

Mittal, Ankita; Girimaji, Sharath

2017-09-01

Massively parallel simulations of transport equation systems call for a paradigm change in algorithm development to achieve efficient scalability. Traditional approaches require time synchronization of processing elements (PEs), which severely restricts scalability. Relaxing synchronization requirement introduces error and slows down convergence. In this paper, we propose and develop a novel "proxy equation" concept for a general transport equation that (i) tolerates asynchrony with minimal added error, (ii) preserves convergence order and thus, (iii) expected to scale efficiently on massively parallel machines. The central idea is to modify a priori the transport equation at the PE boundaries to offset asynchrony errors. Proof-of-concept computations are performed using a one-dimensional advection (convection) diffusion equation. The results demonstrate the promise and advantages of the present strategy.

Beam-plasma instability in the presence of low-frequency turbulence. [during type 3 solar emission

NASA Technical Reports Server (NTRS)

Goldman, M. V.; Dubois, D. F.

1982-01-01

General equations are derived for a linear beam-plasma instability in the presence of low-frequency turbulence. Within a 'quasi-linear' statistical approximation, these equations contain Langmuir wave scattering, diffusion, resonant and nonresonant anomalous absorption, and a 'plasma laser' effect. It is proposed that naturally occurring density irregularities in the solar wind may stabilize the beam-unstable Langmuir waves which occur during type III solar emissions.

Continuous-time random-walk model for anomalous diffusion in expanding media

NASA Astrophysics Data System (ADS)

Le Vot, F.; Abad, E.; Yuste, S. B.

2017-09-01

Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium. From this hierarchy, the full time evolution of the second-order moment is obtained for some specific types of expansion. In the case of an exponential expansion, exact recurrence relations for the Laplace-transformed moments are obtained, whence the long-time behavior of moments of arbitrary order is subsequently inferred. Our analytical and numerical results for both Lévy flights and subdiffusive CTRWs confirm the intuitive expectation that the medium expansion hinders the mixing of diffusive particles occupying separate regions. In the case of Lévy flights, we quantify this effect by means of the so-called "Lévy horizon."

Continuous-time random-walk model for anomalous diffusion in expanding media.

PubMed

Le Vot, F; Abad, E; Yuste, S B

2017-09-01

Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium. From this hierarchy, the full time evolution of the second-order moment is obtained for some specific types of expansion. In the case of an exponential expansion, exact recurrence relations for the Laplace-transformed moments are obtained, whence the long-time behavior of moments of arbitrary order is subsequently inferred. Our analytical and numerical results for both Lévy flights and subdiffusive CTRWs confirm the intuitive expectation that the medium expansion hinders the mixing of diffusive particles occupying separate regions. In the case of Lévy flights, we quantify this effect by means of the so-called "Lévy horizon."

Stochastic Analysis of Reaction–Diffusion Processes

PubMed Central

Hu, Jifeng; Kang, Hye-Won

2013-01-01

Reaction and diffusion processes are used to model chemical and biological processes over a wide range of spatial and temporal scales. Several routes to the diffusion process at various levels of description in time and space are discussed and the master equation for spatially discretized systems involving reaction and diffusion is developed. We discuss an estimator for the appropriate compartment size for simulating reaction–diffusion systems and introduce a measure of fluctuations in a discretized system. We then describe a new computational algorithm for implementing a modified Gillespie method for compartmental systems in which reactions are aggregated into equivalence classes and computational cells are searched via an optimized tree structure. Finally, we discuss several examples that illustrate the issues that have to be addressed in general systems. PMID:23719732

Generalized fractional diffusion equations for subdiffusion in arbitrarily growing domains

NASA Astrophysics Data System (ADS)

Angstmann, C. N.; Henry, B. I.; McGann, A. V.

2017-10-01

The ubiquity of subdiffusive transport in physical and biological systems has led to intensive efforts to provide robust theoretical models for this phenomena. These models often involve fractional derivatives. The important physical extension of this work to processes occurring in growing materials has proven highly nontrivial. Here we derive evolution equations for modeling subdiffusive transport in a growing medium. The derivation is based on a continuous-time random walk. The concise formulation of these evolution equations requires the introduction of a new, comoving, fractional derivative. The implementation of the evolution equation is illustrated with a simple model of subdiffusing proteins in a growing membrane.

Diffusion of Charged Species in Liquids

NASA Astrophysics Data System (ADS)

Del Río, J. A.; Whitaker, S.

2016-11-01

In this study the laws of mechanics for multi-component systems are used to develop a theory for the diffusion of ions in the presence of an electrostatic field. The analysis begins with the governing equation for the species velocity and it leads to the governing equation for the species diffusion velocity. Simplification of this latter result provides a momentum equation containing three dominant forces: (a) the gradient of the partial pressure, (b) the electrostatic force, and (c) the diffusive drag force that is a central feature of the Maxwell-Stefan equations. For ideal gas mixtures we derive the classic Nernst-Planck equation. For liquid-phase diffusion we encounter a situation in which the Nernst-Planck contribution to diffusion differs by several orders of magnitude from that obtained for ideal gases.

Diffusion of Charged Species in Liquids.

PubMed

Del Río, J A; Whitaker, S

2016-11-04

In this study the laws of mechanics for multi-component systems are used to develop a theory for the diffusion of ions in the presence of an electrostatic field. The analysis begins with the governing equation for the species velocity and it leads to the governing equation for the species diffusion velocity. Simplification of this latter result provides a momentum equation containing three dominant forces: (a) the gradient of the partial pressure, (b) the electrostatic force, and (c) the diffusive drag force that is a central feature of the Maxwell-Stefan equations. For ideal gas mixtures we derive the classic Nernst-Planck equation. For liquid-phase diffusion we encounter a situation in which the Nernst-Planck contribution to diffusion differs by several orders of magnitude from that obtained for ideal gases.

Diffusion of Charged Species in Liquids

PubMed Central

del Río, J. A.; Whitaker, S.

2016-01-01

In this study the laws of mechanics for multi-component systems are used to develop a theory for the diffusion of ions in the presence of an electrostatic field. The analysis begins with the governing equation for the species velocity and it leads to the governing equation for the species diffusion velocity. Simplification of this latter result provides a momentum equation containing three dominant forces: (a) the gradient of the partial pressure, (b) the electrostatic force, and (c) the diffusive drag force that is a central feature of the Maxwell-Stefan equations. For ideal gas mixtures we derive the classic Nernst-Planck equation. For liquid-phase diffusion we encounter a situation in which the Nernst-Planck contribution to diffusion differs by several orders of magnitude from that obtained for ideal gases. PMID:27811959

Generalized mathematical-computational-electronic model of MPTP- induced Parkinsonism

NASA Astrophysics Data System (ADS)

Jaramillo Raquejo, Daniela

2013-05-01

The substance 1-methyl-4-phenyl-1, 2, 3, 6 tetrahy dropyridine (MPTP) has been studied as a major cause of neurodegeneration dopaminica, which is specifically related to Parkinson's disease. The analysis is in terms of the diffusion of the substance to the mammalian brain, by evaluating the diffusion equation in a spherical coordinate system, being η (collective diffusion term) spatially modulated. Although the progress of the disease with respect to time has not been established with certainty, an attempt to find a stable pattern of the concentration of MPTP and its effects has been made.

General relativistic screening in cosmological simulations

NASA Astrophysics Data System (ADS)

Hahn, Oliver; Paranjape, Aseem

2016-10-01

We revisit the issue of interpreting the results of large volume cosmological simulations in the context of large-scale general relativistic effects. We look for simple modifications to the nonlinear evolution of the gravitational potential ψ that lead on large scales to the correct, fully relativistic description of density perturbations in the Newtonian gauge. We note that the relativistic constraint equation for ψ can be cast as a diffusion equation, with a diffusion length scale determined by the expansion of the Universe. Exploiting the weak time evolution of ψ in all regimes of interest, this equation can be further accurately approximated as a Helmholtz equation, with an effective relativistic "screening" scale ℓ related to the Hubble radius. We demonstrate that it is thus possible to carry out N-body simulations in the Newtonian gauge by replacing Poisson's equation with this Helmholtz equation, involving a trivial change in the Green's function kernel. Our results also motivate a simple, approximate (but very accurate) gauge transformation—δN(k )≈δsim(k )×(k2+ℓ-2)/k2 —to convert the density field δsim of standard collisionless N -body simulations (initialized in the comoving synchronous gauge) into the Newtonian gauge density δN at arbitrary times. A similar conversion can also be written in terms of particle positions. Our results can be interpreted in terms of a Jeans stability criterion induced by the expansion of the Universe. The appearance of the screening scale ℓ in the evolution of ψ , in particular, leads to a natural resolution of the "Jeans swindle" in the presence of superhorizon modes.

Study on monostable and bistable reaction-diffusion equations by iteration of travelling wave maps

NASA Astrophysics Data System (ADS)

Yi, Taishan; Chen, Yuming

2017-12-01

In this paper, based on the iterative properties of travelling wave maps, we develop a new method to obtain spreading speeds and asymptotic propagation for monostable and bistable reaction-diffusion equations. Precisely, for Dirichlet problems of monostable reaction-diffusion equations on the half line, by making links between travelling wave maps and integral operators associated with the Dirichlet diffusion kernel (the latter is NOT invariant under translation), we obtain some iteration properties of the Dirichlet diffusion and some a priori estimates on nontrivial solutions of Dirichlet problems under travelling wave transformation. We then provide the asymptotic behavior of nontrivial solutions in the space-time region for Dirichlet problems. These enable us to develop a unified method to obtain results on heterogeneous steady states, travelling waves, spreading speeds, and asymptotic spreading behavior for Dirichlet problem of monostable reaction-diffusion equations on R+ as well as of monostable/bistable reaction-diffusion equations on R.

The SMM Model as a Boundary Value Problem Using the Discrete Diffusion Equation

NASA Technical Reports Server (NTRS)

Campbell, Joel

2007-01-01

A generalized single step stepwise mutation model (SMM) is developed that takes into account an arbitrary initial state to a certain partial difference equation. This is solved in both the approximate continuum limit and the more exact discrete form. A time evolution model is developed for Y DNA or mtDNA that takes into account the reflective boundary modeling minimum microsatellite length and the original difference equation. A comparison is made between the more widely known continuum Gaussian model and a discrete model, which is based on modified Bessel functions of the first kind. A correction is made to the SMM model for the probability that two individuals are related that takes into account a reflecting boundary modeling minimum microsatellite length. This method is generalized to take into account the general n-step model and exact solutions are found. A new model is proposed for the step distribution.

The SMM model as a boundary value problem using the discrete diffusion equation.

PubMed

Campbell, Joel

2007-12-01

A generalized single-step stepwise mutation model (SMM) is developed that takes into account an arbitrary initial state to a certain partial difference equation. This is solved in both the approximate continuum limit and the more exact discrete form. A time evolution model is developed for Y DNA or mtDNA that takes into account the reflective boundary modeling minimum microsatellite length and the original difference equation. A comparison is made between the more widely known continuum Gaussian model and a discrete model, which is based on modified Bessel functions of the first kind. A correction is made to the SMM model for the probability that two individuals are related that takes into account a reflecting boundary modeling minimum microsatellite length. This method is generalized to take into account the general n-step model and exact solutions are found. A new model is proposed for the step distribution.

Relativistic diffusion processes and random walk models

NASA Astrophysics Data System (ADS)

Dunkel, Jörn; Talkner, Peter; Hänggi, Peter

2007-02-01

The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As is well known, the Gaussian transition probability density function (PDF) of this process is in conflict with special relativity, as it permits particles to propagate faster than the speed of light. A frequently considered alternative is provided by the telegraph equation, whose solutions avoid superluminal propagation speeds but suffer from singular (noncontinuous) diffusion fronts on the light cone, which are unlikely to exist for massive particles. It is therefore advisable to explore other alternatives as well. In this paper, a generalized Wiener process is proposed that is continuous, avoids superluminal propagation, and reduces to the standard Wiener process in the nonrelativistic limit. The corresponding relativistic diffusion propagator is obtained directly from the nonrelativistic Wiener propagator, by rewriting the latter in terms of an integral over actions. The resulting relativistic process is non-Markovian, in accordance with the known fact that nontrivial continuous, relativistic Markov processes in position space cannot exist. Hence, the proposed process defines a consistent relativistic diffusion model for massive particles and provides a viable alternative to the solutions of the telegraph equation.

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).

Prediction of stream volatilization coefficients

USGS Publications Warehouse

Rathbun, Ronald E.

1990-01-01

Equations are developed for predicting the liquid-film and gas-film reference-substance parameters for quantifying volatilization of organic solutes from streams. Molecular weight and molecular-diffusion coefficients of the solute are used as correlating parameters. Equations for predicting molecular-diffusion coefficients of organic solutes in water and air are developed, with molecular weight and molal volume as parameters. Mean absolute errors of prediction for diffusion coefficients in water are 9.97% for the molecular-weight equation, 6.45% for the molal-volume equation. The mean absolute error for the diffusion coefficient in air is 5.79% for the molal-volume equation. Molecular weight is not a satisfactory correlating parameter for diffusion in air because two equations are necessary to describe the values in the data set. The best predictive equation for the liquid-film reference-substance parameter has a mean absolute error of 5.74%, with molal volume as the correlating parameter. The best equation for the gas-film parameter has a mean absolute error of 7.80%, with molecular weight as the correlating parameter.

Theory and simulation of time-fractional fluid diffusion in porous media

NASA Astrophysics Data System (ADS)

Carcione, José M.; Sanchez-Sesma, Francisco J.; Luzón, Francisco; Perez Gavilán, Juan J.

2013-08-01

We simulate a fluid flow in inhomogeneous anisotropic porous media using a time-fractional diffusion equation and the staggered Fourier pseudospectral method to compute the spatial derivatives. A fractional derivative of the order of 0 < ν < 2 replaces the first-order time derivative in the classical diffusion equation. It implies a time-dependent permeability tensor having a power-law time dependence, which describes memory effects and accounts for anomalous diffusion. We provide a complete analysis of the physics based on plane waves. The concepts of phase, group and energy velocities are analyzed to describe the location of the diffusion front, and the attenuation and quality factors are obtained to quantify the amplitude decay. We also obtain the frequency-domain Green function. The time derivative is computed with the Grünwald-Letnikov summation, which is a finite-difference generalization of the standard finite-difference operator to derivatives of fractional order. The results match the analytical solution obtained from the Green function. An example of the pressure field generated by a fluid injection in a heterogeneous sandstone illustrates the performance of the algorithm for different values of ν. The calculation requires storing the whole pressure field in the computer memory since anomalous diffusion ‘recalls the past’.

Eddy diffusivity of quasi-neutrally-buoyant inertial particles

NASA Astrophysics Data System (ADS)

Martins Afonso, Marco; Muratore-Ginanneschi, Paolo; Gama, Sílvio M. A.; Mazzino, Andrea

2018-04-01

We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the inertial-particle terminal velocity and eddy diffusivity from first principles in a perturbative expansion around the limit of added-mass factor close to unity. Physically, this limit corresponds to the case where the mass density of the particles is constant and close in value to the mass density of the fluid, which is also constant. Our approach differs from the usual over-damped expansion inasmuch as we do not assume a separation of time scales between thermalization and small-scale convection effects. For a general flow in the class of incompressible zero-mean periodic velocity fields, we derive closed-form cell equations for the auxiliary quantities determining the terminal velocity and effective diffusivity. In the special case of parallel flows these equations admit explicit analytic solution. We use parallel flows to show that our approach sheds light onto the behavior of terminal velocity and effective diffusivity for Stokes numbers of the order of unity.

Causal Diffusion and the Survival of Charge Fluctuations

NASA Astrophysics Data System (ADS)

Abdel-Aziz, Mohamed; Gavin, Sean

2004-10-01

Diffusion may obliterate fluctuation signals of the QCD phase transition in nuclear collisions at SPS and RHIC energies. We propose a hyperbolic diffusion equation to study the dissipation of net charge fluctuations [1]. This equation is needed in a relativistic context, because the classic parabolic diffusion equation violates causality. We find that causality substantially limits the extent to which diffusion can dissipate these fluctuations. [1] M. Abdel-Aziz and S. Gavin, nucl-th/0404058

A generalized spin diffusion equation with four electrochemical potentials for channels with spin-orbit coupling

NASA Astrophysics Data System (ADS)

Sayed, Shehrin; Hong, Seokmin; Datta, Supriyo

We will present a general semiclassical theory for an arbitrary channel with spin-orbit coupling (SOC), that uses four electrochemical potential (U + , D + , U - , and D -) depending on the sign of z-component of the spin (up (U) , down (D)) and the sign of the x-component of the group velocity (+ , -) . This can be considered as an extension of the standard spin diffusion equation that uses two electrochemical potentials for up and down spin states, allowing us to take into account the unique coupling between charge and spin degrees of freedom in channels with SOC. We will describe applications of this model to answer a number of interesting questions in this field such as: (1) whether topological insulators can switch magnets, (2) how the charge to spin conversion is influenced by the channel resistivity, and (3) how device structures can be designed to enhance spin injection. This work was supported by FAME, one of six centers of STARnet, a Semiconductor Research Corporation program sponsored by MARCO and DARPA.

Shape in Picture: Mathematical Description of Shape in Grey-Level Images

DTIC Science & Technology

1992-09-11

representation is scale-space, derived frrr- the linear isotropic diffusion equation; recently other types of equations have been considered. Multiscale...recognition of dimensions in the general case of an arbitrary denominator is similar to that just explained. 3 Linear Inequalities in the Two-Dimensional...solid region containing all pixels of the space, whose coordinates satisfy a linear inequality. A Um C scspt fr Digital Geometry 41 s a a v--’ -0 7 O

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.

A Note on the Wave Action Density of a Viscous Instability Mode on a Laminar Free-shear Flow

NASA Technical Reports Server (NTRS)

Balsa, Thomas F.

1994-01-01

Using the assumptions of an incompressible and viscous flow at large Reynolds number, we derive the evolution equation for the wave action density of an instability wave traveling on top of a laminar free-shear flow. The instability is considered to be viscous; the purpose of the present work is to include the cumulative effect of the (locally) small viscous correction to the wave, over length and time scales on which the underlying base flow appears inhomogeneous owing to its viscous diffusion. As such, we generalize our previous work for inviscid waves. This generalization appears as an additional (but usually non-negligible) term in the equation for the wave action. The basic structure of the equation remains unaltered.

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.

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

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

NASA Astrophysics Data System (ADS)

Palombi, Filippo; Toti, Simona

2015-05-01

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

Scale-invariance underlying the logistic equation and its social applications

NASA Astrophysics Data System (ADS)

Hernando, A.; Plastino, A.

2013-01-01

On the basis of dynamical principles we i) advance a derivation of the Logistic Equation (LE), widely employed (among multiple applications) in the simulation of population growth, and ii) demonstrate that scale-invariance and a mean-value constraint are sufficient and necessary conditions for obtaining it. We also generalize the LE to multi-component systems and show that the above dynamical mechanisms underlie a large number of scale-free processes. Examples are presented regarding city-populations, diffusion in complex networks, and popularity of technological products, all of them obeying the multi-component logistic equation in an either stochastic or deterministic way.

Cable equation for general geometry

NASA Astrophysics Data System (ADS)

López-Sánchez, Erick J.; Romero, Juan M.

2017-02-01

The cable equation describes the voltage in a straight cylindrical cable, and this model has been employed to model electrical potential in dendrites and axons. However, sometimes this equation might give incorrect predictions for some realistic geometries, in particular when the radius of the cable changes significantly. Cables with a nonconstant radius are important for some phenomena, for example, discrete swellings along the axons appear in neurodegenerative diseases such as Alzheimers, Parkinsons, human immunodeficiency virus associated dementia, and multiple sclerosis. In this paper, using the Frenet-Serret frame, we propose a generalized cable equation for a general cable geometry. This generalized equation depends on geometric quantities such as the curvature and torsion of the cable. We show that when the cable has a constant circular cross section, the first fundamental form of the cable can be simplified and the generalized cable equation depends on neither the curvature nor the torsion of the cable. Additionally, we find an exact solution for an ideal cable which has a particular variable circular cross section and zero curvature. For this case we show that when the cross section of the cable increases the voltage decreases. Inspired by this ideal case, we rewrite the generalized cable equation as a diffusion equation with a source term generated by the cable geometry. This source term depends on the cable cross-sectional area and its derivates. In addition, we study different cables with swelling and provide their numerical solutions. The numerical solutions show that when the cross section of the cable has abrupt changes, its voltage is smaller than the voltage in the cylindrical cable. Furthermore, these numerical solutions show that the voltage can be affected by geometrical inhomogeneities on the cable.

Universal shocks in the Wishart random-matrix ensemble.

PubMed

Blaizot, Jean-Paul; Nowak, Maciej A; Warchoł, Piotr

2013-05-01

We show that the derivative of the logarithm of the average characteristic polynomial of a diffusing Wishart matrix obeys an exact partial differential equation valid for an arbitrary value of N, the size of the matrix. In the large N limit, this equation generalizes the simple inviscid Burgers equation that has been obtained earlier for Hermitian or unitary matrices. The solution, through the method of characteristics, presents singularities that we relate to the precursors of shock formation in the Burgers equation. The finite N effects appear as a viscosity term in the Burgers equation. Using a scaling analysis of the complete equation for the characteristic polynomial, in the vicinity of the shocks, we recover in a simple way the universal Bessel oscillations (so-called hard-edge singularities) familiar in random-matrix theory.

Generalized modification in the lattice Bhatnagar-Gross-Krook model for incompressible Navier-Stokes equations and convection-diffusion equations.

PubMed

Yang, Xuguang; Shi, Baochang; Chai, Zhenhua

2014-07-01

In this paper, two modified lattice Boltzmann Bhatnagar-Gross-Krook (LBGK) models for incompressible Navier-Stokes equations and convection-diffusion equations are proposed via the addition of correction terms in the evolution equations. Utilizing this modification, the value of the dimensionless relaxation time in the LBGK model can be kept in a proper range, and thus the stability of the LBGK model can be improved. Although some gradient operators are included in the correction terms, they can be computed efficiently using local computational schemes such that the present LBGK models still retain the intrinsic parallelism characteristic of the lattice Boltzmann method. Numerical studies of the steady Poiseuille flow and unsteady Womersley flow show that the modified LBGK model has a second-order convergence rate in space, and the compressibility effect in the common LBGK model can be eliminated. In addition, to test the stability of the present models, we also performed some simulations of the natural convection in a square cavity, and we found that the results agree well with those reported in the previous work, even at a very high Rayleigh number (Ra = 10(12)).

