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
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.
Diffusion phenomenon for linear dissipative wave equations in an exterior domain
NASA Astrophysics Data System (ADS)
Ikehata, Ryo
Under the general condition of the initial data, we will derive the crucial estimates which imply the diffusion phenomenon for the dissipative linear wave equations in an exterior domain. In order to derive the diffusion phenomenon for dissipative wave equations, the time integral method which was developed by Ikehata and Matsuyama (Sci. Math. Japon. 55 (2002) 33) plays an effective role.
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.
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.
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.
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.
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.
A computationally efficient scheme for the non-linear diffusion equation
NASA Astrophysics Data System (ADS)
Termonia, P.; Van de Vyver, H.
2009-04-01
This Letter proposes a new numerical scheme for integrating the non-linear diffusion equation. It is shown that it is linearly stable. Some tests are presented comparing this scheme to a popular decentered version of the linearized Crank-Nicholson scheme, showing that, although this scheme is slightly less accurate in treating the highly resolved waves, (i) the new scheme better treats highly non-linear systems, (ii) better handles the short waves, (iii) for a given test bed turns out to be three to four times more computationally cheap, and (iv) is easier in implementation.
Reaction-diffusion systems coupled at the boundary and the Morse-Smale property
NASA Astrophysics Data System (ADS)
Broche, Rita de Cássia D. S.; de Oliveira, Luiz Augusto F.
We study an one-dimensional nonlinear reaction-diffusion system coupled on the boundary. Such system comes from modeling problems of temperature distribution on two bars of same length, jointed together, with different diffusion coefficients. We prove the transversality property of unstable and stable manifolds assuming all equilibrium points are hyperbolic. To this end, we write the system as an equation with noncontinuous diffusion coefficient. We then study the nonincreasing property of the number of zeros of a linearized nonautonomous equation as well as the Sturm-Liouville properties of the solutions of a linear elliptic problem.
Multilevel Preconditioners for Reaction-Diffusion Problems with Discontinuous Coefficients
Kolev, Tzanio V.; Xu, Jinchao; Zhu, Yunrong
2015-08-23
In this study, we extend some of the multilevel convergence results obtained by Xu and Zhu, to the case of second order linear reaction-diffusion equations. Specifically, we consider the multilevel preconditioners for solving the linear systems arising from the linear finite element approximation of the problem, where both diffusion and reaction coefficients are piecewise-constant functions. We discuss in detail the influence of both the discontinuous reaction and diffusion coefficients to the performance of the classical BPX and multigrid V-cycle preconditioner.
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 network model of successive partitioning-limited solute diffusion through the stratum corneum.
Schumm, Phillip; Scoglio, Caterina M; van der Merwe, Deon
2010-02-07
As the most exposed point of contact with the external environment, the skin is an important barrier to many chemical exposures, including medications, potentially toxic chemicals and cosmetics. Traditional dermal absorption models treat the stratum corneum lipids as a homogenous medium through which solutes diffuse according to Fick's first law of diffusion. This approach does not explain non-linear absorption and irregular distribution patterns within the stratum corneum lipids as observed in experimental data. A network model, based on successive partitioning-limited solute diffusion through the stratum corneum, where the lipid structure is represented by a large, sparse, and regular network where nodes have variable characteristics, offers an alternative, efficient, and flexible approach to dermal absorption modeling that simulates non-linear absorption data patterns. Four model versions are presented: two linear models, which have unlimited node capacities, and two non-linear models, which have limited node capacities. The non-linear model outputs produce absorption to dose relationships that can be best characterized quantitatively by using power equations, similar to the equations used to describe non-linear experimental data.
Multigrid approaches to non-linear diffusion problems on unstructured meshes
NASA Technical Reports Server (NTRS)
Mavriplis, Dimitri J.; Bushnell, Dennis M. (Technical Monitor)
2001-01-01
The efficiency of three multigrid methods for solving highly non-linear diffusion problems on two-dimensional unstructured meshes is examined. The three multigrid methods differ mainly in the manner in which the nonlinearities of the governing equations are handled. These comprise a non-linear full approximation storage (FAS) multigrid method which is used to solve the non-linear equations directly, a linear multigrid method which is used to solve the linear system arising from a Newton linearization of the non-linear system, and a hybrid scheme which is based on a non-linear FAS multigrid scheme, but employs a linear solver on each level as a smoother. Results indicate that all methods are equally effective at converging the non-linear residual in a given number of grid sweeps, but that the linear solver is more efficient in cpu time due to the lower cost of linear versus non-linear grid sweeps.
Anomalous dielectric relaxation with linear reaction dynamics in space-dependent force fields.
Hong, Tao; Tang, Zhengming; Zhu, Huacheng
2016-12-28
The anomalous dielectric relaxation of disordered reaction with linear reaction dynamics is studied via the continuous time random walk model in the presence of space-dependent electric field. Two kinds of modified reaction-subdiffusion equations are derived for different linear reaction processes by the master equation, including the instantaneous annihilation reaction and the noninstantaneous annihilation reaction. If a constant proportion of walkers is added or removed instantaneously at the end of each step, there will be a modified reaction-subdiffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps, there will be a standard linear reaction kinetics term but a fractional order temporal derivative operating on an anomalous diffusion term. The dielectric polarization is analyzed based on the Legendre polynomials and the dielectric properties of both reactions can be expressed by the effective rotational diffusion function and component concentration function, which is similar to the standard reaction-diffusion process. The results show that the effective permittivity can be used to describe the dielectric properties in these reactions if the chemical reaction time is much longer than the relaxation time.
Instability of turing patterns in reaction-diffusion-ODE systems.
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.
Fogedby, Hans C
2003-08-01
Using the previously developed canonical phase space approach applied to the noisy Burgers equation in one dimension, we discuss in detail the growth morphology in terms of nonlinear soliton modes and superimposed linear modes. We moreover analyze the non-Hermitian character of the linear mode spectrum and the associated dynamical pinning, and mode transmutation from diffusive to propagating behavior induced by the solitons. We discuss the anomalous diffusion of growth modes, switching and pathways, correlations in the multisoliton sector, and in detail the correlations and scaling properties in the two-soliton sector.
Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk
NASA Astrophysics Data System (ADS)
Gorenflo, R.; Mainardi, F.
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By the space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta (\\verttheta\\vertlemin \\{alpha ,2-alpha \\}), and the first-order time derivative with a Caputo derivative of order beta in (0,1] . The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process. We view it as a generalized diffusion process that we call fractional diffusion process, and present an integral representation of the fundamental solution. A more general approach to anomalous diffusion is however known to be provided by the master equation for a continuous time random walk (CTRW). We show how this equation reduces to our fractional diffusion equation by a properly scaled passage to the limit of compressed waiting times and jump widths. Finally, we describe a method of simulation and display (via graphics) results of a few numerical case studies.
Some Fundamental Issues of Mathematical Simulation in Biology
NASA Astrophysics Data System (ADS)
Razzhevaikin, V. N.
2018-02-01
Some directions of simulation in biology leading to original formulations of mathematical problems are overviewed. Two of them are discussed in detail: the correct solvability of first-order linear equations with unbounded coefficients and the construction of a reaction-diffusion equation with nonlinear diffusion for a model of genetic wave propagation.
NASA Astrophysics Data System (ADS)
Khorrami, Mohammad; Shariati, Ahmad; Aghamohammadi, Amir; Fatollahi, Amir H.
2012-01-01
It is shown that as far as the linear diffusion equation meets both time- and space-translational invariance, the time dependence of a moment of degree α is a polynomial of degree at most equal to α, while all connected moments are at most linear functions of time. As a special case, the variance is an at most linear function of time.
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
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.
A diffuse-interface method for two-phase flows with soluble surfactants
Teigen, Knut Erik; Song, Peng; Lowengrub, John; Voigt, Axel
2010-01-01
A method is presented to solve two-phase problems involving soluble surfactants. The incompressible Navier–Stokes equations are solved along with equations for the bulk and interfacial surfactant concentrations. A non-linear equation of state is used to relate the surface tension to the interfacial surfactant concentration. The method is based on the use of a diffuse interface, which allows a simple implementation using standard finite difference or finite element techniques. Here, finite difference methods on a block-structured adaptive grid are used, and the resulting equations are solved using a non-linear multigrid method. Results are presented for a drop in shear flow in both 2D and 3D, and the effect of solubility is discussed. PMID:21218125
DOE Office of Scientific and Technical Information (OSTI.GOV)
Feng, Tao, E-mail: fengtao2@mail.ustc.edu.cn; Graduate School of China Academy Engineering Physics, Beijing 100083; An, Hengbin, E-mail: an_hengbin@iapcm.ac.cn
2013-03-01
Jacobian-free Newton–Krylov (JFNK) method is an effective algorithm for solving large scale nonlinear equations. One of the most important advantages of JFNK method is that there is no necessity to form and store the Jacobian matrix of the nonlinear system when JFNK method is employed. However, an approximation of the Jacobian is needed for the purpose of preconditioning. In this paper, JFNK method is employed to solve a class of non-equilibrium radiation diffusion coupled to material thermal conduction equations, and two preconditioners are designed by linearizing the equations in two methods. Numerical results show that the two preconditioning methods canmore » improve the convergence behavior and efficiency of JFNK method.« less
Ackerman, David M; Wang, Jing; Wendel, Joseph H; Liu, Da-Jiang; Pruski, Marek; Evans, James W
2011-03-21
We analyze the spatiotemporal behavior of species concentrations in a diffusion-mediated conversion reaction which occurs at catalytic sites within linear pores of nanometer diameter. Diffusion within the pores is subject to a strict single-file (no passing) constraint. Both transient and steady-state behavior is precisely characterized by kinetic Monte Carlo simulations of a spatially discrete lattice-gas model for this reaction-diffusion process considering various distributions of catalytic sites. Exact hierarchical master equations can also be developed for this model. Their analysis, after application of mean-field type truncation approximations, produces discrete reaction-diffusion type equations (mf-RDE). For slowly varying concentrations, we further develop coarse-grained continuum hydrodynamic reaction-diffusion equations (h-RDE) incorporating a precise treatment of single-file diffusion in this multispecies system. The h-RDE successfully describe nontrivial aspects of transient behavior, in contrast to the mf-RDE, and also correctly capture unreactive steady-state behavior in the pore interior. However, steady-state reactivity, which is localized near the pore ends when those regions are catalytic, is controlled by fluctuations not incorporated into the hydrodynamic treatment. The mf-RDE partly capture these fluctuation effects, but cannot describe scaling behavior of the reactivity.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Granita, E-mail: granitafc@gmail.com; Bahar, A.
This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.
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.
NASA Technical Reports Server (NTRS)
Schlesinger, R. E.; Johnson, D. R.; Uccellini, L. W.
1983-01-01
In the present investigation, a one-dimensional linearized analysis is used to determine the effect of Asselin's (1972) time filter on both the computational stability and phase error of numerical solutions for the shallow water wave equations, in cases with diffusion but without rotation. An attempt has been made to establish the approximate optimal values of the filtering parameter nu for each of the 'lagged', Dufort-Frankel, and Crank-Nicholson diffusion schemes, suppressing the computational wave mode without materially altering the physical wave mode. It is determined that in the presence of diffusion, the optimum filter length depends on whether waves are undergoing significant propagation. When moderate propagation is present, with or without diffusion, the Asselin filter has little effect on the spatial phase lag of the physical mode for the leapfrog advection scheme of the three diffusion schemes considered.
Bayesian inference of radiation belt loss timescales.
NASA Astrophysics Data System (ADS)
Camporeale, E.; Chandorkar, M.
2017-12-01
Electron fluxes in the Earth's radiation belts are routinely studied using the classical quasi-linear radial diffusion model. Although this simplified linear equation has proven to be an indispensable tool in understanding the dynamics of the radiation belt, it requires specification of quantities such as the diffusion coefficient and electron loss timescales that are never directly measured. Researchers have so far assumed a-priori parameterisations for radiation belt quantities and derived the best fit using satellite data. The state of the art in this domain lacks a coherent formulation of this problem in a probabilistic framework. We present some recent progress that we have made in performing Bayesian inference of radial diffusion parameters. We achieve this by making extensive use of the theory connecting Gaussian Processes and linear partial differential equations, and performing Markov Chain Monte Carlo sampling of radial diffusion parameters. These results are important for understanding the role and the propagation of uncertainties in radiation belt simulations and, eventually, for providing a probabilistic forecast of energetic electron fluxes in a Space Weather context.
Dusty Pair Plasma—Wave Propagation and Diffusive Transition of Oscillations
NASA Astrophysics Data System (ADS)
Atamaniuk, Barbara; Turski, Andrzej J.
2011-11-01
The crucial point of the paper is the relation between equilibrium distributions of plasma species and the type of propagation or diffusive transition of plasma response to a disturbance. The paper contains a unified treatment of disturbance propagation (transport) in the linearized Vlasov electron-positron and fullerene pair plasmas containing charged dust impurities, based on the space-time convolution integral equations. Electron-positron-dust/ion (e-p-d/i) plasmas are rather widespread in nature. Space-time responses of multi-component linearized Vlasov plasmas on the basis of multiple integral equations are invoked. An initial-value problem for Vlasov-Poisson/Ampère equations is reduced to the one multiple integral equation and the solution is expressed in terms of forcing function and its space-time convolution with the resolvent kernel. The forcing function is responsible for the initial disturbance and the resolvent is responsible for the equilibrium velocity distributions of plasma species. By use of resolvent equations, time-reversibility, space-reflexivity and the other symmetries are revealed. The symmetries carry on physical properties of Vlasov pair plasmas, e.g., conservation laws. Properly choosing equilibrium distributions for dusty pair plasmas, we can reduce the resolvent equation to: (i) the undamped dispersive wave equations, (ii) and diffusive transport equations of oscillations.
A nonlinear equation for ionic diffusion in a strong binary electrolyte
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
NASA Astrophysics Data System (ADS)
Tiguercha, Djlalli; Bennis, Anne-claire; Ezersky, Alexander
2015-04-01
The elliptical motion in surface waves causes an oscillating motion of the sand grains leading to the formation of ripple patterns on the bottom. Investigation how the grains with different properties are distributed inside the ripples is a difficult task because of the segration of particle. The work of Fernandez et al. (2003) was extended from one-dimensional to two-dimensional case. A new numerical model, based on these non-linear diffusion equations, was developed to simulate the grain distribution inside the marine sand ripples. The one and two-dimensional models are validated on several test cases where segregation appears. Starting from an homogeneous mixture of grains, the two-dimensional simulations demonstrate different segregation patterns: a) formation of zones with high concentration of light and heavy particles, b) formation of «cat's eye» patterns, c) appearance of inverse Brazil nut effect. Comparisons of numerical results with the new set of field data and wave flume experiments show that the two-dimensional non-linear diffusion equations allow us to reproduce qualitatively experimental results on particles segregation.
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.
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.
NASA Astrophysics Data System (ADS)
Chen, Hao; Lv, Wen; Zhang, Tongtong
2018-05-01
We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.
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
A numerical solution for the diffusion equation in hydrogeologic systems
Ishii, A.L.; Healy, R.W.; Striegl, Robert G.
1989-01-01
The documentation of a computer code for the numerical solution of the linear diffusion equation in one or two dimensions in Cartesian or cylindrical coordinates is presented. Applications of the program include molecular diffusion, heat conduction, and fluid flow in confined systems. The flow media may be anisotropic and heterogeneous. The model is formulated by replacing the continuous linear diffusion equation by discrete finite-difference approximations at each node in a block-centered grid. The resulting matrix equation is solved by the method of preconditioned conjugate gradients. The conjugate gradient method does not require the estimation of iteration parameters and is guaranteed convergent in the absence of rounding error. The matrixes are preconditioned to decrease the steps to convergence. The model allows the specification of any number of boundary conditions for any number of stress periods, and the output of a summary table for selected nodes showing flux and the concentration of the flux quantity for each time step. The model is written in a modular format for ease of modification. The model was verified by comparison of numerical and analytical solutions for cases of molecular diffusion, two-dimensional heat transfer, and axisymmetric radial saturated fluid flow. Application of the model to a hypothetical two-dimensional field situation of gas diffusion in the unsaturated zone is demonstrated. The input and output files are included as a check on program installation. The definition of variables, input requirements, flow chart, and program listing are included in the attachments. (USGS)
Shape in Picture: Mathematical Description of Shape in Grey-Level Images
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
An efficient method for model refinement in diffuse optical tomography
NASA Astrophysics Data System (ADS)
Zirak, A. R.; Khademi, M.
2007-11-01
Diffuse optical tomography (DOT) is a non-linear, ill-posed, boundary value and optimization problem which necessitates regularization. Also, Bayesian methods are suitable owing to measurements data are sparse and correlated. In such problems which are solved with iterative methods, for stabilization and better convergence, the solution space must be small. These constraints subject to extensive and overdetermined system of equations which model retrieving criteria specially total least squares (TLS) must to refine model error. Using TLS is limited to linear systems which is not achievable when applying traditional Bayesian methods. This paper presents an efficient method for model refinement using regularized total least squares (RTLS) for treating on linearized DOT problem, having maximum a posteriori (MAP) estimator and Tikhonov regulator. This is done with combination Bayesian and regularization tools as preconditioner matrices, applying them to equations and then using RTLS to the resulting linear equations. The preconditioning matrixes are guided by patient specific information as well as a priori knowledge gained from the training set. Simulation results illustrate that proposed method improves the image reconstruction performance and localize the abnormally well.
An application of the Maslov complex germ method to the one-dimensional nonlocal Fisher-KPP equation
NASA Astrophysics Data System (ADS)
Shapovalov, A. V.; Trifonov, A. Yu.
A semiclassical approximation approach based on the Maslov complex germ method is considered in detail for the one-dimensional nonlocal Fisher-Kolmogorov-Petrovskii-Piskunov (Fisher-KPP) equation under the supposition of weak diffusion. In terms of the semiclassical formalism developed, the original nonlinear equation is reduced to an associated linear partial differential equation and some algebraic equations for the coefficients of the linear equation with a given accuracy of the asymptotic parameter. The solutions of the nonlinear equation are constructed from the solutions of both the linear equation and the algebraic equations. The solutions of the linear problem are found with the use of symmetry operators. A countable family of the leading terms of the semiclassical asymptotics is constructed in explicit form. The semiclassical asymptotics are valid by construction in a finite time interval. We construct asymptotics which are different from the semiclassical ones and can describe evolution of the solutions of the Fisher-KPP equation at large times. In the example considered, an initial unimodal distribution becomes multimodal, which can be treated as an example of a space structure.
Non-Linear Dynamics and Emergence in Laboratory Fusion Plasmas
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hnat, B.
2011-09-22
Turbulent behaviour of laboratory fusion plasma system is modelled using extended Hasegawa-Wakatani equations. The model is solved numerically using finite difference techniques. We discuss non-linear effects in such a system in the presence of the micro-instabilities, specifically a drift wave instability. We explore particle dynamics in different range of parameters and show that the transport changes from diffusive to non-diffusive when large directional flows are developed.
NASA Technical Reports Server (NTRS)
Srivastava, R. C.; Coen, J. L.
1992-01-01
The traditional explicit growth equation has been widely used to calculate the growth and evaporation of hydrometeors by the diffusion of water vapor. This paper reexamines the assumptions underlying the traditional equation and shows that large errors (10-30 percent in some cases) result if it is used carelessly. More accurate explicit equations are derived by approximating the saturation vapor-density difference as a quadratic rather than a linear function of the temperature difference between the particle and ambient air. These new equations, which reduce the error to less than a few percent, merit inclusion in a broad range of atmospheric models.
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 model for shrinkage strain in photo polymerization of dental composites.
Petrovic, Ljubomir M; Atanackovic, Teodor M
2008-04-01
We formulate a new model for the shrinkage strain developed during photo polymerization in dental composites. The model is based on the diffusion type fractional order equation, since it has been proved that polymerization reaction is diffusion controlled (Atai M, Watts DC. A new kinetic model for the photo polymerization shrinkage-strain of dental composites and resin-monomers. Dent Mater 2006;22:785-91). Our model strongly confirms the observation by Atai and Watts (see reference details above) and their experimental results. The shrinkage strain is modeled by a nonlinear differential equation in (see reference details above) and that equation must be solved numerically. In our approach, we use the linear fractional order differential equation to describe the strain rate due to photo polymerization. This equation is solved exactly. As shrinkage is a consequence of the polymerization reaction and polymerization reaction is diffusion controlled, we postulate that shrinkage strain rate is described by a diffusion type equation. We find explicit form of solution to this equation and determine the strain in the resin monomers. Also by using equations of linear viscoelasticity, we determine stresses in the polymer due to the shrinkage. The time evolution of stresses implies that the maximal stresses are developed at the very beginning of the polymerization process. The stress in a dental composite that is light treated has the largest value short time after the treatment starts. The strain settles at the constant value in the time of about 100s (for the cases treated in Atai and Watts). From the model developed here, the shrinkage strain of dental composites and resin monomers is analytically determined. The maximal value of stresses is important, since this value must be smaller than the adhesive bond strength at cavo-restoration interface. The maximum stress determined here depends on the diffusivity coefficient. Since diffusivity coefficient increases as polymerization proceeds, it follows that the periods of light treatments should be shorter at the beginning of the treatment and longer at the end of the treatment, with dark interval between the initial low intensity and following high intensity curing. This is because at the end of polymerization the stress relaxation cannot take place.
NASA Astrophysics Data System (ADS)
Lin, Guoxing
2018-10-01
Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal attenuation expression based on the fractional derivative has not been previously reported. Additionally, the reported modified-Bloch equations for PFG anomalous diffusion in the literature yielded different results due to their different forms. Here, a new integral type modified-Bloch equation based on the fractional derivative for PFG anomalous diffusion is proposed, which is significantly different from the conventional differential type modified-Bloch equation. The merit of the integral type modified-Bloch equation is that the original properties of the contributions from linear or nonlinear processes remain unchanged at the instant of the combination. From the modified-Bloch equation, the general solutions are derived, which includes the finite gradient pulse width (FGPW) effect. The numerical evaluation of these PFG signal attenuation expressions can be obtained either by the Adomian decomposition, or a direct integration method that is fast and practicable. The theoretical results agree with the continuous-time random walk (CTRW) simulations performed in this paper. Additionally, the relaxation effect in PFG anomalous diffusion is found to be different from that in PFG normal diffusion. The new modified-Bloch equations and their solutions provide a fundamental tool to analyze PFG anomalous diffusion in nuclear magnetic resonance (NMR) and magnetic resonance imaging (MRI).