Temperature Variations in Lubricating Films Induced by Viscous Dissipation

NASA Astrophysics Data System (ADS)

Mozaffari, Farshad; Metcalfe, Ralph

2015-11-01

We have studied temperature distributions of lubricating films. The study has applications in tribology where temperature-reduced viscosity decreases load carrying capacity of bearings, or degrades elastomeric seals. The viscosity- temperature dependency is modeled according to ASTM D341-09. We have modeled the film temperature distribution by our finite element program. The program is made up of three modules: the first one solves the general form of Reynolds equation for the film pressure and velocity gradients. The other two solve the energy equation for the film and its solid boundary temperature distributions. The modules are numerically coupled and iteratively converged to the solutions. We have shown that the temperature distribution in the film is strongly coupled with the thermal response at the boundary. In addition, only thermal diffusion across film thickness is dominant. Moreover, thermal diffusion in the lateral directions, as well as all the convection terms, are negligible. The approximation reduces the energy equation to an ordinary differential equation, which significantly simplifies the modeling of temperature -viscosity effects in thin films. Supported by Kalsi Engineering, Inc.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

PubMed Central

Chevalier, Michael W.; El-Samad, Hana

2014-01-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled. PMID:25481130

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

NASA Astrophysics Data System (ADS)

Chevalier, Michael W.; El-Samad, Hana

2014-12-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.

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.

A Stable Finite-Difference Scheme for Population Growth and Diffusion on a Map

PubMed Central

Callegari, S.; Lake, G. R.; Tkachenko, N.; Weissmann, J. D.; Zollikofer, Ch. P. E.

2017-01-01

We describe a general Godunov-type splitting for numerical simulations of the Fisher–Kolmogorov–Petrovski–Piskunov growth and diffusion equation on a world map with Neumann boundary conditions. The procedure is semi-implicit, hence quite stable. Our principal application for this solver is modeling human population dispersal over geographical maps with changing paleovegetation and paleoclimate in the late Pleistocene. As a proxy for carrying capacity we use Net Primary Productivity (NPP) to predict times for human arrival in the Americas. PMID:28085882

A Stable Finite-Difference Scheme for Population Growth and Diffusion on a Map.

PubMed

Petersen, W P; Callegari, S; Lake, G R; Tkachenko, N; Weissmann, J D; Zollikofer, Ch P E

2017-01-01

We describe a general Godunov-type splitting for numerical simulations of the Fisher-Kolmogorov-Petrovski-Piskunov growth and diffusion equation on a world map with Neumann boundary conditions. The procedure is semi-implicit, hence quite stable. Our principal application for this solver is modeling human population dispersal over geographical maps with changing paleovegetation and paleoclimate in the late Pleistocene. As a proxy for carrying capacity we use Net Primary Productivity (NPP) to predict times for human arrival in the Americas.

Implicit treatment of diffusion terms in lower-upper algorithms

NASA Technical Reports Server (NTRS)

Shih, T. I.-P.; Steinthorsson, E.; Chyu, W. J.

1993-01-01

A method is presented which allows diffusion terms to be treated implicitly in the lower-upper (LU) algorithm (which is a commonly used method for solving 'compressible' Euler and Navier-Stokes equations) so that the algorithm's good stability properties will not be impaired. The new method generalizes the concept of LU factorization from that associated with the sign of eigenvalues to that associated with backward- and forward-difference operators without regard to eigenvalues. The method is verified in a turbulent boundary layer study.

Thermal diffusion of Boussinesq solitons.

PubMed

Arévalo, Edward; Mertens, Franz G

2007-10-01

We consider the problem of the soliton dynamics in the presence of an external noisy force for the Boussinesq type equations. A set of ordinary differential equations (ODEs) of the relevant coordinates of the system is derived. We show that for the improved Boussinesq (IBq) equation the set of ODEs has limiting cases leading to a set of ODEs which can be directly derived either from the ill-posed Boussinesq equation or from the Korteweg-de Vries (KdV) equation. The case of a soliton propagating in the presence of damping and thermal noise is considered for the IBq equation. A good agreement between theory and simulations is observed showing the strong robustness of these excitations. The results obtained here generalize previous results obtained in the frame of the KdV equation for lattice solitons in the monatomic chain of atoms.

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.

Modeling persistence of motion in a crowded environment: The diffusive limit of excluding velocity-jump processes

NASA Astrophysics Data System (ADS)

Gavagnin, Enrico; Yates, Christian A.

2018-03-01

Persistence of motion is the tendency of an object to maintain motion in a direction for short time scales without necessarily being biased in any direction in the long term. One of the most appropriate mathematical tools to study this behavior is an agent-based velocity-jump process. In the absence of agent-agent interaction, the mean-field continuum limit of the agent-based model (ABM) gives rise to the well known hyperbolic telegraph equation. When agent-agent interaction is included in the ABM, a strictly advective system of partial differential equations (PDEs) can be derived at the population level. However, no diffusive limit of the ABM has been obtained from such a model. Connecting the microscopic behavior of the ABM to a diffusive macroscopic description is desirable, since it allows the exploration of a wider range of scenarios and establishes a direct connection with commonly used statistical tools of movement analysis. In order to connect the ABM at the population level to a diffusive PDE at the population level, we consider a generalization of the agent-based velocity-jump process on a two-dimensional lattice with three forms of agent interaction. This generalization allows us to take a diffusive limit and obtain a faithful population-level description. We investigate the properties of the model at both the individual and population levels and we elucidate some of the models' key characteristic features. In particular, we show an intrinsic anisotropy inherent to the models and we find evidence of a spontaneous form of aggregation at both the micro- and macroscales.

A simple model for closure temperature of a trace element in cooling bi-mineralic systems

NASA Astrophysics Data System (ADS)

Liang, Yan

2015-09-01

Closure temperature is defined as the lower temperature limit at which the element of interest effectively ceases diffusive exchange with its surrounding medium during cooling. Here we generalize the classic equation of Dodson (1973) for cooling mono-mineralic systems to cooling bi-mineralic aggregates by considering diffusive exchange of a trace element between the two minerals in a closed system. We present a simple analytical model that includes key parameters affecting the closure temperature of a trace element in cooling bi-mineralic systems: cooling rate, temperature-dependent diffusion coefficients for the trace element in the two minerals, temperature-dependent partition coefficient of the trace element between the two minerals, effective grain sizes of the two minerals, and volume proportions of the minerals in the system. We show that closure temperatures of a trace element in cooling bi-mineralic systems are bounded by the closure temperatures of the trace element in the two mono-mineralic systems and that our generalized model reduces to Dodson's equation when one of the mineral serves as "an effective infinite" reservoir to the other mineral. Application to closure temperatures of REE in orthopyroxene and clinopyroxene bi-mineralic systems highlights the importance of REE diffusion and partitioning in the pyroxenes as well as clinopyroxene modal abundance and grain size in the systems. Closure temperatures for REE in two-pyroxene bearing equigranular rocks are controlled primarily by diffusion in orthopyroxene unless the modal abundance of clinopyroxene is very small. This has important bearings on the interpretation of temperatures derived from the REE-in-two-pyroxene thermometer.

Autonomous multispecies reaction-diffusion systems with more-than-two-site interactions

NASA Astrophysics Data System (ADS)

Shariati, Ahmad; Aghamohammadi, Amir; Khorrami, Mohammad

2001-12-01

Autonomous multispecies systems with more-than-two-neighbor interactions are studied. Conditions necessary and sufficient for the closedness of the evolution equations of the n-point functions are obtained. The average numbers of the particles at each site for one species and three-site interactions, and its generalization to the more-than-three-site interactions, are explicitly obtained. Generalizations of the Glauber model in different directions, using generalized rates, generalized numbers of states at each site, and generalized numbers of interacting sites, are also investigated.

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.

Pre-Darcy flow in tight and shale formations

NASA Astrophysics Data System (ADS)

Dejam, Morteza; Hassanzadeh, Hassan; Chen, Zhangxin

2017-11-01

There are evidences that the fluid flow in tight and shale formations does not follow Darcy law, which is identified as pre-Darcy flow. Here, the unsteady linear flow of a slightly compressible fluid under the action of pre-Darcy flow is modeled and a generalized Boltzmann transformation technique is used to solve the corresponding highly nonlinear diffusivity equation analytically. The effect of pre-Darcy flow on the pressure diffusion in a homogenous formation is studied in terms of the nonlinear exponent, m, and the threshold pressure gradient, G1. In addition, the pressure gradient, flux, and cumulative production per unit area for different m and G1 are compared with the classical solution of the diffusivity equation based on Darcy flow. Department of Petroleum Engineering in College of Engineering and Applied Science at University of Wyoming and NSERC/AI-EES(AERI)/Foundation CMG and AITF (iCORE) Chairs in Department of Chemical and Petroleum Engineering at University of Calgary.

On the transition from the Ginzburg-Landau equation to the extended Fisher-Kolmogorov equation

NASA Astrophysics Data System (ADS)

Rottschäfer, Vivi; Doelman, Arjen

1998-07-01

The Ginzburg-Landau (GL) equation ‘generically’ describes the behaviour of small perturbations of a marginally unstable basic state in systems on unbounded domains. In this paper we consider the transition from this generic situation to a degenerate (co-dimension 2) case in which the GL approach is no longer valid. Instead of studying a general underlying model problem, we consider a two-dimensional system of coupled reaction-diffusion equations in one spatial dimension. We show that near the degeneration the behaviour of small perturbations is governed by the extended Fisher-Kolmogorov (eFK) equation (at leading order). The relation between the GL-equation and the eFK-equation is quite subtle, but can be analysed in detail. The main goal of this paper is to study this relation, which we do asymptotically. The asymptotic analysis is compared to numerical simulations of the full reaction-diffusion system. As one approaches the co-dimension 2 point, we observe that the stable stationary periodic patterns predicted by the GL-equation evolve towards various different families of stable, stationary (but not necessarily periodic) so-called ‘multi-bump’ solutions. In the literature, these multi-bump patterns are shown to exist as solutions of the eFK-equation, but there is no proof of the asymptotic stability of these solutions. Our results suggest that these multi-bump patterns can also be asymptotically stable in large classes of model problems.

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.

An analysis of curvature effects for the control of wall-bounded shear flows

NASA Technical Reports Server (NTRS)

Gatski, T. B.; Savill, A. M.

1989-01-01

The Reynolds stress transport equations are used to predict the effects of simultaneous and sequential combinations of distortions on turbulent boundary layers. The equations are written in general orthogonal curvilinear coordinates, with the curvature terms expressed in terms of the principal radii of curvature of the respective coordinate surfaces. Results are obtained for the cases of two-dimensional and three-dimensional flows in the limit where production and pressure-strain redistribution dominate over diffusion effects.

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.

Parallel heat transport in integrable and chaotic magnetic fields

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

Del-Castillo-Negrete, Diego B; Chacon, Luis

2012-01-01

The study of transport in magnetized plasmas is a problem of fundamental interest in controlled fusion, space plasmas, and astrophysics research. Three issues make this problem particularly chal- lenging: (i) The extreme anisotropy between the parallel (i.e., along the magnetic field), , and the perpendicular, , conductivities ( / may exceed 1010 in fusion plasmas); (ii) Magnetic field lines chaos which in general complicates (and may preclude) the construction of magnetic field line coordinates; and (iii) Nonlocal parallel transport in the limit of small collisionality. Motivated by these issues, we present a Lagrangian Green s function method to solve themore » local and non-local parallel transport equation applicable to integrable and chaotic magnetic fields in arbitrary geom- etry. The method avoids by construction the numerical pollution issues of grid-based algorithms. The potential of the approach is demonstrated with nontrivial applications to integrable (magnetic island chain), weakly chaotic (devil s staircase), and fully chaotic magnetic field configurations. For the latter, numerical solutions of the parallel heat transport equation show that the effective radial transport, with local and non-local closures, is non-diffusive, thus casting doubts on the appropriateness of the applicability of quasilinear diffusion descriptions. General conditions for the existence of non-diffusive, multivalued flux-gradient relations in the temperature evolution are derived.« less

Preshock region acceleration of implanted cometary H(+) and O(+)

NASA Astrophysics Data System (ADS)

Gombosi, T. I.

1988-01-01

A self-consistent, three-fluid model of plasma transport and implanted ion acceleration in the unshocked solar wind is presented. The solar wind plasma is depleted by charge exchange with the expanding cometary exosphere, while implanted protons and heavy ions are produced by photoionization and charge transfer and lost by charge exchange. A generalized transport equation describing convection, adiabatic and diffusive velocity change, and the appropriate production terms is used to describe the evolution of the two cometary ion components, while the moments of the Boltzmann equation are used to calculate the solar wind density and pressure. The flow velocity is obtained self-consistently by combining the conservation equations of the three ion species. The results imply that second-order Fermi acceleration can explain the implanted spectra observed in the unshocked solar wind. Comparison of measured and calculated distribution indicates that spatial diffusion of implanted ions probably plays an important role in forming the energetic particle environment in the shock vicinity.

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.

A Generalized Evolution Criterion in Nonequilibrium Convective Systems

NASA Astrophysics Data System (ADS)

Ichiyanagi, Masakazu; Nisizima, Kunisuke

1989-04-01

A general evolution criterion, applicable to transport processes such as the conduction of heat and mass diffusion, is obtained as a direct version of the Le Chatelier-Braun principle for stationary states. The present theory is not based on any radical departure from the conventional one. The generalized theory is made determinate by proposing the balance equations for extensive thermodynamic variables which will reflect the character of convective systems under the assumption of local equilibrium. As a consequence of the introduction of source terms in the balance equations, there appear additional terms in the expression of the local entropy production, which are bilinear in terms of the intensive variables and the sources. In the present paper, we show that we can construct a dissipation function for such general cases, in which the premises of the Glansdorff-Prigogine theory are accumulated. The new dissipation function permits us to formulate a generalized evolution criterion for convective systems.

A stochastic method for Brownian-like optical transport calculations in anisotropic biosuspensions and blood

NASA Astrophysics Data System (ADS)

Miller, Steven

1998-03-01

A generic stochastic method is presented that rapidly evaluates numerical bulk flux solutions to the one-dimensional integrodifferential radiative transport equation, for coherent irradiance of optically anisotropic suspensions of nonspheroidal bioparticles, such as blood. As Fermat rays or geodesics enter the suspension, they evolve into a bundle of random paths or trajectories due to scattering by the suspended bioparticles. Overall, this can be interpreted as a bundle of Markov trajectories traced out by a "gas" of Brownian-like point photons being scattered and absorbed by the homogeneous distribution of uncorrelated cells in suspension. By considering the cumulative vectorial intersections of a statistical bundle of random trajectories through sets of interior data planes in the space containing the medium, the effective equivalent information content and behavior of the (generally unknown) analytical flux solutions of the radiative transfer equation rapidly emerges. The fluxes match the analytical diffuse flux solutions in the diffusion limit, which verifies the accuracy of the algorithm. The method is not constrained by the diffusion limit and gives correct solutions for conditions where diffuse solutions are not viable. Unlike conventional Monte Carlo and numerical techniques adapted from neutron transport or nuclear reactor problems that compute scalar quantities, this vectorial technique is fast, easily implemented, adaptable, and viable for a wide class of biophotonic scenarios. By comparison, other analytical or numerical techniques generally become unwieldy, lack viability, or are more difficult to utilize and adapt. Illustrative calculations are presented for blood medias at monochromatic wavelengths in the visible spectrum.

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

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.

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

NASA Astrophysics Data System (ADS)

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

2012-01-01

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

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

PubMed

Wilson, Dan; Moehlis, Jeff

2016-07-01

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

Theory of linear sweep voltammetry with diffuse charge: Unsupported electrolytes, thin films, and leaky membranes

NASA Astrophysics Data System (ADS)

Yan, David; Bazant, Martin Z.; Biesheuvel, P. M.; Pugh, Mary C.; Dawson, Francis P.

2017-03-01

Linear sweep and cyclic voltammetry techniques are important tools for electrochemists and have a variety of applications in engineering. Voltammetry has classically been treated with the Randles-Sevcik equation, which assumes an electroneutral supported electrolyte. In this paper, we provide a comprehensive mathematical theory of voltammetry in electrochemical cells with unsupported electrolytes and for other situations where diffuse charge effects play a role, and present analytical and simulated solutions of the time-dependent Poisson-Nernst-Planck equations with generalized Frumkin-Butler-Volmer boundary conditions for a 1:1 electrolyte and a simple reaction. Using these solutions, we construct theoretical and simulated current-voltage curves for liquid and solid thin films, membranes with fixed background charge, and cells with blocking electrodes. The full range of dimensionless parameters is considered, including the dimensionless Debye screening length (scaled to the electrode separation), Damkohler number (ratio of characteristic diffusion and reaction times), and dimensionless sweep rate (scaled to the thermal voltage per diffusion time). The analysis focuses on the coupling of Faradaic reactions and diffuse charge dynamics, although capacitive charging of the electrical double layers is also studied, for early time transients at reactive electrodes and for nonreactive blocking electrodes. Our work highlights cases where diffuse charge effects are important in the context of voltammetry, and illustrates which regimes can be approximated using simple analytical expressions and which require more careful consideration.

Numerical artifacts in the Generalized Porous Medium Equation: Why harmonic averaging itself is not to blame

NASA Astrophysics Data System (ADS)

Maddix, Danielle C.; Sampaio, Luiz; Gerritsen, Margot

2018-05-01

The degenerate parabolic Generalized Porous Medium Equation (GPME) poses numerical challenges due to self-sharpening and its sharp corner solutions. For these problems, we show results for two subclasses of the GPME with differentiable k (p) with respect to p, namely the Porous Medium Equation (PME) and the superslow diffusion equation. Spurious temporal oscillations, and nonphysical locking and lagging have been reported in the literature. These issues have been attributed to harmonic averaging of the coefficient k (p) for small p, and arithmetic averaging has been suggested as an alternative. We show that harmonic averaging is not solely responsible and that an improved discretization can mitigate these issues. Here, we investigate the causes of these numerical artifacts using modified equation analysis. The modified equation framework can be used for any type of discretization. We show results for the second order finite volume method. The observed problems with harmonic averaging can be traced to two leading error terms in its modified equation. This is also illustrated numerically through a Modified Harmonic Method (MHM) that can locally modify the critical terms to remove the aforementioned numerical artifacts.

Modeling condensation with a noncondensable gas for mixed convection flow

NASA Astrophysics Data System (ADS)

Liao, Yehong

2007-05-01

This research theoretically developed a novel mixed convection model for condensation with a noncondensable gas. The model developed herein is comprised of three components: a convection regime map; a mixed convection correlation; and a generalized diffusion layer model. These components were developed in a way to be consistent with the three-level methodology in MELCOR. The overall mixed convection model was implemented into MELCOR and satisfactorily validated with data covering a wide variety of test conditions. In the development of the convection regime map, two analyses with approximations of the local similarity method were performed to solve the multi-component two-phase boundary layer equations. The first analysis studied effects of the bulk velocity on a basic natural convection condensation process and setup conditions to distinguish natural convection from mixed convection. It was found that the superimposed velocity increases condensation heat transfer by sweeping away the noncondensable gas accumulated at the condensation boundary. The second analysis studied effects of the buoyancy force on a basic forced convection condensation process and setup conditions to distinguish forced convection from mixed convection. It was found that the superimposed buoyancy force increases condensation heat transfer by thinning the liquid film thickness and creating a steeper noncondensable gas concentration profile near the condensation interface. In the development of the mixed convection correlation accounting for suction effects, numerical data were obtained from boundary layer analysis for the three convection regimes and used to fit a curve for the Nusselt number of the mixed convection regime as a function of the Nusselt numbers of the natural and forced convection regimes. In the development of the generalized diffusion layer model, the driving potential for mass transfer was expressed as the temperature difference between the bulk and the liquid-gas interface using the Clausius-Clapeyron equation. The model was developed on a mass basis instead of a molar basis to be consistent with general conservation equations. It was found that vapor diffusion is not only driven by a gradient of the molar fraction but also a gradient of the mixture molecular weight at the diffusion layer.

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.

Pattern formations and optimal packing.

PubMed

Mityushev, Vladimir

2016-04-01

Patterns of different symmetries may arise after solution to reaction-diffusion equations. Hexagonal arrays, layers and their perturbations are observed in different models after numerical solution to the corresponding initial-boundary value problems. We demonstrate an intimate connection between pattern formations and optimal random packing on the plane. The main study is based on the following two points. First, the diffusive flux in reaction-diffusion systems is approximated by piecewise linear functions in the framework of structural approximations. This leads to a discrete network approximation of the considered continuous problem. Second, the discrete energy minimization yields optimal random packing of the domains (disks) in the representative cell. Therefore, the general problem of pattern formations based on the reaction-diffusion equations is reduced to the geometric problem of random packing. It is demonstrated that all random packings can be divided onto classes associated with classes of isomorphic graphs obtained from the Delaunay triangulation. The unique optimal solution is constructed in each class of the random packings. If the number of disks per representative cell is finite, the number of classes of isomorphic graphs, hence, the number of optimal packings is also finite. Copyright © 2016 Elsevier Inc. All rights reserved.

Recent advances in computational-analytical integral transforms for convection-diffusion problems

NASA Astrophysics Data System (ADS)

Cotta, R. M.; Naveira-Cotta, C. P.; Knupp, D. C.; Zotin, J. L. Z.; Pontes, P. C.; Almeida, A. P.

2017-10-01

An unifying overview of the Generalized Integral Transform Technique (GITT) as a computational-analytical approach for solving convection-diffusion problems is presented. This work is aimed at bringing together some of the most recent developments on both accuracy and convergence improvements on this well-established hybrid numerical-analytical methodology for partial differential equations. Special emphasis is given to novel algorithm implementations, all directly connected to enhancing the eigenfunction expansion basis, such as a single domain reformulation strategy for handling complex geometries, an integral balance scheme in dealing with multiscale problems, the adoption of convective eigenvalue problems in formulations with significant convection effects, and the direct integral transformation of nonlinear convection-diffusion problems based on nonlinear eigenvalue problems. Then, selected examples are presented that illustrate the improvement achieved in each class of extension, in terms of convergence acceleration and accuracy gain, which are related to conjugated heat transfer in complex or multiscale microchannel-substrate geometries, multidimensional Burgers equation model, and diffusive metal extraction through polymeric hollow fiber membranes. Numerical results are reported for each application and, where appropriate, critically compared against the traditional GITT scheme without convergence enhancement schemes and commercial or dedicated purely numerical approaches.

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.

Transport properties of partially ionized and unmagnetized plasmas.