Barrenechea, Gabriel R; Burman, Erik; Karakatsani, Fotini
2017-01-01
For the case of approximation of convection-diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The diffusion operator is shown to be Lipschitz continuous and linearity preserving. Using these properties we provide a full stability and error analysis, which, in the diffusion dominated regime, shows existence, uniqueness and optimal convergence. Then the algebraic flux correction method is recalled and we show that the present method can be interpreted as an algebraic flux correction method for a particular definition of the flux limiters. The performance of the method is illustrated on some numerical test cases in two space dimensions.
NASA Astrophysics Data System (ADS)
Marin, D.; Ribeiro, M. A.; Ribeiro, H. V.; Lenzi, E. K.
2018-07-01
We investigate the solutions for a set of coupled nonlinear Fokker-Planck equations coupled by the diffusion coefficient in presence of external forces. The coupling by the diffusion coefficient implies that the diffusion of each species is influenced by the other and vice versa due to this term, which represents an interaction among them. The solutions for the stationary case are given in terms of the Tsallis distributions, when arbitrary external forces are considered. We also use the Tsallis distributions to obtain a time dependent solution for a linear external force. The results obtained from this analysis show a rich class of behavior related to anomalous diffusion, which can be characterized by compact or long-tailed distributions.
ben-Avraham, D; Fokas, A S
2001-07-01
A new transform method for solving boundary value problems for linear and integrable nonlinear partial differential equations recently introduced in the literature is used here to obtain the solution of the modified Helmholtz equation q(xx)(x,y)+q(yy)(x,y)-4 beta(2)q(x,y)=0 in the triangular domain 0< or =x< or =L-y< or =L, with mixed boundary conditions. This solution is applied to the problem of diffusion-limited coalescence, A+A<==>A, in the segment (-L/2,L/2), with traps at the edges.
NASA Astrophysics Data System (ADS)
Ong, Vincent K. S.
1998-04-01
The extraction of diffusion length and surface recombination velocity in a semiconductor with the use of an electron beam induced current line scan has traditionally been done by fitting the line scan into complicated theoretical equations. It was recently shown that a much simpler equation is sufficient for the extraction of diffusion length. The linearization coefficient is the only variable that is needed to be adjusted in the curve fitting process. However, complicated equations are still necessary for the extraction of surface recombination velocity. It is shown in this article that it is indeed possible to extract surface recombination velocity with a simple equation, using only one variable, the linearization coefficient. An intuitive feel for the reason behind the method was discussed. The accuracy of the method was verified with the use of three-dimensional computer simulation, and was found to be even slightly better than that of the best existing method.
Basko, D M
2014-02-01
We study the discrete nonlinear Schröinger equation with weak disorder, focusing on the regime when the nonlinearity is, on the one hand, weak enough for the normal modes of the linear problem to remain well resolved but, on the other, strong enough for the dynamics of the normal mode amplitudes to be chaotic for almost all modes. We show that in this regime and in the limit of high temperature, the macroscopic density ρ satisfies the nonlinear diffusion equation with a density-dependent diffusion coefficient, D(ρ) = D(0)ρ(2). An explicit expression for D(0) is obtained in terms of the eigenfunctions and eigenvalues of the linear problem, which is then evaluated numerically. The role of the second conserved quantity (energy) in the transport is also quantitatively discussed.
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.
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.
Modelling the radiotherapy effect in the reaction-diffusion equation.
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.
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.
Mathematical Tools for Image Reconstruction
1991-07-01
l.Diffuse tomography 2.Concentrating a signal in the physical and spectral domains. 3.New explicit solutions for the Kadomtsev - Petviashvili equation 4...the case of the Schroedinger equation it was possible to "beat Heisenberg" with piecewise linear potentials. Finally let me say that the paper Some
NASA Astrophysics Data System (ADS)
Moghaderi, Hamid; Dehghan, Mehdi; Donatelli, Marco; Mazza, Mariarosa
2017-12-01
Fractional diffusion equations (FDEs) are a mathematical tool used for describing some special diffusion phenomena arising in many different applications like porous media and computational finance. In this paper, we focus on a two-dimensional space-FDE problem discretized by means of a second order finite difference scheme obtained as combination of the Crank-Nicolson scheme and the so-called weighted and shifted Grünwald formula. By fully exploiting the Toeplitz-like structure of the resulting linear system, we provide a detailed spectral analysis of the coefficient matrix at each time step, both in the case of constant and variable diffusion coefficients. Such a spectral analysis has a very crucial role, since it can be used for designing fast and robust iterative solvers. In particular, we employ the obtained spectral information to define a Galerkin multigrid method based on the classical linear interpolation as grid transfer operator and damped-Jacobi as smoother, and to prove the linear convergence rate of the corresponding two-grid method. The theoretical analysis suggests that the proposed grid transfer operator is strong enough for working also with the V-cycle method and the geometric multigrid. On this basis, we introduce two computationally favourable variants of the proposed multigrid method and we use them as preconditioners for Krylov methods. Several numerical results confirm that the resulting preconditioning strategies still keep a linear convergence rate.
Scarp degraded by linear diffusion: inverse solution for age.
Andrews, D.J.; Hanks, T.C.
1985-01-01
Under the assumption that landforms unaffected by drainage channels are degraded according to the linear diffusion equation, a procedure is developed to invert a scarp profile to find its 'diffusion age'. The inverse procedure applied to synthetic data yields the following rules of thumb. Evidence of initial scarp shape has been lost when apparent age reaches twice its initial value. A scarp that appears to have been formed by one event may have been formed by two with an interval between them as large as apparent age. The simplicity of scarp profile measurement and this inversion makes profile analysis attractive. -from Authors
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.
Cross-Diffusion Driven Instability for a Lotka-Volterra Competitive Reaction-Diffusion System
NASA Astrophysics Data System (ADS)
Gambino, G.; Lombardo, M. C.; Sammartino, M.
2008-04-01
In this work we investigate the possibility of the pattern formation for a reaction-diffusion system with nonlinear diffusion terms. Through a linear stability analysis we find the conditions which allow a homogeneous steady state (stable for the kinetics) to become unstable through a Turing mechanism. In particular, we show how cross-diffusion effects are responsible for the initiation of spatial patterns. Finally, we find a Fisher amplitude equation which describes the weakly nonlinear dynamics of the system near the marginal stability.
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
NASA Astrophysics Data System (ADS)
Bower, Dan J.; Sanan, Patrick; Wolf, Aaron S.
2018-01-01
The energy balance of a partially molten rocky planet can be expressed as a non-linear diffusion equation using mixing length theory to quantify heat transport by both convection and mixing of the melt and solid phases. Crucially, in this formulation the effective or eddy diffusivity depends on the entropy gradient, ∂S / ∂r , as well as entropy itself. First we present a simplified model with semi-analytical solutions that highlights the large dynamic range of ∂S / ∂r -around 12 orders of magnitude-for physically-relevant parameters. It also elucidates the thermal structure of a magma ocean during the earliest stage of crystal formation. This motivates the development of a simple yet stable numerical scheme able to capture the large dynamic range of ∂S / ∂r and hence provide a flexible and robust method for time-integrating the energy equation. Using insight gained from the simplified model, we consider a full model, which includes energy fluxes associated with convection, mixing, gravitational separation, and conduction that all depend on the thermophysical properties of the melt and solid phases. This model is discretised and evolved by applying the finite volume method (FVM), allowing for extended precision calculations and using ∂S / ∂r as the solution variable. The FVM is well-suited to this problem since it is naturally energy conserving, flexible, and intuitive to incorporate arbitrary non-linear fluxes that rely on lookup data. Special attention is given to the numerically challenging scenario in which crystals first form in the centre of a magma ocean. The computational framework we devise is immediately applicable to modelling high melt fraction phenomena in Earth and planetary science research. Furthermore, it provides a template for solving similar non-linear diffusion equations that arise in other science and engineering disciplines, particularly for non-linear functional forms of the diffusion coefficient.
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.
Unstructured Polyhedral Mesh Thermal Radiation Diffusion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Palmer, T.S.; Zika, M.R.; Madsen, N.K.
2000-07-27
Unstructured mesh particle transport and diffusion methods are gaining wider acceptance as mesh generation, scientific visualization and linear solvers improve. This paper describes an algorithm that is currently being used in the KULL code at Lawrence Livermore National Laboratory to solve the radiative transfer equations. The algorithm employs a point-centered diffusion discretization on arbitrary polyhedral meshes in 3D. We present the results of a few test problems to illustrate the capabilities of the radiation diffusion module.
A New Ghost Cell/Level Set Method for Moving Boundary Problems: Application to Tumor Growth
Macklin, Paul
2011-01-01
In this paper, we present a ghost cell/level set method for the evolution of interfaces whose normal velocity depend upon the solutions of linear and nonlinear quasi-steady reaction-diffusion equations with curvature-dependent boundary conditions. Our technique includes a ghost cell method that accurately discretizes normal derivative jump boundary conditions without smearing jumps in the tangential derivative; a new iterative method for solving linear and nonlinear quasi-steady reaction-diffusion equations; an adaptive discretization to compute the curvature and normal vectors; and a new discrete approximation to the Heaviside function. We present numerical examples that demonstrate better than 1.5-order convergence for problems where traditional ghost cell methods either fail to converge or attain at best sub-linear accuracy. We apply our techniques to a model of tumor growth in complex, heterogeneous tissues that consists of a nonlinear nutrient equation and a pressure equation with geometry-dependent jump boundary conditions. We simulate the growth of glioblastoma (an aggressive brain tumor) into a large, 1 cm square of brain tissue that includes heterogeneous nutrient delivery and varied biomechanical characteristics (white matter, gray matter, cerebrospinal fluid, and bone), and we observe growth morphologies that are highly dependent upon the variations of the tissue characteristics—an effect observed in real tumor growth. PMID:21331304
Liu, Biao; Wu, Ranchao; Chen, Liping
2018-04-01
Turing instability and pattern formation in a super cross-diffusion predator-prey system with Michaelis-Menten type predator harvesting are investigated. Stability of equilibrium points is first explored with or without super cross-diffusion. It is found that cross-diffusion could induce instability of equilibria. To further derive the conditions of Turing instability, the linear stability analysis is carried out. From theoretical analysis, note that cross-diffusion is the key mechanism for the formation of spatial patterns. By taking cross-diffusion rate as bifurcation parameter, we derive amplitude equations near the Turing bifurcation point for the excited modes by means of weakly nonlinear theory. Dynamical analysis of the amplitude equations interprets the structural transitions and stability of various forms of Turing patterns. Furthermore, the theoretical results are illustrated via numerical simulations. Copyright © 2018. Published by Elsevier Inc.
From quantum stochastic differential equations to Gisin-Percival state diffusion
NASA Astrophysics Data System (ADS)
Parthasarathy, K. R.; Usha Devi, A. R.
2017-08-01
Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.
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.
First-Order Hyperbolic System Method for Time-Dependent Advection-Diffusion Problems
NASA Technical Reports Server (NTRS)
Mazaheri, Alireza; Nishikawa, Hiroaki
2014-01-01
A time-dependent extension of the first-order hyperbolic system method for advection-diffusion problems is introduced. Diffusive/viscous terms are written and discretized as a hyperbolic system, which recovers the original equation in the steady state. The resulting scheme offers advantages over traditional schemes: a dramatic simplification in the discretization, high-order accuracy in the solution gradients, and orders-of-magnitude convergence acceleration. The hyperbolic advection-diffusion system is discretized by the second-order upwind residual-distribution scheme in a unified manner, and the system of implicit-residual-equations is solved by Newton's method over every physical time step. The numerical results are presented for linear and nonlinear advection-diffusion problems, demonstrating solutions and gradients produced to the same order of accuracy, with rapid convergence over each physical time step, typically less than five Newton iterations.
Investigating the use of a rational Runge Kutta method for transport modelling
NASA Astrophysics Data System (ADS)
Dougherty, David E.
An unconditionally stable explicit time integrator has recently been developed for parabolic systems of equations. This rational Runge Kutta (RRK) method, proposed by Wambecq 1 and Hairer 2, has been applied by Liu et al.3 to linear heat conduction problems in a time-partitioned solution context. An important practical question is whether the method has application for the solution of (nearly) hyperbolic equations as well. In this paper the RRK method is applied to a nonlinear heat conduction problem, the advection-diffusion equation, and the hyperbolic Buckley-Leverett problem. The method is, indeed, found to be unconditionally stable for the linear heat conduction problem and performs satisfactorily for the nonlinear heat flow case. A heuristic limitation on the utility of RRK for the advection-diffusion equation arises in the Courant number; for the second-order accurate one-step two-stage RRK method, a limiting Courant number of 2 applies. First order upwinding is not as effective when used with RRK as with Euler one-step methods. The method is found to perform poorly for the Buckley-Leverett problem.
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.
NASA Astrophysics Data System (ADS)
Han, Renji; Dai, Binxiang
2017-06-01
The spatiotemporal pattern induced by cross-diffusion of a toxic-phytoplankton-zooplankton model with nonmonotonic functional response is investigated in this paper. The linear stability analysis shows that cross-diffusion is the key mechanism for the formation of spatial patterns. By taking cross-diffusion rate as bifurcation parameter, we derive amplitude equations near the Turing bifurcation point for the excited modes in the framework of a weakly nonlinear theory, and the stability analysis of the amplitude equations interprets the structural transitions and stability of various forms of Turing patterns. Furthermore, we illustrate the theoretical results via numerical simulations. It is shown that the spatiotemporal distribution of the plankton is homogeneous in the absence of cross-diffusion. However, when the cross-diffusivity is greater than the critical value, the spatiotemporal distribution of all the plankton species becomes inhomogeneous in spaces and results in different kinds of patterns: spot, stripe, and the mixture of spot and stripe patterns depending on the cross-diffusivity. Simultaneously, the impact of toxin-producing rate of toxic-phytoplankton (TPP) species and natural death rate of zooplankton species on pattern selection is also explored.
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
A new least-squares transport equation compatible with voids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hansen, J. B.; Morel, J. E.
2013-07-01
We define a new least-squares transport equation that is applicable in voids, can be solved using source iteration with diffusion-synthetic acceleration, and requires only the solution of an independent set of second-order self-adjoint equations for each direction during each source iteration. We derive the equation, discretize it using the S{sub n} method in conjunction with a linear-continuous finite-element method in space, and computationally demonstrate various of its properties. (authors)
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.
Recursion equations in predicting band width under gradient elution.
Liang, Heng; Liu, Ying
2004-06-18
The evolution of solute zone under gradient elution is a typical problem of non-linear continuity equation since the local diffusion coefficient and local migration velocity of the mass cells of solute zones are the functions of position and time due to space- and time-variable mobile phase composition. In this paper, based on the mesoscopic approaches (Lagrangian description, the continuity theory and the local equilibrium assumption), the evolution of solute zones in space- and time-dependent fields is described by the iterative addition of local probability density of the mass cells of solute zones. Furthermore, on macroscopic levels, the recursion equations have been proposed to simulate zone migration and spreading in reversed-phase high-performance liquid chromatography (RP-HPLC) through directly relating local retention factor and local diffusion coefficient to local mobile phase concentration. This new approach differs entirely from the traditional theories on plate concept with Eulerian description, since band width recursion equation is actually the accumulation of local diffusion coefficients of solute zones to discrete-time slices. Recursion equations and literature equations were used in dealing with same experimental data in RP-HPLC, and the comparison results show that the recursion equations can accurately predict band width under gradient elution.
NASA Astrophysics Data System (ADS)
Oleschko, K.; Khrennikov, A.
2017-10-01
This paper is about a novel mathematical framework to model transport (of, e.g., fluid or gas) through networks of capillaries. This framework takes into account the tree structure of the networks of capillaries. (Roughly speaking, we use the tree-like system of coordinates.) As is well known, tree-geometry can be topologically described as the geometry of an ultrametric space, i.e., a metric space in which the metric satisfies the strong triangle inequality: in each triangle, the third side is less than or equal to the maximum of two other sides. Thus transport (e.g., of oil or emulsion of oil and water in porous media, or blood and air in biological organisms) through networks of capillaries can be mathematically modelled as ultrametric diffusion. Such modelling was performed in a series of recently published papers of the authors. However, the process of transport through capillaries can be only approximately described by the linear diffusion, because the concentration of, e.g., oil droplets, in a capillary can essentially modify the dynamics. Therefore nonlinear dynamical equations provide a more adequate model of transport in a network of capillaries. We consider a nonlinear ultrametric diffusion equation with quadratic nonlinearity - to model transport in such a network. Here, as in the linear case, we apply the theory of ultrametric wavelets. The paper also contains a simple introduction to theory of ultrametric spaces and analysis on them.
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.
NASA Technical Reports Server (NTRS)
Sohrab, Siavash H.; Piltch, Nancy (Technical Monitor)
2000-01-01
A scale-invariant model of statistical mechanics is applied to present invariant forms of mass, energy, linear, and angular momentum conservation equations in reactive fields. The resulting conservation equations at molecular-dynamic scale are solved by the method of large activation energy asymptotics to describe the hydro-thermo-diffusive structure of laminar premixed flames. The predicted temperature and velocity profiles are in agreement with the observations. Also, with realistic physico-chemical properties and chemical-kinetic parameters for a single-step overall combustion of stoichiometric methane-air premixed flame, the laminar flame propagation velocity of 42.1 cm/s is calculated in agreement with the experimental value.
A strictly Markovian expansion for plasma turbulence theory
NASA Technical Reports Server (NTRS)
Jones, F. C.
1978-01-01
The collision operator that appears in the equation of motion for a particle distribution function that has been averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. In this note we derive an expansion of the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest non-trivial order. The validity of this expansion is seen to be the same as that of the standard quasi-linear expansion.
Modified Chapman-Enskog moment approach to diffusive phonon heat transport.
Banach, Zbigniew; Larecki, Wieslaw
2008-12-01
A detailed treatment of the Chapman-Enskog method for a phonon gas is given within the framework of an infinite system of moment equations obtained from Callaway's model of the Boltzmann-Peierls equation. Introducing no limitations on the magnitudes of the individual components of the drift velocity or the heat flux, this method is used to derive various systems of hydrodynamic equations for the energy density and the drift velocity. For one-dimensional flow problems, assuming that normal processes dominate over resistive ones, it is found that the first three levels of the expansion (i.e., the zeroth-, first-, and second-order approximations) yield the equations of hydrodynamics which are linearly stable at all wavelengths. This result can be achieved either by examining the dispersion relations for linear plane waves or by constructing the explicit quadratic Lyapunov entropy functionals for the linear perturbation equations. The next order in the Chapman-Enskog expansion leads to equations which are unstable to some perturbations. Precisely speaking, the linearized equations of motion that describe the propagation of small disturbances in the flow have unstable plane-wave solutions in the short-wavelength limit of the dispersion relations. This poses no problem if the equations are used in their proper range of validity.
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
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
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.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Haneberg, W.C.
1991-11-01
Previous workers have correlated slope failures during rainstorms with rainfall intensity, rainfall duration, and seasonal antecedent rainfall. This note shows how such relationships can be interpreted using a periodic steady-state solution to the well-known linear pressure diffusion equation. Normalization of the governing equation yields a characteristic response time that is a function of soil thickness, saturated hydraulic conductivity, and pre-storm effective porosity, and which is analogous to the travel time of a piston wetting front. The effects of storm frequency and magnitude are also successfully quantified using dimensionless attenuation factors and lag times.
A Textbook for a First Course in Computational Fluid Dynamics
NASA Technical Reports Server (NTRS)
Zingg, D. W.; Pulliam, T. H.; Nixon, David (Technical Monitor)
1999-01-01
This paper describes and discusses the textbook, Fundamentals of Computational Fluid Dynamics by Lomax, Pulliam, and Zingg, which is intended for a graduate level first course in computational fluid dynamics. This textbook emphasizes fundamental concepts in developing, analyzing, and understanding numerical methods for the partial differential equations governing the physics of fluid flow. Its underlying philosophy is that the theory of linear algebra and the attendant eigenanalysis of linear systems provides a mathematical framework to describe and unify most numerical methods in common use in the field of fluid dynamics. Two linear model equations, the linear convection and diffusion equations, are used to illustrate concepts throughout. Emphasis is on the semi-discrete approach, in which the governing partial differential equations (PDE's) are reduced to systems of ordinary differential equations (ODE's) through a discretization of the spatial derivatives. The ordinary differential equations are then reduced to ordinary difference equations (O(Delta)E's) using a time-marching method. This methodology, using the progression from PDE through ODE's to O(Delta)E's, together with the use of the eigensystems of tridiagonal matrices and the theory of O(Delta)E's, gives the book its distinctiveness and provides a sound basis for a deep understanding of fundamental concepts in computational fluid dynamics.
Chaotic dynamics and diffusion in a piecewise linear equation
NASA Astrophysics Data System (ADS)
Shahrear, Pabel; Glass, Leon; Edwards, Rod
2015-03-01
Genetic interactions are often modeled by logical networks in which time is discrete and all gene activity states update simultaneously. However, there is no synchronizing clock in organisms. An alternative model assumes that the logical network is preserved and plays a key role in driving the dynamics in piecewise nonlinear differential equations. We examine dynamics in a particular 4-dimensional equation of this class. In the equation, two of the variables form a negative feedback loop that drives a second negative feedback loop. By modifying the original equations by eliminating exponential decay, we generate a modified system that is amenable to detailed analysis. In the modified system, we can determine in detail the Poincaré (return) map on a cross section to the flow. By analyzing the eigenvalues of the map for the different trajectories, we are able to show that except for a set of measure 0, the flow must necessarily have an eigenvalue greater than 1 and hence there is sensitive dependence on initial conditions. Further, there is an irregular oscillation whose amplitude is described by a diffusive process that is well-modeled by the Irwin-Hall distribution. There is a large class of other piecewise-linear networks that might be analyzed using similar methods. The analysis gives insight into possible origins of chaotic dynamics in periodically forced dynamical systems.