PubMed

Magin, Thierry E; Degrez, Gérard

2004-10-01

This work is a comprehensive and theoretical study of transport phenomena in partially ionized and unmagnetized plasmas by means of kinetic theory. The pros and cons of different models encountered in the literature are presented. A dimensional analysis of the Boltzmann equation deals with the disparity of mass between electrons and heavy particles and yields the epochal relaxation concept. First, electrons and heavy particles exhibit distinct kinetic time scales and may have different translational temperatures. The hydrodynamic velocity is assumed to be identical for both types of species. Second, at the hydrodynamic time scale the energy exchanged between electrons and heavy particles tends to equalize both temperatures. Global and species macroscopic fluid conservation equations are given. New constrained integral equations are derived from a modified Chapman-Enskog perturbative method. Adequate bracket integrals are introduced to treat thermal nonequilibrium. A symmetric mathematical formalism is preferred for physical and numerical standpoints. A Laguerre-Sonine polynomial expansion allows for systems of transport to be derived. Momentum, mass, and energy fluxes are associated to shear viscosity, diffusion coefficients, thermal diffusion coefficients, and thermal conductivities. A Goldstein expansion of the perturbation function provides explicit expressions of the thermal diffusion ratios and measurable thermal conductivities. Thermal diffusion terms already found in the Russian literature ensure the exact mass conservation. A generalized Stefan-Maxwell equation is derived following the method of Kolesnikov and Tirskiy. The bracket integral reduction in terms of transport collision integrals is presented in Appendix for the thermal nonequilibrium case. A simple Eucken correction is proposed to deal with the internal degrees of freedom of atoms and polyatomic molecules, neglecting inelastic collisions. The authors believe that the final expressions are readily usable for practical applications in fluid dynamics.

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

Principles of assessing bacterial susceptibility to antibiotics using the agar diffusion method.

PubMed

Bonev, Boyan; Hooper, James; Parisot, Judicaël

2008-06-01

The agar diffusion assay is one method for quantifying the ability of antibiotics to inhibit bacterial growth. Interpretation of results from this assay relies on model-dependent analysis, which is based on the assumption that antibiotics diffuse freely in the solid nutrient medium. In many cases, this assumption may be incorrect, which leads to significant deviations of the predicted behaviour from the experiment and to inaccurate assessment of bacterial susceptibility to antibiotics. We sought a theoretical description of the agar diffusion assay that takes into consideration loss of antibiotic during diffusion and provides higher accuracy of the MIC determined from the assay. We propose a new theoretical framework for analysis of agar diffusion assays. MIC was determined by this technique for a number of antibiotics and analysis was carried out using both the existing free diffusion and the new dissipative diffusion models. A theory for analysis of antibiotic diffusion in solid media is described, in which we consider possible interactions of the test antibiotic with the solid medium or partial antibiotic inactivation during diffusion. This is particularly relevant to the analysis of diffusion of hydrophobic or amphipathic compounds. The model is based on a generalized diffusion equation, which includes the existing theory as a special case and contains an additional, dissipative term. Analysis of agar diffusion experiments using the new model allows significantly more accurate interpretation of experimental results and determination of MICs. The model has more general validity and is applicable to analysis of other dissipative processes, for example to antigen diffusion and to calculations of substrate load in affinity purification.

Fractional calculus in hydrologic modeling: A numerical perspective

PubMed Central

Benson, David A.; Meerschaert, Mark M.; Revielle, Jordan

2013-01-01

Fractional derivatives can be viewed either as handy extensions of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Lévy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Lévy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus. PMID:23524449

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Transport tensors in perfectly aligned low-density fluids: Self-diffusion and thermal conductivity

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

Singh, G. S.; Kumar, B.

2001-06-01

The modified Taxman equation for the kinetic theory of low-density fluids composed of rigid aspherical molecules possessing internal degrees of freedom is generalized to obtain the transport tensors in a fluid of aligned molecules. The theory takes care of the shape of the particles exactly but the solution has been obtained only for the case of perfectly aligned hard spheroids within the framework of the first Sonine polynomial approximation. The expressions for the thermal-conductivity components have been obtained for the first time whereas the self-diffusion components obtained here turn out to be exactly the same as those derived by Kumarmore » and Masters [Mol. Phys. >81, 491 (1994)] through the solution of the Lorentz-Boltzmann equation. All our expressions yield correct results in the hard-sphere limit.« less

Leith diffusion model for homogeneous anisotropic turbulence

DOE PAGES

Rubinstein, Robert; Clark, Timothy T.; Kurien, Susan

2017-06-01

Here, a proposal for a spectral closure model for homogeneous anisotropic turbulence. The systematic development begins by closing the third-order correlation describing nonlinear interactions by an anisotropic generalization of the Leith diffusion model for isotropic turbulence. The correlation tensor is then decomposed into a tensorially isotropic part, or directional anisotropy, and a trace-free remainder, or polarization anisotropy. The directional and polarization components are then decomposed using irreducible representations of the SO(3) symmetry group. Under the ansatz that the decomposition is truncated at quadratic order, evolution equations are derived for the directional and polarization pieces of the correlation tensor. Here, numericalmore » simulation of the model equations for a freely decaying anisotropic flow illustrate the non-trivial effects of spectral dependencies on the different return-to-isotropy rates of the directional and polarization contributions.« less

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

DOE PAGES

Chen, Zheng; Liu, Liu; Mu, Lin

2017-05-03

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof ofmore » the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.« less

Microscopic Lagrangian description of warm plasmas. III - Nonlinear wave-particle interaction

NASA Technical Reports Server (NTRS)

Galloway, J. J.; Crawford, F. W.

1977-01-01

The averaged-Lagrangian method is applied to nonlinear wave-particle interactions in an infinite, homogeneous, magnetic-field-free plasma. The specific example of Langmuir waves is considered, and the combined effects of four-wave interactions and wave-particle interactions are treated. It is demonstrated how the latter lead to diffusion in velocity space, and the quasilinear diffusion equation is derived. The analysis is generalized to the random phase approximation. The paper concludes with a summary of the method as applied in Parts 1-3 of the paper.

Transition point prediction in a multicomponent lattice Boltzmann model: Forcing scheme dependencies

NASA Astrophysics Data System (ADS)

Küllmer, Knut; Krämer, Andreas; Joppich, Wolfgang; Reith, Dirk; Foysi, Holger

2018-02-01

Pseudopotential-based lattice Boltzmann models are widely used for numerical simulations of multiphase flows. In the special case of multicomponent systems, the overall dynamics are characterized by the conservation equations for mass and momentum as well as an additional advection diffusion equation for each component. In the present study, we investigate how the latter is affected by the forcing scheme, i.e., by the way the underlying interparticle forces are incorporated into the lattice Boltzmann equation. By comparing two model formulations for pure multicomponent systems, namely the standard model [X. Shan and G. D. Doolen, J. Stat. Phys. 81, 379 (1995), 10.1007/BF02179985] and the explicit forcing model [M. L. Porter et al., Phys. Rev. E 86, 036701 (2012), 10.1103/PhysRevE.86.036701], we reveal that the diffusion characteristics drastically change. We derive a generalized, potential function-dependent expression for the transition point from the miscible to the immiscible regime and demonstrate that it is shifted between the models. The theoretical predictions for both the transition point and the mutual diffusion coefficient are validated in simulations of static droplets and decaying sinusoidal concentration waves, respectively. To show the universality of our analysis, two common and one new potential function are investigated. As the shift in the diffusion characteristics directly affects the interfacial properties, we additionally show that phenomena related to the interfacial tension such as the modeling of contact angles are influenced as well.

Mathematical model of water transport in Bacon and alkaline matrix-type hydrogen-oxygen fuel cells

NASA Technical Reports Server (NTRS)

Prokopius, P. R.; Easter, R. W.

1972-01-01

Based on general mass continuity and diffusive transport equations, a mathematical model was developed that simulates the transport of water in Bacon and alkaline-matrix fuel cells. The derived model was validated by using it to analytically reproduce various Bacon and matrix-cell experimental water transport transients.

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.

Semi-analytical study of the tokamak pedestal density profile in a single-null diverted plasma with puffing-recycling gas sources

NASA Astrophysics Data System (ADS)

Shi, Bingren

2010-10-01

The tokamak pedestal density structure is generally studied using a diffusion-dominant model. Recent investigations (Stacey and Groebner 2009 Phys. Plasmas 16 102504) from first principle based physics have shown a plausible existence of large inward convection in the pedestal region. The diffusion-convection equation with rapidly varying convection and diffusion coefficients in the near edge region and model puffing-recycling neutral particles is studied in this paper. A peculiar property of its solution for the existence of the large convection case is that the pedestal width of the density profile, qualitatively different from the diffusion-dominant case, depends mainly on the width of the inward convection and only weakly on the neutral penetration length and its injection position.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

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

Chevalier, Michael W., E-mail: Michael.Chevalier@ucsf.edu; El-Samad, Hana, E-mail: Hana.El-Samad@ucsf.edu

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation timesmore » of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.« less

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

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.

The perturbed Sparre Andersen model with a threshold dividend strategy

NASA Astrophysics Data System (ADS)

Gao, Heli; Yin, Chuancun

2008-10-01

In this paper, we consider a Sparre Andersen model perturbed by diffusion with generalized Erlang(n)-distributed inter-claim times and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the mth moment of the present value of all dividends until ruin are derived. We also derive integro-differential equations with boundary conditions for the Gerber-Shiu functions. The special case where the inter-claim times are Erlang(2) distributed and the claim size distribution is exponential is considered in some details.

Large Diffusivity and Asymptotic Behavior in Parabolic Systems.

DTIC Science & Technology

1985-01-01

interesting ones for the case in which there is an in- variant region E. Any two species Volterra - Lotka model for which the ode’s have a unique stable...qualitative results as in [9], but the rates of decay are not as sharp. Generalizations to functional differential equations are given in Section 4. 2...1, generated by the equation aw/3t = DAW in 1. ..,. ., aw/an = 0 on an. Now, fix a > 3/4. There is a constant k > 0 such that P"~~ ,r*-’ IT(t)wl

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.

Multiple and exact soliton solutions of the perturbed Korteweg-de Vries equation of long surface waves in a convective fluid via Painlevé analysis, factorization, and simplest equation methods.

PubMed

Selima, Ehab S; Yao, Xiaohua; Wazwaz, Abdul-Majid

2017-06-01

In this research, the surface waves of a horizontal fluid layer open to air under gravity field and vertical temperature gradient effects are studied. The governing equations of this model are reformulated and converted to a nonlinear evolution equation, the perturbed Korteweg-de Vries (pKdV) equation. We investigate the latter equation, which includes dispersion, diffusion, and instability effects, in order to examine the evolution of long surface waves in a convective fluid. Dispersion relation of the pKdV equation and its properties are discussed. The Painlevé analysis is applied not only to check the integrability of the pKdV equation but also to establish the Bäcklund transformation form. In addition, traveling wave solutions and a general form of the multiple-soliton solutions of the pKdV equation are obtained via Bäcklund transformation, the simplest equation method using Bernoulli, Riccati, and Burgers' equations as simplest equations, and the factorization method.

Backstepping-based boundary control design for a fractional reaction diffusion system with a space-dependent diffusion coefficient.

PubMed

Chen, Juan; Cui, Baotong; Chen, YangQuan

2018-06-11

This paper presents a boundary feedback control design for a fractional reaction diffusion (FRD) system with a space-dependent (non-constant) diffusion coefficient via the backstepping method. The contribution of this paper is to generalize the results of backstepping-based boundary feedback control for a FRD system with a space-independent (constant) diffusion coefficient to the case of space-dependent diffusivity. For the boundary stabilization problem of this case, a designed integral transformation treats it as a problem of solving a hyperbolic partial differential equation (PDE) of transformation's kernel, then the well posedness of the kernel PDE is solved for the plant with non-constant diffusivity. Furthermore, by the fractional Lyapunov stability (Mittag-Leffler stability) theory and the backstepping-based boundary feedback controller, the Mittag-Leffler stability of the closed-loop FRD system with non-constant diffusivity is proved. Finally, an extensive numerical example for this closed-loop FRD system with non-constant diffusivity is presented to verify the effectiveness of our proposed controller. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

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

Analysis of Particle Transport in DIII-D H-mode Plasma with a Generalized Pinch-Diffusion Model

NASA Astrophysics Data System (ADS)

Owen, L. W.; Stacey, W. M.; Groebner, R. J.; Callen, J. D.; Bonnin, X.

2009-11-01

Interpretative analyses of particle transport in the pedestal region of H-mode plasmas typically yield diffusion coefficients that are very small (<0.1 m^2/s) in the steep gradient region when a purely diffusive particle flux is fitted to the experimental density gradients. Previous evaluation of the particle and momentum balance equations using the experimental data indicated that the pedestal profiles are consistent with transport described by a pinch-diffusion particle flux relation [1]. This type of model is used to calculate the diffusion coefficient and pinch velocity in the core for an inter-ELM H-mode plasma in the DIII-D discharge 98889. Full-plasma SOPLS simulations using neutral beam particle and energy sources from ONETWO calculations and the model transport coefficients show good agreement with the measured density pedestal profile. 6pt [1] W.M. Stacey and R.J. Groebner, Phys. Plasmas 12, 042504 (2005).

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 variational image-based approach to the correction of susceptibility artifacts in the alignment of diffusion weighted and structural MRI.

PubMed

Tao, Ran; Fletcher, P Thomas; Gerber, Samuel; Whitaker, Ross T

2009-01-01

This paper presents a method for correcting the geometric and greyscale distortions in diffusion-weighted MRI that result from inhomogeneities in the static magnetic field. These inhomogeneities may due to imperfections in the magnet or to spatial variations in the magnetic susceptibility of the object being imaged--so called susceptibility artifacts. Echo-planar imaging (EPI), used in virtually all diffusion weighted acquisition protocols, assumes a homogeneous static field, which generally does not hold for head MRI. The resulting distortions are significant, sometimes more than ten millimeters. These artifacts impede accurate alignment of diffusion images with structural MRI, and are generally considered an obstacle to the joint analysis of connectivity and structure in head MRI. In principle, susceptibility artifacts can be corrected by acquiring (and applying) a field map. However, as shown in the literature and demonstrated in this paper, field map corrections of susceptibility artifacts are not entirely accurate and reliable, and thus field maps do not produce reliable alignment of EPIs with corresponding structural images. This paper presents a new, image-based method for correcting susceptibility artifacts. The method relies on a variational formulation of the match between an EPI baseline image and a corresponding T2-weighted structural image but also specifically accounts for the physics of susceptibility artifacts. We derive a set of partial differential equations associated with the optimization, describe the numerical methods for solving these equations, and present results that demonstrate the effectiveness of the proposed method compared with field-map correction.

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.

Macroscopic Modeling of a One-Dimensional Electrochemical Cell using the Poisson-Nernst-Planck Equations

NASA Astrophysics Data System (ADS)

Yan, David

This thesis presents the one-dimensional equations, numerical method and simulations of a model to characterize the dynamical operation of an electrochemical cell. This model extends the current state-of-the art in that it accounts, in a primitive way, for the physics of the electrolyte/electrode interface and incorporates diffuse-charge dynamics, temperature coupling, surface coverage, and polarization phenomena. The one-dimensional equations account for a system with one or two mobile ions of opposite charge, and the electrode reaction we consider (when one is needed) is a one-electron electrodeposition reaction. Though the modeled system is far from representing a realistic electrochemical device, our results show a range of dynamics and behaviors which have not been observed previously, and explore the numerical challenges required when adding more complexity to a model. Furthermore, the basic transport equations (which are developed in three spatial dimensions) can in future accomodate the inclusion of additional physics, and coupling to more complex boundary conditions that incorporate two-dimensional surface phenomena and multi-rate reactions. In the model, the Poisson-Nernst-Planck equations are used to model diffusion and electromigration in an electrolyte, and the generalized Frumkin-Butler-Volmer equation is used to model reaction kinetics at electrodes. An energy balance equation is derived and coupled to the diffusion-migration equation. The model also includes dielectric polarization effects by introducing different values of the dielectric permittivity in different regions of the bulk, as well as accounting for surface coverage effects due to adsorption, and finite size "crowding", or steric effects. Advection effects are not modeled but could in future be incorporated. In order to solve the coupled PDE's, we use a variable step size second order scheme in time and finite differencing in space. Numerical tests are performed on a simplified system and the scheme's stability and convergence properties are discussed. While evaluating different methods for discretizing the coupled flux boundary condition, we discover a thresholding behaviour in the adaptive time stepper, and perform additional tests to investigate it. Finally, a method based on ghost points is chosen for its favorable numerical properties compared to the alternatives. With this method, we are able to run simulations with a large range of parameters, including any value of the nondimensionalized Debye length epsilon. The numerical code is first used to run simulations to explore the effects of polarization, surface coverage, and temperature. The code is also used to perform frequency sweeps of input signals in order to mimic impedance spectroscopy experiments. Finally, in Chapter 5, we use our model to apply ramped voltages to electrochemical systems, and show theoretical and simulated current-voltage curves for liquid and solid thin films, cells with blocking (polarized) electrodes, and electrolytes with background charge. Linear sweep and cyclic voltammetry techniques are important tools for electrochemists and have a variety of applications in engineering. Voltammetry has classically been treated with the Randles-Sevcik equation, which assumes an electroneutral supported electrolyte. No general theory of linear-sweep voltammetry is available, however, for unsupported electrolytes and for other situations where diffuse charge effects play a role. We show theoretical and simulated current-voltage curves for liquid and solid thin films, cells with blocking electrodes, and membranes with fixed background charge. The analysis focuses on the coupling of Faradaic reactions and diffuse charge dynamics, but capacitive charging of the double layers is also studied, for early time transients at reactive electrodes and for non-reactive blocking electrodes. The final chapter highlights the role of diffuse charge in the context of voltammetry, and illustrates which regimes can be approximated using simple analytical expressions and which require more careful consideration.

Local error estimates for adaptive simulation of the Reaction–Diffusion Master Equation via operator splitting

PubMed Central

Hellander, Andreas; Lawson, Michael J; Drawert, Brian; Petzold, Linda

2015-01-01

The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps are adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the Diffusive Finite-State Projection (DFSP) method, to incorporate temporal adaptivity. PMID:26865735

Local error estimates for adaptive simulation of the Reaction-Diffusion Master Equation via operator splitting.

PubMed

Hellander, Andreas; Lawson, Michael J; Drawert, Brian; Petzold, Linda

2014-06-01

The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent properties of exact kinetic-Monte Carlo simulation methods limit the efficiency of parallel implementations. Several approximate and hybrid methods have appeared that enable more efficient simulation of the RDME. A common feature to most of them is that they rely on splitting the system into its reaction and diffusion parts and updating them sequentially over a discrete timestep. This use of operator splitting enables more efficient simulation but it comes at the price of a temporal discretization error that depends on the size of the timestep. So far, existing methods have not attempted to estimate or control this error in a systematic manner. This makes the solvers hard to use for practitioners since they must guess an appropriate timestep. It also makes the solvers potentially less efficient than if the timesteps are adapted to control the error. Here, we derive estimates of the local error and propose a strategy to adaptively select the timestep when the RDME is simulated via a first order operator splitting. While the strategy is general and applicable to a wide range of approximate and hybrid methods, we exemplify it here by extending a previously published approximate method, the Diffusive Finite-State Projection (DFSP) method, to incorporate temporal adaptivity.

Cross-diffusion-driven hydrodynamic instabilities in a double-layer system: General classification and nonlinear simulations

NASA Astrophysics Data System (ADS)

Budroni, M. A.

2015-12-01

Cross diffusion, whereby a flux of a given species entrains the diffusive transport of another species, can trigger buoyancy-driven hydrodynamic instabilities at the interface of initially stable stratifications. Starting from a simple three-component case, we introduce a theoretical framework to classify cross-diffusion-induced hydrodynamic phenomena in two-layer stratifications under the action of the gravitational field. A cross-diffusion-convection (CDC) model is derived by coupling the fickian diffusion formalism to Stokes equations. In order to isolate the effect of cross-diffusion in the convective destabilization of a double-layer system, we impose a starting concentration jump of one species in the bottom layer while the other one is homogeneously distributed over the spatial domain. This initial configuration avoids the concurrence of classic Rayleigh-Taylor or differential-diffusion convective instabilities, and it also allows us to activate selectively the cross-diffusion feedback by which the heterogeneously distributed species influences the diffusive transport of the other species. We identify two types of hydrodynamic modes [the negative cross-diffusion-driven convection (NCC) and the positive cross-diffusion-driven convection (PCC)], corresponding to the sign of this operational cross-diffusion term. By studying the space-time density profiles along the gravitational axis we obtain analytical conditions for the onset of convection in terms of two important parameters only: the operational cross-diffusivity and the buoyancy ratio, giving the relative contribution of the two species to the global density. The general classification of the NCC and PCC scenarios in such parameter space is supported by numerical simulations of the fully nonlinear CDC problem. The resulting convective patterns compare favorably with recent experimental results found in microemulsion systems.

Effective conductivity, dielectric constant, and diffusion coefficient of digitized composite media via first-passage-time equations

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

Torquato, S.; Kim, I.C.; Cule, D.

1999-02-01

We generalize the Brownian motion simulation method of Kim and Torquato [J. Appl. Phys. {bold 68}, 3892 (1990)] to compute the effective conductivity, dielectric constant and diffusion coefficient of digitized composite media. This is accomplished by first generalizing the {ital first-passage-time equations} to treat first-passage regions of arbitrary shape. We then develop the appropriate first-passage-time equations for digitized media: first-passage squares in two dimensions and first-passage cubes in three dimensions. A severe test case to prove the accuracy of the method is the two-phase periodic checkerboard in which conduction, for sufficiently large phase contrasts, is dominated by corners that joinmore » two conducting-phase pixels. Conventional numerical techniques (such as finite differences or elements) do not accurately capture the local fields here for reasonable grid resolution and hence lead to inaccurate estimates of the effective conductivity. By contrast, we show that our algorithm yields accurate estimates of the effective conductivity of the periodic checkerboard for widely different phase conductivities. Finally, we illustrate our method by computing the effective conductivity of the random checkerboard for a wide range of volume fractions and several phase contrast ratios. These results always lie within rigorous four-point bounds on the effective conductivity. {copyright} {ital 1999 American Institute of Physics.}« less

Self diffusion of interacting membrane proteins.

PubMed Central

Abney, J R; Scalettar, B A; Owicki, J C

1989-01-01

A two-dimensional version of the generalized Smoluchowski equation is used to analyze the time (or distance) dependent self diffusion of interacting membrane proteins in concentrated membrane systems. This equation provides a well established starting point for descriptions of the diffusion of particles that interact through both direct and hydrodynamic forces; in this initial work only the effects of direct interactions are explicitly considered. Data describing diffusion in the presence of hard-core repulsions, soft repulsions, and soft repulsions with weak attractions are presented. The effect that interactions have on the self-diffusion coefficient of a real protein molecule from mouse liver gap junctions is also calculated. The results indicate that self diffusion is always inhibited by direct interactions; this observation is interpreted in terms of the caging that will exist at finite protein concentration. It is also noted that, over small distance scales, the diffusion coefficient is determined entirely by the very strong Brownian forces; therefore, as a function of displacement the self-diffusion coefficient decays (rapidly) from its value at infinite dilution to its steady-state interaction-averaged value. The steady-state self-diffusion coefficient describes motion over distance scales that range from approximately 10 nm to cellular dimensions and is the quantity measured in fluorescence recovery after photobleaching experiments. The short-ranged behavior of the diffusion coefficient is important on the interparticle-distance scale and may therefore influence the rate at which nearest-neighbor collisional processes take place. The hard-disk theoretical results presented here are in excellent agreement with lattice Monte-Carlo results obtained by other workers. The concentration dependence of experimentally measured diffusion coefficients of antibody-hapten complexes bound to the membrane surface is consistent with that predicted by the theory. The variation in experimental diffusion coefficients of integral membrane proteins is greater than that predicted by the theory, and may also reflect protein-induced perturbations in membrane viscosity. PMID:2720077

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.

Counterflow diffusion flames: effects of thermal expansion and non-unity Lewis numbers

NASA Astrophysics Data System (ADS)

Koundinyan, Sushilkumar P.; Matalon, Moshe; Stewart, D. Scott

2018-05-01

In this work we re-examine the counterflow diffusion flame problem focusing in particular on the flame-flow interactions due to thermal expansion and its influence on various flame properties such as flame location, flame temperature, reactant leakage and extinction conditions. The analysis follows two different procedures: an asymptotic approximation for large activation energy chemical reactions, and a direct numerical approach. The asymptotic treatment follows the general theory of Cheatham and Matalon, which consists of a free-boundary problem with jump conditions across the surface representing the reaction sheet, and is well suited for variable-density flows and for mixtures with non-unity and distinct Lewis numbers for the fuel and oxidiser. Due to density variations, the species and energy transport equations are coupled to the Navier-Stokes equations and the problem does not possess an analytical solution. We thus propose and implement a methodology for solving the free-boundary problem numerically. Results based on the asymptotic approximation are then verified against those obtained from the 'exact' numerical integration of the governing equations, comparing predictions of the various flame properties.

Speed selection for traveling-wave solutions to the diffusion-reaction equation with cubic reaction term and Burgers nonlinear convection.

PubMed

Sabelnikov, V A; Lipatnikov, A N

2014-09-01

The problem of traveling wave (TW) speed selection for solutions to a generalized Murray-Burgers-KPP-Fisher parabolic equation with a strictly positive cubic reaction term is considered theoretically and the initial boundary value problem is numerically solved in order to support obtained analytical results. Depending on the magnitude of a parameter inherent in the reaction term (i) the term is either a concave function or a function with the inflection point and (ii) transition from pulled to pushed TW solution occurs due to interplay of two nonlinear terms; the reaction term and the Burgers convection term. Explicit pushed TW solutions are derived. It is shown that physically observable TW solutions, i.e., solutions obtained by solving the initial boundary value problem with a sufficiently steep initial condition, can be determined by seeking the TW solution characterized by the maximum decay rate at its leading edge. In the Appendix, the developed approach is applied to a non-linear diffusion-reaction equation that is widely used to model premixed turbulent combustion.

Homotopic solutions for unsteady second grade liquid utilizing non-Fourier double diffusion concept

NASA Astrophysics Data System (ADS)

Sohail, A.; Khan, W. A.; Khan, M.; Shah, S. I. A.

Main purpose of the current work is to investigate the features of unsteady Cattaneo-Christov heat and mass flux models on the second grade fluid over a stretching surface. The characteristics of unsteady Cattaneo-Christov heat and mass flux models are incorporated in the energy and concentration equations. The unsteady Cattaneo-Christov heat and mass flux models are the generalization of Fourier's and Fick's laws in which the time space upper-convected derivative are utilized to describe the heat conduction and mass diffusion phenomena. The suitable transformations are used to alter the governing partial differential equations into the ordinary differential equations. The resulting problem under consideration is solved analytically by using the homotopy analysis method (HAM). The effect of non-dimensional pertinent parameters on the temperature and concentration distribution are deliberated by using graphs and tables. Results show that the temperature and concentration profiles diminish for augmented values of the thermal and concentration relaxation parameters. Additionally, it is perceived that the temperature and concentration profiles are higher in case of classical Fourier's and Fick's laws as compared to non-Fourier's and non-Fick's laws.

Evaporation in Capillary Porous Media at the Perfect Piston-Like Invasion Limit: Evidence of Nonlocal Equilibrium Effects

NASA Astrophysics Data System (ADS)

Attari Moghaddam, Alireza; Prat, Marc; Tsotsas, Evangelos; Kharaghani, Abdolreza

2017-12-01

The classical continuum modeling of evaporation in capillary porous media is revisited from pore network simulations of the evaporation process. The computed moisture diffusivity is characterized by a minimum corresponding to the transition between liquid and vapor transport mechanisms confirming previous interpretations. Also the study suggests an explanation for the scattering generally observed in the moisture diffusivity obtained from experimental data. The pore network simulations indicate a noticeable nonlocal equilibrium effect leading to a new interpretation of the vapor pressure-saturation relationship classically introduced to obtain the one-equation continuum model of evaporation. The latter should not be understood as a desorption isotherm as classically considered but rather as a signature of a nonlocal equilibrium effect. The main outcome of this study is therefore that nonlocal equilibrium two-equation model must be considered for improving the continuum modeling of evaporation.

Purfication kinetics of beryllium during vacuum induction melting

NASA Technical Reports Server (NTRS)

Mukherjee, J. L.; Gupta, K. P.; Li, C. H.

1972-01-01

The kinetics of evaporation in binary alloys were quantitatively treated. The formalism so developed works well for several systems studied. The kinetics of purification of beryllium was studied through evaporation data actually acquired during vacuum induction melting. Normal evaporation equations are shown to be generally valid and useful for understanding the kinetics of beryllium purification. The normal evaporation analysis has been extended to cover cases of limited liquid diffusion. It was shown that under steady-state evaporation, the solute concentration near the surface may be up to six orders of magnitude different from the bulk concentration. Corrections for limited liquid diffusion are definitely needed for the highly evaporative solute elements, such as Zn, Mg, and Na, for which the computed evaporation times are improved by five orders of magnitude. The commonly observed logarithmic relation between evaporation time and final concentration further supports the validity of the normal evaporation equations.

CURVATURE-DRIVEN MOLECULAR FLOW ON MEMBRANE SURFACE*

PubMed Central

MIKUCKI, MICHAEL; ZHOU, Y. C.

2017-01-01

This work presents a mathematical model for the localization of multiple species of diffusion molecules on membrane surfaces. Morphological change of bilayer membrane in vivo is generally modulated by proteins. Most of these modulations are associated with the localization of related proteins in the crowded lipid environments. We start with the energetic description of the distributions of molecules on curved membrane surface, and define the spontaneous curvature of bilayer membrane as a function of the molecule concentrations on membrane surfaces. A drift-diffusion equation governs the gradient flow of the surface molecule concentrations. We recast the energetic formulation and the related governing equations by using an Eulerian phase field description to define membrane morphology. Computational simulations with the proposed mathematical model and related numerical techniques predict (i) the molecular localization on static membrane surfaces at locations with preferred mean curvatures, and (ii) the generation of preferred mean curvature which in turn drives the molecular localization. PMID:29056778

Statistical mechanics of an ideal active fluid confined in a channel

NASA Astrophysics Data System (ADS)

Wagner, Caleb; Baskaran, Aparna; Hagan, Michael

The statistical mechanics of ideal active Brownian particles (ABPs) confined in a channel is studied by obtaining the exact solution of the steady-state Smoluchowski equation for the 1-particle distribution function. The solution is derived using results from the theory of two-way diffusion equations, combined with an iterative procedure that is justified by numerical results. Using this solution, we quantify the effects of confinement on the spatial and orientational order of the ensemble. Moreover, we rigorously show that both the bulk density and the fraction of particles on the channel walls obey simple scaling relations as a function of channel width. By considering a constant-flux steady state, an effective diffusivity for ABPs is derived which shows signatures of the persistent motion that characterizes ABP trajectories. Finally, we discuss how our techniques generalize to other active models, including systems whose activity is modeled in terms of an Ornstein-Uhlenbeck process.

Summer Work Experience: Determining Methane Combustion Mechanisms and Sub-Scale Diffuser Properties for Space Transporation System Engine Testing

NASA Technical Reports Server (NTRS)

Williams, Powtawche N.

1998-01-01

To assess engine performance during the testing of Space Shuttle Main Engines (SSMEs), the design of an optimal altitude diffuser is studied for future Space Transportation Systems (STS). For other Space Transportation Systems, rocket propellant using kerosene is also studied. Methane and dodecane have similar reaction schemes as kerosene, and are used to simulate kerosene combustion processes at various temperatures. The equations for the methane combustion mechanism at high temperature are given, and engine combustion is simulated on the General Aerodynamic Simulation Program (GASP). The successful design of an altitude diffuser depends on the study of a sub-scaled diffuser model tested through two-dimensional (2-D) flow-techniques. Subroutines given calculate the static temperature and pressure at each Mach number within the diffuser flow. Implementing these subroutines into program code for the properties of 2-D compressible fluid flow determines all fluid characteristics, and will be used in the development of an optimal diffuser design.

Heat Diffusion in Gases, Including Effects of Chemical Reaction

NASA Technical Reports Server (NTRS)

Hansen, C. Frederick

1960-01-01

The diffusion of heat through gases is treated where the coefficients of thermal conductivity and diffusivity are functions of temperature. The diffusivity is taken proportional to the integral of thermal conductivity, where the gas is ideal, and is considered constant over the temperature interval in which a chemical reaction occurs. The heat diffusion equation is then solved numerically for a semi-infinite gas medium with constant initial and boundary conditions. These solutions are in a dimensionless form applicable to gases in general, and they are used, along with measured shock velocity and heat flux through a shock reflecting surface, to evaluate the integral of thermal conductivity for air up to 5000 degrees Kelvin. This integral has the properties of a heat flux potential and replaces temperature as the dependent variable for problems of heat diffusion in media with variable coefficients. Examples are given in which the heat flux at the stagnation region of blunt hypersonic bodies is expressed in terms of this potential.

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.

Dynamics of one- and two-dimensional fronts in a bistable equation with time-delayed global feedback: Propagation failure and control mechanisms

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

Boubendir, Yassine; Mendez, Vicenc; Rotstein, Horacio G.

2010-09-15

We study the evolution of fronts in a bistable equation with time-delayed global feedback in the fast reaction and slow diffusion regime. This equation generalizes the Hodgkin-Grafstein and Allen-Cahn equations. We derive a nonlinear equation governing the motion of fronts, which includes a term with delay. In the one-dimensional case this equation is linear. We study the motion of one- and two-dimensional fronts, finding a much richer dynamics than for the previously studied cases (without time-delayed global feedback). We explain the mechanism by which localized fronts created by inhibitory global coupling loose stability in a Hopf bifurcation as the delaymore » time increases. We show that for certain delay times, the prevailing phase is different from that corresponding to the system in the absence of global coupling. Numerical simulations of the partial differential equation are in agreement with the analytical predictions.« less

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.

On Thermodiffusion and Gauge Transformations for Thermodynamic Fluxes and Driving Forces

NASA Astrophysics Data System (ADS)

Goldobin, D. S.

2017-12-01

We discuss the molecular diffusion transport in infinitely dilute liquid solutions under nonisothermal conditions. This discussion is motivated by an occurring misinterpretation of thermodynamic transport equations written in terms of chemical potential in the presence of temperature gradient. The transport equations contain the contributions owned by a gauge transformation related to the fact that chemical potential is determined up to the summand of form ( AT + B) with arbitrary constants A and B, where constant A is owned by the entropy invariance with respect to shifts by a constant value and B is owned by the potential energy invariance with respect to shifts by a constant value. The coefficients of the cross-effect terms in thermodynamic fluxes are contributed by this gauge transformation and, generally, are not the actual cross-effect physical transport coefficients. Our treatment is based on consideration of the entropy balance and suggests a promising hint for attempts of evaluation of the thermal diffusion constant from the first principles. We also discuss the impossibility of the "barodiffusion" for dilute solutions, understood in a sense of diffusion flux driven by the pressure gradient itself. When one speaks of "barodiffusion" terms in literature, these terms typically represent the drift in external potential force field (e.g., electric or gravitational fields), where in the final equations the specific force on molecules is substituted with an expression with the hydrostatic pressure gradient this external force field produces. Obviously, the interpretation of the latter as barodiffusion is fragile and may hinder the accounting for the diffusion fluxes produced by the pressure gradient itself.

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

PubMed Central

Lu, Benzhuo; Zhou, Y.C.

2011-01-01

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

Master equation for She-Leveque scaling and its classification in terms of other Markov models of developed turbulence

NASA Astrophysics Data System (ADS)

Nickelsen, Daniel

2017-07-01

The statistics of velocity increments in homogeneous and isotropic turbulence exhibit universal features in the limit of infinite Reynolds numbers. After Kolmogorov’s scaling law from 1941, many turbulence models aim for capturing these universal features, some are known to have an equivalent formulation in terms of Markov processes. We derive the Markov process equivalent to the particularly successful scaling law postulated by She and Leveque. The Markov process is a jump process for velocity increments u(r) in scale r in which the jumps occur randomly but with deterministic width in u. From its master equation we establish a prescription to simulate the She-Leveque process and compare it with Kolmogorov scaling. To put the She-Leveque process into the context of other established turbulence models on the Markov level, we derive a diffusion process for u(r) using two properties of the Navier-Stokes equation. This diffusion process already includes Kolmogorov scaling, extended self-similarity and a class of random cascade models. The fluctuation theorem of this Markov process implies a ‘second law’ that puts a loose bound on the multipliers of the random cascade models. This bound explicitly allows for instances of inverse cascades, which are necessary to satisfy the fluctuation theorem. By adding a jump process to the diffusion process, we go beyond Kolmogorov scaling and formulate the most general scaling law for the class of Markov processes having both diffusion and jump parts. This Markov scaling law includes She-Leveque scaling and a scaling law derived by Yakhot.

Unified semiclassical approach to electronic transport from diffusive to ballistic regimes

NASA Astrophysics Data System (ADS)

Geng, Hao; Deng, Wei-Yin; Ren, Yue-Jiao; Sheng, Li; Xing, Ding-Yu

2016-09-01

We show that by integrating out the electric field and incorporating proper boundary conditions, a Boltzmann equation can describe electron transport properties, continuously from the diffusive to ballistic regimes. General analytical formulas of the conductance in D = 1,2,3 dimensions are obtained, which recover the Boltzmann-Drude formula and Landauer-Büttiker formula in the diffusive and ballistic limits, respectively. This intuitive and efficient approach can be applied to investigate the interplay of system size and impurity scattering in various charge and spin transport phenomena, when the quantum interference effect is not important. Project supported by the National Basic Research Program of China (Grant Nos. 2015CB921202 and 2014CB921103) and the National Natural Science Foundation of China (Grant No. 11225420).

Transverse particle acceleration and diffusion in a planetary magnetic field

NASA Technical Reports Server (NTRS)

Barbosa, D. D.

1994-01-01

A general model of particle acceleration by plasma waves coupled with adiabatic radial diffusion in a planetary magnetic field is developed. The model assumes that a spectrum of lower hybird waves is present to resonantly accelerate ions transverse to the magnetic field. The steady state Green's function for the combined radial diffusion and wave acceleration equation is found in terms of a series expansion. The results provide a rigorous demonstration of how a quasi-Maxwellian distribution function is formed in the absence of particle collisons and elucidate the nature of turbulent heating of magnetospheric plasmas. The solution is applied to the magnetosphere of Neptune for which a number of examples are given illustrating how the spectrum of pickup N(+) ions from Triton evolves.

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

Modeling Studies of Inhomogeneity Effects during Laser Flash Photolysis Experiments: A Reaction-Diffusion Approach.

PubMed

Dóka, Éva; Lente, Gábor

2017-04-13

This work presents a rigorous mathematical study of the effect of unavoidable inhomogeneities in laser flash photolysis experiments. There are two different kinds of inhomegenities: the first arises from diffusion, whereas the second one has geometric origins (the shapes of the excitation and detection light beams). Both of these are taken into account in our reported model, which gives rise to a set of reaction-diffusion type partial differential equations. These equations are solved by a specially developed finite volume method. As an example, the aqueous reaction between the sulfate ion radical and iodide ion is used, for which sufficiently detailed experimental data are available from an earlier publication. The results showed that diffusion itself is in general too slow to influence the kinetic curves on the usual time scales of laser flash photolysis experiments. However, the use of the absorbances measured (e.g., to calculate the molar absorption coefficients of transient species) requires very detailed mathematical consideration and full knowledge of the geometrical shapes of the excitation laser beam and the separate detection light beam. It is also noted that the usual pseudo-first-order approach to evaluating the kinetic traces can be used successfully even if the usual large excess condition is not rigorously met in the reaction cell locally.

Catalytic conversion in nanoporous materials: Concentration oscillations and spatial correlations due to inhibited transport and intermolecular interactions

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

Garcia, Andres; Evans, James W.

2016-11-03

We show that steady-state catalytic conversion in nanoporous materials can occur in a quasi-counter-diffusion mode with the reactant (product) concentration strongly decaying (growing) into the pore, but also with oscillations in the total concentration. These oscillations reflect the response of the fluid to the transition from an extended to a confined environment near the pore opening. We focus on the regime of strongly inhibited transport in narrow pores corresponding to single-file diffusion. Here, limited penetration of the reactant into the pores and the associated low reaction yield is impacted by strong spatial correlations induced by both reaction (non-equilibrium correlations) andmore » also by intermolecular interactions (thermodynamic correlations). We develop a generalized hydrodynamic formulation to effectively describe inhibited transport accounting for the effect of these correlations, and incorporate this description of transport into appropriate reaction-diffusion equations. These equations accurately describe both shorter-range concentration oscillations near the pore opening and the longer-range mesoscale variation of concentration profiles in the pore (and thus also describe reaction yield). Success of the analytic theory is validated by comparison with a precise kinetic Monte Carlo simulation of an appropriate molecular-level stochastic reaction-diffusion model. As a result, this work elucidates unconventional chemical kinetics in interacting confined systems.« less

Square Turing patterns in reaction-diffusion systems with coupled layers

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

Li, Jing; Wang, Hongli, E-mail: hlwang@pku.edu.cn, E-mail: qi@pku.edu.cn; Center for Quantitative Biology, Peking University, Beijing 100871

Square Turing patterns are usually unstable in reaction-diffusion systems and are rarely observed in corresponding experiments and simulations. We report here an example of spontaneous formation of square Turing patterns with the Lengyel-Epstein model of two coupled layers. The squares are found to be a result of the resonance between two supercritical Turing modes with an appropriate ratio. Besides, the spatiotemporal resonance of Turing modes resembles to the mode-locking phenomenon. Analysis of the general amplitude equations for square patterns reveals that the fixed point corresponding to square Turing patterns is stationary when the parameters adopt appropriate values.

Statistical analysis of vibration in tyres

NASA Astrophysics Data System (ADS)

Le Bot, Alain; Bazari, Zakia; Klein, Philippe; Lelong, Joël

2017-03-01

The vibration in tyres submitted to random forces in the contact zone is investigated with the model of prestressed orthotropic plate on visco-elastic foundation. It is shown that beyond a cut-on frequency a single wave propagates whose speed is directional-dependent. A systematic numerical exploration of the governing equation solutions shows that three regimes may exist in such plates. These are modal field, diffuse field and free field. For actual tyres which present a high level of damping, the passage from low to high frequencies generally explores the modal and free field regimes but not the diffuse field regime.

Stable two-dimensional solitary pulses in linearly coupled dissipative Kadomtsev-Petviashvili equations.

PubMed

Feng, Bao-Feng; Malomed, Boris A; Kawahara, Takuji

2002-11-01

We present a two-dimensional (2D) generalization of the stabilized Kuramoto-Sivashinsky system, based on the Kadomtsev-Petviashvili (KP) equation including dissipation of the generic [Newell-Whitehead-Segel (NWS)] type and gain. The system directly applies to the description of gravity-capillary waves on the surface of a liquid layer flowing down an inclined plane, with a surfactant diffusing along the layer's surface. Actually, the model is quite general, offering a simple way to stabilize nonlinear media, combining the weakly 2D dispersion of the KP type with gain and NWS dissipation. Other applications are internal waves in multilayer fluids flowing down an inclined plane, double-front flames in gaseous mixtures, etc. Parallel to this weakly 2D model, we also introduce and study a semiphenomenological one, whose dissipative terms are isotropic, rather than of the NWS type, in order to check if qualitative results are sensitive to the exact form of the lossy terms. The models include an additional linear equation of the advection-diffusion type, linearly coupled to the main KP-NWS equation. The extra equation provides for stability of the zero background in the system, thus opening a way for the existence of stable localized pulses. We focus on the most interesting case, when the dispersive part of the system is of the KP-I type, which corresponds, e.g., to capillary waves, and makes the existence of completely localized 2D pulses possible. Treating the losses and gain as small perturbations and making use of the balance equation for the field momentum, we find that the equilibrium between the gain and losses may select two steady-state solitons from their continuous family existing in the absence of the dissipative terms (the latter family is found in an exact analytical form, and is numerically demonstrated to be stable). The selected soliton with the larger amplitude is expected to be stable. Direct simulations completely corroborate the analytical predictions, for both the physical and phenomenological models.

Effect of static porosity fluctuations on reactive transport in a porous medium

NASA Astrophysics Data System (ADS)

L'Heureux, Ivan

2018-02-01

Reaction-diffusive transport phenomena in porous media are ubiquitous in engineering applications, biological and geochemical systems. The porosity field is usually random in space, but most models consider the porosity field as a well-defined deterministic function of space and time and ignore the porosity fluctuations. They use a reaction-diffusion equation written in terms of an average porosity and average concentration fields. In this contribution, we treat explicitly the effect of spatial porosity fluctuations on the dynamics of a concentration field for the case of a one-dimensional reaction-transport system with nonlinear kinetics. Three basic assumptions are considered. (i) The porosity fluctuations are assumed to have Gaussian properties and an arbitrary variance; (ii) we assume that the noise correlation length is small compared to the relevant macroscopic length scale; (iii) and we assume that the kinetics of the reactive term in the equations for the fluctuations is a self-consistently determined constant. Elimination of the fluctuating part of the concentration field from the dynamics leads to a renormalized equation involving the average concentration field. It is shown that the noise leads to a renormalized (generally smaller) diffusion coefficient and renormalized kinetics. Within the framework of the approximations used, numerical simulations are in agreement with our theory. We show that the porosity fluctuations may have a significant effect on the transport of a reactive species, even in the case of a homogeneous average porosity.