Stabilized linear semi-implicit schemes for the nonlocal Cahn-Hilliard equation
NASA Astrophysics Data System (ADS)
Du, Qiang; Ju, Lili; Li, Xiao; Qiao, Zhonghua
2018-06-01
Comparing with the well-known classic Cahn-Hilliard equation, the nonlocal Cahn-Hilliard equation is equipped with a nonlocal diffusion operator and can describe more practical phenomena for modeling phase transitions of microstructures in materials. On the other hand, it evidently brings more computational costs in numerical simulations, thus efficient and accurate time integration schemes are highly desired. In this paper, we propose two energy-stable linear semi-implicit methods with first and second order temporal accuracies respectively for solving the nonlocal Cahn-Hilliard equation. The temporal discretization is done by using the stabilization technique with the nonlocal diffusion term treated implicitly, while the spatial discretization is carried out by the Fourier collocation method with FFT-based fast implementations. The energy stabilities are rigorously established for both methods in the fully discrete sense. Numerical experiments are conducted for a typical case involving Gaussian kernels. We test the temporal convergence rates of the proposed schemes and make a comparison of the nonlocal phase transition process with the corresponding local one. In addition, long-time simulations of the coarsening dynamics are also performed to predict the power law of the energy decay.
Nonlinear subdiffusive fractional equations and the aggregation phenomenon.
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.
Heidenreich, Elvio A; Ferrero, José M; Doblaré, Manuel; Rodríguez, José F
2010-07-01
Many problems in biology and engineering are governed by anisotropic reaction-diffusion equations with a very rapidly varying reaction term. This usually implies the use of very fine meshes and small time steps in order to accurately capture the propagating wave while avoiding the appearance of spurious oscillations in the wave front. This work develops a family of macro finite elements amenable for solving anisotropic reaction-diffusion equations with stiff reactive terms. The developed elements are incorporated on a semi-implicit algorithm based on operator splitting that includes adaptive time stepping for handling the stiff reactive term. A linear system is solved on each time step to update the transmembrane potential, whereas the remaining ordinary differential equations are solved uncoupled. The method allows solving the linear system on a coarser mesh thanks to the static condensation of the internal degrees of freedom (DOF) of the macroelements while maintaining the accuracy of the finer mesh. The method and algorithm have been implemented in parallel. The accuracy of the method has been tested on two- and three-dimensional examples demonstrating excellent behavior when compared to standard linear elements. The better performance and scalability of different macro finite elements against standard finite elements have been demonstrated in the simulation of a human heart and a heterogeneous two-dimensional problem with reentrant activity. Results have shown a reduction of up to four times in computational cost for the macro finite elements with respect to equivalent (same number of DOF) standard linear finite elements as well as good scalability properties.
Coarse mesh and one-cell block inversion based diffusion synthetic acceleration
NASA Astrophysics Data System (ADS)
Kim, Kang-Seog
DSA (Diffusion Synthetic Acceleration) has been developed to accelerate the SN transport iteration. We have developed solution techniques for the diffusion equations of FLBLD (Fully Lumped Bilinear Discontinuous), SCB (Simple Comer Balance) and UCB (Upstream Corner Balance) modified 4-step DSA in x-y geometry. Our first multi-level method includes a block Gauss-Seidel iteration for the discontinuous diffusion equation, uses the continuous diffusion equation derived from the asymptotic analysis, and avoids void cell calculation. We implemented this multi-level procedure and performed model problem calculations. The results showed that the FLBLD, SCB and UCB modified 4-step DSA schemes with this multi-level technique are unconditionally stable and rapidly convergent. We suggested a simplified multi-level technique for FLBLD, SCB and UCB modified 4-step DSA. This new procedure does not include iterations on the diffusion calculation or the residual calculation. Fourier analysis results showed that this new procedure was as rapidly convergent as conventional modified 4-step DSA. We developed new DSA procedures coupled with 1-CI (Cell Block Inversion) transport which can be easily parallelized. We showed that 1-CI based DSA schemes preceded by SI (Source Iteration) are efficient and rapidly convergent for LD (Linear Discontinuous) and LLD (Lumped Linear Discontinuous) in slab geometry and for BLD (Bilinear Discontinuous) and FLBLD in x-y geometry. For 1-CI based DSA without SI in slab geometry, the results showed that this procedure is very efficient and effective for all cases. We also showed that 1-CI based DSA in x-y geometry was not effective for thin mesh spacings, but is effective and rapidly convergent for intermediate and thick mesh spacings. We demonstrated that the diffusion equation discretized on a coarse mesh could be employed to accelerate the transport equation. Our results showed that coarse mesh DSA is unconditionally stable and is as rapidly convergent as fine mesh DSA in slab geometry. For x-y geometry our coarse mesh DSA is very effective for thin and intermediate mesh spacings independent of the scattering ratio, but is not effective for purely scattering problems and high aspect ratio zoning. However, if the scattering ratio is less than about 0.95, this procedure is very effective for all mesh spacing.
Double-Diffusive Convection in Rotational Shear
2015-03-01
salt finger development is 0 and 0Z ZT S> > . The model uses the Boussinesq equations of motion with the linear equations of state, are expressed in...reference density from the Boussinesq approximation. ( )top bottom Z T T T H − = (2.2) The resultant non-dimensionalized equations for the model are...S T k k t = to determine how the system evolved during the simulation. B. VERSIONS OF THE BASIC MODEL This research was based on four separate
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.
NASA Astrophysics Data System (ADS)
Giacometti, Paolo; Diamond, Solomon G.
Diffuse optical tomography (DOT) is a functional brain imaging technique that measures cerebral blood oxygenation and blood volume changes. This technique is particularly useful in human neuroimaging measurements because of the coupling between neural and hemodynamic activity in the brain. DOT is a multichannel imaging extension of near-infrared spectroscopy (NIRS). NIRS uses laser sources and light detectors on the scalp to obtain noninvasive hemodynamic measurements from spectroscopic analysis of the remitted light. This review explains how NIRS data analysis is performed using a combination of the modified Beer-Lambert law (MBLL) and the diffusion approximation to the radiative transport equation (RTE). Laser diodes, photodiode detectors, and optical terminals that contact the scalp are the main components in most NIRS systems. Placing multiple sources and detectors over the surface of the scalp allows for tomographic reconstructions that extend the individual measurements of NIRS into DOT. Mathematically arranging the DOT measurements into a linear system of equations that can be inverted provides a way to obtain tomographic reconstructions of hemodynamics in the brain.
Vectorization of transport and diffusion computations on the CDC Cyber 205
DOE Office of Scientific and Technical Information (OSTI.GOV)
Abu-Shumays, I.K.
1986-01-01
The development and testing of alternative numerical methods and computational algorithms specifically designed for the vectorization of transport and diffusion computations on a Control Data Corporation (CDC) Cyber 205 vector computer are described. Two solution methods for the discrete ordinates approximation to the transport equation are summarized and compared. Factors of 4 to 7 reduction in run times for certain large transport problems were achieved on a Cyber 205 as compared with run times on a CDC-7600. The solution of tridiagonal systems of linear equations, central to several efficient numerical methods for multidimensional diffusion computations and essential for fluid flowmore » and other physics and engineering problems, is also dealt with. Among the methods tested, a combined odd-even cyclic reduction and modified Cholesky factorization algorithm for solving linear symmetric positive definite tridiagonal systems is found to be the most effective for these systems on a Cyber 205. For large tridiagonal systems, computation with this algorithm is an order of magnitude faster on a Cyber 205 than computation with the best algorithm for tridiagonal systems on a CDC-7600.« less
NASA Technical Reports Server (NTRS)
Strelkov, S. A.; Sushkevich, T. A.
1983-01-01
Spatial frequency characteristics (SFC) and the scattering functions were studied in the two cases of a uniform horizontal layer with absolutely black bottom, and an isolated layer. The mathematical model for these examples describes the horizontal heterogeneities in a light field with regard to radiation polarization in a three dimensional planar atmosphere, delimited by a heterogeneous surface with diffuse reflection. The perturbation method was used to obtain vector transfer equations which correspond to the linear and nonlinear systems of polarization radiation transfer. The boundary value tasks for the vector transfer equation that is a parametric set and one dimensional are satisfied by the SFC of the nonlinear system, and are expressed through the SFC of linear approximation. As a consequence of the developed theory, formulas were obtained for analytical calculation of albedo in solving the task of dissemination of polarization radiation in the planetary atmosphere with uniform Lambert bottom.
Magnon spin transport driven by the magnon chemical potential in a magnetic insulator
NASA Astrophysics Data System (ADS)
Cornelissen, L. J.; Peters, K. J. H.; Bauer, G. E. W.; Duine, R. A.; van Wees, B. J.
2016-07-01
We develop a linear-response transport theory of diffusive spin and heat transport by magnons in magnetic insulators with metallic contacts. The magnons are described by a position-dependent temperature and chemical potential that are governed by diffusion equations with characteristic relaxation lengths. Proceeding from a linearized Boltzmann equation, we derive expressions for length scales and transport coefficients. For yttrium iron garnet (YIG) at room temperature we find that long-range transport is dominated by the magnon chemical potential. We compare the model's results with recent experiments on YIG with Pt contacts [L. J. Cornelissen et al., Nat. Phys. 11, 1022 (2015), 10.1038/nphys3465] and extract a magnon spin conductivity of σm=5 ×105 S/m. Our results for the spin Seebeck coefficient in YIG agree with published experiments. We conclude that the magnon chemical potential is an essential ingredient for energy and spin transport in magnetic insulators.
Nonlinear optical susceptibilities in the diffusion modified AlxGa1-xN/GaN single quantum well
NASA Astrophysics Data System (ADS)
Das, T.; Panda, S.; Panda, B. K.
2018-05-01
Under thermal treatment of the post growth AlGaN/GaN single quantum well, the diffusion of Al and Ga atoms across the interface is expected to form the diffusion modified quantum well with diffusion length as a quantitative parameter for diffusion. The modification of confining potential and position-dependent effective mass in the quantum well due to diffusion is calculated taking the Fick's law. The built-in electric field which arises from spontaneous and piezoelectric polarizations in the wurtzite structure is included in the effective mass equation. The electronic states are calculated from the effective mass equation using the finite difference method for several diffusion lengths. Since the effective well width decreases with increasing diffusion length, the energy levels increase with it. The intersubband energy spacing in the conduction band decreases with diffusion length due to built-in electric field and reduction of effective well width. The linear susceptibility for first-order and the nonlinear second-order and third-order susceptibilities are calculated using the compact density matrix approach taking only two levels. The calculated susceptibilities are red shifted with increase in diffusion lengths due to decrease in intersubband energy spacing.
Pickup protons and water ions at Comet Halley - Comparisons with Giotto observations
NASA Astrophysics Data System (ADS)
Ye, G.; Cravens, T. E.; Gombosi, T. I.
1993-02-01
The cometary ion pickup process along the sun-comet line at Comet Halley is investigated using a quasi-linear diffusion model including both pitch angle and energy diffusion, adiabatic compression, and convective motion with the solar wind flow. The model results are compared with energetic ion distributions observed by instruments on board the Giotto spacecraft. The observed power spectrum index of magnetic turbulence (gamma) is 2-2.5. The present simulation shows that when gamma was 2, the calculated proton distributions were much more isotropic than the observed ones. The numerical solutions of the quasi-linear diffusion equations show that the isotropization of the pickup ion distribution, particularly at the pickup velocity, is not complete even close to the bow shock. Given the observed turbulence level, quasi-linear theory yields pickup ion energy distributions that agree with the observed ones quite well and easily produces energetic ions with energies up to hundreds of keV.
NASA Astrophysics Data System (ADS)
Zapata, M. A. Uh; Van Bang, D. Pham; Nguyen, K. D.
2016-05-01
This paper presents a parallel algorithm for the finite-volume discretisation of the Poisson equation on three-dimensional arbitrary geometries. The proposed method is formulated by using a 2D horizontal block domain decomposition and interprocessor data communication techniques with message passing interface. The horizontal unstructured-grid cells are reordered according to the neighbouring relations and decomposed into blocks using a load-balanced distribution to give all processors an equal amount of elements. In this algorithm, two parallel successive over-relaxation methods are presented: a multi-colour ordering technique for unstructured grids based on distributed memory and a block method using reordering index following similar ideas of the partitioning for structured grids. In all cases, the parallel algorithms are implemented with a combination of an acceleration iterative solver. This solver is based on a parabolic-diffusion equation introduced to obtain faster solutions of the linear systems arising from the discretisation. Numerical results are given to evaluate the performances of the methods showing speedups better than linear.
Subdiffusion in Membrane Permeation of Small Molecules.
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.
Bidirectional plant canopy reflection models derived from the radiation transfer equation
NASA Technical Reports Server (NTRS)
Beeth, D. R.
1975-01-01
A collection of bidirectional canopy reflection models was obtained from the solution of the radiation transfer equation for a horizontally homogeneous canopy. A phase function is derived for a collection of bidirectionally reflecting and transmitting planar elements characterized geometrically by slope and azimuth density functions. Two approaches to solving the radiation transfer equation for the canopy are presented. One approach factors the radiation transfer equation into a solvable set of three first-order linear differential equations by assuming that the radiation field within the canopy can be initially approximated by three components: uniformly diffuse downwelling, uniformly diffuse upwelling, and attenuated specular. The solution to these equations, which can be iterated to any degree of accuracy, was used to obtain overall canopy reflection from the formal solution to the radiation transfer equation. A programable solution to canopy overall bidirectional reflection is given for this approach. The special example of Lambertian leaves with constant leaf bidirectional reflection and scattering functions is considered, and a programmable solution for this example is given. The other approach to solving the radiation transfer equation, a generalized Chandrasekhar technique, is presented in the appendix.
A novel finite volume discretization method for advection-diffusion systems on stretched meshes
NASA Astrophysics Data System (ADS)
Merrick, D. G.; Malan, A. G.; van Rooyen, J. A.
2018-06-01
This work is concerned with spatial advection and diffusion discretization technology within the field of Computational Fluid Dynamics (CFD). In this context, a novel method is proposed, which is dubbed the Enhanced Taylor Advection-Diffusion (ETAD) scheme. The model equation employed for design of the scheme is the scalar advection-diffusion equation, the industrial application being incompressible laminar and turbulent flow. Developed to be implementable into finite volume codes, ETAD places specific emphasis on improving accuracy on stretched structured and unstructured meshes while considering both advection and diffusion aspects in a holistic manner. A vertex-centered structured and unstructured finite volume scheme is used, and only data available on either side of the volume face is employed. This includes the addition of a so-called mesh stretching metric. Additionally, non-linear blending with the existing NVSF scheme was performed in the interest of robustness and stability, particularly on equispaced meshes. The developed scheme is assessed in terms of accuracy - this is done analytically and numerically, via comparison to upwind methods which include the popular QUICK and CUI techniques. Numerical tests involved the 1D scalar advection-diffusion equation, a 2D lid driven cavity and turbulent flow case. Significant improvements in accuracy were achieved, with L2 error reductions of up to 75%.
Undetermined Coefficient Problems for Quasi-Linear Parabolic Equations
1989-12-18
a student of John Burns, spent 3 years at Brown working with Tom Banks. His speciality is in control theory, in particular for viscoelastic...diffusion equation, SIAM J. Appld Maih, 39, (2), (1980), 272-289. [ 3 ] J. R. Cannon and H. M. Yin, A uniqueness theorem for a class of parabolic inverse...2.6) where H is a C’ function. This equation is of second kind Volterra type and can be u!uiquely solved for the function 0. Thus k = A
Analysis of the discontinuous Galerkin method applied to the European option pricing problem
NASA Astrophysics Data System (ADS)
Hozman, J.
2013-12-01
In this paper we deal with a numerical solution of a one-dimensional Black-Scholes partial differential equation, an important scalar nonstationary linear convection-diffusion-reaction equation describing the pricing of European vanilla options. We present a derivation of the numerical scheme based on the space semidiscretization of the model problem by the discontinuous Galerkin method with nonsymmetric stabilization of diffusion terms and with the interior and boundary penalty. The main attention is paid to the investigation of a priori error estimates for the proposed scheme. The appended numerical experiments illustrate the theoretical results and the potency of the method, consequently.
A minimally-resolved immersed boundary model for reaction-diffusion problems
NASA Astrophysics Data System (ADS)
Pal Singh Bhalla, Amneet; Griffith, Boyce E.; Patankar, Neelesh A.; Donev, Aleksandar
2013-12-01
We develop an immersed boundary approach to modeling reaction-diffusion processes in dispersions of reactive spherical particles, from the diffusion-limited to the reaction-limited setting. We represent each reactive particle with a minimally-resolved "blob" using many fewer degrees of freedom per particle than standard discretization approaches. More complicated or more highly resolved particle shapes can be built out of a collection of reactive blobs. We demonstrate numerically that the blob model can provide an accurate representation at low to moderate packing densities of the reactive particles, at a cost not much larger than solving a Poisson equation in the same domain. Unlike multipole expansion methods, our method does not require analytically computed Green's functions, but rather, computes regularized discrete Green's functions on the fly by using a standard grid-based discretization of the Poisson equation. This allows for great flexibility in implementing different boundary conditions, coupling to fluid flow or thermal transport, and the inclusion of other effects such as temporal evolution and even nonlinearities. We develop multigrid-based preconditioners for solving the linear systems that arise when using implicit temporal discretizations or studying steady states. In the diffusion-limited case the resulting linear system is a saddle-point problem, the efficient solution of which remains a challenge for suspensions of many particles. We validate our method by comparing to published results on reaction-diffusion in ordered and disordered suspensions of reactive spheres.
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
Till, Andrew T.; Warsa, James S.; Morel, Jim E.
2018-06-15
The thermal radiative transfer (TRT) equations comprise a radiation equation coupled to the material internal energy equation. Linearization of these equations produces effective, thermally-redistributed scattering through absorption-reemission. In this paper, we investigate the effectiveness and efficiency of Linear-Multi-Frequency-Grey (LMFG) acceleration that has been reformulated for use as a preconditioner to Krylov iterative solution methods. We introduce two general frameworks, the scalar flux formulation (SFF) and the absorption rate formulation (ARF), and investigate their iterative properties in the absence and presence of true scattering. SFF has a group-dependent state size but may be formulated without inner iterations in the presence ofmore » scattering, while ARF has a group-independent state size but requires inner iterations when scattering is present. We compare and evaluate the computational cost and efficiency of LMFG applied to these two formulations using a direct solver for the preconditioners. Finally, this work is novel because the use of LMFG for the radiation transport equation, in conjunction with Krylov methods, involves special considerations not required for radiation diffusion.« less
Zhang, Duan Z.; Padrino, Juan C.
2017-06-01
The ensemble averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of pockets connected by tortuous channels. Inside a channel, fluid transport is assumed to be governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pocket mass density. The so-called dual-porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem,more » we consider the one-dimensional mass diffusion in a semi-infinite domain. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt $-$1/4 rather than xt $-$1/2 as in the traditional theory. We found this early time similarity can be explained by random walk theory through the network.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mohamed, M. Shadi, E-mail: m.s.mohamed@durham.ac.uk; Seaid, Mohammed; Trevelyan, Jon
2013-10-15
We investigate the effectiveness of the partition-of-unity finite element method for transient conduction–radiation problems in diffusive grey media. The governing equations consist of a semi-linear transient heat equation for the temperature field and a stationary diffusion approximation to the radiation in grey media. The coupled equations are integrated in time using a semi-implicit method in the finite element framework. We show that for the considered problems, a combination of hyperbolic and exponential enrichment functions based on an approximation of the boundary layer leads to improved accuracy compared to the conventional finite element method. It is illustrated that this approach canmore » be more efficient than using h adaptivity to increase the accuracy of the finite element method near the boundary walls. The performance of the proposed partition-of-unity method is analyzed on several test examples for transient conduction–radiation problems in two space dimensions.« less
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.
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).
A New Linearized Crank-Nicolson Mixed Element Scheme for the Extended Fisher-Kolmogorov Equation
Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei
2013-01-01
We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L 2(Ω))2 space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L 2 and H 1-norm for both the scalar unknown u and the diffusion term w = −Δu and a priori error estimates in (L 2)2-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes. PMID:23864831
A new linearized Crank-Nicolson mixed element scheme for the extended Fisher-Kolmogorov equation.
Wang, Jinfeng; Li, Hong; He, Siriguleng; Gao, Wei; Liu, Yang
2013-01-01
We present a new mixed finite element method for solving the extended Fisher-Kolmogorov (EFK) equation. We first decompose the EFK equation as the two second-order equations, then deal with a second-order equation employing finite element method, and handle the other second-order equation using a new mixed finite element method. In the new mixed finite element method, the gradient ∇u belongs to the weaker (L²(Ω))² space taking the place of the classical H(div; Ω) space. We prove some a priori bounds for the solution for semidiscrete scheme and derive a fully discrete mixed scheme based on a linearized Crank-Nicolson method. At the same time, we get the optimal a priori error estimates in L² and H¹-norm for both the scalar unknown u and the diffusion term w = -Δu and a priori error estimates in (L²)²-norm for its gradient χ = ∇u for both semi-discrete and fully discrete schemes.
Comments on the Diffusive Behavior of Two Upwind Schemes
NASA Technical Reports Server (NTRS)
Wood, William A.; Kleb, William L.
1998-01-01
The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and locally one-dimensional finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2.5 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a speedup of 29 over finite volume.
Diffusion Characteristics of Upwind Schemes on Unstructured Triangulations
NASA Technical Reports Server (NTRS)
Wood, William A.; Kleb, William L.
1998-01-01
The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and dimensionally-split finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the dimensionally-split finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2-3 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a 20-25 speedup over finite volume.
The role of advection and diffusion in waste disposal by sea urchin embryos
NASA Astrophysics Data System (ADS)
Clark, Aaron; Licata, Nicholas
2014-03-01
We determine the first passage probability for the absorption of waste molecules released from the microvilli of sea urchin embryos. We calculate a perturbative solution of the advection-diffusion equation for a linear shear profile similar to the fluid environment which the embryos inhabit. Rapid rotation of the embryo results in a concentration boundary layer of comparable thickness to the length of the microvilli. A comparison of the results to the regime of diffusion limited transport indicates that fluid flow is advantageous for efficient waste disposal.