The applicability of turbulence models to aerodynamic and propulsion flowfields at McDonnell-Douglas Aerospace

NASA Technical Reports Server (NTRS)

Kral, Linda D.; Ladd, John A.; Mani, Mori

1995-01-01

The objective of this viewgraph presentation is to evaluate turbulence models for integrated aircraft components such as the forebody, wing, inlet, diffuser, nozzle, and afterbody. The one-equation models have replaced the algebraic models as the baseline turbulence models. The Spalart-Allmaras one-equation model consistently performs better than the Baldwin-Barth model, particularly in the log-layer and free shear layers. Also, the Sparlart-Allmaras model is not grid dependent like the Baldwin-Barth model. No general turbulence model exists for all engineering applications. The Spalart-Allmaras one-equation model and the Chien k-epsilon models are the preferred turbulence models. Although the two-equation models often better predict the flow field, they may take from two to five times the CPU time. Future directions are in further benchmarking the Menter blended k-w/k-epsilon and algorithmic improvements to reduce CPU time of the two-equation model.

Probabilistic density function method for nonlinear dynamical systems driven by colored noise

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

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

2016-05-01

We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less

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.

Comparison of Numerical Approaches to a Steady-State Landscape Equation

NASA Astrophysics Data System (ADS)

Bachman, S.; Peckham, S.

2008-12-01

A mathematical model of an idealized fluvial landscape has been developed, in which a land surface will evolve to preserve dendritic channel networks as the surface is lowered. The physical basis for this model stems from the equations for conservation of mass for water and sediment. These equations relate the divergence of the 2D vector fields showing the unit-width discharge of water and sediment to the excess rainrate and tectonic uplift on the land surface. The 2D flow direction is taken to be opposite to the water- surface gradient vector. These notions are combined with a generalized Manning-type flow resistance formula and a generalized sediment transport law to give a closed mathematical system that can, in principle, be solved for all variables of interest: discharge of water and sediment, land surface height, vertically- averaged flow velocity, water depth, and shear stress. The hydraulic geometry equations (Leopold et. al, 1964, 1995) are used to incorporate width, depth, velocity, and slope of river channels as powers of the mean-annual river discharge. Combined, they give the unit- width discharge of the stream as a power, γ, of the water surface slope. The simplified steady-state model takes into account three components among those listed above: conservation of mass for water, flow opposite the gradient, and a slope-discharge exponent γ = -1 to reflect mature drainage networks. The mathematical representation of this model appears as a second-order hyperbolic partial differential equation (PDE) where the diffusivity is inversely proportional to the square of the local surface slope. The highly nonlinear nature of this PDE has made it very difficult to solve both analytically and numerically. We present simplistic analytic solutions to this equation which are used to test the validity of the numerical algorithms. We also present three such numerical approaches which have been used in solving the differential equation. The first is based on a nonlinear diffusion filtering technique (Welk et. al, 2007) that has been applied successfully in the context of image processing. The second uses a Ritz finite element approach to the Euler-Lagrange formulation of the PDE in which an eighth degree polynomial is solved whose coefficients are locally dependent on slope and elevation. Lastly, we show a variant to the diffusion filtering approach in which a single-stage Runge-Kutta method is used to iterate a time-derivative to steady- state. The relative merits and drawbacks of these approaches are discussed, as well as stability and consistency requirements.

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.

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.

Investigation of micromixing by acoustically oscillated sharp-edges

PubMed Central

Nama, Nitesh; Huang, Po-Hsun; Huang, Tony Jun; Costanzo, Francesco

2016-01-01

Recently, acoustically oscillated sharp-edges have been utilized to achieve rapid and homogeneous mixing in microchannels. Here, we present a numerical model to investigate acoustic mixing inside a sharp-edge-based micromixer in the presence of a background flow. We extend our previously reported numerical model to include the mixing phenomena by using perturbation analysis and the Generalized Lagrangian Mean (GLM) theory in conjunction with the convection-diffusion equation. We divide the flow variables into zeroth-order, first-order, and second-order variables. This results in three sets of equations representing the background flow, acoustic response, and the time-averaged streaming flow, respectively. These equations are then solved successively to obtain the mean Lagrangian velocity which is combined with the convection-diffusion equation to predict the concentration profile. We validate our numerical model via a comparison of the numerical results with the experimentally obtained values of the mixing index for different flow rates. Further, we employ our model to study the effect of the applied input power and the background flow on the mixing performance of the sharp-edge-based micromixer. We also suggest potential design changes to the previously reported sharp-edge-based micromixer to improve its performance. Finally, we investigate the generation of a tunable concentration gradient by a linear arrangement of the sharp-edge structures inside the microchannel. PMID:27158292

Investigation of micromixing by acoustically oscillated sharp-edges.

PubMed

Nama, Nitesh; Huang, Po-Hsun; Huang, Tony Jun; Costanzo, Francesco

2016-03-01

Recently, acoustically oscillated sharp-edges have been utilized to achieve rapid and homogeneous mixing in microchannels. Here, we present a numerical model to investigate acoustic mixing inside a sharp-edge-based micromixer in the presence of a background flow. We extend our previously reported numerical model to include the mixing phenomena by using perturbation analysis and the Generalized Lagrangian Mean (GLM) theory in conjunction with the convection-diffusion equation. We divide the flow variables into zeroth-order, first-order, and second-order variables. This results in three sets of equations representing the background flow, acoustic response, and the time-averaged streaming flow, respectively. These equations are then solved successively to obtain the mean Lagrangian velocity which is combined with the convection-diffusion equation to predict the concentration profile. We validate our numerical model via a comparison of the numerical results with the experimentally obtained values of the mixing index for different flow rates. Further, we employ our model to study the effect of the applied input power and the background flow on the mixing performance of the sharp-edge-based micromixer. We also suggest potential design changes to the previously reported sharp-edge-based micromixer to improve its performance. Finally, we investigate the generation of a tunable concentration gradient by a linear arrangement of the sharp-edge structures inside the microchannel.

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.

Mixing Regimes in a Spatially Confined, Two-Dimensional, Supersonic Shear Layer

DTIC Science & Technology

1992-07-31

MODEL ................................... 3 THE MODEL PROBLEMS .............................................. 6 THE ONE-DIMENSIONAL PROBLEM...the effects of the numerical diffusion on the spectrum. Guirguis et al.ś and Farouk et al."’ have studied spatially evolving mixing layers for equal...approximations. Physical and Numerical Model General Formulation We solve the time-dependent, two-dimensional, compressible, Navier-Stokes equations for a

Anisotropic diffusion in mesh-free numerical magnetohydrodynamics

NASA Astrophysics Data System (ADS)

Hopkins, Philip F.

2017-04-01

We extend recently developed mesh-free Lagrangian methods for numerical magnetohydrodynamics (MHD) to arbitrary anisotropic diffusion equations, including: passive scalar diffusion, Spitzer-Braginskii conduction and viscosity, cosmic ray diffusion/streaming, anisotropic radiation transport, non-ideal MHD (Ohmic resistivity, ambipolar diffusion, the Hall effect) and turbulent 'eddy diffusion'. We study these as implemented in the code GIZMO for both new meshless finite-volume Godunov schemes (MFM/MFV). We show that the MFM/MFV methods are accurate and stable even with noisy fields and irregular particle arrangements, and recover the correct behaviour even in arbitrarily anisotropic cases. They are competitive with state-of-the-art AMR/moving-mesh methods, and can correctly treat anisotropic diffusion-driven instabilities (e.g. the MTI and HBI, Hall MRI). We also develop a new scheme for stabilizing anisotropic tensor-valued fluxes with high-order gradient estimators and non-linear flux limiters, which is trivially generalized to AMR/moving-mesh codes. We also present applications of some of these improvements for SPH, in the form of a new integral-Godunov SPH formulation that adopts a moving-least squares gradient estimator and introduces a flux-limited Riemann problem between particles.

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.

Learning the dynamics of objects by optimal functional interpolation.

PubMed

Ahn, Jong-Hoon; Kim, In Young

2012-09-01

Many areas of science and engineering rely on functional data and their numerical analysis. The need to analyze time-varying functional data raises the general problem of interpolation, that is, how to learn a smooth time evolution from a finite number of observations. Here, we introduce optimal functional interpolation (OFI), a numerical algorithm that interpolates functional data over time. Unlike the usual interpolation or learning algorithms, the OFI algorithm obeys the continuity equation, which describes the transport of some types of conserved quantities, and its implementation shows smooth, continuous flows of quantities. Without the need to take into account equations of motion such as the Navier-Stokes equation or the diffusion equation, OFI is capable of learning the dynamics of objects such as those represented by mass, image intensity, particle concentration, heat, spectral density, and probability density.

A numerical method to solve the 1D and the 2D reaction diffusion equation based on Bessel functions and Jacobian free Newton-Krylov subspace methods

NASA Astrophysics Data System (ADS)

Parand, K.; Nikarya, M.

2017-11-01

In this paper a novel method will be introduced to solve a nonlinear partial differential equation (PDE). In the proposed method, we use the spectral collocation method based on Bessel functions of the first kind and the Jacobian free Newton-generalized minimum residual (JFNGMRes) method with adaptive preconditioner. In this work a nonlinear PDE has been converted to a nonlinear system of algebraic equations using the collocation method based on Bessel functions without any linearization, discretization or getting the help of any other methods. Finally, by using JFNGMRes, the solution of the nonlinear algebraic system is achieved. To illustrate the reliability and efficiency of the proposed method, we solve some examples of the famous Fisher equation. We compare our results with other methods.

Hyperbolic Method for Dispersive PDEs: Same High-Order of Accuracy for Solution, Gradient, and Hessian

NASA Technical Reports Server (NTRS)

Mazaheri, Alireza; Ricchiuto, Mario; Nishikawa, Hiroaki

2016-01-01

In this paper, we introduce a new hyperbolic first-order system for general dispersive partial differential equations (PDEs). We then extend the proposed system to general advection-diffusion-dispersion PDEs. We apply the fourth-order RD scheme of Ref. 1 to the proposed hyperbolic system, and solve time-dependent dispersive equations, including the classical two-soliton KdV and a dispersive shock case. We demonstrate that the predicted results, including the gradient and Hessian (second derivative), are in a very good agreement with the exact solutions. We then show that the RD scheme applied to the proposed system accurately captures dispersive shocks without numerical oscillations. We also verify that the solution, gradient and Hessian are predicted with equal order of accuracy.

Modeling spatial competition for light in plant populations with the porous medium equation.

PubMed

Beyer, Robert; Etard, Octave; Cournède, Paul-Henry; Laurent-Gengoux, Pascal

2015-02-01

We consider a plant's local leaf area index as a spatially continuous variable, subject to particular reaction-diffusion dynamics of allocation, senescence and spatial propagation. The latter notably incorporates the plant's tendency to form new leaves in bright rather than shaded locations. Applying a generalized Beer-Lambert law allows to link existing foliage to production dynamics. The approach allows for inter-individual variability and competition for light while maintaining robustness-a key weakness of comparable existing models. The analysis of the single plant case leads to a significant simplification of the system's key equation when transforming it into the well studied porous medium equation. Confronting the theoretical model to experimental data of sugar beet populations, differing in configuration density, demonstrates its accuracy.

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.

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.

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.

Critical time scales for advection-diffusion-reaction processes.

PubMed

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

2012-04-01

The concept of local accumulation time (LAT) was introduced by Berezhkovskii and co-workers to give a finite measure of the time required for the transient solution of a reaction-diffusion equation to approach the steady-state solution [A. M. Berezhkovskii, C. Sample, and S. Y. Shvartsman, Biophys. J. 99, L59 (2010); A. M. Berezhkovskii, C. Sample, and S. Y. Shvartsman, Phys. Rev. E 83, 051906 (2011)]. Such a measure is referred to as a critical time. Here, we show that LAT is, in fact, identical to the concept of mean action time (MAT) that was first introduced by McNabb [A. McNabb and G. C. Wake, IMA J. Appl. Math. 47, 193 (1991)]. Although McNabb's initial argument was motivated by considering the mean particle lifetime (MPLT) for a linear death process, he applied the ideas to study diffusion. We extend the work of these authors by deriving expressions for the MAT for a general one-dimensional linear advection-diffusion-reaction problem. Using a combination of continuum and discrete approaches, we show that MAT and MPLT are equivalent for certain uniform-to-uniform transitions; these results provide a practical interpretation for MAT by directly linking the stochastic microscopic processes to a meaningful macroscopic time scale. We find that for more general transitions, the equivalence between MAT and MPLT does not hold. Unlike other critical time definitions, we show that it is possible to evaluate the MAT without solving the underlying partial differential equation (pde). This makes MAT a simple and attractive quantity for practical situations. Finally, our work explores the accuracy of certain approximations derived using MAT, showing that useful approximations for nonlinear kinetic processes can be obtained, again without treating the governing pde directly.

3D early embryogenesis image filtering by nonlinear partial differential equations.

PubMed

Krivá, Z; Mikula, K; Peyriéras, N; Rizzi, B; Sarti, A; Stasová, O

2010-08-01

We present nonlinear diffusion equations, numerical schemes to solve them and their application for filtering 3D images obtained from laser scanning microscopy (LSM) of living zebrafish embryos, with a goal to identify the optimal filtering method and its parameters. In the large scale applications dealing with analysis of 3D+time embryogenesis images, an important objective is a correct detection of the number and position of cell nuclei yielding the spatio-temporal cell lineage tree of embryogenesis. The filtering is the first and necessary step of the image analysis chain and must lead to correct results, removing the noise, sharpening the nuclei edges and correcting the acquisition errors related to spuriously connected subregions. In this paper we study such properties for the regularized Perona-Malik model and for the generalized mean curvature flow equations in the level-set formulation. A comparison with other nonlinear diffusion filters, like tensor anisotropic diffusion and Beltrami flow, is also included. All numerical schemes are based on the same discretization principles, i.e. finite volume method in space and semi-implicit scheme in time, for solving nonlinear partial differential equations. These numerical schemes are unconditionally stable, fast and naturally parallelizable. The filtering results are evaluated and compared first using the Mean Hausdorff distance between a gold standard and different isosurfaces of original and filtered data. Then, the number of isosurface connected components in a region of interest (ROI) detected in original and after the filtering is compared with the corresponding correct number of nuclei in the gold standard. Such analysis proves the robustness and reliability of the edge preserving nonlinear diffusion filtering for this type of data and lead to finding the optimal filtering parameters for the studied models and numerical schemes. Further comparisons consist in ability of splitting the very close objects which are artificially connected due to acquisition error intrinsically linked to physics of LSM. In all studied aspects it turned out that the nonlinear diffusion filter which is called geodesic mean curvature flow (GMCF) has the best performance. Copyright 2010 Elsevier B.V. All rights reserved.

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.

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.

PolyPole-1: An accurate numerical algorithm for intra-granular fission gas release

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

Pizzocri, D.; Rabiti, C.; Luzzi, L.

2016-09-01

This paper describes the development of a new numerical algorithm (called PolyPole-1) to efficiently solve the equation for intra-granular fission gas release in nuclear fuel. The work was carried out in collaboration with Politecnico di Milano and Institute for Transuranium Elements. The PolyPole-1 algorithms is being implemented in INL's fuels code BISON code as part of BISON's fission gas release model. The transport of fission gas from within the fuel grains to the grain boundaries (intra-granular fission gas release) is a fundamental controlling mechanism of fission gas release and gaseous swelling in nuclear fuel. Hence, accurate numerical solution of themore » corresponding mathematical problem needs to be included in fission gas behaviour models used in fuel performance codes. Under the assumption of equilibrium between trapping and resolution, the process can be described mathematically by a single diffusion equation for the gas atom concentration in a grain. In this work, we propose a new numerical algorithm (PolyPole-1) to efficiently solve the fission gas diffusion equation in time-varying conditions. The PolyPole-1 algorithm is based on the analytic modal solution of the diffusion equation for constant conditions, with the addition of polynomial corrective terms that embody the information on the deviation from constant conditions. The new algorithm is verified by comparing the results to a finite difference solution over a large number of randomly generated operation histories. Furthermore, comparison to state-of-the-art algorithms used in fuel performance codes demonstrates that the accuracy of the PolyPole-1 solution is superior to other algorithms, with similar computational effort. Finally, the concept of PolyPole-1 may be extended to the solution of the general problem of intra-granular fission gas diffusion during non-equilibrium trapping and resolution, which will be the subject of future work.« less

Theoretical studies of floating-reference method for NIR blood glucose sensing

NASA Astrophysics Data System (ADS)

Shi, Zhenzhi; Yang, Yue; Zhao, Huijuan; Chen, Wenliang; Liu, Rong; Xu, Kexin

2011-03-01

Non-invasive blood glucose monitoring using NIR light has been suffered from the variety of optical background that is mainly caused by the change of human body, such as the change of temperature, water concentration, and so on. In order to eliminate these internal influence and external interference a so called floating-reference method has been proposed to provide an internal reference. From the analysis of the diffuse reflectance spectrum, a position has been found where diffuse reflection of light is not sensitive to the glucose concentrations. Our previous work has proved the existence of reference position using diffusion equation. However, since glucose monitoring generally use the NIR light in region of 1000-2000nm, diffusion equation is not valid because of the high absorption coefficient and small source-detector separations. In this paper, steady-state high-order approximate model is used to further investigate the existence of the floating reference position in semi-infinite medium. Based on the analysis of different optical parameters on the impact of spatially resolved reflectance of light, we find that the existence of the floating-reference position is the result of the interaction of optical parameters. Comparing to the results of Monte Carlo simulation, the applicable region of diffusion approximation and higher-order approximation for the calculation of floating-reference position is discussed at the wavelength of 1000nm-1800nm, using the intralipid solution of different concentrations. The results indicate that when the reduced albedo is greater than 0.93, diffusion approximation results are more close to simulation results, otherwise the high order approximation is more applicable.

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.

Radial diffusion in magnetodiscs. [charged particle motion in planetary or stellar magnetosphere

NASA Technical Reports Server (NTRS)

Birmingham, T. J.

1985-01-01

The orbits of charged particles in magnetodiscs are considered. The bounce motion is assumed adiabatic except for transits of a small equatorial region of weak magnetic field strength and high field curvature. Previous theory and modeling have shown that particles scatter randomly in pitch angle with each passage through the equator. A peaked distribution thus diffuses in pitch angle on the time scale of many bounces. It is argued in this paper that spatial diffusion is a further consequence when the magnetodisc has a longitudinal asymmetry. A general expression for DLL, the diffusion of equatorial crossing radii, is derived. DLL is evaluated explicitly for ions in Jupiter's 20-35 radii magnetodisc, assumed to be represented by Connerney et al.'s (1982) Voyager model plus a small image dipole asymmetry. Rates are energy, species, and space dependent but can average as much as a few tenths of a planetary radius per bounce period.

Diffusion in shear flow

NASA Astrophysics Data System (ADS)

Dufty, J. W.

1984-09-01

Diffusion of a tagged particle in a fluid with uniform shear flow is described. The continuity equation for the probability density describing the position of the tagged particle is considered. The diffusion tensor is identified by expanding the irreversible part of the probability current to first order in the gradient of the probability density, but with no restriction on the shear rate. The tensor is expressed as the time integral of a nonequilibrium autocorrelation function for the velocity of the tagged particle in its local fluid rest frame, generalizing the Green-Kubo expression to the nonequilibrium state. The tensor is evaluated from results obtained previously for the velocity autocorrelation function that are exact for Maxwell molecules in the Boltzmann limit. The effects of viscous heating are included and the dependence on frequency and shear rate is displayed explicitly. The mode-coupling contributions to the frequency and shear-rate dependent diffusion tensor are calculated.

Spin diffusion from an inhomogeneous quench in an integrable system.

PubMed

Ljubotina, Marko; Žnidarič, Marko; Prosen, Tomaž

2017-07-13

Generalized hydrodynamics predicts universal ballistic transport in integrable lattice systems when prepared in generic inhomogeneous initial states. However, the ballistic contribution to transport can vanish in systems with additional discrete symmetries. Here we perform large scale numerical simulations of spin dynamics in the anisotropic Heisenberg XXZ spin 1/2 chain starting from an inhomogeneous mixed initial state which is symmetric with respect to a combination of spin reversal and spatial reflection. In the isotropic and easy-axis regimes we find non-ballistic spin transport which we analyse in detail in terms of scaling exponents of the transported magnetization and scaling profiles of the spin density. While in the easy-axis regime we find accurate evidence of normal diffusion, the spin transport in the isotropic case is clearly super-diffusive, with the scaling exponent very close to 2/3, but with universal scaling dynamics which obeys the diffusion equation in nonlinearly scaled time.

Moments of action provide insight into critical times for advection-diffusion-reaction processes.

PubMed

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

2012-09-01

Berezhkovskii and co-workers introduced the concept of local accumulation time as a finite measure of the time required for the transient solution of a reaction-diffusion equation to effectively reach steady state [Biophys J. 99, L59 (2010); Phys. Rev. E 83, 051906 (2011)]. Berezhkovskii's approach is a particular application of the concept of mean action time (MAT) that was introduced previously by McNabb [IMA J. Appl. Math. 47, 193 (1991)]. Here, we generalize these previous results by presenting a framework to calculate the MAT, as well as the higher moments, which we call the moments of action. The second moment is the variance of action time, the third moment is related to the skew of action time, and so on. We consider a general transition from some initial condition to an associated steady state for a one-dimensional linear advection-diffusion-reaction partial differential equation (PDE). Our results indicate that it is possible to solve for the moments of action exactly without requiring the transient solution of the PDE. We present specific examples that highlight potential weaknesses of previous studies that have considered the MAT alone without considering higher moments. Finally, we also provide a meaningful interpretation of the moments of action by presenting simulation results from a discrete random-walk model together with some analysis of the particle lifetime distribution. This work shows that the moments of action are identical to the moments of the particle lifetime distribution for certain transitions.

Computational Diffusion Magnetic Resonance Imaging Based on Time-Dependent Bloch NMR Flow Equation and Bessel Functions.

PubMed

Awojoyogbe, Bamidele O; Dada, Michael O; Onwu, Samuel O; Ige, Taofeeq A; Akinwande, Ninuola I

2016-04-01

Magnetic resonance imaging (MRI) uses a powerful magnetic field along with radio waves and a computer to produce highly detailed "slice-by-slice" pictures of virtually all internal structures of matter. The results enable physicians to examine parts of the body in minute detail and identify diseases in ways that are not possible with other techniques. For example, MRI is one of the few imaging tools that can see through bones, making it an excellent tool for examining the brain and other soft tissues. Pulsed-field gradient experiments provide a straightforward means of obtaining information on the translational motion of nuclear spins. However, the interpretation of the data is complicated by the effects of restricting geometries as in the case of most cancerous tissues and the mathematical concept required to account for this becomes very difficult. Most diffusion magnetic resonance techniques are based on the Stejskal-Tanner formulation usually derived from the Bloch-Torrey partial differential equation by including additional terms to accommodate the diffusion effect. Despite the early success of this technique, it has been shown that it has important limitations, the most of which occurs when there is orientation heterogeneity of the fibers in the voxel of interest (VOI). Overcoming this difficulty requires the specification of diffusion coefficients as function of spatial coordinate(s) and such a phenomenon is an indication of non-uniform compartmental conditions which can be analyzed accurately by solving the time-dependent Bloch NMR flow equation analytically. In this study, a mathematical formulation of magnetic resonance flow sequence in restricted geometry is developed based on a general second order partial differential equation derived directly from the fundamental Bloch NMR flow equations. The NMR signal is obtained completely in terms of NMR experimental parameters. The process is described based on Bessel functions and properties that can make it possible to distinguish cancerous cells from normal cells. A typical example of liver distinguished from gray matter, white matter and kidney is demonstrated. Bessel functions and properties are specifically needed to show the direct effect of the instantaneous velocity on the NMR signal originating from normal and abnormal tissues.

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

A near-wall four-equation turbulence model for compressible boundary layers

NASA Technical Reports Server (NTRS)

Sommer, T. P.; So, R. M. C.; Zhang, H. S.

1992-01-01

A near-wall four-equation turbulence model is developed for the calculation of high-speed compressible turbulent boundary layers. The four equations used are the k-epsilon equations and the theta(exp 2)-epsilon(sub theta) equations. These equations are used to define the turbulent diffusivities for momentum and heat fluxes, thus allowing the assumption of dynamic similarity between momentum and heat transport to be relaxed. The Favre-averaged equations of motion are solved in conjunction with the four transport equations. Calculations are compared with measurements and with another model's predictions where the assumption of the constant turbulent Prandtl number is invoked. Compressible flat plate turbulent boundary layers with both adiabatic and constant temperature wall boundary conditions are considered. Results for the range of low Mach numbers and temperature ratios investigated are essentially the same as those obtained using an identical near-wall k-epsilon model. In general, the numerical predictions are in very good agreement with measurements and there are significant improvements in the predictions of mean flow properties at high Mach numbers.

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.

Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

NASA Astrophysics Data System (ADS)

Chakraborty, Souvik; Chowdhury, Rajib

2016-11-01

This paper presents a new algorithm, referred to here as Galerkin based generalized analysis of variance decomposition (GG-ANOVA) for modelling input uncertainties and its propagation in incompressible fluid flow. The proposed approach utilizes ANOVA to represent the unknown stochastic response. Further, the unknown component functions of ANOVA are represented using the generalized polynomial chaos expansion (PCE). The resulting functional form obtained by coupling the ANOVA and PCE is substituted into the stochastic Navier-Stokes equation (NSE) and Galerkin projection is employed to decompose it into a set of coupled deterministic 'Navier-Stokes alike' equations. Temporal discretization of the set of coupled deterministic equations is performed by employing Adams-Bashforth scheme for convective term and Crank-Nicolson scheme for diffusion term. Spatial discretization is performed by employing finite difference scheme. Implementation of the proposed approach has been illustrated by two examples. In the first example, a stochastic ordinary differential equation has been considered. This example illustrates the performance of proposed approach with change in nature of random variable. Furthermore, convergence characteristics of GG-ANOVA has also been demonstrated. The second example investigates flow through a micro channel. Two case studies, namely the stochastic Kelvin-Helmholtz instability and stochastic vortex dipole, have been investigated. For all the problems results obtained using GG-ANOVA are in excellent agreement with benchmark solutions.

Link between alginate reaction front propagation and general reaction diffusion theory.

PubMed

Braschler, Thomas; Valero, Ana; Colella, Ludovica; Pataky, Kristopher; Brugger, Jürgen; Renaud, Philippe

2011-03-15

We provide a common theoretical framework reuniting specific models for the Ca(2+)-alginate system and general reaction diffusion theory along with experimental validation on a microfluidic chip. As a starting point, we use a set of nonlinear, partial differential equations that are traditionally solved numerically: the Mikkelsen-Elgsaeter model. Applying the traveling-wave hypothesis as a major simplification, we obtain an analytical solution. The solution indicates that the fundamental properties of the alginate reaction front are governed by a single dimensionless parameter λ. For small λ values, a large depletion zone accompanies the reaction front. For large λ values, the alginate reacts before having the time to diffuse significantly. We show that the λ parameter is of general importance beyond the alginate model system, as it can be used to classify known solutions for second-order reaction diffusion schemes, along with the novel solution presented here. For experimental validation, we develop a microchip model system, in which the alginate gel formation can be carried out in a highly controlled, essentially 1D environment. The use of a filter barrier enables us to rapidly renew the CaCl(2) solution, while maintaining flow speeds lower than 1 μm/s for the alginate compartment. This allows one to impose an exactly known bulk CaCl(2) concentration and diffusion resistance. This experimental model system, taken together with the theoretical development, enables the determination of the entire set of physicochemical parameters governing the alginate reaction front in a single experiment.

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.

Anomalous diffusion and long-range correlations in the score evolution of the game of cricket

NASA Astrophysics Data System (ADS)

Ribeiro, Haroldo V.; Mukherjee, Satyam; Zeng, Xiao Han T.

2012-08-01

We investigate the time evolution of the scores of the second most popular sport in the world: the game of cricket. By analyzing, event by event, the scores of more than 2000 matches, we point out that the score dynamics is an anomalous diffusive process. Our analysis reveals that the variance of the process is described by a power-law dependence with a superdiffusive exponent, that the scores are statistically self-similar following a universal Gaussian distribution, and that there are long-range correlations in the score evolution. We employ a generalized Langevin equation with a power-law correlated noise that describes all the empirical findings very well. These observations suggest that competition among agents may be a mechanism leading to anomalous diffusion and long-range correlation.

Stochastic collective dynamics of charged-particle beams in the stability regime

NASA Astrophysics Data System (ADS)

Petroni, Nicola Cufaro; de Martino, Salvatore; de Siena, Silvio; Illuminati, Fabrizio

2001-01-01

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

Analysis and design of numerical schemes for gas dynamics 1: Artificial diffusion, upwind biasing, limiters and their effect on accuracy and multigrid convergence

NASA Technical Reports Server (NTRS)

Jameson, Antony

1994-01-01

The theory of non-oscillatory scalar schemes is developed in this paper in terms of the local extremum diminishing (LED) principle that maxima should not increase and minima should not decrease. This principle can be used for multi-dimensional problems on both structured and unstructured meshes, while it is equivalent to the total variation diminishing (TVD) principle for one-dimensional problems. A new formulation of symmetric limited positive (SLIP) schemes is presented, which can be generalized to produce schemes with arbitrary high order of accuracy in regions where the solution contains no extrema, and which can also be implemented on multi-dimensional unstructured meshes. Systems of equations lead to waves traveling with distinct speeds and possibly in opposite directions. Alternative treatments using characteristic splitting and scalar diffusive fluxes are examined, together with modification of the scalar diffusion through the addition of pressure differences to the momentum equations to produce full upwinding in supersonic flow. This convective upwind and split pressure (CUSP) scheme exhibits very rapid convergence in multigrid calculations of transonic flow, and provides excellent shock resolution at very high Mach numbers.

Random element method for numerical modeling of diffusional processes

NASA Technical Reports Server (NTRS)

Ghoniem, A. F.; Oppenheim, A. K.

1982-01-01

The random element method is a generalization of the random vortex method that was developed for the numerical modeling of momentum transport processes as expressed in terms of the Navier-Stokes equations. The method is based on the concept that random walk, as exemplified by Brownian motion, is the stochastic manifestation of diffusional processes. The algorithm based on this method is grid-free and does not require the diffusion equation to be discritized over a mesh, it is thus devoid of numerical diffusion associated with finite difference methods. Moreover, the algorithm is self-adaptive in space and explicit in time, resulting in an improved numerical resolution of gradients as well as a simple and efficient computational procedure. The method is applied here to an assortment of problems of diffusion of momentum and energy in one-dimension as well as heat conduction in two-dimensions in order to assess its validity and accuracy. The numerical solutions obtained are found to be in good agreement with exact solution except for a statistical error introduced by using a finite number of elements, the error can be reduced by increasing the number of elements or by using ensemble averaging over a number of solutions.

Pre-Darcy Flow in Porous Media

NASA Astrophysics Data System (ADS)

Dejam, Morteza; Hassanzadeh, Hassan; Chen, Zhangxin

2017-10-01

Fluid flow in porous media is very important in a wide range of science and engineering applications. The entire establishment of fluid flow application in porous media is based on the use of an experimental law proposed by Darcy (1856). There are evidences in the literature that the flow of a fluid in consolidated and unconsolidated porous media does not follow Darcy law at very low fluxes, which is called pre-Darcy flow. In this paper, the unsteady flow regimes of a slightly compressible fluid under the linear and radial pre-Darcy flow conditions are modeled and the corresponding highly nonlinear diffusivity equations are solved analytically by aid of a generalized Boltzmann transformation technique. The influence of pre-Darcy flow on the pressure diffusion for homogeneous porous media is studied in terms of the nonlinear exponent and the threshold pressure gradient. In addition, the pressure gradient, flux, and cumulative production per unit area are compared with the classical solution of the diffusivity equation based on Darcy flow. The presented results advance our understanding of fluid flow in low-permeability media such as shale and tight formations, where pre-Darcy is the dominant flow regime.

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

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.

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

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

Calculation of Transport Coefficients in Dense Plasma Mixtures

NASA Astrophysics Data System (ADS)

Haxhimali, T.; Cabot, W. H.; Caspersen, K. J.; Greenough, J.; Miller, P. L.; Rudd, R. E.; Schwegler, E. R.

2011-10-01

We use classical molecular dynamics (MD) to estimate species diffusivity and viscosity in mixed dense plasmas. The Yukawa potential is used to describe the screened Coulomb interaction between the ions. This potential has been used widely, providing the basis for models of dense stellar materials, inertial confined plasmas, and colloidal particles in electrolytes. We calculate transport coefficients in equilibrium simulations using the Green- Kubo relation over a range of thermodynamic conditions including the viscosity and the self - diffusivity for each component of the mixture. The interdiffusivity (or mutual diffusivity) can then be related to the self-diffusivities by using a generalization of the Darken equation. We have also employed non-equilibrium MD to estimate interdiffusivity during the broadening of the interface between two regions each with a high concentration of either species. Here we present results for an asymmetric mixture between Ar and H. These can easily be extended to other plasma mixtures. A main motivation for this study is to develop accurate transport models that can be incorporated into the hydrodynamic codes to study hydrodynamic instabilities. We use classical molecular dynamics (MD) to estimate species diffusivity and viscosity in mixed dense plasmas. The Yukawa potential is used to describe the screened Coulomb interaction between the ions. This potential has been used widely, providing the basis for models of dense stellar materials, inertial confined plasmas, and colloidal particles in electrolytes. We calculate transport coefficients in equilibrium simulations using the Green- Kubo relation over a range of thermodynamic conditions including the viscosity and the self - diffusivity for each component of the mixture. The interdiffusivity (or mutual diffusivity) can then be related to the self-diffusivities by using a generalization of the Darken equation. We have also employed non-equilibrium MD to estimate interdiffusivity during the broadening of the interface between two regions each with a high concentration of either species. Here we present results for an asymmetric mixture between Ar and H. These can easily be extended to other plasma mixtures. A main motivation for this study is to develop accurate transport models that can be incorporated into the hydrodynamic codes to study hydrodynamic instabilities. This work was performed under the auspices of the US Dept. of Energy by Lawrence Livermore National Security, LLC under Contract DE-AC52-07NA27344.

High Field Transport of Free Carriers at the SI-SIO2 Interface.

DTIC Science & Technology

1983-10-27

nuotbor) - Investigations of interface transport, ballistic transport and generally speaking high field transport in silicon and III-V compounds are...Tang and K. Hess, "Energy Diffusion Equation for an Electron Gas Interacting with Polar Optical Phonons: Non- Parabolic Case," Solid State...deformation potential electron-phonon scattering coeffi- cents is preented for elemental and compound semiconductors. Explesions for t acoustical defonoation

Quantitative Examination of Corrosion Damage by Means of Thermal Response Measurements

NASA Technical Reports Server (NTRS)

Rajic, Nik

1998-01-01

Two computational methods are presented that enable a characterization of corrosion damage to be performed from thermal response measurements derived from a standard flash thermographic inspection. The first is based upon a one dimensional analytical solution to the heat diffusion equation and presumes the lateral extent of damage is large compared to the residual structural thickness, such that lateral heat diffusion effects can be considered insignificant. The second proposed method, based on a finite element optimization scheme, addresses the more general case where these conditions are not met. Results from an experimental application are given to illustrate the precision, robustness and practical efficacy of both methods.

Segregation of isotopes of heavy metals due to light-induced drift: results and problems

NASA Astrophysics Data System (ADS)

Sapar, A.; Aret, A.; Poolamäe, R.; Sapar, L.

2008-04-01

Atutov and Shalagin (1988) proposed light-induced drift (LID) as a physically well understandable mechanism to explain the formation of isotopic anomalies observed in CP stars. We have generalized the theory of LID and applied it to diffusion of heavy elements and their isotopes in quiescent atmospheres of CP stars. Diffusional segregation of isotopes of chemical elements is described by the equations of continuity and diffusion velocity. Computations of evolutionary sequences for the abundances of mercury isotopes in several model atmospheres have been made, using the Fortran 90 program SMART composed by the authors. Results confirm predominant role of LID in separation of isotopes.

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

Comparison between two meshless methods based on collocation technique for the numerical solution of four-species tumor growth model

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

As is said in [27], the tumor-growth model is the incorporation of nutrient within the mixture as opposed to being modeled with an auxiliary reaction-diffusion equation. The formulation involves systems of highly nonlinear partial differential equations of surface effects through diffuse-interface models [27]. Simulations of this practical model using numerical methods can be applied for evaluating it. The present paper investigates the solution of the tumor growth model with meshless techniques. Meshless methods are applied based on the collocation technique which employ multiquadrics (MQ) radial basis function (RBFs) and generalized moving least squares (GMLS) procedures. The main advantages of these choices come back to the natural behavior of meshless approaches. As well as, a method based on meshless approach can be applied easily for finding the solution of partial differential equations in high-dimension using any distributions of points on regular and irregular domains. The present paper involves a time-dependent system of partial differential equations that describes four-species tumor growth model. To overcome the time variable, two procedures will be used. One of them is a semi-implicit finite difference method based on Crank-Nicolson scheme and another one is based on explicit Runge-Kutta time integration. The first case gives a linear system of algebraic equations which will be solved at each time-step. The second case will be efficient but conditionally stable. The obtained numerical results are reported to confirm the ability of these techniques for solving the two and three-dimensional tumor-growth equations.

Implementation of the full viscoresistive magnetohydrodynamic equations in a nonlinear finite element code

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

Haverkort, J.W.; Dutch Institute for Fundamental Energy Research, P.O. Box 6336, 5600 HH Eindhoven; Blank, H.J. de

Numerical simulations form an indispensable tool to understand the behavior of a hot plasma that is created inside a tokamak for providing nuclear fusion energy. Various aspects of tokamak plasmas have been successfully studied through the reduced magnetohydrodynamic (MHD) model. The need for more complete modeling through the full MHD equations is addressed here. Our computational method is presented along with measures against possible problems regarding pollution, stability, and regularity. The problem of ensuring continuity of solutions in the center of a polar grid is addressed in the context of a finite element discretization of the full MHD equations. Amore » rigorous and generally applicable solution is proposed here. Useful analytical test cases are devised to verify the correct implementation of the momentum and induction equation, the hyperdiffusive terms, and the accuracy with which highly anisotropic diffusion can be simulated. A striking observation is that highly anisotropic diffusion can be treated with the same order of accuracy as isotropic diffusion, even on non-aligned grids, as long as these grids are generated with sufficient care. This property is shown to be associated with our use of a magnetic vector potential to describe the magnetic field. Several well-known instabilities are simulated to demonstrate the capabilities of the new method. The linear growth rate of an internal kink mode and a tearing mode are benchmarked against the results of a linear MHD code. The evolution of a tearing mode and the resulting magnetic islands are simulated well into the nonlinear regime. The results are compared with predictions from the reduced MHD model. Finally, a simulation of a ballooning mode illustrates the possibility to use our method as an ideal MHD method without the need to add any physical dissipation.« less

Infinite densities for Lévy walks.

PubMed

Rebenshtok, A; Denisov, S; Hänggi, P; Barkai, E

2014-12-01

Motion of particles in many systems exhibits a mixture between periods of random diffusive-like events and ballistic-like motion. In many cases, such systems exhibit strong anomalous diffusion, where low-order moments 〈|x(t)|(q)〉 with q below a critical value q(c) exhibit diffusive scaling while for q>q(c) a ballistic scaling emerges. The mixed dynamics constitutes a theoretical challenge since it does not fall into a unique category of motion, e.g., the known diffusion equations and central limit theorems fail to describe both aspects. In this paper we resolve this problem by resorting to the concept of infinite density. Using the widely applicable Lévy walk model, we find a general expression for the corresponding non-normalized density which is fully determined by the particles velocity distribution, the anomalous diffusion exponent α, and the diffusion coefficient K(α). We explain how infinite densities play a central role in the description of dynamics of a large class of physical processes and discuss how they can be evaluated from experimental or numerical data.

Magnetic resonance electrical impedance tomography (MREIT) based on the solution of the convection equation using FEM with stabilization.

PubMed

Oran, Omer Faruk; Ider, Yusuf Ziya

2012-08-21

Most algorithms for magnetic resonance electrical impedance tomography (MREIT) concentrate on reconstructing the internal conductivity distribution of a conductive object from the Laplacian of only one component of the magnetic flux density (∇²B(z)) generated by the internal current distribution. In this study, a new algorithm is proposed to solve this ∇²B(z)-based MREIT problem which is mathematically formulated as the steady-state scalar pure convection equation. Numerical methods developed for the solution of the more general convection-diffusion equation are utilized. It is known that the solution of the pure convection equation is numerically unstable if sharp variations of the field variable (in this case conductivity) exist or if there are inconsistent boundary conditions. Various stabilization techniques, based on introducing artificial diffusion, are developed to handle such cases and in this study the streamline upwind Petrov-Galerkin (SUPG) stabilization method is incorporated into the Galerkin weighted residual finite element method (FEM) to numerically solve the MREIT problem. The proposed algorithm is tested with simulated and also experimental data from phantoms. Successful conductivity reconstructions are obtained by solving the related convection equation using the Galerkin weighted residual FEM when there are no sharp variations in the actual conductivity distribution. However, when there is noise in the magnetic flux density data or when there are sharp variations in conductivity, it is found that SUPG stabilization is beneficial.

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.

Mass transfer equation for proteins in very high-pressure liquid chromatography.

PubMed

Gritti, Fabrice; Guiochon, Georges

2009-04-01

The mass transfer kinetics of human insulin was investigated on a 50 mm x 2.1 mm column packed with 1.7 microm BEH-C(18) particles, eluted with a water/acetonitrile/trifluoroacetic acid (TFA) (68/32/0.1, v/v/v) solution. The different contributions to the mass transfer kinetics, e.g., those of longitudinal diffusion, eddy dispersion, the film mass transfer resistance, cross-particle diffusivity, adsorption-desorption kinetics, and transcolumn differential sorption, were incorporated into a general mass transfer equation designed to account for the mass transfer kinetics of proteins under high pressure. More specifically, this equation includes the effects of pore size exclusion, pressure, and temperature on the band broadening of a protein. The flow rate was first increased from 0.001 to 0.250 mL/min, the pressure drop increasing from 2 to 298 bar, and the column being placed in stagnant air at 296.5 K, in order to determine the effective diffusivity of insulin through the porous particles, the mass transfer rate constants, and the adsorption equilibrium constant in the low-pressure range. Then, the column inlet pressure was increased by using capillary flow restrictors downstream the column, at the constant flow rate of 0.03 mL/min. The column temperature was kept uniform by immersing the column in a circulating water bath thermostatted at 298.7 and 323.15 K, successively. The results showed that the surface diffusion coefficient of insulin decreases faster than its bulk diffusion coefficient with increasing average column pressure. This is consistent with the adsorption energy of insulin onto the BEH-C(18) surface increasing strongly with increasing pressure. In contrast, given the precision of the height equivalent to a theoretical plate (HETP) measurement (+/-12%), the adsorption kinetics of insulin appears to be rather independent of the pressure. On average, the adsorption rate constant of insulin is doubled from about 40 to 80 s(-1) when the temperature increases from 298.7 to 323.15 K.

Dimensionless numbers and correlating equations for the analysis of the membrane-gas diffusion electrode assembly in polymer electrolyte fuel cells

NASA Astrophysics Data System (ADS)

Gyenge, E. L.

The Quraishi-Fahidy method [Can. J. Chem. Eng. 59 (1981) 563] was employed to derive characteristic dimensionless numbers for the membrane-electrolyte, cathode catalyst layer and gas diffuser, respectively, based on the model presented by Bernardi and Verbrugge for polymer electrolyte fuel cells [AIChE J. 37 (1991) 1151]. Monomial correlations among dimensionless numbers were developed and tested against experimental and mathematical modeling results. Dimensionless numbers comparing the bulk and surface-convective ionic conductivities, the electric and viscous forces and the current density and the fixed surface charges, were employed to describe the membrane ohmic drop and its non-linear dependence on current density due to membrane dehydration. The analysis of the catalyst layer yielded electrode kinetic equivalents of the second Damköhler number and Thiele modulus, influencing the penetration depth of the oxygen reduction front based on the pseudohomogeneous film model. The correlating equations for the catalyst layer could describe in a general analytical form, all the possible electrode polarization scenarios such as electrode kinetic control coupled or not with ionic and/or oxygen mass transport limitation. For the gas diffusion-backing layer correlations are presented in terms of the Nusselt number for mass transfer in electrochemical systems. The dimensionless number-based correlating equations for the membrane electrode assembly (MEA) could provide a practical approach to quantify single-cell polarization results obtained under a variety of experimental conditions and to implement them in models of the fuel cell stack.

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.

Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

NASA Technical Reports Server (NTRS)

Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.

Aerodynamic design guidelines and computer program for estimation of subsonic wind tunnel performance

NASA Technical Reports Server (NTRS)

Eckert, W. T.; Mort, K. W.; Jope, J.

1976-01-01

General guidelines are given for the design of diffusers, contractions, corners, and the inlets and exits of non-return tunnels. A system of equations, reflecting the current technology, has been compiled and assembled into a computer program (a user's manual for this program is included) for determining the total pressure losses. The formulation presented is applicable to compressible flow through most closed- or open-throat, single-, double-, or non-return wind tunnels. A comparison of estimated performance with that actually achieved by several existing facilities produced generally good agreement.