Simpson, Matthew J
2015-01-01
Many processes during embryonic development involve transport and reaction of molecules, or transport and proliferation of cells, within growing tissues. Mathematical models of such processes usually take the form of a reaction-diffusion partial differential equation (PDE) on a growing domain. Previous analyses of such models have mainly involved solving the PDEs numerically. Here, we present a framework for calculating the exact solution of a linear reaction-diffusion PDE on a growing domain. We derive an exact solution for a general class of one-dimensional linear reaction—diffusion process on 0
Simpson, Matthew J
2015-01-01
Many processes during embryonic development involve transport and reaction of molecules, or transport and proliferation of cells, within growing tissues. Mathematical models of such processes usually take the form of a reaction-diffusion partial differential equation (PDE) on a growing domain. Previous analyses of such models have mainly involved solving the PDEs numerically. Here, we present a framework for calculating the exact solution of a linear reaction-diffusion PDE on a growing domain. We derive an exact solution for a general class of one-dimensional linear reaction-diffusion process on 0
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'.
NASA Astrophysics Data System (ADS)
Shao, W.; Bogaard, T.; Bakker, M.; Berti, M.; Savenije, H. H. G.
2016-12-01
The fast pore water pressure response to rain events is an important triggering factor for slope instability. The fast pressure response may be caused by preferential flow that bypasses the soil matrix. Currently, most of the hydro-mechanical models simulate pore water pressure using a single-permeability model, which cannot quantify the effects of preferential flow on pressure propagation and landslide triggering. Previous studies showed that a model based on the linear-diffusion equation can simulate the fast pressure propagation in near-saturated landslides such as the Rocca Pitigliana landslide. In such a model, the diffusion coefficient depends on the degree of saturation, which makes it difficult to use the model for predictions. In this study, the influence of preferential flow on pressure propagation and slope stability is investigated with a 1D dual-permeability model coupled with an infinite-slope stability approach. The dual-permeability model uses two modified Darcy-Richards equations to simultaneously simulate the matrix flow and preferential flow in hillslopes. The simulated pressure head is used in an infinite-slope stability analysis to identify the influence of preferential flow on the fast pressure response and landslide triggering. The dual-permeability model simulates the height and arrival of the pressure peak reasonably well. Performance of the dual-permeability model is as good as or better than the linear-diffusion model even though the dual-permeability model is calibrated for two single pulse rain events only, while the linear-diffusion model is calibrated for each rain event separately.
Discontinuous Finite Element Quasidiffusion Methods
Anistratov, Dmitriy Yurievich; Warsa, James S.
2018-05-21
Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less
Discontinuous Finite Element Quasidiffusion Methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Anistratov, Dmitriy Yurievich; Warsa, James S.
Here in this paper, two-level methods for solving transport problems in one-dimensional slab geometry based on the quasi-diffusion (QD) method are developed. A linear discontinuous finite element method (LDFEM) is derived for the spatial discretization of the low-order QD (LOQD) equations. It involves special interface conditions at the cell edges based on the idea of QD boundary conditions (BCs). We consider different kinds of QD BCs to formulate the necessary cell-interface conditions. We develop two-level methods with independent discretization of the high-order transport equation and LOQD equations, where the transport equation is discretized using the method of characteristics and themore » LDFEM is applied to the LOQD equations. We also formulate closures that lead to the discretization consistent with a LDFEM discretization of the transport equation. The proposed methods are studied by means of test problems formulated with the method of manufactured solutions. Numerical experiments are presented demonstrating the performance of the proposed methods. Lastly, we also show that the method with independent discretization has the asymptotic diffusion limit.« less
Transport mechanisms of contaminants released from fine sediment in rivers
NASA Astrophysics Data System (ADS)
Cheng, Pengda; Zhu, Hongwei; Zhong, Baochang; Wang, Daozeng
2015-12-01
Contaminants released from sediment into rivers are one of the main problems to study in environmental hydrodynamics. For contaminants released into the overlying water under different hydrodynamic conditions, the mechanical mechanisms involved can be roughly divided into convective diffusion, molecular diffusion, and adsorption/desorption. Because of the obvious environmental influence of fine sediment (D_{90}= 0.06 mm), non-cohesive fine sediment, and cohesive fine sediment are researched in this paper, and phosphorus is chosen for a typical adsorption of a contaminant. Through theoretical analysis of the contaminant release process, according to different hydraulic conditions, the contaminant release coupling mathematical model can be established by the N-S equation, the Darcy equation, the solute transport equation, and the adsorption/desorption equation. Then, the experiments are completed in an open water flume. The simulation results and experimental results show that convective diffusion dominates the contaminant release both in non-cohesive and cohesive fine sediment after their suspension, and that they contribute more than 90 % of the total release. Molecular diffusion and desorption have more of a contribution for contaminant release from unsuspended sediment. In unsuspension sediment, convective diffusion is about 10-50 times larger than molecular diffusion during the initial stages under high velocity; it is close to molecular diffusion in the later stages. Convective diffusion is about 6 times larger than molecular diffusion during the initial stages under low velocity, it is about a quarter of molecular diffusion in later stages, and has a similar level with desorption/adsorption. In unsuspended sediment, a seepage boundary layer exists below the water-sediment interface, and various release mechanisms in that layer mostly dominate the contaminant release process. In non-cohesive fine sediment, the depth of that layer increases linearly with shear stress. In cohesive fine sediment, the range seepage boundary is different from that in non-cohesive sediment, and that phenomenon is more obvious under a lower shear stress.
Role of Rayleigh numbers on characteristics of double diffusive salt fingers
NASA Astrophysics Data System (ADS)
Rehman, F.; Singh, O. P.
2018-05-01
Double diffusion convection, driven by two constituents of the fluid with different molecular diffusivity, is widely applied in oceanography and large number of other fields like astrophysics, geology, chemistry and metallurgy. In case of ocean, heat (T) and salinity (S) are the two components with varying diffusivity, where heat diffuses hundred times faster than salt. Component (T) stabilizes the system whereas components (S) destabilizes the system with overall density remains stable and forms the rising and sinking fingers known as salt fingers. Recent observations suggest that salt finger characteristics such as growth rates, wavenumber, and fluxes are strongly depending on the Rayleigh numbers as major driving force. In this paper, we corroborate this observation with the help of experiments, numerical simulations and linear theory. An eigenvalue expression for growth rate is derived from the linearized governing equations with explicit dependence on Rayleigh numbers, density stability ratio, Prandtl number and diffusivity ratio. Expressions for fastest growing fingers are also derived as a function various non-dimensional parameter. The predicted results corroborate well with the data reported from the field measurements, experiments and numerical simulations.
Validation of drift and diffusion coefficients from experimental data
NASA Astrophysics Data System (ADS)
Riera, R.; Anteneodo, C.
2010-04-01
Many fluctuation phenomena, in physics and other fields, can be modeled by Fokker-Planck or stochastic differential equations whose coefficients, associated with drift and diffusion components, may be estimated directly from the observed time series. Its correct characterization is crucial to determine the system quantifiers. However, due to the finite sampling rates of real data, the empirical estimates may significantly differ from their true functional forms. In the literature, low-order corrections, or even no corrections, have been applied to the finite-time estimates. A frequent outcome consists of linear drift and quadratic diffusion coefficients. For this case, exact corrections have been recently found, from Itô-Taylor expansions. Nevertheless, model validation constitutes a necessary step before determining and applying the appropriate corrections. Here, we exploit the consequences of the exact theoretical results obtained for the linear-quadratic model. In particular, we discuss whether the observed finite-time estimates are actually a manifestation of that model. The relevance of this analysis is put into evidence by its application to two contrasting real data examples in which finite-time linear drift and quadratic diffusion coefficients are observed. In one case the linear-quadratic model is readily rejected while in the other, although the model constitutes a very good approximation, low-order corrections are inappropriate. These examples give warning signs about the proper interpretation of finite-time analysis even in more general diffusion processes.
Gas Flux and Density Surrounding a Cylindrical Aperture in the Free Molecular Flow Regime
NASA Technical Reports Server (NTRS)
Soulas, George C.
2011-01-01
The equations for rigorously calculating the particle flux and density surrounding a cylindrical aperture in the free molecular flow regime are developed and presented. The fundamental equations for particle flux and density from a reservoir and a diffusely reflecting surface will initially be developed. Assumptions will include a Maxwell-Boltzmann speed distribution, equal particle and wall temperatures, and a linear flux distribution along the cylindrical aperture walls. With this information, the equations for axial flux and density surrounding a cylindrical aperture will be developed. The cylindrical aperture will be divided into multiple volumes and regions to rigorously determine the surrounding axial flux and density, and appropriate limits of integration will be determined. The results of these equations will then be evaluated. The linear wall flux distribution assumption will be assessed. The axial flux and density surrounding a cylindrical aperture with a thickness-to-radius ratio of 1.25 will be presented. Finally, the equations determined in this study will be verified using multiple methods.
A new frequency domain analytical solution of a cascade of diffusive channels for flood routing
NASA Astrophysics Data System (ADS)
Cimorelli, Luigi; Cozzolino, Luca; Della Morte, Renata; Pianese, Domenico; Singh, Vijay P.
2015-04-01
Simplified flood propagation models are often employed in practical applications for hydraulic and hydrologic analyses. In this paper, we present a new numerical method for the solution of the Linear Parabolic Approximation (LPA) of the De Saint Venant equations (DSVEs), accounting for the space variation of model parameters and the imposition of appropriate downstream boundary conditions. The new model is based on the analytical solution of a cascade of linear diffusive channels in the Laplace Transform domain. The time domain solutions are obtained using a Fourier series approximation of the Laplace Inversion formula. The new Inverse Laplace Transform Diffusive Flood Routing model (ILTDFR) can be used as a building block for the construction of real-time flood forecasting models or in optimization models, because it is unconditionally stable and allows fast and fairly precise computation.
A generalized reaction diffusion model for spatial structure formed by motile cells.
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.
Multiphysics modeling of non-linear laser-matter interactions for optically active semiconductors
NASA Astrophysics Data System (ADS)
Kraczek, Brent; Kanp, Jaroslaw
Development of photonic devices for sensors and communications devices has been significantly enhanced by computational modeling. We present a new computational method for modelling laser propagation in optically-active semiconductors within the paraxial wave approximation (PWA). Light propagation is modeled using the Streamline-upwind/Petrov-Galerkin finite element method (FEM). Material response enters through the non-linear polarization, which serves as the right-hand side of the FEM calculation. Maxwell's equations for classical light propagation within the PWA can be written solely in terms of the electric field, producing a wave equation that is a form of the advection-diffusion-reaction equations (ADREs). This allows adaptation of the computational machinery developed for solving ADREs in fluid dynamics to light-propagation modeling. The non-linear polarization is incorporated using a flexible framework to enable the use of multiple methods for carrier-carrier interactions (e.g. relaxation-time-based or Monte Carlo) to enter through the non-linear polarization, as appropriate to the material type. We demonstrate using a simple carrier-carrier model approximating the response of GaN. Supported by ARL Materials Enterprise.
Fem Formulation for Heat and Mass Transfer in Porous Medium
NASA Astrophysics Data System (ADS)
Azeem; Soudagar, Manzoor Elahi M.; Salman Ahmed, N. J.; Anjum Badruddin, Irfan
2017-08-01
Heat and mass transfer in porous medium can be modelled using three partial differential equations namely, momentum equation, energy equation and mass diffusion. These three equations are coupled to each other by some common terms that turn the whole phenomenon into a complex problem with inter-dependable variables. The current article describes the finite element formulation of heat and mass transfer in porous medium with respect to Cartesian coordinates. The problem under study is formulated into algebraic form of equations by using Galerkin's method with the help of two-node linear triangular element having three nodes. The domain is meshed with smaller sized elements near the wall region and bigger size away from walls.
Space-time models based on random fields with local interactions
NASA Astrophysics Data System (ADS)
Hristopulos, Dionissios T.; Tsantili, Ivi C.
2016-08-01
The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or the respective covariance functions. In the statistical literature, covariance functions are often based on mathematical constructions. In this paper, we propose deriving space-time covariance functions by solving “effective equations of motion”, which can be used as statistical representations of systems with diffusive behavior. In particular, we propose to formulate space-time covariance functions based on an equilibrium effective Hamiltonian using the linear response theory. The effective space-time dynamics is then generated by a stochastic perturbation around the equilibrium point of the classical field Hamiltonian leading to an associated Langevin equation. We employ a Hamiltonian which extends the classical Gaussian field theory by including a curvature term and leads to a diffusive Langevin equation. Finally, we derive new forms of space-time covariance functions.
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.
NASA Astrophysics Data System (ADS)
Busto, S.; Ferrín, J. L.; Toro, E. F.; Vázquez-Cendón, M. E.
2018-01-01
In this paper the projection hybrid FV/FE method presented in [1] is extended to account for species transport equations. Furthermore, turbulent regimes are also considered thanks to the k-ε model. Regarding the transport diffusion stage new schemes of high order of accuracy are developed. The CVC Kolgan-type scheme and ADER methodology are extended to 3D. The latter is modified in order to profit from the dual mesh employed by the projection algorithm and the derivatives involved in the diffusion term are discretized using a Galerkin approach. The accuracy and stability analysis of the new method are carried out for the advection-diffusion-reaction equation. Within the projection stage the pressure correction is computed by a piecewise linear finite element method. Numerical results are presented, aimed at verifying the formal order of accuracy of the scheme and to assess the performance of the method on several realistic test problems.
New imaging algorithm in diffusion tomography
NASA Astrophysics Data System (ADS)
Klibanov, Michael V.; Lucas, Thomas R.; Frank, Robert M.
1997-08-01
A novel imaging algorithm for diffusion/optical tomography is presented for the case of the time dependent diffusion equation. Numerical tests are conducted for ranges of parameters realistic for applications to an early breast cancer diagnosis using ultrafast laser pulses. This is a perturbation-like method which works for both homogeneous a heterogeneous background media. Its main innovation lies in a new approach for a novel linearized problem (LP). Such an LP is derived and reduced to a boundary value problem for a coupled system of elliptic partial differential equations. As is well known, the solution of such a system amounts to the factorization of well conditioned, sparse matrices with few non-zero entries clustered along the diagonal, which can be done very rapidly. Thus, the main advantages of this technique are that it is fast and accurate. The authors call this approach the elliptic systems method (ESM). The ESM can be extended for other data collection schemes.
Multiscale functions, scale dynamics, and applications to partial differential equations
NASA Astrophysics Data System (ADS)
Cresson, Jacky; Pierret, Frédéric
2016-05-01
Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.
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.
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
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
Eulerian Dynamics with a Commutator Forcing
2017-01-09
SIAM Review 56(4) (2014) 577–621. [Pes2015] J. Peszek. Discrete Cucker-Smale flocking model with a weakly singular weight. SIAM J. Math . Anal., to...viscosities in bounded domains. J. Math . Pures Appl. (9), 87(2):227– 235, 2007. [CV2010] L. Caffarelli, A. Vasseur, Drift diffusion equations with...Further time regularity for fully non-linear parabolic equations. Math . Res. Lett., 22(6):1749–1766, 2015. [CCTT2016] José A. Carrillo, Young-Pil
NASA Astrophysics Data System (ADS)
Olajuwon, B. I.; Oyelakin, I. S.
2012-12-01
The paper investigates convection heat and mass transfer in power law fluid flow with non relaxation time past a vertical porous plate in presence of a chemical reaction, heat generation, thermo diffu- sion and thermal diffusion. The non - linear partial differential equations governing the flow are transformed into ordinary differential equations using the usual similarity method. The resulting similarity equations are solved numerically using Runge-Kutta shooting method. The results are presented as velocity, temperature and concentration profiles for pseudo plastic fluids and for different values of parameters governing the prob- lem. The skin friction, heat transfer and mass transfer rates are presented numerically in tabular form. The results show that these parameters have significant effects on the flow, heat transfer and mass transfer.
NASA Technical Reports Server (NTRS)
Liu, N. S.; Shamroth, S. J.; Mcdonald, H.
1983-01-01
The multidimensional ensemble averaged compressible time dependent Navier Stokes equations in conjunction with mixing length turbulence model and shock capturing technique were used to study the terminal shock type of flows in various flight regimes occurring in a diffuser/inlet model. The numerical scheme for solving the governing equations is based on a linearized block implicit approach and the following high Reynolds number calculations were carried out: (1) 2 D, steady, subsonic; (2) 2 D, steady, transonic with normal shock; (3) 2 D, steady, supersonic with terminal shock; (4) 2 D, transient process of shock development and (5) 3 D, steady, transonic with normal shock. The numerical results obtained for the 2 D and 3 D transonic shocked flows were compared with corresponding experimental data; the calculated wall static pressure distributions agree well with the measured data.
Pseudo spectral collocation with Maxwell polynomials for kinetic equations with energy diffusion
NASA Astrophysics Data System (ADS)
Sánchez-Vizuet, Tonatiuh; Cerfon, Antoine J.
2018-02-01
We study the approximation and stability properties of a recently popularized discretization strategy for the speed variable in kinetic equations, based on pseudo-spectral collocation on a grid defined by the zeros of a non-standard family of orthogonal polynomials called Maxwell polynomials. Taking a one-dimensional equation describing energy diffusion due to Fokker-Planck collisions with a Maxwell-Boltzmann background distribution as the test bench for the performance of the scheme, we find that Maxwell based discretizations outperform other commonly used schemes in most situations, often by orders of magnitude. This provides a strong motivation for their use in high-dimensional gyrokinetic simulations. However, we also show that Maxwell based schemes are subject to a non-modal time stepping instability in their most straightforward implementation, so that special care must be given to the discrete representation of the linear operators in order to benefit from the advantages provided by Maxwell polynomials.
NASA Astrophysics Data System (ADS)
Arendt, V.; Shalchi, A.
2018-06-01
We explore numerically the transport of energetic particles in a turbulent magnetic field configuration. A test-particle code is employed to compute running diffusion coefficients as well as particle distribution functions in the different directions of space. Our numerical findings are compared with models commonly used in diffusion theory such as Gaussian distribution functions and solutions of the cosmic ray Fokker-Planck equation. Furthermore, we compare the running diffusion coefficients across the mean magnetic field with solutions obtained from the time-dependent version of the unified non-linear transport theory. In most cases we find that particle distribution functions are indeed of Gaussian form as long as a two-component turbulence model is employed. For turbulence setups with reduced dimensionality, however, the Gaussian distribution can no longer be obtained. It is also shown that the unified non-linear transport theory agrees with simulated perpendicular diffusion coefficients as long as the pure two-dimensional model is excluded.
Stability of planar traveling waves in a Keller-Segel equation on an infinite strip domain
NASA Astrophysics Data System (ADS)
Chae, Myeongju; Choi, Kyudong; Kang, Kyungkeun; Lee, Jihoon
2018-07-01
We consider a simplified model of tumor angiogenesis, described by a Keller-Segel equation on the two dimensional domain (x , y) ∈ R ×Sλ where Sλ is the circle of perimeter λ. It is known that the system allows planar traveling wave solutions of an invading type. In case that λ is sufficiently small, we establish the nonlinear stability of traveling wave solutions in the absence of chemical diffusion if the initial perturbation is sufficiently small in some weighted Sobolev space. When chemical diffusion is present, it can be shown that the system is linearly stable. Lastly, we prove that any solution with our front condition eventually becomes planar under certain regularity conditions.
NASA Astrophysics Data System (ADS)
Rana, B. M. Jewel; Ahmed, Rubel; Ahmmed, S. F.
2017-06-01
Unsteady MHD free convection flow past a vertical porous plate in porous medium with radiation, diffusion thermo, thermal diffusion and heat source are analyzed. The governing non-linear, partial differential equations are transformed into dimensionless by using non-dimensional quantities. Then the resultant dimensionless equations are solved numerically by applying an efficient, accurate and conditionally stable finite difference scheme of explicit type with the help of a computer programming language Compaq Visual Fortran. The stability and convergence analysis has been carried out to establish the effect of velocity, temperature, concentration, skin friction, Nusselt number, Sherwood number, stream lines and isotherms line. Finally, the effects of various parameters are presented graphically and discussed qualitatively.
NASA Astrophysics Data System (ADS)
Shao, Wei; Bogaard, Thom; Bakker, Mark; Berti, Matteo
2016-12-01
The fast pore water pressure response to rain events is an important triggering factor for slope instability. The fast pressure response may be caused by preferential flow that bypasses the soil matrix. Currently, most of the hydro-mechanical models simulate pore water pressure using a single-permeability model, which cannot quantify the effects of preferential flow on pressure propagation and landslide triggering. Previous studies showed that a model based on the linear-diffusion equation can simulate the fast pressure propagation in near-saturated landslides such as the Rocca Pitigliana landslide. In such a model, the diffusion coefficient depends on the degree of saturation, which makes it difficult to use the model for predictions. In this study, the influence of preferential flow on pressure propagation and slope stability is investigated with a 1D dual-permeability model coupled with an infinite-slope stability approach. The dual-permeability model uses two modified Darcy-Richards equations to simultaneously simulate the matrix flow and preferential flow in hillslopes. The simulated pressure head is used in an infinite-slope stability analysis to identify the influence of preferential flow on the fast pressure response and landslide triggering. The dual-permeability model simulates the height and arrival of the pressure peak reasonably well. Performance of the dual-permeability model is as good as or better than the linear-diffusion model even though the dual-permeability model is calibrated for two single pulse rain events only, while the linear-diffusion model is calibrated for each rain event separately. In conclusion, the 1D dual-permeability model is a promising tool for landslides under similar conditions.
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.
Computation of the unsteady facilitated transport of oxygen in hemoglobin
NASA Technical Reports Server (NTRS)
Davis, Sanford
1990-01-01
The transport of a reacting permeant diffusing through a thin membrane is extended to more realistic dissociation models. A new nonlinear analysis of the reaction-diffusion equations, using implicit finite-difference methods and direct block solvers, is used to study the limits of linearized and equilibrium theories. Computed curves of molecular oxygen permeating through hemoglobin solution are used to illustrate higher-order reaction models, the effect of concentration boundary layers at the membrane interfaces, and the transient buildup of oxygen flux.