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

Asymptotic proportionality (weak ergodicity) and conditional asymptotic equality of solutions to time-heterogeneous sublinear difference and differential equations

NASA Astrophysics Data System (ADS)

Thieme, Horst R.

The concept of asymptotic proportionality and conditional asymptotic equality which is presented here aims at making global asymptotic stability statements for time-heterogeneous difference and differential equations. For such non-autonomous problems (apart from special cases) no prominent special solutions (equilibra, periodic solutions) exist which are natural candidates for the asymptotic behaviour of arbitrary solutions. One way out of this dilemma consists in looking for conditions under which any two solutions to the problem (with different initial conditions) behave in a similar or even the same way as time tends to infinity. We study a general sublinear difference equation in an ordered Banach space and, for illustration, time-heterogeneous versions of several well-known differential equations modelling the spread of gonorrhea in a heterogeneous population, the spread of a vector-borne infectious disease, and the dynamics of a logistically growing spatially diffusing population.

Calculating the True and Observed Rates of Complex Heterogeneous Catalytic Reactions

NASA Astrophysics Data System (ADS)

Avetisov, A. K.; Zyskin, A. G.

2018-06-01

Equations of the theory of steady-state complex reactions are considered in matrix form. A set of stage stationarity equations is given, and an algorithm is described for deriving the canonic set of stationarity equations with appropriate corrections for the existence of fast stages in a mechanism. A formula for calculating the number of key compounds is presented. The applicability of the Gibbs rule to estimating the number of independent compounds in a complex reaction is analyzed. Some matrix equations relating the rates of dependent and key substances are derived. They are used as a basis to determine the general diffusion stoichiometry relationships between temperature, the concentrations of dependent reaction participants, and the concentrations of key reaction participants in a catalyst grain. An algorithm is described for calculating heat and mass transfer in a catalyst grain with respect to arbitrary complex heterogeneous catalytic reactions.

Modification of wave-cut and faulting-controlled landforms.

USGS Publications Warehouse

Hanks, T.C.; Bucknam, R.C.; Lajoie, K.R.; Wallace, R.E.

1984-01-01

From a casual observation that the form of degraded fault scarps resembles the error function, this investigation proceeds through an elementary diffusion equation representation of landform evolution to the application of the resulting equations to the modern topography of scarplike landforms. The value of K = 1 GKG (K = 'mass diffusivity'; 1 GKG = 1m2/ka) may be generally applicable as a good first approximation, to the modification of alluvial terranes within the semiarid regions of the western United States. The Lake Bonneville shoreline K is the basis for dating four sets of fault scarps in west-central Utah. The Drum Mountains fault scarps date at 3.6 to 5.7 ka BP. Fault scarps along the eastern base of the Fish Springs Range are very young, 3 ka BP. We estimate the age of fault scarps along the western flank of the Oquirrh Mountains to be 32 ka B.P. Fault scarps along the NE margin of the Sheeprock Mountains are even older, 53 ka BP. -from Authors

Langevin equation in systems with also negative temperatures

NASA Astrophysics Data System (ADS)

Baldovin, Marco; Puglisi, Andrea; Vulpiani, Angelo

2018-04-01

We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute temperature. We first give some phenomenological arguments suggesting the shape of the viscous drift, replacing the usual linear viscous damping, and its relation with the diffusion coefficient modulating the white noise term. As a second step, we implement a procedure to reconstruct the drift and the diffusion term of the LE from the time-series of the momentum of a heavy particle embedded in a large Hamiltonian system. The results of our reconstruction are in good agreement with the phenomenological arguments. Applying the method to systems with negative temperature, we can observe that also in this case there is a suitable LE, obtained with a precise protocol, able to reproduce in a proper way the statistical features of the slow variables. In other words, even in this context, systems with negative temperature do not show any pathology.

Computation of Turbulent Heat Transfer on the Walls of a 180 Degree Turn Channel With a Low Reynolds Number Reynolds Stress Model

NASA Technical Reports Server (NTRS)

Ameri, A. A.; Rigby, D. L.; Steinthorsson, E.; Gaugler, Raymond (Technical Monitor)

2002-01-01

The Low Reynolds number version of the Stress-omega model and the two equation k-omega model of Wilcox were used for the calculation of turbulent heat transfer in a 180 degree turn simulating an internal coolant passage. The Stress-omega model was chosen for its robustness. The turbulent thermal fluxes were calculated by modifying and using the Generalized Gradient Diffusion Hypothesis. The results showed that using this Reynolds Stress model allowed better prediction of heat transfer compared to the k-omega two equation model. This improvement however required a finer grid and commensurately more CPU time.

Development of a second order closure model for computation of turbulent diffusion flames

NASA Technical Reports Server (NTRS)

Varma, A. K.; Donaldson, C. D.

1974-01-01

A typical eddy box model for the second-order closure of turbulent, multispecies, reacting flows developed. The model structure was quite general and was valid for an arbitrary number of species. For the case of a reaction involving three species, the nine model parameters were determined from equations for nine independent first- and second-order correlations. The model enabled calculation of any higher-order correlation involving mass fractions, temperatures, and reaction rates in terms of first- and second-order correlations. Model predictions for the reaction rate were in very good agreement with exact solutions of the reaction rate equations for a number of assumed flow distributions.

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.

Evolution of the concentration PDF in random environments modeled by global random walk

NASA Astrophysics Data System (ADS)

Suciu, Nicolae; Vamos, Calin; Attinger, Sabine; Knabner, Peter

2013-04-01

The evolution of the probability density function (PDF) of concentrations of chemical species transported in random environments is often modeled by ensembles of notional particles. The particles move in physical space along stochastic-Lagrangian trajectories governed by Ito equations, with drift coefficients given by the local values of the resolved velocity field and diffusion coefficients obtained by stochastic or space-filtering upscaling procedures. A general model for the sub-grid mixing also can be formulated as a system of Ito equations solving for trajectories in the composition space. The PDF is finally estimated by the number of particles in space-concentration control volumes. In spite of their efficiency, Lagrangian approaches suffer from two severe limitations. Since the particle trajectories are constructed sequentially, the demanded computing resources increase linearly with the number of particles. Moreover, the need to gather particles at the center of computational cells to perform the mixing step and to estimate statistical parameters, as well as the interpolation of various terms to particle positions, inevitably produce numerical diffusion in either particle-mesh or grid-free particle methods. To overcome these limitations, we introduce a global random walk method to solve the system of Ito equations in physical and composition spaces, which models the evolution of the random concentration's PDF. The algorithm consists of a superposition on a regular lattice of many weak Euler schemes for the set of Ito equations. Since all particles starting from a site of the space-concentration lattice are spread in a single numerical procedure, one obtains PDF estimates at the lattice sites at computational costs comparable with those for solving the system of Ito equations associated to a single particle. The new method avoids the limitations concerning the number of particles in Lagrangian approaches, completely removes the numerical diffusion, and speeds up the computation by orders of magnitude. The approach is illustrated for the transport of passive scalars in heterogeneous aquifers, with hydraulic conductivity modeled as a random field.

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.

Earth Reflected Solar Radiation Incident upon an Arbitrarily Oriented Spinning Flat Plate

NASA Technical Reports Server (NTRS)

Cunningham, Fred G.

1963-01-01

A general derivation is given for the earth reflected solar radiation input to a flat plate--a solar cell paddle, for example--which is spinning about an axis coincident with the axis of symmetry of the satellite to which it is affixed. The resulting equations are written for the general case so that arbitrary orientations of the spin axis with respect to the earth-satellite line and arbitrary orientations of the normal to the plate with respect to the spin axis can be treated. No attempt is made to perform the resulting integrations because of the complexity of the equations; nor is there any attempt to delineate the integration limits for the general case. However, the equations governing these limits are given. The appendixes contain: the results, in graphical form, of two representative examples; the general computer program for the calculation is given in Fortran notation; and the results of a calculation of the distribution of albedo energy on the proposed Echo II satellite. The value of the mean solar constant used is 1.395 times 10 (sup 4) ergs per centimeters-squared per second; the mean albedo of the earth is assumed to be 0.34; and the earth is assumed to be a diffuse reflector.

Transport of water and ions in partially water-saturated porous media. Part 1. Constitutive equations

NASA Astrophysics Data System (ADS)

Revil, A.

2017-05-01

I developed a model of cross-coupled flow in partially saturated porous media based on electrokinetic coupling including the effect of ion filtration (normal and reverse osmosis) and the multi-component nature of the pore water (wetting) phase. The model also handles diffusion and membrane polarization but is valid only for saturations above the irreducible water saturation. I start with the local Nernst-Planck and Stokes equations and I use a volume-averaging procedure to obtain the generalized Ohm, Fick, and Darcy equations with cross-coupling terms at the scale of a representative elementary volume of the porous rock. These coupling terms obey Onsager's reciprocity, which is a required condition, at the macroscale, to keep the total dissipation function of the system positive. Rather than writing the electrokinetic terms in terms of zeta potential (the double layer electrical potential on the slipping plane located in the pore water), I developed the model in terms of an effective charge density dragged by the flow of the pore water. This effective charge density is found to be strongly controlled by the permeability and the water saturation. I also developed an electrical conductivity equation including the effect of saturation on both bulk and surface conductivities, the surface conductivity being associated with electromigration in the electrical diffuse layer coating the grains. This surface conductivity depends on the CEC of the porous material.

Raetrad model extensions for radon entry into multi-level buildings with basements or crawl spaces.

PubMed

Nielson, K K; Rogers, V C; Rogers, V; Holt, R B

1997-10-01

The RAETRAD model was generalized to characterize radon generation and movement from soils and building materials into multi-level buildings with basements or crawl spaces. With the generalization, the model retains its original simplicity and ease of use. The model calculates radon entry rates that are consistent with measurements published for basement test structures at Colorado State University, confirming approximately equal contributions from diffusion and pressure-driven air flow at indoor-outdoor air pressure differences of deltaP(i-o) = -3.5 Pa. About one-fourth of the diffusive radon entry comes from concrete slabs and three-fourths comes from the surrounding soils. Calculated radon entry rates with and without a barrier over floor-wall shrinkage cracks generally agree with Colorado State University measurements when a sustained pressure of deltaP(i-o) = -2 Pa is used to represent calm wind (<1 m s(-1)) conditions. Calculated radon distributions in a 2-level house also are consistent with published measurements and equations.

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

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.

Potential of pin-by-pin SPN calculations as an industrial reference

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

Fliscounakis, M.; Girardi, E.; Courau, T.

2012-07-01

This paper aims at analysing the potential of pin-by-pin SP{sub n} calculations to compute the neutronic flux in PWR cores as an alternative to the diffusion approximation. As far as pin-by-pin calculations are concerned, a SPH equivalence is used to preserve the reactions rates. The use of SPH equivalence is a common practice in core diffusion calculations. In this paper, a methodology to generalize the equivalence procedure in the SP{sub n} equations context is presented. In order to verify and validate the equivalence procedure, SP{sub n} calculations are compared to 2D transport reference results obtained with the APOLL02 code. Themore » validation cases consist in 3x3 analytical assembly color sets involving burn-up heterogeneities, UOX/MOX interfaces, and control rods. Considering various energy discretizations (up to 26 groups) and flux development orders (up to 7) for the SP{sub n} equations, results show that 26-group SP{sub 3} calculations are very close to the transport reference (with pin production rates discrepancies < 1%). This proves the high interest of pin-by-pin SP{sub n} calculations as an industrial reference when relying on 26 energy groups combined with SP{sub 3} flux development order. Additionally, the SP{sub n} results are compared to diffusion pin-by-pin calculations, in order to evaluate the potential benefit of using a SP{sub n} solver as an alternative to diffusion. Discrepancies on pin-production rates are less than 1.6% for 6-group SP{sub 3} calculations against 3.2% for 2-group diffusion calculations. This shows that SP{sub n} solvers may be considered as an alternative to multigroup diffusion. (authors)« less

Effects of radial distribution of entropy diffusivity on critical modes of anelastic thermal convection in rotating spherical shells

NASA Astrophysics Data System (ADS)

Sasaki, Youhei; Takehiro, Shin-ichi; Ishiwatari, Masaki; Yamada, Michio

2018-03-01

Linear stability analysis of anelastic thermal convection in a rotating spherical shell with entropy diffusivities varying in the radial direction is performed. The structures of critical convection are obtained in the cases of four different radial distributions of entropy diffusivity; (1) κ is constant, (2) κT0 is constant, (3) κρ0 is constant, and (4) κρ0T0 is constant, where κ is the entropy diffusivity, T0 is the temperature of basic state, and ρ0 is the density of basic state, respectively. The ratio of inner and outer radii, the Prandtl number, the polytropic index, and the density ratio are 0.35, 1, 2, and 5, respectively. The value of the Ekman number is 10-3 or 10-5 . In the case of (1), where the setup is same as that of the anelastic dynamo benchmark (Jones et al., 2011), the structure of critical convection is concentrated near the outer boundary of the spherical shell around the equator. However, in the cases of (2), (3) and (4), the convection columns attach the inner boundary of the spherical shell. A rapidly rotating annulus model for anelastic systems is developed by assuming that convection structure is uniform in the axial direction taking into account the strong effect of Coriolis force. The annulus model well explains the characteristics of critical convection obtained numerically, such as critical azimuthal wavenumber, frequency, Rayleigh number, and the cylindrically radial location of convection columns. The radial distribution of entropy diffusivity, or more generally, diffusion properties in the entropy equation, is important for convection structure, because it determines the distribution of radial basic entropy gradient which is crucial for location of convection columns.

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.

Poisson-Boltzmann-Nernst-Planck model

NASA Astrophysics Data System (ADS)

Zheng, Qiong; Wei, Guo-Wei

2011-05-01

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

Poisson-Boltzmann-Nernst-Planck model

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

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

2011-05-21

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

Poisson–Boltzmann–Nernst–Planck model

PubMed Central

Zheng, Qiong; Wei, Guo-Wei

2011-01-01

The Poisson–Nernst–Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst–Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst–Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst–Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson–Boltzmann and Nernst–Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external voltages. Extensive numerical experiments show that there is an excellent consistency between the results predicted from the present PBNP model and those obtained from the PNP model in terms of the electrostatic potentials, ion concentration profiles, and current–voltage (I–V) curves. The present PBNP model is further validated by a comparison with experimental measurements of I–V curves under various ion bulk concentrations. Numerical experiments indicate that the proposed PBNP model is more efficient than the original PNP model in terms of simulation time. PMID:21599038

Poisson-Boltzmann-Nernst-Planck model.

PubMed

Zheng, Qiong; Wei, Guo-Wei

2011-05-21

The Poisson-Nernst-Planck (PNP) model is based on a mean-field approximation of ion interactions and continuum descriptions of concentration and electrostatic potential. It provides qualitative explanation and increasingly quantitative predictions of experimental measurements for the ion transport problems in many areas such as semiconductor devices, nanofluidic systems, and biological systems, despite many limitations. While the PNP model gives a good prediction of the ion transport phenomenon for chemical, physical, and biological systems, the number of equations to be solved and the number of diffusion coefficient profiles to be determined for the calculation directly depend on the number of ion species in the system, since each ion species corresponds to one Nernst-Planck equation and one position-dependent diffusion coefficient profile. In a complex system with multiple ion species, the PNP can be computationally expensive and parameter demanding, as experimental measurements of diffusion coefficient profiles are generally quite limited for most confined regions such as ion channels, nanostructures and nanopores. We propose an alternative model to reduce number of Nernst-Planck equations to be solved in complex chemical and biological systems with multiple ion species by substituting Nernst-Planck equations with Boltzmann distributions of ion concentrations. As such, we solve the coupled Poisson-Boltzmann and Nernst-Planck (PBNP) equations, instead of the PNP equations. The proposed PBNP equations are derived from a total energy functional by using the variational principle. We design a number of computational techniques, including the Dirichlet to Neumann mapping, the matched interface and boundary, and relaxation based iterative procedure, to ensure efficient solution of the proposed PBNP equations. Two protein molecules, cytochrome c551 and Gramicidin A, are employed to validate the proposed model under a wide range of bulk ion concentrations and external voltages. Extensive numerical experiments show that there is an excellent consistency between the results predicted from the present PBNP model and those obtained from the PNP model in terms of the electrostatic potentials, ion concentration profiles, and current-voltage (I-V) curves. The present PBNP model is further validated by a comparison with experimental measurements of I-V curves under various ion bulk concentrations. Numerical experiments indicate that the proposed PBNP model is more efficient than the original PNP model in terms of simulation time. © 2011 American Institute of Physics.

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

Delay-induced Turing-like waves for one-species reaction-diffusion model on a network

NASA Astrophysics Data System (ADS)

Petit, Julien; Carletti, Timoteo; Asllani, Malbor; Fanelli, Duccio

2015-09-01

A one-species time-delay reaction-diffusion system defined on a complex network is studied. Traveling waves are predicted to occur following a symmetry-breaking instability of a homogeneous stationary stable solution, subject to an external nonhomogeneous perturbation. These are generalized Turing-like waves that materialize in a single-species populations dynamics model, as the unexpected byproduct of the imposed delay in the diffusion part. Sufficient conditions for the onset of the instability are mathematically provided by performing a linear stability analysis adapted to time-delayed differential equations. The method here developed exploits the properties of the Lambert W-function. The prediction of the theory are confirmed by direct numerical simulation carried out for a modified version of the classical Fisher model, defined on a Watts-Strogatz network and with the inclusion of the delay.

The Local Discontinuous Galerkin Method for Time-Dependent Convection-Diffusion Systems

NASA Technical Reports Server (NTRS)

Cockburn, Bernardo; Shu, Chi-Wang

1997-01-01

In this paper, we study the Local Discontinuous Galerkin methods for nonlinear, time-dependent convection-diffusion systems. These methods are an extension of the Runge-Kutta Discontinuous Galerkin methods for purely hyperbolic systems to convection-diffusion systems and share with those methods their high parallelizability, their high-order formal accuracy, and their easy handling of complicated geometries, for convection dominated problems. It is proven that for scalar equations, the Local Discontinuous Galerkin methods are L(sup 2)-stable in the nonlinear case. Moreover, in the linear case, it is shown that if polynomials of degree k are used, the methods are k-th order accurate for general triangulations; although this order of convergence is suboptimal, it is sharp for the LDG methods. Preliminary numerical examples displaying the performance of the method are shown.

Three FORTRAN programs for finite-difference solutions to binary diffusion in one and two phases with composition-and time-dependent diffusion coefficients

USGS Publications Warehouse

Sanford, R.F.

1982-01-01

Geological examples of binary diffusion are numerous. They are potential indicators of the duration and rates of geological processes. Analytical solutions to the diffusion equations generally do not allow for variable diffusion coefficients, changing boundary conditions, and impingement of diffusion fields. The three programs presented here are based on Crank-Nicholson finite-difference approximations, which can take into account these complicating factors. Program 1 describes the diffusion of a component into an initially homogeneous phase that has a constant surface composition. Specifically it is written for Fe-Mg exchange in olivine at oxygen fugacities appropriate for the lunar crust, but other components, phases, or fugacities may be substituted by changing the values of the diffusion coefficient. Program 2 simulates the growth of exsolution lamellae. Program 3 describes the growth of reaction rims. These two programs are written for pseudobinary Ca-(Mg, Fe) exchange in pyroxenes. In all three programs, the diffusion coefficients and boundary conditions can be varied systematically with time. To enable users to employ widely different numerical values for diffusion coefficients and diffusion distance, the grid spacing in the space dimension and the increment by which the grid spacing in the time dimension is increased at each time step are input constants that can be varied each time the programs are run to yield a solution of the desired accuracy. ?? 1982.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics

PubMed Central

Yates, Christian A.

2016-01-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction–diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. PMID:27628171

Diffusion Limitations in Root Uptake of Cadmium and Zinc, But Not Nickel, and Resulting Bias in the Michaelis Constant1[W][OA

PubMed Central

Degryse, Fien; Shahbazi, Afsaneh; Verheyen, Liesbeth; Smolders, Erik

2012-01-01

It has long been recognized that diffusive boundary layers affect the determination of active transport parameters, but this has been largely overlooked in plant physiological research. We studied the short-term uptake of cadmium (Cd), zinc (Zn), and nickel (Ni) by spinach (Spinacia oleracea) and tomato (Lycopersicon esculentum) in solutions with or without metal complexes. At same free ion concentration, the presence of complexes, which enhance the diffusion flux, increased the uptake of Cd and Zn, whereas Ni uptake was unaffected. Competition effects of protons on Cd and Zn uptake were observed only at a very large degree of buffering, while competition of magnesium ions on Ni uptake was observed even in unbuffered solutions. These results strongly suggest that uptake of Cd and Zn is limited by diffusion of the free ion to the roots, except at very high degree of solution buffering, whereas Ni uptake is generally internalization limited. All results could be well described by a model that combined a diffusion equation with a competitive Michaelis-Menten equation. Direct uptake of the complex was estimated to be a major contribution only at millimolar concentrations of the complex or at very large ratios of complex to free ion concentration. The true Km for uptake of Cd2+ and Zn2+ was estimated at <5 nm, three orders of magnitude smaller than the Km measured in unbuffered solutions. Published Michaelis constants for plant uptake of Cd and Zn likely strongly overestimate physiological ones and should not be interpreted as an indicator of transporter affinity. PMID:22864584

Brownian dynamics of confined rigid bodies

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

Delong, Steven; Balboa Usabiaga, Florencio; Donev, Aleksandar, E-mail: donev@courant.nyu.edu

2015-10-14

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust, space efficient, and easy to accumulate. We construct a system of overdamped Langevin equations in the quaternion representation that accounts for hydrodynamic effects, preserves the unit-norm constraint on the quaternion, and is time reversible with respect to the Gibbs-Boltzmann distribution at equilibrium. We introduce two schemes for temporal integration of the overdamped Langevin equations of motion, one based on the Fixman midpoint method and the othermore » based on a random finite difference approach, both of which ensure that the correct stochastic drift term is captured in a computationally efficient way. We study several examples of rigid colloidal particles diffusing near a no-slip boundary and demonstrate the importance of the choice of tracking point on the measured translational mean square displacement (MSD). We examine the average short-time as well as the long-time quasi-two-dimensional diffusion coefficient of a rigid particle sedimented near a bottom wall due to gravity. For several particle shapes, we find a choice of tracking point that makes the MSD essentially linear with time, allowing us to estimate the long-time diffusion coefficient efficiently using a Monte Carlo method. However, in general, such a special choice of tracking point does not exist, and numerical techniques for simulating long trajectories, such as the ones we introduce here, are necessary to study diffusion on long time scales.« less

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.

A selection criterion for patterns in reaction–diffusion systems

PubMed Central

2014-01-01

Background Alan Turing’s work in Morphogenesis has received wide attention during the past 60 years. The central idea behind his theory is that two chemically interacting diffusible substances are able to generate stable spatial patterns, provided certain conditions are met. Ever since, extensive work on several kinds of pattern-generating reaction diffusion systems has been done. Nevertheless, prediction of specific patterns is far from being straightforward, and a great deal of interest in deciphering how to generate specific patterns under controlled conditions prevails. Results Techniques allowing one to predict what kind of spatial structure will emerge from reaction–diffusion systems remain unknown. In response to this need, we consider a generalized reaction diffusion system on a planar domain and provide an analytic criterion to determine whether spots or stripes will be formed. Our criterion is motivated by the existence of an associated energy function that allows bringing in the intuition provided by phase transitions phenomena. Conclusions Our criterion is proved rigorously in some situations, generalizing well-known results for the scalar equation where the pattern selection process can be understood in terms of a potential. In more complex settings it is investigated numerically. Our work constitutes a first step towards rigorous pattern prediction in arbitrary geometries/conditions. Advances in this direction are highly applicable to the efficient design of Biotechnology and Developmental Biology experiments, as well as in simplifying the analysis of morphogenetic models. PMID:24476200

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.

Simulations of induced-charge electro-osmosis in microfluidic devices

NASA Astrophysics Data System (ADS)

Ben, Yuxing

2005-03-01

Theories of nonlinear electrokinetic phenomena generally assume a uniform, neutral bulk electroylte in contact with a polarizable thin double layer near a metal or dielectric surface, which acts as a "capacitor skin". Induced-charge electro-osmosis (ICEO) is the general effect of nonlinear electro-osmotic slip, when an applied electric field acts on its own induced (diffuse) double-layer charge. In most theoretical and experimental work, ICEO has been studied in very simple geometries, such as colloidal spheres and planar, periodic micro-electrode arrays. Here we use finite-element simulations to predict how more complicated geometries of polarizable surfaces and/or electrodes yield flow profiles with subtle dependence on the amplitude and frequency of the applied voltage. We also consider how the simple model equations break down, due to surface conduction, bulk diffusion, and concentration polarization, for large applied voltages (as in most experiments).

The Anderson localization problem, the Fermi-Pasta-Ulam paradox and the generalized diffusion approach

NASA Astrophysics Data System (ADS)

Kuzovkov, V. N.

2011-12-01

The goal of this paper is twofold. First, based on the interpretation of a quantum tight-binding model in terms of a classical Hamiltonian map, we consider the Anderson localization (AL) problem as the Fermi-Pasta-Ulam (FPU) effect in a modified dynamical system containing both stable and unstable (inverted) modes. Delocalized states in the AL are analogous to the stable quasi-periodic motion in FPU, whereas localized states are analogous to thermalization, respectively. The second aim is to use the classical Hamilton map for a simplified derivation of exact equations for the localization operator H(z). The latter was presented earlier (Kuzovkov et al 2002 J. Phys.: Condens. Matter 14 13777) treating the AL as a generalized diffusion in a dynamical system. We demonstrate that counter-intuitive results of our studies of the AL are similar to the FPU counter-intuitivity.

Master equations and the theory of stochastic path integrals

NASA Astrophysics Data System (ADS)

Weber, Markus F.; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a ‘generating functional’, which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a ‘forward’ and a ‘backward’ path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

Master equations and the theory of stochastic path integrals.

PubMed

Weber, Markus F; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a 'generating functional', which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a 'forward' and a 'backward' path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

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.

A generalized electron energy probability function for inductively coupled plasmas under conditions of nonlocal electron kinetics

NASA Astrophysics Data System (ADS)

Mouchtouris, S.; Kokkoris, G.

2018-01-01

A generalized equation for the electron energy probability function (EEPF) of inductively coupled Ar plasmas is proposed under conditions of nonlocal electron kinetics and diffusive cooling. The proposed equation describes the local EEPF in a discharge and the independent variable is the kinetic energy of electrons. The EEPF consists of a bulk and a depleted tail part and incorporates the effect of the plasma potential, Vp, and pressure. Due to diffusive cooling, the break point of the EEPF is eVp. The pressure alters the shape of the bulk and the slope of the tail part. The parameters of the proposed EEPF are extracted by fitting to measure EEPFs (at one point in the reactor) at different pressures. By coupling the proposed EEPF with a hybrid plasma model, measurements in the gaseous electronics conference reference reactor concerning (a) the electron density and temperature and the plasma potential, either spatially resolved or at different pressure (10-50 mTorr) and power, and (b) the ion current density of the electrode, are well reproduced. The effect of the choice of the EEPF on the results is investigated by a comparison to an EEPF coming from the Boltzmann equation (local electron kinetics approach) and to a Maxwellian EEPF. The accuracy of the results and the fact that the proposed EEPF is predefined renders its use a reliable alternative with a low computational cost compared to stochastic electron kinetic models at low pressure conditions, which can be extended to other gases and/or different electron heating mechanisms.

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.

Radiative transfer in dusty nebulae. III - The effects of dust albedo

NASA Technical Reports Server (NTRS)

Petrosian, V.; Dana, R. A.

1980-01-01

The effects of an albedo of internal dust, such as ionization structure and temperature of dust grain, were studied by the quasi-diffusion method with an iterative technique for solving the radiative heat transfer equations. It was found that the generalized on-the-spot approximation solution is adequate for most astrophysical applications for a zero albedo; for a nonzero albedo, the Eddington approximation is more accurate. The albedo increases the average energy of the diffuse photons, increasing the ionization level of hydrogen and heavy elements if the Eddington approximation is applied; the dust thermal gradient is reduced so that the infrared spectrum approaches blackbody spectrum with an increasing albedo.

Controlling reactivity of nanoporous catalyst materials by tuning reaction product-pore interior interactions: Statistical mechanical modeling

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

Wang, Jing; Ackerman, David M.; Lin, Victor S.-Y.

2013-04-02

Statistical mechanical modeling is performed of a catalytic conversion reaction within a functionalized nanoporous material to assess the effect of varying the reaction product-pore interior interaction from attractive to repulsive. A strong enhancement in reactivity is observed not just due to the shift in reaction equilibrium towards completion but also due to enhanced transport within the pore resulting from reduced loading. The latter effect is strongest for highly restricted transport (single-file diffusion), and applies even for irreversible reactions. The analysis is performed utilizing a generalized hydrodynamic formulation of the reaction-diffusion equations which can reliably capture the complex interplay between reactionmore » and restricted transport.« less

Self-Consistent Drift-Diffusion Transport in Thermoelectrics and Implications for Measuring the Scattering Parameter

NASA Astrophysics Data System (ADS)

Santhanam, Parthiban; Ram, Rajeev J.

2010-09-01

We present a microscopic model of the Seebeck effect based on a generalized drift-diffusion equation and use it to predict a simple relationship between the electric field within an operating thermoelectric and the scattering parameter. Our model replicates existing theoretical results and permits an intuitive spatial picture of the Seebeck effect. A similar formalism was independently developed by Cai and Mahan, but this work includes numerical results for high dopant concentrations where the thermoelectric power factor is maximized. Based on these results, we propose that measurement of the bulk electric field should constitute a measurement of the scattering parameter, the improvement of which could lead to greater thermoelectric efficiency.

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

Modeling and Simulation of III-Nitride-Based Solar Cells using NextnanoRTM

NASA Astrophysics Data System (ADS)

Refaei, Malak

Nextnano3 software is a well-known package for simulating semiconductor band-structures at the nanoscale and predicting the general electronic structure. In this work, it is further demonstrated as a viable tool for the simulation of III-nitride solar cells. In order to prove this feasibility, the generally accepted solar cell simulation package, PC1D, was chosen for comparison. To critique the results from both PC1D and Nextnano3, the fundamental drift-diffusion equations were used to calculate the performance of a simple p-n homojunction solar cell device analytically. Silicon was picked as the material for this comparison between the outputs of the two simulators as well as the results of the drift-diffusion equations because it is a well-known material in both software tools. After substantiating the capabilities of Nextnano3 for the simulation solar cells, an InGaN single-junction solar cell was simulated. The effects of various indium compositions and device structures on the performance of this InGaN p-n homojunction solar cell was then investigated using Nextnano 3 as a simulation tool. For single-junction devices with varying bandgap, an In0.6Ga0.4N device with a bandgap of 1.44 eV was found to be the optimum. The results of this research demonstrate that the Nextnano3 software can be used to usefully simulate solar cells in general, and III-nitride solar cells specifically, for future study of nanoscale structured devices.

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.

Development of response models for the Earth Radiation Budget Experiment (ERBE) sensors. Part 2: Analysis of the ERBE integrating sphere ground calibration

NASA Technical Reports Server (NTRS)

Halyo, Nesim; Taylor, Deborah B.

1987-01-01

An explicit solution of the spectral radiance leaving an arbitrary point on the wall of a spherical cavity with diffuse reflectivity is obtained. The solution is applicable to spheres with an arbitrary number of openings of any size and shape, an arbitrary number of light sources with possible non-diffuse characteristics, a non-uniform sphere wall temperature distribution, non-uniform and non-diffuse sphere wall emissivity and non-uniform but diffuse sphere wall spectral reflectivity. A general measurement equation describing the output of a sensor with a given field of view, angular and spectral response measuring the sphere output is obtained. The results are applied to the Earth Radiation Budget Experiment (ERBE) integrating sphere. The sphere wall radiance uniformity, loading effects and non-uniform wall temperature effects are investigated. It is shown that using appropriate interpretation and processing, a high-accuracy short-wave calibration of the ERBE sensors can be achieved.

Diffusive shock acceleration - Acceleration rate, magnetic-field direction and the diffusion limit

NASA Technical Reports Server (NTRS)

Jokipii, J. R.

1992-01-01

This paper reviews the concept of diffusive shock acceleration, showing that the acceleration of charged particles at a collisionless shock is a straightforward consequence of the standard cosmic-ray transport equation, provided that one treats the discontinuity at the shock correctly. This is true for arbitrary direction of the upstream magnetic field. Within this framework, it is shown that acceleration at perpendicular or quasi-perpendicular shocks is generally much faster than for parallel shocks. Paradoxically, it follows also that, for a simple scattering law, the acceleration is faster for less scattering or larger mean free path. Obviously, the mean free path can not become too large or the diffusion limit becomes inapplicable. Gradient and curvature drifts caused by the magnetic-field change at the shock play a major role in the acceleration process in most cases. Recent observations of the charge state of the anomalous component are shown to require the faster acceleration at the quasi-perpendicular solar-wind termination shock.

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.

Diffusion in the presence of a local attracting factor: Theory and interdisciplinary applications.

PubMed

Veermäe, Hardi; Patriarca, Marco

2017-06-01

In many complex diffusion processes the drift of random walkers is not caused by an external force, as in the case of Brownian motion, but by local variations of fitness perceived by the random walkers. In this paper, a simple but general framework is presented that describes such a type of random motion and may be of relevance in different problems, such as opinion dynamics, cultural spreading, and animal movement. To this aim, we study the problem of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned position-dependent "attractiveness function." At variance with standard Brownian motion, the attractiveness function introduced here regulates both the advection and diffusion of the random walker, thus providing testable predictions for a specific form of fluctuation-relations. We discuss the relation between the drift-diffusion equation based on the attractiveness function and that describing standard Brownian motion, and we provide some explicit examples illustrating its relevance in different fields, such as animal movement, chemotactic diffusion, and social dynamics.

Modeling bioluminescent photon transport in tissue based on Radiosity-diffusion model

NASA Astrophysics Data System (ADS)

Sun, Li; Wang, Pu; Tian, Jie; Zhang, Bo; Han, Dong; Yang, Xin

2010-03-01

Bioluminescence tomography (BLT) is one of the most important non-invasive optical molecular imaging modalities. The model for the bioluminescent photon propagation plays a significant role in the bioluminescence tomography study. Due to the high computational efficiency, diffusion approximation (DA) is generally applied in the bioluminescence tomography. But the diffusion equation is valid only in highly scattering and weakly absorbing regions and fails in non-scattering or low-scattering tissues, such as a cyst in the breast, the cerebrospinal fluid (CSF) layer of the brain and synovial fluid layer in the joints. A hybrid Radiosity-diffusion model is proposed for dealing with the non-scattering regions within diffusing domains in this paper. This hybrid method incorporates a priori information of the geometry of non-scattering regions, which can be acquired by magnetic resonance imaging (MRI) or x-ray computed tomography (CT). Then the model is implemented using a finite element method (FEM) to ensure the high computational efficiency. Finally, we demonstrate that the method is comparable with Mont Carlo (MC) method which is regarded as a 'gold standard' for photon transportation simulation.

Ion transport with charge-protected and non-charge-protected cations using the compensated Arrhenius formalism. Part 2. Relationship between ionic conductivity and diffusion.

PubMed

Petrowsky, Matt; Fleshman, Allison; Bopege, Dharshani N; Frech, Roger

2012-08-09

Temperature-dependent ionic conductivities and cation/anion self-diffusion coefficients are measured for four electrolyte families: TbaTf-linear primary alcohols, LiTf-linear primary alcohols, TbaTf-n-alkyl acetates, and LiTf-n-alkyl acetates. The Nernst-Einstein equation does not adequately describe the data. Instead, the compensated Arrhenius formalism is applied to both conductivity and diffusion data. General trends based on temperature and alkyl chain length are observed when conductivity is plotted against cation or anion diffusion coefficient, but there is no clear pattern to the data. However, plotting conductivity exponential prefactors against those for diffusion results in four distinct curves, one each for the alcohol and acetate families described above. Furthermore, the TbaTf-alcohol and TbaTf-acetate data are "in line" with each other. The conductivity prefactors for the LiTf-alcohol data are smaller than those for the TbaTf data. The LiTf-acetate data have the lowest conductivity prefactors. This trend in prefactors mirrors the observed trend in degree of ionic association for these electrolytes.

Diffusion in the presence of a local attracting factor: Theory and interdisciplinary applications

NASA Astrophysics Data System (ADS)

Veermäe, Hardi; Patriarca, Marco

2017-06-01

In many complex diffusion processes the drift of random walkers is not caused by an external force, as in the case of Brownian motion, but by local variations of fitness perceived by the random walkers. In this paper, a simple but general framework is presented that describes such a type of random motion and may be of relevance in different problems, such as opinion dynamics, cultural spreading, and animal movement. To this aim, we study the problem of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned position-dependent "attractiveness function." At variance with standard Brownian motion, the attractiveness function introduced here regulates both the advection and diffusion of the random walker, thus providing testable predictions for a specific form of fluctuation-relations. We discuss the relation between the drift-diffusion equation based on the attractiveness function and that describing standard Brownian motion, and we provide some explicit examples illustrating its relevance in different fields, such as animal movement, chemotactic diffusion, and social dynamics.

Notes on hyperscaling violating Lifshitz and shear diffusion

NASA Astrophysics Data System (ADS)

Kolekar, Kedar S.; Mukherjee, Debangshu; Narayan, K.

2017-07-01

We explore in greater detail our investigations of shear diffusion in hyperscaling violating Lifshitz theories in Phys. Lett. B 760, 86 (2016), 10.1016/j.physletb.2016.06.046. This adapts and generalizes the membrane-paradigm-like analysis of Kovtun, Son, and Starinets for shear gravitational perturbations in the near horizon region given certain self-consistent approximations, leading to the shear diffusion constant on an appropriately defined stretched horizon. In theories containing a gauge field, some of the metric perturbations mix with some of the gauge field perturbations and the above analysis is somewhat more complicated. We find a similar near-horizon analysis can be obtained in terms of new field variables involving a linear combination of the metric and the gauge field perturbation resulting in a corresponding diffusion equation. Thereby as before, for theories with Lifshitz and hyperscaling violating exponents z , θ satisfying z <4 -θ in four bulk dimensions, our analysis here results in a similar expression for the shear diffusion constant with power-law scaling with temperature suggesting universal behavior in relation to the viscosity bound. For z =4 -θ , we find logarithmic behavior.

Statistical Mechanical Theory of Penetrant Diffusion in Polymer Melts and Glasses

NASA Astrophysics Data System (ADS)

Zhang, Rui; Schweizer, Kenneth

We generalize our force-level, self-consistent nonlinear Langevin equation theory of activated diffusion of a dilute spherical penetrant in hard sphere fluids to predict the long-time diffusivity of molecular penetrants in supercooled polymer liquids and non-aging glasses. Chemical complexity is treated using an a priori mapping to a temperature-dependent hard sphere mixture model where polymers are disconnected into effective spheres based on the Kuhn length as the relevant coarse graining scale. A key parameter for mobility is the penetrant to polymer segment diameter ratio, R. Our calculations agree well with experimental measurements for a wide range of temperatures, penetrant sizes (from gas molecules with R ~0.3 to aromatic molecules with R ~1) and diverse amorphous polymers, over 10 decades variation of penetrant diffusivity. Structural parameter transferability is good. We have also formulated a theory at finite penetrant loading for the coupled penetrant-polymer dynamics in chemically (nearly) matched mixtures (e.g., toluene-polystyrene) which captures well the increase of penetrant diffusivity and decrease of polymer matrix vitrification temperature with increasing loading.

TIME-DOMAIN METHODS FOR DIFFUSIVE TRANSPORT IN SOFT MATTER

PubMed Central

Fricks, John; Yao, Lingxing; Elston, Timothy C.; Gregory Forest, And M.

2015-01-01

Passive microrheology [12] utilizes measurements of noisy, entropic fluctuations (i.e., diffusive properties) of micron-scale spheres in soft matter to infer bulk frequency-dependent loss and storage moduli. Here, we are concerned exclusively with diffusion of Brownian particles in viscoelastic media, for which the Mason-Weitz theoretical-experimental protocol is ideal, and the more challenging inference of bulk viscoelastic moduli is decoupled. The diffusive theory begins with a generalized Langevin equation (GLE) with a memory drag law specified by a kernel [7, 16, 22, 23]. We start with a discrete formulation of the GLE as an autoregressive stochastic process governing microbead paths measured by particle tracking. For the inverse problem (recovery of the memory kernel from experimental data) we apply time series analysis (maximum likelihood estimators via the Kalman filter) directly to bead position data, an alternative to formulas based on mean-squared displacement statistics in frequency space. For direct modeling, we present statistically exact GLE algorithms for individual particle paths as well as statistical correlations for displacement and velocity. Our time-domain methods rest upon a generalization of well-known results for a single-mode exponential kernel [1, 7, 22, 23] to an arbitrary M-mode exponential series, for which the GLE is transformed to a vector Ornstein-Uhlenbeck process. PMID:26412904

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.

Direct simulation of groundwater age

USGS Publications Warehouse

Goode, Daniel J.

1996-01-01

A new method is proposed to simulate groundwater age directly, by use of an advection-dispersion transport equation with a distributed zero-order source of unit (1) strength, corresponding to the rate of aging. The dependent variable in the governing equation is the mean age, a mass-weighted average age. The governing equation is derived from residence-time-distribution concepts for the case of steady flow. For the more general case of transient flow, a transient governing equation for age is derived from mass-conservation principles applied to conceptual “age mass.” The age mass is the product of the water mass and its age, and age mass is assumed to be conserved during mixing. Boundary conditions include zero age mass flux across all noflow and inflow boundaries and no age mass dispersive flux across outflow boundaries. For transient-flow conditions, the initial distribution of age must be known. The solution of the governing transport equation yields the spatial distribution of the mean groundwater age and includes diffusion, dispersion, mixing, and exchange processes that typically are considered only through tracer-specific solute transport simulation. Traditional methods have relied on advective transport to predict point values of groundwater travel time and age. The proposed method retains the simplicity and tracer-independence of advection-only models, but incorporates the effects of dispersion and mixing on volume-averaged age. Example simulations of age in two idealized regional aquifer systems, one homogeneous and the other layered, demonstrate the agreement between the proposed method and traditional particle-tracking approaches and illustrate use of the proposed method to determine the effects of diffusion, dispersion, and mixing on groundwater age.

Automatic numerical evaluation of vacancy-mediated transport for arbitrary crystals: Onsager coefficients in the dilute limit using a Green function approach

NASA Astrophysics Data System (ADS)

Trinkle, Dallas R.

2017-10-01

A general solution for vacancy-mediated diffusion in the dilute-vacancy/dilute-solute limit for arbitrary crystal structures is derived from the master equation. A general numerical approach to the vacancy lattice Green function reduces to the sum of a few analytic functions and numerical integration of a smooth function over the Brillouin zone for arbitrary crystals. The Dyson equation solves for the Green function in the presence of a solute with arbitrary but finite interaction range to compute the transport coefficients accurately, efficiently and automatically, including cases with very large differences in solute-vacancy exchange rates. The methodology takes advantage of the space group symmetry of a crystal to reduce the complexity of the matrix inversion in the Dyson equation. An open-source implementation of the algorithm is available, and numerical results are presented for the convergence of the integration error of the bare vacancy Green function, and tracer correlation factors for a variety of crystals including wurtzite (hexagonal diamond) and garnet.

Curvature Effect in Shear Flow: Slowdown of Turbulent Flame Speeds with Markstein Number

NASA Astrophysics Data System (ADS)

Lyu, Jiancheng; Xin, Jack; Yu, Yifeng

2017-12-01

It is well-known in the combustion community that curvature effect in general slows down flame propagation speeds because it smooths out wrinkled flames. However, such a folklore has never been justified rigorously. In this paper, as the first theoretical result in this direction, we prove that the turbulent flame speed (an effective burning velocity) is decreasing with respect to the curvature diffusivity (Markstein number) for shear flows in the well-known G-equation model. Our proof involves several novel and rather sophisticated inequalities arising from the nonlinear structure of the equation. On a related fundamental issue, we solve the selection problem of weak solutions or find the "physical fluctuations" when the Markstein number goes to zero and solutions approach those of the inviscid G-equation model. The limiting solution is given by a closed form analytical formula.

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.

Nonlocal approach to the analysis of the stress distribution in granular systems. I. Theoretical framework

NASA Astrophysics Data System (ADS)

Kenkre, V. M.; Scott, J. E.; Pease, E. A.; Hurd, A. J.

1998-05-01

A theoretical framework for the analysis of the stress distribution in granular materials is presented. It makes use of a transformation of the vertical spatial coordinate into a formal time variable and the subsequent study of a generally non-Markoffian, i.e., memory-possessing (nonlocal) propagation equation. Previous treatments are obtained as particular cases corresponding to, respectively, wavelike and diffusive limits of the general evolution. Calculations are presented for stress propagation in bounded and unbounded media. They can be used to obtain desired features such as a prescribed stress distribution within the compact.