Elimination of numerical diffusion in 1 - phase and 2 - phase flows
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rajamaeki, M.
1997-07-01
The new hydraulics solution method PLIM (Piecewise Linear Interpolation Method) is capable of avoiding the excessive errors, numerical diffusion and also numerical dispersion. The hydraulics solver CFDPLIM uses PLIM and solves the time-dependent one-dimensional flow equations in network geometry. An example is given for 1-phase flow in the case when thermal-hydraulics and reactor kinetics are strongly coupled. Another example concerns oscillations in 2-phase flow. Both the example computations are not possible with conventional methods.
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.
NASA Astrophysics Data System (ADS)
Ojambati, Oluwafemi S.; Yılmaz, Hasan; Lagendijk, Ad; Mosk, Allard P.; Vos, Willem L.
2016-03-01
Diffusion equation describes the energy density inside a scattering medium such as biological tissues and paint [1]. The solution of the diffusion equation is a sum over a complete set of eigensolutions that shows a characteristic linear decrease with depth in the medium. It is of particular interest if one could launch energy in the fundamental eigensolution, as this opens the opportunity to achieve a much greater internal energy density. For applications in optics, an enhanced energy density is vital for solid-state lighting, light harvesting in solar cells, low-threshold random lasers, and biomedical optics. Here we demonstrate the first ever selective coupling of optical energy into a diffusion eigensolution of a scattering medium of zinc oxide (ZnO) paint. To this end, we exploit wavefront shaping to selectively couple energy into the fundamental diffusion mode, employing fluorescence of nanoparticles randomly positioned inside the medium as a probe of the energy density. We observe an enhanced fluorescence in case of optimized incident wavefronts, and the enhancement increases with sample thickness, a typical mesoscopic control parameter. We interpret successfully our result by invoking the fundamental eigensolution of the diffusion equation, and we obtain excellent agreement with our observations, even in absence of adjustable parameters [2]. References [1] R. Pierrat, P. Ambichl, S. Gigan, A. Haber, R. Carminati, and R. Rotter, Proc. Natl. Acad. Sci. U.S.A. 111, 17765 (2014). [2] O. S. Ojambati, H. Yilmaz, A. Lagendijk, A. P. Mosk, and W. L. Vos, arXiv:1505.08103.
NASA Astrophysics Data System (ADS)
Kawai, Soshi; Terashima, Hiroshi; Negishi, Hideyo
2015-11-01
This paper addresses issues in high-fidelity numerical simulations of transcritical turbulent flows at supercritical pressure. The proposed strategy builds on a tabulated look-up table method based on REFPROP database for an accurate estimation of non-linear behaviors of thermodynamic and fluid transport properties at the transcritical conditions. Based on the look-up table method we propose a numerical method that satisfies high-order spatial accuracy, spurious-oscillation-free property, and capability of capturing the abrupt variation in thermodynamic properties across the transcritical contact surface. The method introduces artificial mass diffusivity to the continuity and momentum equations in a physically-consistent manner in order to capture the steep transcritical thermodynamic variations robustly while maintaining spurious-oscillation-free property in the velocity field. The pressure evolution equation is derived from the full compressible Navier-Stokes equations and solved instead of solving the total energy equation to achieve the spurious pressure oscillation free property with an arbitrary equation of state including the present look-up table method. Flow problems with and without physical diffusion are employed for the numerical tests to validate the robustness, accuracy, and consistency of the proposed approach.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kawai, Soshi, E-mail: kawai@cfd.mech.tohoku.ac.jp; Terashima, Hiroshi; Negishi, Hideyo
2015-11-01
This paper addresses issues in high-fidelity numerical simulations of transcritical turbulent flows at supercritical pressure. The proposed strategy builds on a tabulated look-up table method based on REFPROP database for an accurate estimation of non-linear behaviors of thermodynamic and fluid transport properties at the transcritical conditions. Based on the look-up table method we propose a numerical method that satisfies high-order spatial accuracy, spurious-oscillation-free property, and capability of capturing the abrupt variation in thermodynamic properties across the transcritical contact surface. The method introduces artificial mass diffusivity to the continuity and momentum equations in a physically-consistent manner in order to capture themore » steep transcritical thermodynamic variations robustly while maintaining spurious-oscillation-free property in the velocity field. The pressure evolution equation is derived from the full compressible Navier–Stokes equations and solved instead of solving the total energy equation to achieve the spurious pressure oscillation free property with an arbitrary equation of state including the present look-up table method. Flow problems with and without physical diffusion are employed for the numerical tests to validate the robustness, accuracy, and consistency of the proposed approach.« less
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.
Evans functions and bifurcations of nonlinear waves of some nonlinear reaction diffusion equations
NASA Astrophysics Data System (ADS)
Zhang, Linghai
2017-10-01
The main purposes of this paper are to accomplish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear system of reaction diffusion equations ut =uxx + α [ βH (u - θ) - u ] - w, wt = ε (u - γw) and to establish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ], under different conditions on the model constants. To establish the bifurcation for the system, we will study the existence and instability of a standing pulse solution if 0 < 2 (1 + αγ) θ < αβγ; the existence and stability of two standing wave fronts if 2 (1 + αγ) θ = αβγ and γ2 ε > 1; the existence and instability of two standing wave fronts if 2 (1 + αγ) θ = αβγ and 0 <γ2 ε < 1; the existence and instability of an upside down standing pulse solution if 0 < (1 + αγ) θ < αβγ < 2 (1 + αγ) θ. To establish the bifurcation for the scalar equation, we will study the existence and stability of a traveling wave front as well as the existence and instability of a standing pulse solution if 0 < 2 θ < β; the existence and stability of two standing wave fronts if 2 θ = β; the existence and stability of a traveling wave front as well as the existence and instability of an upside down standing pulse solution if 0 < θ < β < 2 θ. By the way, we will also study the existence and stability of a traveling wave back of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ] -w0, where w0 = α (β - 2 θ) > 0 is a positive constant, if 0 < 2 θ < β. To achieve the main goals, we will make complete use of the special structures of the model equations and we will construct Evans functions and apply them to study the eigenvalues and eigenfunctions of several eigenvalue problems associated with several linear differential operators. It turns out that a complex number λ0 is an eigenvalue of the linear differential operator, if and only if λ0 is a zero of the Evans function. The stability, instability and bifurcations of the nonlinear waves follow from the zeros of the Evans functions. A very important motivation to study the existence, stability, instability and bifurcations of the nonlinear waves is to study the existence and stability/instability of infinitely many fast/slow multiple traveling pulse solutions of the nonlinear system of reaction diffusion equations. The existence and stability of infinitely many fast multiple traveling pulse solutions are of great interests in mathematical neuroscience.
NASA Astrophysics Data System (ADS)
Okawa, Shinpei; Hirasawa, Takeshi; Kushibiki, Toshihiro; Ishihara, Miya
2017-12-01
Quantitative photoacoustic tomography (QPAT) employing a light propagation model will play an important role in medical diagnoses by quantifying the concentration of hemoglobin or a contrast agent. However, QPAT by the light propagation model with the three-dimensional (3D) radiative transfer equation (RTE) requires a huge computational load in the iterative forward calculations involved in the updating process to reconstruct the absorption coefficient. The approximations of the light propagation improve the efficiency of the image reconstruction for the QPAT. In this study, we compared the 3D/two-dimensional (2D) photon diffusion equation (PDE) approximating 3D RTE with the Monte Carlo simulation based on 3D RTE. Then, the errors in a 2D PDE-based linearized image reconstruction caused by the approximations were quantitatively demonstrated and discussed in the numerical simulations. It was clearly observed that the approximations affected the reconstructed absorption coefficient. The 2D PDE-based linearized algorithm succeeded in the image reconstruction of the region with a large absorption coefficient in the 3D phantom. The value reconstructed in the phantom experiment agreed with that in the numerical simulation, so that it was validated that the numerical simulation of the image reconstruction predicted the relationship between the true absorption coefficient of the target in the 3D medium and the reconstructed value with the 2D PDE-based linearized algorithm. Moreover, the the true absorption coefficient in 3D medium was estimated from the 2D reconstructed image on the basis of the prediction by the numerical simulation. The estimation was successful in the phantom experiment, although some limitations were revealed.
Non-fragile consensus algorithms for a network of diffusion PDEs with boundary local interaction
NASA Astrophysics Data System (ADS)
Xiong, Jun; Li, Junmin
2017-07-01
In this study, non-fragile consensus algorithm is proposed to solve the average consensus problem of a network of diffusion PDEs, modelled by boundary controlled heat equations. The problem deals with the case where the Neumann-type boundary controllers are corrupted by additive persistent disturbances. To achieve consensus between agents, a linear local interaction rule addressing this requirement is given. The proposed local interaction rules are analysed by applying a Lyapunov-based approach. The multiplicative and additive non-fragile feedback control algorithms are designed and sufficient conditions for the consensus of the multi-agent systems are presented in terms of linear matrix inequalities, respectively. Simulation results are presented to support the effectiveness of the proposed algorithms.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ho, C.-L.; Lee, C.-C., E-mail: chieh.no27@gmail.com
2016-01-15
We consider solvability of the generalized reaction–diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction–diffusion equation is reduced to an ordinary differential equation. Matching the resulting ordinary differential equation with known exactly solvable equations, one can obtain corresponding exactly solvable reaction–diffusion systems. Several representative examples of exactly solvable reaction–diffusion equations are presented.
NASA Astrophysics Data System (ADS)
Boyko, Evgeniy; Gat, Amir; Bercovici, Moran
2017-11-01
We study viscous-elastic dynamics of a fluid confined between a rigid plate and a finite pre-stretched circular elastic membrane, pinned at its boundaries. The membrane is subjected to forces acting either directly on the membrane or through a pressure distribution in the fluid. Under the assumptions of strong pre-stretching and small deformations of the elastic sheet, and by applying the lubrication approximation for the flow, we derive the Green's function for the resulting linearized 4th order diffusion equation governing the deformation field in cylindrical coordinates. In addition, defining an asymptotic expansion with the ratio of the induced to prescribed tension serving as the small parameter, we reduce the coupled Reynolds and non-linear von-Karman equations to a set of three one-way coupled linear equations. The solutions to these equations provide insight onto the effects of induced tension, and enable simplified prediction of the correction for the deformation field. Funded by the European Research Council (ERC) under the European Union'sHorizon 2020 Research and Innovation Programme, Grant Agreement No. 678734 (MetamorphChip). E.B. is supported by the Adams Fellowship Program.
Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach
NASA Astrophysics Data System (ADS)
Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar
2017-03-01
We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.
Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach
Kim, Changho; Nonaka, Andy; Bell, John B.; ...
2017-03-24
Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« less
Arbitrary-order corrections for finite-time drift and diffusion coefficients
NASA Astrophysics Data System (ADS)
Anteneodo, C.; Riera, R.
2009-09-01
We address a standard class of diffusion processes with linear drift and quadratic diffusion coefficients. These contributions to dynamic equations can be directly drawn from data time series. However, real data are constrained to finite sampling rates and therefore it is crucial to establish a suitable mathematical description of the required finite-time corrections. Based on Itô-Taylor expansions, we present the exact corrections to the finite-time drift and diffusion coefficients. These results allow to reconstruct the real hidden coefficients from the empirical estimates. We also derive higher-order finite-time expressions for the third and fourth conditional moments that furnish extra theoretical checks for this class of diffusion models. The analytical predictions are compared with the numerical outcomes of representative artificial time series.
Particle-size segregation and diffusive remixing in shallow granular avalanches
NASA Astrophysics Data System (ADS)
Gray, J. M. N. T.; Chugunov, V. A.
2006-12-01
Segregation and mixing of dissimilar grains is a problem in many industrial and pharmaceutical processes, as well as in hazardous geophysical flows, where the size-distribution can have a major impact on the local rheology and the overall run-out. In this paper, a simple binary mixture theory is used to formulate a model for particle-size segregation and diffusive remixing of large and small particles in shallow gravity-driven free-surface flows. This builds on a recent theory for the process of kinetic sieving, which is the dominant mechanism for segregation in granular avalanches provided the density-ratio and the size-ratio of the particles are not too large. The resulting nonlinear parabolic segregation remixing equation reduces to a quasi-linear hyperbolic equation in the no-remixing limit. It assumes that the bulk velocity is incompressible and that the bulk pressure is lithostatic, making it compatible with most theories used to compute the motion of shallow granular free-surface flows. In steady-state, the segregation remixing equation reduces to a logistic type equation and the ‘S’-shaped solutions are in very good agreement with existing particle dynamics simulations for both size and density segregation. Laterally uniform time-dependent solutions are constructed by mapping the segregation remixing equation to Burgers equation and using the Cole Hopf transformation to linearize the problem. It is then shown how solutions for arbitrary initial conditions can be constructed using standard methods. Three examples are investigated in which the initial concentration is (i) homogeneous, (ii) reverse graded with the coarse grains above the fines, and, (iii) normally graded with the fines above the coarse grains. Time-dependent two-dimensional solutions are also constructed for plug-flow in a semi-infinite chute.
The relation of turbulence to diffusion in open-channel flows
Keefer, Thomas N.
1971-01-01
The exponent in the power-law equation describing the decay of scalar quantities downstream of a jet is a linear function of the shear velocity of the channel. The length of the core region of a jet is a power-law function of the jet strength with the exponent depending on boundary roughness.
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.
Measurement of effective air diffusion coefficients for trichloroethene in undisturbed soil cores.
Bartelt-Hunt, Shannon L; Smith, James A
2002-06-01
In this study, we measure effective diffusion coefficients for trichloroethene in undisturbed soil samples taken from Picatinny Arsenal, New Jersey. The measured effective diffusion coefficients ranged from 0.0053 to 0.0609 cm2/s over a range of air-filled porosity of 0.23-0.49. The experimental data were compared to several previously published relations that predict diffusion coefficients as a function of air-filled porosity and porosity. A multiple linear regression analysis was developed to determine if a modification of the exponents in Millington's [Science 130 (1959) 100] relation would better fit the experimental data. The literature relations appeared to generally underpredict the effective diffusion coefficient for the soil cores studied in this work. Inclusion of a particle-size distribution parameter, d10, did not significantly improve the fit of the linear regression equation. The effective diffusion coefficient and porosity data were used to recalculate estimates of diffusive flux through the subsurface made in a previous study performed at the field site. It was determined that the method of calculation used in the previous study resulted in an underprediction of diffusive flux from the subsurface. We conclude that although Millington's [Science 130 (1959) 100] relation works well to predict effective diffusion coefficients in homogeneous soils with relatively uniform particle-size distributions, it may be inaccurate for many natural soils with heterogeneous structure and/or non-uniform particle-size distributions.
An asymptotic preserving unified gas kinetic scheme for gray radiative transfer equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Wenjun, E-mail: sun_wenjun@iapcm.ac.cn; Jiang, Song, E-mail: jiang@iapcm.ac.cn; Xu, Kun, E-mail: makxu@ust.hk
The solutions of radiative transport equations can cover both optical thin and optical thick regimes due to the large variation of photon's mean-free path and its interaction with the material. In the small mean free path limit, the nonlinear time-dependent radiative transfer equations can converge to an equilibrium diffusion equation due to the intensive interaction between radiation and material. In the optical thin limit, the photon free transport mechanism will emerge. In this paper, we are going to develop an accurate and robust asymptotic preserving unified gas kinetic scheme (AP-UGKS) for the gray radiative transfer equations, where the radiation transportmore » equation is coupled with the material thermal energy equation. The current work is based on the UGKS framework for the rarefied gas dynamics [14], and is an extension of a recent work [12] from a one-dimensional linear radiation transport equation to a nonlinear two-dimensional gray radiative system. The newly developed scheme has the asymptotic preserving (AP) property in the optically thick regime in the capturing of diffusive solution without using a cell size being smaller than the photon's mean free path and time step being less than the photon collision time. Besides the diffusion limit, the scheme can capture the exact solution in the optical thin regime as well. The current scheme is a finite volume method. Due to the direct modeling for the time evolution solution of the interface radiative intensity, a smooth transition of the transport physics from optical thin to optical thick can be accurately recovered. Many numerical examples are included to validate the current approach.« less
Accelerated ions and self-excited Alfvén waves at the Earth's bow shock
NASA Astrophysics Data System (ADS)
Berezhko, E. G.; Taneev, S. N.; Trattner, K. J.
2011-07-01
The diffuse energetic ion event and related Alfvén waves upstream of the Earth's bow shock, measured by AMPTE/IRM satellite on 29 September 1984, 06:42-07:22 UT, was studied using a self-consistent quasi-linear theory of ion diffusive shock acceleration and associated Alfvén wave generation. The wave energy density satisfies a wave kinetic equation, and the ion distribution function satisfies the diffusive transport equation. These coupled equations are solved numerically, and calculated ion and wave spectra are compared with observations. It is shown that calculated steady state ion and Alfvén wave spectra are established during the time period of about 1000 s. Alfvén waves excited by accelerated ions are confined within the frequency range (10-2 to 1) Hz, and their spectral peak with the wave amplitude δB ≈ B comparable to the interplanetary magnetic field value B corresponds to the frequency 2 × 10-2 Hz. The high-frequency part of the wave spectrum undergoes absorption by thermal protons. It is shown that the observed ion spectra and the associated Alfvén wave spectra are consistent with the theoretical prediction.
Proteus two-dimensional Navier-Stokes computer code, version 2.0. Volume 1: Analysis description
NASA Technical Reports Server (NTRS)
Towne, Charles E.; Schwab, John R.; Bui, Trong T.
1993-01-01
A computer code called Proteus 2D was developed to solve the two-dimensional planar or axisymmetric, Reynolds-averaged, unsteady compressible Navier-Stokes equations in strong conservation law form. The objective in this effort was to develop a code for aerospace propulsion applications that is easy to use and easy to modify. Code readability, modularity, and documentation were emphasized. The governing equations are solved in generalized nonorthogonal body-fitted coordinates, by marching in time using a fully-coupled ADI solution procedure. The boundary conditions are treated implicitly. All terms, including the diffusion terms, are linearized using second-order Taylor series expansions. Turbulence is modeled using either an algebraic or two-equation eddy viscosity model. The thin-layer or Euler equations may also be solved. The energy equation may be eliminated by the assumption of constant total enthalpy. Explicit and implicit artificial viscosity may be used. Several time step options are available for convergence acceleration. The documentation is divided into three volumes. This is the Analysis Description, and presents the equations and solution procedure. The governing equations, the turbulence model, the linearization of the equations and boundary conditions, the time and space differencing formulas, the ADI solution procedure, and the artificial viscosity models are described in detail.
Proteus three-dimensional Navier-Stokes computer code, version 1.0. Volume 1: Analysis description
NASA Technical Reports Server (NTRS)
Towne, Charles E.; Schwab, John R.; Bui, Trong T.
1993-01-01
A computer code called Proteus 3D has been developed to solve the three dimensional, Reynolds averaged, unsteady compressible Navier-Stokes equations in strong conservation law form. The objective in this effort has been to develop a code for aerospace propulsion applications that is easy to use and easy to modify. Code readability, modularity, and documentation have been emphasized. The governing equations are solved in generalized non-orthogonal body-fitted coordinates by marching in time using a fully-coupled ADI solution procedure. The boundary conditions are treated implicitly. All terms, including the diffusion terms, are linearized using second-order Taylor series expansions. Turbulence is modeled using either an algebraic or two-equation eddy viscosity model. The thin-layer or Euler equations may also be solved. The energy equation may be eliminated by the assumption of constant total enthalpy. Explicit and implicit artificial viscosity may be used. Several time step options are available for convergence acceleration. The documentation is divided into three volumes. This is the Analysis Description, and presents the equations and solution procedure. It describes in detail the governing equations, the turbulence model, the linearization of the equations and boundary conditions, the time and space differencing formulas, the ADI solution procedure, and the artificial viscosity models.
A quantum extended Kalman filter
NASA Astrophysics Data System (ADS)
Emzir, Muhammad F.; Woolley, Matthew J.; Petersen, Ian R.
2017-06-01
In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements.
NASA Astrophysics Data System (ADS)
Tsuchida, Satoshi; Kuratsuji, Hiroshi
2018-05-01
A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.
Spatiotemporal pattern formation in a prey-predator model under environmental driving forces
NASA Astrophysics Data System (ADS)
Sirohi, Anuj Kumar; Banerjee, Malay; Chakraborti, Anirban
2015-09-01
Many existing studies on pattern formation in the reaction-diffusion systems rely on deterministic models. However, environmental noise is often a major factor which leads to significant changes in the spatiotemporal dynamics. In this paper, we focus on the spatiotemporal patterns produced by the predator-prey model with ratio-dependent functional response and density dependent death rate of predator. We get the reaction-diffusion equations incorporating the self-diffusion terms, corresponding to random movement of the individuals within two dimensional habitats, into the growth equations for the prey and predator population. In order to have the noise added model, small amplitude heterogeneous perturbations to the linear intrinsic growth rates are introduced using uncorrelated Gaussian white noise terms. For the noise added system, we then observe spatial patterns for the parameter values lying outside the Turing instability region. With thorough numerical simulations we characterize the patterns corresponding to Turing and Turing-Hopf domain and study their dependence on different system parameters like noise-intensity, etc.
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.
Fission-gas release from uranium nitride at high fission rate density
NASA Technical Reports Server (NTRS)
Weinstein, M. B.; Kirchgessner, T. A.; Tambling, T. N.
1973-01-01
A sweep gas facility has been used to measure the release rates of radioactive fission gases from small UN specimens irradiated to 8-percent burnup at high fission-rate densities. The measured release rates have been correlated with an equation whose terms correspond to direct recoil release, fission-enhanced diffusion, and atomic diffusion (a function of temperature). Release rates were found to increase linearly with burnups between 1.5 and 8 percent. Pore migration was observed after operation at 1550 K to over 6 percent burnup.
NASA Astrophysics Data System (ADS)
Philpott, Lydia
2010-09-01
Central to the development of any new theory is the investigation of the observable consequences of the theory. In the search for quantum gravity, research in phenomenology has been dominated by models violating Lorentz invariance (LI) -- despite there being, at present, no evidence that LI is violated. Causal set theory is a LI candidate theory of QG that seeks not to quantise gravity as such, but rather to develop a new understanding of the universe from which both GR and QM could arise separately. The key hypothesis is that spacetime is a discrete partial order: a set of events where the partial ordering is the physical causal ordering between the events. This thesis investigates Lorentz invariant QG phenomenology motivated by the causal set approach. Massive particles propagating in a discrete spacetime will experience diffusion in both position and momentum in proper time. This thesis considers this idea in more depth, providing a rigorous derivation of the diffusion equation in terms of observable cosmic time. The diffusion behaviour does not depend on any particular underlying particle model. Simulations of three different models are conducted, revealing behaviour that matches the diffusion equation despite limitations on the size of causal set simulated. The effect of spacetime discreteness on the behaviour of massless particles is also investigated. Diffusion equations in both affine time and cosmic time are derived, and it is found that massless particles undergo diffusion and drift in energy. Constraints are placed on the magnitudes of the drift and diffusion parameters by considering the blackbody nature of the CMB. Spacetime discreteness also has a potentially observable effect on photon polarisation. For linearly polarised photons, underlying discreteness is found to cause a rotation in polarisation angle and a suppression in overall polarisation.
A systematic literature review of Burgers' equation with recent advances
NASA Astrophysics Data System (ADS)
Bonkile, Mayur P.; Awasthi, Ashish; Lakshmi, C.; Mukundan, Vijitha; Aswin, V. S.
2018-06-01
Even if numerical simulation of the Burgers' equation is well documented in the literature, a detailed literature survey indicates that gaps still exist for comparative discussion regarding the physical and mathematical significance of the Burgers' equation. Recently, an increasing interest has been developed within the scientific community, for studying non-linear convective-diffusive partial differential equations partly due to the tremendous improvement in computational capacity. Burgers' equation whose exact solution is well known, is one of the famous non-linear partial differential equations which is suitable for the analysis of various important areas. A brief historical review of not only the mathematical, but also the physical significance of the solution of Burgers' equation is presented, emphasising current research strategies, and the challenges that remain regarding the accuracy, stability and convergence of various schemes are discussed. One of the objectives of this paper is to discuss the recent developments in mathematical modelling of Burgers' equation and thus open doors for improvement. No claim is made that the content of the paper is new. However, it is a sincere effort to outline the physical and mathematical importance of Burgers' equation in the most simplified ways. We throw some light on the plethora of challenges which need to be overcome in the research areas and give motivation for the next breakthrough to take place in a numerical simulation of ordinary / partial differential equations.
Accurate radiative transfer calculations for layered media.
Selden, Adrian C
2016-07-01
Simple yet accurate results for radiative transfer in layered media with discontinuous refractive index are obtained by the method of K-integrals. These are certain weighted integrals applied to the angular intensity distribution at the refracting boundaries. The radiative intensity is expressed as the sum of the asymptotic angular intensity distribution valid in the depth of the scattering medium and a transient term valid near the boundary. Integrated boundary equations are obtained, yielding simple linear equations for the intensity coefficients, enabling the angular emission intensity and the diffuse reflectance (albedo) and transmittance of the scattering layer to be calculated without solving the radiative transfer equation directly. Examples are given of half-space, slab, interface, and double-layer calculations, and extensions to multilayer systems are indicated. The K-integral method is orders of magnitude more accurate than diffusion theory and can be applied to layered scattering media with a wide range of scattering albedos, with potential applications to biomedical and ocean optics.
Turing pattern dynamics and adaptive discretization for a super-diffusive Lotka-Volterra model.
Bendahmane, Mostafa; Ruiz-Baier, Ricardo; Tian, Canrong
2016-05-01
In this paper we analyze the effects of introducing the fractional-in-space operator into a Lotka-Volterra competitive model describing population super-diffusion. First, we study how cross super-diffusion influences the formation of spatial patterns: a linear stability analysis is carried out, showing that cross super-diffusion triggers Turing instabilities, whereas classical (self) super-diffusion does not. In addition we perform a weakly nonlinear analysis yielding a system of amplitude equations, whose study shows the stability of Turing steady states. A second goal of this contribution is to propose a fully adaptive multiresolution finite volume method that employs shifted Grünwald gradient approximations, and which is tailored for a larger class of systems involving fractional diffusion operators. The scheme is aimed at efficient dynamic mesh adaptation and substantial savings in computational burden. A numerical simulation of the model was performed near the instability boundaries, confirming the behavior predicted by our analysis.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ritschel, Gerhard; Möbius, Sebastian; Eisfeld, Alexander, E-mail: eisfeld@mpipks-dresden.mpg.de
2015-01-21
Non-Markovian Quantum State Diffusion (NMQSD) has turned out to be an efficient method to calculate excitonic properties of aggregates composed of organic chromophores, taking into account the coupling of electronic transitions to vibrational modes of the chromophores. NMQSD is an open quantum system approach that incorporates environmental degrees of freedom (the vibrations in our case) in a stochastic way. We show in this paper that for linear optical spectra (absorption, circular dichroism), no stochastics is needed, even for finite temperatures. Thus, the spectra can be obtained by propagating a single trajectory. To this end, we map a finite temperature environmentmore » to the zero temperature case using the so-called thermofield method. The resulting equations can then be solved efficiently by standard integrators.« less
Semi-implicit integration factor methods on sparse grids for high-dimensional systems
NASA Astrophysics Data System (ADS)
Wang, Dongyong; Chen, Weitao; Nie, Qing
2015-07-01
Numerical methods for partial differential equations in high-dimensional spaces are often limited by the curse of dimensionality. Though the sparse grid technique, based on a one-dimensional hierarchical basis through tensor products, is popular for handling challenges such as those associated with spatial discretization, the stability conditions on time step size due to temporal discretization, such as those associated with high-order derivatives in space and stiff reactions, remain. Here, we incorporate the sparse grids with the implicit integration factor method (IIF) that is advantageous in terms of stability conditions for systems containing stiff reactions and diffusions. We combine IIF, in which the reaction is treated implicitly and the diffusion is treated explicitly and exactly, with various sparse grid techniques based on the finite element and finite difference methods and a multi-level combination approach. The overall method is found to be efficient in terms of both storage and computational time for solving a wide range of PDEs in high dimensions. In particular, the IIF with the sparse grid combination technique is flexible and effective in solving systems that may include cross-derivatives and non-constant diffusion coefficients. Extensive numerical simulations in both linear and nonlinear systems in high dimensions, along with applications of diffusive logistic equations and Fokker-Planck equations, demonstrate the accuracy, efficiency, and robustness of the new methods, indicating potential broad applications of the sparse grid-based integration factor method.
CMB spectral distortions as solutions to the Boltzmann equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ota, Atsuhisa, E-mail: a.ota@th.phys.titech.ac.jp
2017-01-01
We propose to re-interpret the cosmic microwave background spectral distortions as solutions to the Boltzmann equation. This approach makes it possible to solve the second order Boltzmann equation explicitly, with the spectral y distortion and the momentum independent second order temperature perturbation, while generation of μ distortion cannot be explained even at second order in this framework. We also extend our method to higher order Boltzmann equations systematically and find new type spectral distortions, assuming that the collision term is linear in the photon distribution functions, namely, in the Thomson scattering limit. As an example, we concretely construct solutions tomore » the cubic order Boltzmann equation and show that the equations are closed with additional three parameters composed of a cubic order temperature perturbation and two cubic order spectral distortions. The linear Sunyaev-Zel'dovich effect whose momentum dependence is different from the usual y distortion is also discussed in the presence of the next leading order Kompaneets terms, and we show that higher order spectral distortions are also generated as a result of the diffusion process in a framework of higher order Boltzmann equations. The method may be applicable to a wider class of problems and has potential to give a general prescription to non-equilibrium physics.« less
Diffuse charge dynamics in ionic thermoelectrochemical systems.
Stout, Robert F; Khair, Aditya S
2017-08-01
Thermoelectrics are increasingly being studied as promising electrical generators in the ongoing search for alternative energy sources. In particular, recent experimental work has examined thermoelectric materials containing ionic charge carriers; however, the majority of mathematical modeling has been focused on their steady-state behavior. Here, we determine the time scales over which the diffuse charge dynamics in ionic thermoelectrochemical systems occur by analyzing the simplest model thermoelectric cell: a binary electrolyte between two parallel, blocking electrodes. We consider the application of a temperature gradient across the device while the electrodes remain electrically isolated from each other. This results in a net voltage, called the thermovoltage, via the Seebeck effect. At the same time, the Soret effect results in migration of the ions toward the cold electrode. The charge dynamics are described mathematically by the Poisson-Nernst-Planck equations for dilute solutions, in which the ion flux is driven by electromigration, Brownian diffusion, and thermal diffusion under a temperature gradient. The temperature evolves according to the heat equation. This nonlinear set of equations is linearized in the (experimentally relevant) limit of a "weak" temperature gradient. From this, we show that the time scale on which the thermovoltage develops is the Debye time, 1/Dκ^{2}, where D is the Brownian diffusion coefficient of both ion species, and κ^{-1} is the Debye length. However, the concentration gradient due to the Soret effect develops on the bulk diffusion time, L^{2}/D, where L is the distance between the electrodes. For thin diffuse layers, which is the condition under which most real devices operate, the Debye time is orders of magnitude less than the diffusion time. Therefore, rather surprisingly, the majority of ion motion occurs after the steady thermovoltage has developed. Moreover, the dynamics are independent of the thermal diffusion coefficients, which simply set the magnitude of the steady-state thermovoltage.
Diffuse charge dynamics in ionic thermoelectrochemical systems
NASA Astrophysics Data System (ADS)
Stout, Robert F.; Khair, Aditya S.
2017-08-01
Thermoelectrics are increasingly being studied as promising electrical generators in the ongoing search for alternative energy sources. In particular, recent experimental work has examined thermoelectric materials containing ionic charge carriers; however, the majority of mathematical modeling has been focused on their steady-state behavior. Here, we determine the time scales over which the diffuse charge dynamics in ionic thermoelectrochemical systems occur by analyzing the simplest model thermoelectric cell: a binary electrolyte between two parallel, blocking electrodes. We consider the application of a temperature gradient across the device while the electrodes remain electrically isolated from each other. This results in a net voltage, called the thermovoltage, via the Seebeck effect. At the same time, the Soret effect results in migration of the ions toward the cold electrode. The charge dynamics are described mathematically by the Poisson-Nernst-Planck equations for dilute solutions, in which the ion flux is driven by electromigration, Brownian diffusion, and thermal diffusion under a temperature gradient. The temperature evolves according to the heat equation. This nonlinear set of equations is linearized in the (experimentally relevant) limit of a "weak" temperature gradient. From this, we show that the time scale on which the thermovoltage develops is the Debye time, 1 /D κ2 , where D is the Brownian diffusion coefficient of both ion species, and κ-1 is the Debye length. However, the concentration gradient due to the Soret effect develops on the bulk diffusion time, L2/D , where L is the distance between the electrodes. For thin diffuse layers, which is the condition under which most real devices operate, the Debye time is orders of magnitude less than the diffusion time. Therefore, rather surprisingly, the majority of ion motion occurs after the steady thermovoltage has developed. Moreover, the dynamics are independent of the thermal diffusion coefficients, which simply set the magnitude of the steady-state thermovoltage.
Critical Latitude in Tidal Dynamics Using the Kara Sea as an Example
NASA Astrophysics Data System (ADS)
Kagan, B. A.; Sofina, E. V.; Timofeev, A. A.
2018-03-01
It is well known that, within the linear nonviscous equations of tidal dynamics, the amplitudes of oscillations of the barotropic and baroclinic tidal velocity components unlimitedly increase when approaching the critical latitude. It is also known that the linear equations of tidal dynamics with a constant and specified vertical eddy viscosity indicate the occurrence of significant tidal velocity shears in the near-bottom layer, which are responsible for increasing the baroclinic tidal energy dissipation, the turbulent kinetic energy, and the thickness of the bottom boundary layer. The first circumstance—the growth of the amplitudes of oscillations of the barotropic and baroclinic tidal velocity components—is due to the elimination in the original equations of small terms, which are small everywhere except for the critical latitude zone. The second circumstance—the occurrence of significant tidal velocity shears—is due to the fact that internal tidal waves, which induce the dissipation of the baroclinic tidal energy and the diapycnal diffusion, are either not taken into account or described inadequately. It is suggested that diapycnal diffusion can lead to the degeneration (complete or partial) of tidal velocity shears, with all the ensuing consequences. The aforesaid is confirmed by simulation results obtained using the QUODDY-4 high-resolution three-dimensional finite-element hydrostatic model along the 66.25° E section, which passes in the Kara Sea across the critical latitude.
Analytical treatment of particle motion in circularly polarized slab-mode wave fields
NASA Astrophysics Data System (ADS)
Schreiner, Cedric; Vainio, Rami; Spanier, Felix
2018-02-01
Wave-particle interaction is a key process in particle diffusion in collisionless plasmas. We look into the interaction of single plasma waves with individual particles and discuss under which circumstances this is a chaotic process, leading to diffusion. We derive the equations of motion for a particle in the fields of a magnetostatic, circularly polarized, monochromatic wave and show that no chaotic particle motion can arise under such circumstances. A novel and exact analytic solution for the equations is presented. Additional plasma waves lead to a breakdown of the analytic solution and chaotic particle trajectories become possible. We demonstrate this effect by considering a linearly polarized, monochromatic wave, which can be seen as the superposition of two circularly polarized waves. Test particle simulations are provided to illustrate and expand our analytical considerations.
Fractional calculus and morphogen gradient formation
NASA Astrophysics Data System (ADS)
Yuste, Santos Bravo; Abad, Enrique; Lindenberg, Katja
2012-12-01
Some microscopic models for reactive systems where the reaction kinetics is limited by subdiffusion are described by means of reaction-subdiffusion equations where fractional derivatives play a key role. In particular, we consider subdiffusive particles described by means of a Continuous Time Random Walk (CTRW) model subject to a linear (first-order) death process. The resulting fractional equation is employed to study the developmental biology key problem of morphogen gradient formation for the case in which the morphogens are subdiffusive. If the morphogen degradation rate (reactivity) is constant, we find exponentially decreasing stationary concentration profiles, which are similar to the profiles found when the morphogens diffuse normally. However, for the case in which the degradation rate decays exponentially with the distance to the morphogen source, we find that the morphogen profiles are qualitatively different from the profiles obtained when the morphogens diffuse normally.
Modeling Disturbance Dynamics in Transitional and Turbulent Boundary Layers
NASA Technical Reports Server (NTRS)
Grosch, C. E.; Gatski, T. B. (Technical Monitor)
2002-01-01
The dynamics of an ensemble of linear disturbances in boundary-layer flows at various Reynolds numbers is studied through an analysis of the transport equations for the mean disturbance kinetic energy and energy dissipation rate. Effects of adverse and favorable pressure-gradients on the disturbance dynamics are also included in the analysis. Unlike the fully turbulent regime where nonlinear phase scrambling of the fluctuations affects the flow field even in proximity to the wall, the early stage transition regime fluctuations studied here are influenced across the boundary layer by the solid boundary. In addition, the dominating dynamics in the disturbance kinetic energy equation is governed by the energy production, pressure-transport and viscous diffusion - also in contrast to the fully turbulent regime. For the disturbance dissipation rate, a dynamic balance exists between the destruction and diffusion of dissipation.
On the implementation of an accurate and efficient solver for convection-diffusion equations
NASA Astrophysics Data System (ADS)
Wu, Chin-Tien
In this dissertation, we examine several different aspects of computing the numerical solution of the convection-diffusion equation. The solution of this equation often exhibits sharp gradients due to Dirichlet outflow boundaries or discontinuities in boundary conditions. Because of the singular-perturbed nature of the equation, numerical solutions often have severe oscillations when grid sizes are not small enough to resolve sharp gradients. To overcome such difficulties, the streamline diffusion discretization method can be used to obtain an accurate approximate solution in regions where the solution is smooth. To increase accuracy of the solution in the regions containing layers, adaptive mesh refinement and mesh movement based on a posteriori error estimations can be employed. An error-adapted mesh refinement strategy based on a posteriori error estimations is also proposed to resolve layers. For solving the sparse linear systems that arise from discretization, goemetric multigrid (MG) and algebraic multigrid (AMG) are compared. In addition, both methods are also used as preconditioners for Krylov subspace methods. We derive some convergence results for MG with line Gauss-Seidel smoothers and bilinear interpolation. Finally, while considering adaptive mesh refinement as an integral part of the solution process, it is natural to set a stopping tolerance for the iterative linear solvers on each mesh stage so that the difference between the approximate solution obtained from iterative methods and the finite element solution is bounded by an a posteriori error bound. Here, we present two stopping criteria. The first is based on a residual-type a posteriori error estimator developed by Verfurth. The second is based on an a posteriori error estimator, using local solutions, developed by Kay and Silvester. Our numerical results show the refined mesh obtained from the iterative solution which satisfies the second criteria is similar to the refined mesh obtained from the finite element solution.
A diffusion model of protected population on bilocal habitat with generalized resource
NASA Astrophysics Data System (ADS)
Vasilyev, Maxim D.; Trofimtsev, Yuri I.; Vasilyeva, Natalya V.
2017-11-01
A model of population distribution in a two-dimensional area divided by an ecological barrier, i.e. the boundaries of natural reserve, is considered. Distribution of the population is defined by diffusion, directed migrations and areal resource. The exchange of specimens occurs between two parts of the habitat. The mathematical model is presented in the form of a boundary value problem for a system of non-linear parabolic equations with variable parameters of diffusion and growth function. The splitting space variables, sweep method and simple iteration methods were used for the numerical solution of a system. A set of programs was coded in Python. Numerical simulation results for the two-dimensional unsteady non-linear problem are analyzed in detail. The influence of migration flow coefficients and functions of natural birth/death ratio on the distributions of population densities is investigated. The results of the research would allow to describe the conditions of the stable and sustainable existence of populations in bilocal habitat containing the protected and non-protected zones.
Shang, Yu; Yu, Guoqiang
2014-09-29
Conventional semi-infinite analytical solutions of correlation diffusion equation may lead to errors when calculating blood flow index (BFI) from diffuse correlation spectroscopy (DCS) measurements in tissues with irregular geometries. Very recently, we created an algorithm integrating a N th-order linear model of autocorrelation function with the Monte Carlo simulation of photon migrations in homogenous tissues with arbitrary geometries for extraction of BFI (i.e., αD B ). The purpose of this study is to extend the capability of the N th-order linear algorithm for extracting BFI in heterogeneous tissues with arbitrary geometries. The previous linear algorithm was modified to extract BFIs in different types of tissues simultaneously through utilizing DCS data at multiple source-detector separations. We compared the proposed linear algorithm with the semi-infinite homogenous solution in a computer model of adult head with heterogeneous tissue layers of scalp, skull, cerebrospinal fluid, and brain. To test the capability of the linear algorithm for extracting relative changes of cerebral blood flow (rCBF) in deep brain, we assigned ten levels of αD B in the brain layer with a step decrement of 10% while maintaining αD B values constant in other layers. Simulation results demonstrate the accuracy (errors < 3%) of high-order ( N ≥ 5) linear algorithm in extracting BFIs in different tissue layers and rCBF in deep brain. By contrast, the semi-infinite homogenous solution resulted in substantial errors in rCBF (34.5% ≤ errors ≤ 60.2%) and BFIs in different layers. The N th-order linear model simplifies data analysis, thus allowing for online data processing and displaying. Future study will test this linear algorithm in heterogeneous tissues with different levels of blood flow variations and noises.
Hybrid diffusion-P3 equation in N-layered turbid media: steady-state domain.
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.
Déjardin, P M; Cornaton, Y; Ghesquière, P; Caliot, C; Brouzet, R
2018-01-28
A calculation of the Kirkwood and Piekara-Kielich correlation factors of polar liquids is presented using the forced rotational diffusion theory of Cugliandolo et al. [Phys. Rev. E 91, 032139 (2015)]. These correlation factors are obtained as a function of density and temperature. Our results compare reasonably well with the experimental temperature dependence of the linear dielectric constant of some simple polar liquids across a wide temperature range. A comparison of our results for the linear dielectric constant and the Kirkwood correlation factor with relevant numerical simulations of liquid water and methanol is given.
Creeping gaseous flows through elastic tube and annulus micro-configurations
NASA Astrophysics Data System (ADS)
Elbaz, Shai; Jacob, Hila; Gat, Amir
2016-11-01
Gaseous flows in elastic micro-configurations is relevant to biological systems (e.g. alveolar ducts in the lungs) as well as to applications such as gas actuated soft micro-robots. We here examine the effect of low-Mach-number compressibility on creeping gaseous axial flows through linearly elastic tube and annulus micro-configurations. For steady flows, the leading-order effects of elasticity on the pressure distribution and mass-flux are obtained. For transient flow in a tube with small deformations, elastic effects are shown to be negligible in leading order due to compressibility. We then examine transient flows in annular configurations where the deformation is significant compared with the gap between the inner and outer cylinders defining the annulus. Both compressibility and elasticity are obtained as dominant terms interacting with viscosity. For a sudden flux impulse, the governing non-linear leading order diffusion equation is initially approximated by a porous-medium-equation of order 2.5 for the pressure square. However, as the fluid expand and the pressure decreases, the governing equation degenerates to a porous-medium-equation of order 2 for the pressure.
A spectral analysis of the domain decomposed Monte Carlo method for linear systems
Slattery, Stuart R.; Evans, Thomas M.; Wilson, Paul P. H.
2015-09-08
The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear oper- ator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approxi- mation and the mean chord approximation are applied to estimate the leakagemore » frac- tion of random walks from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem in numerical experiments to test the models for symmetric operators with spectral qualities similar to light water reactor problems. We find, in general, the derived approximations show good agreement with random walk lengths and leakage fractions computed by the numerical experiments.« less
NASA Astrophysics Data System (ADS)
Inc, Mustafa; Yusuf, Abdullahi; Isa Aliyu, Aliyu; Hashemi, M. S.
2018-05-01
This paper studies the brusselator reaction diffusion model (BRDM) with time- and constant-dependent coefficients. The soliton solutions for BRDM with time-dependent coefficients are obtained via first integral (FIM), ansatz, and sine-Gordon expansion (SGEM) methods. Moreover, it is well known that stability analysis (SA), symmetry analysis and conservation laws (CLs) give several information for modelling a system of differential equations (SDE). This is because they can be used for investigating the internal properties, existence, uniqueness and integrability of different SDE. For this reason, we investigate the SA via linear stability technique, symmetry analysis and CLs for BRDM with constant-dependent coefficients in order to extract more physics and information on the governing equation. The constraint conditions for the existence of the solutions are also examined. The new solutions obtained in this paper can be useful for describing the concentrations of diffusion problems of the BRDM. It is shown that the examined dependent coefficients are some of the factors that are affecting the diffusion rate. So, the present paper provides much motivational information in comparison to the existing results in the literature.
Pattern formations and optimal packing.
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.
A Luenberger observer for reaction-diffusion models with front position data
NASA Astrophysics Data System (ADS)
Collin, Annabelle; Chapelle, Dominique; Moireau, Philippe
2015-11-01
We propose a Luenberger observer for reaction-diffusion models with propagating front features, and for data associated with the location of the front over time. Such models are considered in various application fields, such as electrophysiology, wild-land fire propagation and tumor growth modeling. Drawing our inspiration from image processing methods, we start by proposing an observer for the eikonal-curvature equation that can be derived from the reaction-diffusion model by an asymptotic expansion. We then carry over this observer to the underlying reaction-diffusion equation by an ;inverse asymptotic analysis;, and we show that the associated correction in the dynamics has a stabilizing effect for the linearized estimation error. We also discuss the extension to joint state-parameter estimation by using the earlier-proposed ROUKF strategy. We then illustrate and assess our proposed observer method with test problems pertaining to electrophysiology modeling, including with a realistic model of cardiac atria. Our numerical trials show that state estimation is directly very effective with the proposed Luenberger observer, while specific strategies are needed to accurately perform parameter estimation - as is usual with Kalman filtering used in a nonlinear setting - and we demonstrate two such successful strategies.
On the dynamics of some grid adaption schemes
NASA Technical Reports Server (NTRS)
Sweby, Peter K.; Yee, Helen C.
1994-01-01
The dynamics of a one-parameter family of mesh equidistribution schemes coupled with finite difference discretisations of linear and nonlinear convection-diffusion model equations is studied numerically. It is shown that, when time marched to steady state, the grid adaption not only influences the stability and convergence rate of the overall scheme, but can also introduce spurious dynamics to the numerical solution procedure.
Simulations of reactive transport and precipitation with smoothed particle hydrodynamics
NASA Astrophysics Data System (ADS)
Tartakovsky, Alexandre M.; Meakin, Paul; Scheibe, Timothy D.; Eichler West, Rogene M.
2007-03-01
A numerical model based on smoothed particle hydrodynamics (SPH) was developed for reactive transport and mineral precipitation in fractured and porous materials. Because of its Lagrangian particle nature, SPH has several advantages for modeling Navier-Stokes flow and reactive transport including: (1) in a Lagrangian framework there is no non-linear term in the momentum conservation equation, so that accurate solutions can be obtained for momentum dominated flows and; (2) complicated physical and chemical processes such as surface growth due to precipitation/dissolution and chemical reactions are easy to implement. In addition, SPH simulations explicitly conserve mass and linear momentum. The SPH solution of the diffusion equation with fixed and moving reactive solid-fluid boundaries was compared with analytical solutions, Lattice Boltzmann [Q. Kang, D. Zhang, P. Lichtner, I. Tsimpanogiannis, Lattice Boltzmann model for crystal growth from supersaturated solution, Geophysical Research Letters, 31 (2004) L21604] simulations and diffusion limited aggregation (DLA) [P. Meakin, Fractals, scaling and far from equilibrium. Cambridge University Press, Cambridge, UK, 1998] model simulations. To illustrate the capabilities of the model, coupled three-dimensional flow, reactive transport and precipitation in a fracture aperture with a complex geometry were simulated.
NASA Technical Reports Server (NTRS)
Rosen, I. G.; Wang, C.
1990-01-01
The convergence of solutions to the discrete or sampled time linear quadratic regulator problem and associated Riccati equation for infinite dimensional systems to the solutions to the corresponding continuous time problem and equation, as the length of the sampling interval (the sampling rate) tends toward zero (infinity) is established. Both the finite and infinite time horizon problems are studied. In the finite time horizon case, strong continuity of the operators which define the control system and performance index together with a stability and consistency condition on the sampling scheme are required. For the infinite time horizon problem, in addition, the sampled systems must be stabilizable and detectable, uniformly with respect to the sampling rate. Classes of systems for which this condition can be verified are discussed. Results of numerical studies involving the control of a heat/diffusion equation, a hereditary of delay system, and a flexible beam are presented and discussed.
NASA Technical Reports Server (NTRS)
Rosen, I. G.; Wang, C.
1992-01-01
The convergence of solutions to the discrete- or sampled-time linear quadratic regulator problem and associated Riccati equation for infinite-dimensional systems to the solutions to the corresponding continuous time problem and equation, as the length of the sampling interval (the sampling rate) tends toward zero(infinity) is established. Both the finite-and infinite-time horizon problems are studied. In the finite-time horizon case, strong continuity of the operators that define the control system and performance index, together with a stability and consistency condition on the sampling scheme are required. For the infinite-time horizon problem, in addition, the sampled systems must be stabilizable and detectable, uniformly with respect to the sampling rate. Classes of systems for which this condition can be verified are discussed. Results of numerical studies involving the control of a heat/diffusion equation, a hereditary or delay system, and a flexible beam are presented and discussed.
Numerical methods of solving a system of multi-dimensional nonlinear equations of the diffusion type
NASA Technical Reports Server (NTRS)
Agapov, A. V.; Kolosov, B. I.
1979-01-01
The principles of conservation and stability of difference schemes achieved using the iteration control method were examined. For the schemes obtained of the predictor-corrector type, the conversion was proved for the control sequences of approximate solutions to the precise solutions in the Sobolev metrics. Algorithms were developed for reducing the differential problem to integral relationships, whose solution methods are known, were designed. The algorithms for the problem solution are classified depending on the non-linearity of the diffusion coefficients, and practical recommendations for their effective use are given.
Localized mRNA translation and protein association
NASA Astrophysics Data System (ADS)
Zhdanov, Vladimir P.
2014-08-01
Recent direct observations of localization of mRNAs and proteins both in prokaryotic and eukaryotic cells can be related to slowdown of diffusion of these species due to macromolecular crowding and their ability to aggregate and form immobile or slowly mobile complexes. Here, a generic kinetic model describing both these factors is presented and comprehensively analyzed. Although the model is non-linear, an accurate self-consistent analytical solution of the corresponding reaction-diffusion equation has been constructed, the types of localized protein distributions have been explicitly shown, and the predicted kinetic regimes of gene expression have been classified.
High-order solution methods for grey discrete ordinates thermal radiative transfer
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maginot, Peter G., E-mail: maginot1@llnl.gov; Ragusa, Jean C., E-mail: jean.ragusa@tamu.edu; Morel, Jim E., E-mail: morel@tamu.edu
This work presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less
High-order solution methods for grey discrete ordinates thermal radiative transfer
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.
This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less
High-order solution methods for grey discrete ordinates thermal radiative transfer
Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.
2016-09-29
This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less
A fast iterative scheme for the linearized Boltzmann equation
NASA Astrophysics Data System (ADS)
Wu, Lei; Zhang, Jun; Liu, Haihu; Zhang, Yonghao; Reese, Jason M.
2017-06-01
Iterative schemes to find steady-state solutions to the Boltzmann equation are efficient for highly rarefied gas flows, but can be very slow to converge in the near-continuum flow regime. In this paper, a synthetic iterative scheme is developed to speed up the solution of the linearized Boltzmann equation by penalizing the collision operator L into the form L = (L + Nδh) - Nδh, where δ is the gas rarefaction parameter, h is the velocity distribution function, and N is a tuning parameter controlling the convergence rate. The velocity distribution function is first solved by the conventional iterative scheme, then it is corrected such that the macroscopic flow velocity is governed by a diffusion-type equation that is asymptotic-preserving into the Navier-Stokes limit. The efficiency of this new scheme is assessed by calculating the eigenvalue of the iteration, as well as solving for Poiseuille and thermal transpiration flows. We find that the fastest convergence of our synthetic scheme for the linearized Boltzmann equation is achieved when Nδ is close to the average collision frequency. The synthetic iterative scheme is significantly faster than the conventional iterative scheme in both the transition and the near-continuum gas flow regimes. Moreover, due to its asymptotic-preserving properties, the synthetic iterative scheme does not need high spatial resolution in the near-continuum flow regime, which makes it even faster than the conventional iterative scheme. Using this synthetic scheme, with the fast spectral approximation of the linearized Boltzmann collision operator, Poiseuille and thermal transpiration flows between two parallel plates, through channels of circular/rectangular cross sections and various porous media are calculated over the whole range of gas rarefaction. Finally, the flow of a Ne-Ar gas mixture is solved based on the linearized Boltzmann equation with the Lennard-Jones intermolecular potential for the first time, and the difference between these results and those using the hard-sphere potential is discussed.
Pulse-coupled mixed-mode oscillators: Cluster states and extreme noise sensitivity
NASA Astrophysics Data System (ADS)
Karamchandani, Avinash J.; Graham, James N.; Riecke, Hermann
2018-04-01
Motivated by rhythms in the olfactory system of the brain, we investigate the synchronization of all-to-all pulse-coupled neuronal oscillators exhibiting various types of mixed-mode oscillations (MMOs) composed of sub-threshold oscillations (STOs) and action potentials ("spikes"). We focus particularly on the impact of the delay in the interaction. In the weak-coupling regime, we reduce the system to a Kuramoto-type equation with non-sinusoidal phase coupling and the associated Fokker-Planck equation. Its linear stability analysis identifies the appearance of various cluster states. Their type depends sensitively on the delay and the width of the pulses. Interestingly, long delays do not imply slow population rhythms, and the number of emerging clusters only loosely depends on the number of STOs. Direct simulations of the oscillator equations reveal that for quantitative agreement of the weak-coupling theory the coupling strength and the noise have to be extremely small. Even moderate noise leads to significant skipping of STO cycles, which can enhance the diffusion coefficient in the Fokker-Planck equation by two orders of magnitude. Introducing an effective diffusion coefficient extends the range of agreement significantly. Numerical simulations of the Fokker-Planck equation reveal bistability and solutions with oscillatory order parameters that result from nonlinear mode interactions. These are confirmed in simulations of the full spiking model.
NASA Technical Reports Server (NTRS)
Ramamurti, R.; Ghia, U.; Ghia, K. N.
1988-01-01
A semi-elliptic formulation, termed the interacting parabolized Navier-Stokes (IPNS) formulation, is developed for the analysis of a class of subsonic viscous flows for which streamwise diffusion is neglible but which are significantly influenced by upstream interactions. The IPNS equations are obtained from the Navier-Stokes equations by dropping the streamwise viscous-diffusion terms but retaining upstream influence via the streamwise pressure-gradient. A two-step alternating-direction-explicit numerical scheme is developed to solve these equations. The quasi-linearization and discretization of the equations are carefully examined so that no artificial viscosity is added externally to the scheme. Also, solutions to compressible as well as nearly compressible flows are obtained without any modification either in the analysis or in the solution process. The procedure is applied to constricted channels and cascade passages formed by airfoils of various shapes. These geometries are represented using numerically generated curilinear boundary-oriented coordinates forming an H-grid. A hybrid C-H grid, more appropriate for cascade of airfoils with rounded leading edges, was also developed. Satisfactory results are obtained for flows through cascades of Joukowski airfoils.
NASA Astrophysics Data System (ADS)
Kim, Min Chan
2014-11-01
To simulate a CO2 sequestration process, some researchers employed a water/propylene glycol (PPG) system which shows a non-monotonic density profile. Motivated by this fact, the stability of the diffusion layer of two miscible fluids saturated in a porous medium is analyzed. For a non-monotonic density profile system, linear stability equations are derived in a global domain, and then transformed into a system of ordinary differential equations in an infinite domain. Initial growth rate analysis is conducted without the quasi-steady state approximation (QSSA) and shows that initially the system is unconditionally stable for the least stable disturbance. For the time evolving case, the ordinary differential equations are solved applying the eigen-analysis and numerical shooting scheme with and without the QSSA. To support these theoretical results, direct numerical simulations are conducted using the Fourier spectral method. The results of theoretical linear stability analyses and numerical simulations validate one another. The present linear and nonlinear analyses show that the water/PPG system is more unstable than the CO2/brine one, and the flow characteristics of these two systems are quite different from each other.
Mirror instability near the threshold: Hybrid simulations
NASA Astrophysics Data System (ADS)
Hellinger, P.; Trávníček, P.; Passot, T.; Sulem, P.; Kuznetsov, E. A.; Califano, F.
2007-12-01
Nonlinear behavior of the mirror instability near the threshold is investigated using 1-D hybrid simulations. The simulations demonstrate the presence of an early phase where quasi-linear effects dominate [ Shapiro and Shevchenko, 1964]. The quasi-linear diffusion is however not the main saturation mechanism. A second phase is observed where the mirror mode is linearly stable (the stability is evaluated using the instantaneous ion distribution function) but where the instability nevertheless continues to develop, leading to nonlinear coherent structures in the form of magnetic humps. This regime is well modeled by a nonlinear equation for the magnetic field evolution, derived from a reductive perturbative expansion of the Vlasov-Maxwell equations [ Kuznetsov et al., 2007] with a phenomenological term which represents local variations of the ion Larmor radius. In contrast with previous models where saturation is due to the cooling of a population of trapped particles, the resulting equation correctly reproduces the development of magnetic humps from an initial noise. References Kuznetsov, E., T. Passot and P. L. Sulem (2007), Dynamical model for nonlinear mirror modes near threshold, Phys. Rev. Lett., 98, 235003. Shapiro, V. D., and V. I. Shevchenko (1964), Sov. JETP, 18, 1109.
Quasi-linear diffusion coefficients for highly oblique whistler mode waves
NASA Astrophysics Data System (ADS)
Albert, J. M.
2017-05-01
Quasi-linear diffusion coefficients are considered for highly oblique whistler mode waves, which exhibit a singular "resonance cone" in cold plasma theory. The refractive index becomes both very large and rapidly varying as a function of wave parameters, making the diffusion coefficients difficult to calculate and to characterize. Since such waves have been repeatedly observed both outside and inside the plasmasphere, this problem has received renewed attention. Here the diffusion equations are analytically treated in the limit of large refractive index μ. It is shown that a common approximation to the refractive index allows the associated "normalization integral" to be evaluated in closed form and that this can be exploited in the numerical evaluation of the exact expression. The overall diffusion coefficient formulas for large μ are then reduced to a very simple form, and the remaining integral and sum over resonances are approximated analytically. These formulas are typically written for a modeled distribution of wave magnetic field intensity, but this may not be appropriate for highly oblique whistlers, which become quasi-electrostatic. Thus, the analysis is also presented in terms of wave electric field intensity. The final results depend strongly on the maximum μ (or μ∥) used to model the wave distribution, so realistic determination of these limiting values becomes paramount.
A Semi-Implicit, Three-Dimensional Model for Estuarine Circulation
Smith, Peter E.
2006-01-01
A semi-implicit, finite-difference method for the numerical solution of the three-dimensional equations for circulation in estuaries is presented and tested. The method uses a three-time-level, leapfrog-trapezoidal scheme that is essentially second-order accurate in the spatial and temporal numerical approximations. The three-time-level scheme is shown to be preferred over a two-time-level scheme, especially for problems with strong nonlinearities. The stability of the semi-implicit scheme is free from any time-step limitation related to the terms describing vertical diffusion and the propagation of the surface gravity waves. The scheme does not rely on any form of vertical/horizontal mode-splitting to treat the vertical diffusion implicitly. At each time step, the numerical method uses a double-sweep method to transform a large number of small tridiagonal equation systems and then uses the preconditioned conjugate-gradient method to solve a single, large, five-diagonal equation system for the water surface elevation. The governing equations for the multi-level scheme are prepared in a conservative form by integrating them over the height of each horizontal layer. The layer-integrated volumetric transports replace velocities as the dependent variables so that the depth-integrated continuity equation that is used in the solution for the water surface elevation is linear. Volumetric transports are computed explicitly from the momentum equations. The resulting method is mass conservative, efficient, and numerically accurate.
Yang, Mino
2007-06-07
Theoretical foundation of rate kernel equation approaches for diffusion-influenced chemical reactions is presented and applied to explain the kinetics of fluorescence quenching reactions. A many-body master equation is constructed by introducing stochastic terms, which characterize the rates of chemical reactions, into the many-body Smoluchowski equation. A Langevin-type of memory equation for the density fields of reactants evolving under the influence of time-independent perturbation is derived. This equation should be useful in predicting the time evolution of reactant concentrations approaching the steady state attained by the perturbation as well as the steady-state concentrations. The dynamics of fluctuation occurring in equilibrium state can be predicted by the memory equation by turning the perturbation off and consequently may be useful in obtaining the linear response to a time-dependent perturbation. It is found that unimolecular decay processes including the time-independent perturbation can be incorporated into bimolecular reaction kinetics as a Laplace transform variable. As a result, a theory for bimolecular reactions along with the unimolecular process turned off is sufficient to predict overall reaction kinetics including the effects of unimolecular reactions and perturbation. As the present formulation is applied to steady-state kinetics of fluorescence quenching reactions, the exact relation between fluorophore concentrations and the intensity of excitation light is derived.
Dynamical patterns and regime shifts in the nonlinear model of soil microorganisms growth
NASA Astrophysics Data System (ADS)
Zaitseva, Maria; Vladimirov, Artem; Winter, Anna-Marie; Vasilyeva, Nadezda
2017-04-01
Dynamical model of soil microorganisms growth and turnover is formulated as a system of nonlinear partial differential equations of reaction-diffusion type. We consider spatial distributions of concentrations of several substrates and microorganisms. Biochemical reactions are modelled by chemical kinetic equations. Transport is modelled by simple linear diffusion for all chemical substances, while for microorganisms we use different transport functions, e.g. some of them can actively move along gradient of substrate concentration, while others cannot move. We solve our model in two dimensions, starting from uniform state with small initial perturbations for various parameters and find parameter range, where small initial perturbations grow and evolve. We search for bifurcation points and critical regime shifts in our model and analyze time-space profile and phase portraits of these solutions approaching critical regime shifts in the system, exploring possibility to detect such shifts in advance. This work is supported by NordForsk, project #81513.
Pattern formation in diffusive excitable systems under magnetic flow effects
NASA Astrophysics Data System (ADS)
Mvogo, Alain; Takembo, Clovis N.; Ekobena Fouda, H. P.; Kofané, Timoléon C.
2017-07-01
We study the spatiotemporal formation of patterns in a diffusive FitzHugh-Nagumo network where the effect of electromagnetic induction has been introduced in the standard mathematical model by using magnetic flux, and the modulation of magnetic flux on membrane potential is realized by using memristor coupling. We use the multi-scale expansion to show that the system equations can be reduced to a single differential-difference nonlinear equation. The linear stability analysis is performed and discussed with emphasis on the impact of magnetic flux. It is observed that the effect of memristor coupling importantly modifies the features of modulational instability. Our analytical results are supported by the numerical experiments, which reveal that the improved model can lead to nonlinear quasi-periodic spatiotemporal patterns with some features of synchronization. It is observed also the generation of pulses and rhythmics behaviors like breathing or swimming which are important in brain researches.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Boone, C. T.; Shaw, J. M.; Nembach, H. T.
2015-06-14
We determined the spin-transport properties of Pd and Pt thin films by measuring the increase in ferromagnetic resonance damping due to spin-pumping in ferromagnetic (FM)-nonferromagnetic metal (NM) multilayers with varying NM thicknesses. The increase in damping with NM thickness depends strongly on both the spin- and charge-transport properties of the NM, as modeled by diffusion equations that include both momentum- and spin-scattering parameters. We use the analytical solution to the spin-diffusion equations to obtain spin-diffusion lengths for Pt and Pd. By measuring the dependence of conductivity on NM thickness, we correlate the charge- and spin-transport parameters, and validate the applicabilitymore » of various models for momentum-scattering and spin-scattering rates in these systems: constant, inverse-proportional (Dyakanov-Perel), and linear-proportional (Elliot-Yafet). We confirm previous reports that the spin-scattering time appears to be shorter than the momentum scattering time in Pt, and the Dyakanov-Perel-like model is the best fit to the data.« less
Cross-diffusion-induced subharmonic spatial resonances in a predator-prey system
NASA Astrophysics Data System (ADS)
Gambino, G.; Lombardo, M. C.; Sammartino, M.
2018-01-01
In this paper we investigate the complex dynamics originated by a cross-diffusion-induced subharmonic destabilization of the fundamental subcritical Turing mode in a predator-prey reaction-diffusion system. The model we consider consists of a two-species Lotka-Volterra system with linear diffusion and a nonlinear cross-diffusion term in the predator equation. The taxis term in the search strategy of the predator is responsible for the onset of complex dynamics. In fact, our model does not exhibit any Hopf or wave instability, and on the basis of the linear analysis one should only expect stationary patterns; nevertheless, the presence of the nonlinear cross-diffusion term is able to induce a secondary instability: due to a subharmonic spatial resonance, the stationary primary branch bifurcates to an out-of-phase oscillating solution. Noticeably, the strong resonance between the harmonic and the subharmonic is able to generate the oscillating pattern albeit the subharmonic is below criticality. We show that, as the control parameter is varied, the oscillating solution (sub T mode) can undergo a sequence of secondary instabilities, generating a transition toward chaotic dynamics. Finally, we investigate the emergence of sub T -mode solutions on two-dimensional domains: when the fundamental mode describes a square pattern, subharmonic resonance originates oscillating square patterns. In the case of subcritical Turing hexagon solutions, the internal interactions with a subharmonic mode are able to generate the so-called "twinkling-eyes" pattern.
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.
Critical time scales for advection-diffusion-reaction processes.
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.
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.
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
Semi-Analytic Reconstruction of Flux in Finite Volume Formulations
NASA Technical Reports Server (NTRS)
Gnoffo, Peter A.
2006-01-01
Semi-analytic reconstruction uses the analytic solution to a second-order, steady, ordinary differential equation (ODE) to simultaneously evaluate the convective and diffusive flux at all interfaces of a finite volume formulation. The second-order ODE is itself a linearized approximation to the governing first- and second- order partial differential equation conservation laws. Thus, semi-analytic reconstruction defines a family of formulations for finite volume interface fluxes using analytic solutions to approximating equations. Limiters are not applied in a conventional sense; rather, diffusivity is adjusted in the vicinity of changes in sign of eigenvalues in order to achieve a sufficiently small cell Reynolds number in the analytic formulation across critical points. Several approaches for application of semi-analytic reconstruction for the solution of one-dimensional scalar equations are introduced. Results are compared with exact analytic solutions to Burger s Equation as well as a conventional, upwind discretization using Roe s method. One approach, the end-point wave speed (EPWS) approximation, is further developed for more complex applications. One-dimensional vector equations are tested on a quasi one-dimensional nozzle application. The EPWS algorithm has a more compact difference stencil than Roe s algorithm but reconstruction time is approximately a factor of four larger than for Roe. Though both are second-order accurate schemes, Roe s method approaches a grid converged solution with fewer grid points. Reconstruction of flux in the context of multi-dimensional, vector conservation laws including effects of thermochemical nonequilibrium in the Navier-Stokes equations is developed.
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
Hipergeometric solutions to some nonhomogeneous equations of fractional order
NASA Astrophysics Data System (ADS)
Olivares, Jorge; Martin, Pablo; Maass, Fernando
2017-12-01
In this paper a study is performed to the solution of the linear non homogeneous fractional order alpha differential equation equal to I 0(x), where I 0(x) is the modified Bessel function of order zero, the initial condition is f(0)=0 and 0 < alpha < 1. Caputo definition for the fractional derivatives is considered. Fractional derivatives have become important in physical and chemical phenomena as visco-elasticity and visco-plasticity, anomalous diffusion and electric circuits. In particular in this work the values of alpha=1/2, 1/4 and 3/4. are explicitly considered . In these cases Laplace transform is applied, and later the inverse Laplace transform leads to the solutions of the differential equation, which become hypergeometric functions.
Lattice Boltzmann model for numerical relativity.
Ilseven, E; Mendoza, M
2016-02-01
In the Z4 formulation, Einstein equations are written as a set of flux conservative first-order hyperbolic equations that resemble fluid dynamics equations. Based on this formulation, we construct a lattice Boltzmann model for numerical relativity and validate it with well-established tests, also known as "apples with apples." Furthermore, we find that by increasing the relaxation time, we gain stability at the cost of losing accuracy, and by decreasing the lattice spacings while keeping a constant numerical diffusivity, the accuracy and stability of our simulations improve. Finally, in order to show the potential of our approach, a linear scaling law for parallelization with respect to number of CPU cores is demonstrated. Our model represents the first step in using lattice kinetic theory to solve gravitational problems.
NASA Astrophysics Data System (ADS)
Okawa, Shinpei; Hirasawa, Takeshi; Kushibiki, Toshihiro; Ishihara, Miya
2015-03-01
Quantification of the optical properties of the tissues and blood by noninvasive photoacoustic (PA) imaging may provide useful information for screening and early diagnosis of diseases. Linearized 2D image reconstruction algorithm based on PA wave equation and the photon diffusion equation (PDE) can reconstruct the image with computational cost smaller than a method based on 3D radiative transfer equation. However, the reconstructed image is affected by the differences between the actual and assumed light propagations. A quantitative capability of a linearized 2D image reconstruction was investigated and discussed by the numerical simulations and the phantom experiment in this study. The numerical simulations with the 3D Monte Carlo (MC) simulation and the 2D finite element calculation of the PDE were carried out. The phantom experiment was also conducted. In the phantom experiment, the PA pressures were acquired by a probe which had an optical fiber for illumination and the ring shaped P(VDF-TrFE) ultrasound transducer. The measured object was made of Intralipid and Indocyanine green. In the numerical simulations, it was shown that the linearized image reconstruction method recovered the absorption coefficients with alleviating the dependency of the PA amplitude on the depth of the photon absorber. The linearized image reconstruction method worked effectively under the light propagation calculated by 3D MC simulation, although some errors occurred. The phantom experiments validated the result of the numerical simulations.
NASA Astrophysics Data System (ADS)
Lyubimova, T. P.; Zubova, N. A.
2017-06-01
This paper presents the results of numerical simulation of the Soret-induced convection of ternary mixture in the rectangular cavity elongated in horizontal direction in gravity field. The cavity has rigid impermeable boundaries. It is heated from the bellow and undergoes translational linearly polarized vibrations of finite amplitude and frequency in the horizontal direction. The problem is solved by finite difference method in the framework of full unsteady non-linear approach. The procedure of diagonalization of the molecular diffusion coefficient matrix is applied, allowing to eliminate cross-diffusion components in the equations and to reduce the number of the governing parameters. The calculations are performed for model ternary mixture with positive separation ratios of the components. The data on the vibration effect on temporal evolution of instantaneous and average fields and integral characteristics of the flow and heat and mass transfer at different levels of gravity are obtained.
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
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.
A New Numerical Scheme for Cosmic-Ray Transport
NASA Astrophysics Data System (ADS)
Jiang, Yan-Fei; Oh, S. Peng
2018-02-01
Numerical solutions of the cosmic-ray (CR) magnetohydrodynamic equations are dogged by a powerful numerical instability, which arises from the constraint that CRs can only stream down their gradient. The standard cure is to regularize by adding artificial diffusion. Besides introducing ad hoc smoothing, this has a significant negative impact on either computational cost or complexity and parallel scalings. We describe a new numerical algorithm for CR transport, with close parallels to two-moment methods for radiative transfer under the reduced speed of light approximation. It stably and robustly handles CR streaming without any artificial diffusion. It allows for both isotropic and field-aligned CR streaming and diffusion, with arbitrary streaming and diffusion coefficients. CR transport is handled explicitly, while source terms are handled implicitly. The overall time step scales linearly with resolution (even when computing CR diffusion) and has a perfect parallel scaling. It is given by the standard Courant condition with respect to a constant maximum velocity over the entire simulation domain. The computational cost is comparable to that of solving the ideal MHD equation. We demonstrate the accuracy and stability of this new scheme with a wide variety of tests, including anisotropic streaming and diffusion tests, CR-modified shocks, CR-driven blast waves, and CR transport in multiphase media. The new algorithm opens doors to much more ambitious and hitherto intractable calculations of CR physics in galaxies and galaxy clusters. It can also be applied to other physical processes with similar mathematical structure, such as saturated, anisotropic heat conduction.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tetsu, Hiroyuki; Nakamoto, Taishi, E-mail: h.tetsu@geo.titech.ac.jp
Radiation is an important process of energy transport, a force, and a basis for synthetic observations, so radiation hydrodynamics (RHD) calculations have occupied an important place in astrophysics. However, although the progress in computational technology is remarkable, their high numerical cost is still a persistent problem. In this work, we compare the following schemes used to solve the nonlinear simultaneous equations of an RHD algorithm with the flux-limited diffusion approximation: the Newton–Raphson (NR) method, operator splitting, and linearization (LIN), from the perspective of the computational cost involved. For operator splitting, in addition to the traditional simple operator splitting (SOS) scheme,more » we examined the scheme developed by Douglas and Rachford (DROS). We solve three test problems (the thermal relaxation mode, the relaxation and the propagation of linear waves, and radiating shock) using these schemes and then compare their dependence on the time step size. As a result, we find the conditions of the time step size necessary for adopting each scheme. The LIN scheme is superior to other schemes if the ratio of radiation pressure to gas pressure is sufficiently low. On the other hand, DROS can be the most efficient scheme if the ratio is high. Although the NR scheme can be adopted independently of the regime, especially in a problem that involves optically thin regions, the convergence tends to be worse. In all cases, SOS is not practical.« less
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.
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.
Multidimensional FEM-FCT schemes for arbitrary time stepping
NASA Astrophysics Data System (ADS)
Kuzmin, D.; Möller, M.; Turek, S.
2003-05-01
The flux-corrected-transport paradigm is generalized to finite-element schemes based on arbitrary time stepping. A conservative flux decomposition procedure is proposed for both convective and diffusive terms. Mathematical properties of positivity-preserving schemes are reviewed. A nonoscillatory low-order method is constructed by elimination of negative off-diagonal entries of the discrete transport operator. The linearization of source terms and extension to hyperbolic systems are discussed. Zalesak's multidimensional limiter is employed to switch between linear discretizations of high and low order. A rigorous proof of positivity is provided. The treatment of non-linearities and iterative solution of linear systems are addressed. The performance of the new algorithm is illustrated by numerical examples for the shock tube problem in one dimension and scalar transport equations in two dimensions.
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.
Non-cooperative Fisher-KPP systems: traveling waves and long-time behavior
NASA Astrophysics Data System (ADS)
Girardin, Léo
2018-01-01
This paper is concerned with non-cooperative parabolic reaction-diffusion systems which share structural similarities with the scalar Fisher-KPP equation. These similarities make it possible to prove, among other results, an extinction and persistence dichotomy and, when persistence occurs, the existence of a positive steady state, the existence of traveling waves with a half-line of possible speeds and a positive minimal speed and the equality between this minimal speed and the spreading speed for the Cauchy problem. Non-cooperative KPP systems can model various phenomena where the following three mechanisms occur: local diffusion in space, linear cooperation and superlinear competition.
NASA Astrophysics Data System (ADS)
Senthamarai, R.; Jana Ranjani, R.
2018-04-01
In this paper, a mathematical model of an amperometric biosensor at mixed enzyme kinetics and diffusion limitation in the case of substrate inhibition has been developed. The model is based on time dependent reaction diffusion equation containing a non -linear term related to non -Michaelis - Menten kinetics of the enzymatic reaction. Solution for the concentration of the substrate has been derived for all values of parameters using the homotopy perturbation method. All the approximate analytic expressions of substrate concentration are compared with simulation results using Scilab/Matlab program. Finally, we have given a satisfactory agreement between them.
Shotorban, Babak
2010-04-01
The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.
Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.
Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young
2017-03-14
Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.
Kazimierska-Drobny, Katarzyna; Kaczmarek, Mariusz
2013-12-01
In this paper the identification of diffusion coefficient, retardation factor and surface distribution coefficient for selected salts in poly(vinyl alcohol) hydrogels is performed. The identification of the transport parameters is based on the previously developed inverse problem technique using experimental data from the reservoir test and the solution of the diffusive transport equation with linear equilibrium sorption. The estimated values of diffusion coefficient are: for physiological fluid (6.30±0.10)×10(-10) m(2)/s, for 1 M NaCl (6.42±0.39)×10(-10) m(2)/s, and for 1 M KCl (7.94±0.38)×10(-10) m(2)/s. The retardation factor for all tested materials and salts is equal or close to one. The average value of the effective surface distribution coefficient is equal to 0.5. © 2013 Elsevier B.V. All rights reserved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yang, Ying; Field, Kevin G; Allen, Todd R.
2015-09-01
Irradiation-assisted stress corrosion cracking (IASCC) of austenitic stainless steels in Light Water Reactor (LWR) components has been linked to changes in grain boundary composition due to irradiation induced segregation (RIS). This work developed a robust RIS modeling tool to account for thermodynamics and kinetics of the atom and defect transportation under combined thermal and radiation conditions. The diffusion flux equations were based on the Perks model formulated through the linear theory of the thermodynamics of irreversible processes. Both cross and non-cross phenomenological diffusion coefficients in the flux equations were considered and correlated to tracer diffusion coefficients through Manning’s relation. Themore » preferential atomvacancy coupling was described by the mobility model, whereas the preferential atom-interstitial coupling was described by the interstitial binding model. The composition dependence of the thermodynamic factor was modeled using the CALPHAD approach. Detailed analysis on the diffusion fluxes near and at grain boundaries of irradiated austenitic stainless steels suggested the dominant diffusion mechanism for chromium and iron is via vacancy, while that for nickel can swing from the vacancy to the interstitial dominant mechanism. The diffusion flux in the vicinity of a grain boundary was found to be greatly influenced by the composition gradient formed from the transient state, leading to the oscillatory behavior of alloy compositions in this region. This work confirms that both vacancy and interstitial diffusion, and segregation itself, have important roles in determining the microchemistry of Fe, Cr, and Ni at irradiated grain boundaries in austenitic stainless steels.« less
Langevin equation with time dependent linear force and periodic load force: stochastic resonance
NASA Astrophysics Data System (ADS)
Sau Fa, Kwok
2017-11-01
The motion of a particle described by the Langevin equation with constant diffusion coefficient, time dependent linear force (ω (1+α \\cos ({ω }1t))x) and periodic load force ({A}0\\cos ({{Ω }}t)) is investigated. Analytical solutions for the probability density function (PDF) and n-moment are obtained and analysed. For {ω }1\\gg α ω the influence of the periodic term α \\cos ({ω }1t) is negligible to the PDF and n-moment for any time; this result shows that the statistical averages such as n-moments and the PDF have no access to some information of the system. For small and intermediate values of {ω }1 the influence of the periodic term α \\cos ({ω }1t) to the system is also analysed; in particular the system may present multiresonance. The solutions are obtained in a direct and pedagogical manner readily understandable by graduate students.
Integrodifference equations in patchy landscapes : II: population level consequences.
Musgrave, Jeffrey; Lutscher, Frithjof
2014-09-01
We analyze integrodifference equations (IDEs) in patchy landscapes. Movement is described by a dispersal kernel that arises from a random walk model with patch dependent diffusion, settling, and mortality rates, and it incorporates individual behavior at an interface between two patch types. Growth follows a simple Beverton-Holt growth or linear decay. We obtain explicit formulae for the critical domain-size problem, and we illustrate how different individual behavior at the boundary between two patch types affects this quantity. We also study persistence conditions on an infinite, periodic, patchy landscape. We observe that if the population can persist on the landscape, the spatial profile of the invasion evolves into a discontinuous traveling periodic wave that moves with constant speed. Assuming linear determinacy, we calculate the dispersion relation and illustrate how movement behavior affects invasion speed. Numerical simulations justify our approach by showing a close correspondence between the spread rate obtained from the dispersion relation and from numerical simulations.
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.
NASA Astrophysics Data System (ADS)
Touhid Hossain, M. M.; Afruz-Zaman, Md.; Rahman, Fouzia; Hossain, M. Arif
2013-09-01
In this study the thermal diffusion effect on the steady laminar free convection flow and heat transfer of viscous incompressible MHD electrically conducting fluid above a vertical porous surface is considered under the influence of an induced magnetic field. The governing non-dimensional equations relevant to the problem, containing the partial differential equations, are transformed by usual similarity transformations into a system of coupled non-linear ordinary differential equations and will be solved analytically by using the perturbation technique. On introducing the non-dimensional concept and applying Boussinesq's approximation, the solutions for velocity field, temperature distribution and induced magnetic field to the second order approximations are obtained for large suction with different selected values of the established dimensionless parameters. The influences of these various establish parameters on the velocity and temperature fields and on the induced magnetic fields are exhibited under certain assumptions and are studied graphically in the present analysis. It is observed that the effects of thermal-diffusion and large suction have great importance on the velocity, temperature and induced magnetic fields and mass concentration for several fluids considered, so that their effects should be taken into account with other useful parameters associated. It is also found that the dimensionless Prandtl number, Grashof number, Modified Grashof number and magnetic parameter have an appreciable influence on the concerned independent variables.
CRASH: A BLOCK-ADAPTIVE-MESH CODE FOR RADIATIVE SHOCK HYDRODYNAMICS-IMPLEMENTATION AND VERIFICATION
DOE Office of Scientific and Technical Information (OSTI.GOV)
Van der Holst, B.; Toth, G.; Sokolov, I. V.
We describe the Center for Radiative Shock Hydrodynamics (CRASH) code, a block-adaptive-mesh code for multi-material radiation hydrodynamics. The implementation solves the radiation diffusion model with a gray or multi-group method and uses a flux-limited diffusion approximation to recover the free-streaming limit. Electrons and ions are allowed to have different temperatures and we include flux-limited electron heat conduction. The radiation hydrodynamic equations are solved in the Eulerian frame by means of a conservative finite-volume discretization in either one-, two-, or three-dimensional slab geometry or in two-dimensional cylindrical symmetry. An operator-split method is used to solve these equations in three substeps: (1)more » an explicit step of a shock-capturing hydrodynamic solver; (2) a linear advection of the radiation in frequency-logarithm space; and (3) an implicit solution of the stiff radiation diffusion, heat conduction, and energy exchange. We present a suite of verification test problems to demonstrate the accuracy and performance of the algorithms. The applications are for astrophysics and laboratory astrophysics. The CRASH code is an extension of the Block-Adaptive Tree Solarwind Roe Upwind Scheme (BATS-R-US) code with a new radiation transfer and heat conduction library and equation-of-state and multi-group opacity solvers. Both CRASH and BATS-R-US are part of the publicly available Space Weather Modeling Framework.« less
Thermal transport at the nanoscale: A Fourier's law vs. phonon Boltzmann equation study
NASA Astrophysics Data System (ADS)
Kaiser, J.; Feng, T.; Maassen, J.; Wang, X.; Ruan, X.; Lundstrom, M.
2017-01-01
Steady-state thermal transport in nanostructures with dimensions comparable to the phonon mean-free-path is examined. Both the case of contacts at different temperatures with no internal heat generation and contacts at the same temperature with internal heat generation are considered. Fourier's law results are compared to finite volume method solutions of the phonon Boltzmann equation in the gray approximation. When the boundary conditions are properly specified, results obtained using Fourier's law without modifying the bulk thermal conductivity are in essentially exact quantitative agreement with the phonon Boltzmann equation in the ballistic and diffusive limits. The errors between these two limits are examined in this paper. For the four cases examined, the error in the apparent thermal conductivity as deduced from a correct application of Fourier's law is less than 6%. We also find that the Fourier's law results presented here are nearly identical to those obtained from a widely used ballistic-diffusive approach but analytically much simpler. Although limited to steady-state conditions with spatial variations in one dimension and to a gray model of phonon transport, the results show that Fourier's law can be used for linear transport from the diffusive to the ballistic limit. The results also contribute to an understanding of how heat transport at the nanoscale can be understood in terms of the conceptual framework that has been established for electron transport at the nanoscale.
Fundamental Flux Equations for Fracture-Matrix Interactions with Linear Diffusion
NASA Astrophysics Data System (ADS)
Oldenburg, C. M.; Zhou, Q.; Rutqvist, J.; Birkholzer, J. T.
2017-12-01
The conventional dual-continuum models are only applicable for late-time behavior of pressure propagation in fractured rock, while discrete-fracture-network models may explicitly deal with matrix blocks at high computational expense. To address these issues, we developed a unified-form diffusive flux equation for 1D isotropic (spheres, cylinders, slabs) and 2D/3D rectangular matrix blocks (squares, cubes, rectangles, and rectangular parallelepipeds) by partitioning the entire dimensionless-time domain (Zhou et al., 2017a, b). For each matrix block, this flux equation consists of the early-time solution up until a switch-over time after which the late-time solution is applied to create continuity from early to late time. The early-time solutions are based on three-term polynomial functions in terms of square root of dimensionless time, with the coefficients dependent on dimensionless area-to-volume ratio and aspect ratios for rectangular blocks. For the late-time solutions, one exponential term is needed for isotropic blocks, while a few additional exponential terms are needed for highly anisotropic blocks. The time-partitioning method was also used for calculating pressure/concentration/temperature distribution within a matrix block. The approximate solution contains an error-function solution for early times and an exponential solution for late times, with relative errors less than 0.003. These solutions form the kernel of multirate and multidimensional hydraulic, solute and thermal diffusion in fractured reservoirs.
Investigation of micromixing by acoustically oscillated sharp-edges
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.
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.
NASA Astrophysics Data System (ADS)
Sposini, Vittoria; Chechkin, Aleksei V.; Seno, Flavio; Pagnini, Gianni; Metzler, Ralf
2018-04-01
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.
Diffusion Coefficients from Molecular Dynamics Simulations in Binary and Ternary Mixtures
NASA Astrophysics Data System (ADS)
Liu, Xin; Schnell, Sondre K.; Simon, Jean-Marc; Krüger, Peter; Bedeaux, Dick; Kjelstrup, Signe; Bardow, André; Vlugt, Thijs J. H.
2013-07-01
Multicomponent diffusion in liquids is ubiquitous in (bio)chemical processes. It has gained considerable and increasing interest as it is often the rate limiting step in a process. In this paper, we review methods for calculating diffusion coefficients from molecular simulation and predictive engineering models. The main achievements of our research during the past years can be summarized as follows: (1) we introduced a consistent method for computing Fick diffusion coefficients using equilibrium molecular dynamics simulations; (2) we developed a multicomponent Darken equation for the description of the concentration dependence of Maxwell-Stefan diffusivities. In the case of infinite dilution, the multicomponent Darken equation provides an expression for [InlineEquation not available: see fulltext.] which can be used to parametrize the generalized Vignes equation; and (3) a predictive model for self-diffusivities was proposed for the parametrization of the multicomponent Darken equation. This equation accurately describes the concentration dependence of self-diffusivities in weakly associating systems. With these methods, a sound framework for the prediction of mutual diffusion in liquids is achieved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yang, Ying; Field, Kevin G.; Allen, Todd R.
2016-02-23
A detailed analysis of the diffusion fluxes near and at grain boundaries of irradiated Fe–Cr–Ni alloys, induced by preferential atom-vacancy and atom-interstitial coupling, is presented. The diffusion flux equations were based on the Perks model formulated through the linear theory of the thermodynamics of irreversible processes. The preferential atom-vacancy coupling was described by the mobility model, whereas the preferential atom-interstitial coupling was described by the interstitial binding model. The composition dependence of the thermodynamic factor was modeled using the CALPHAD approach. The calculated fluxes up to 10 dpa suggested the dominant diffusion mechanism for chromium and iron is via vacancy,more » while that for nickel can swing from the vacancy to the interstitial dominant mechanism. The diffusion flux in the vicinity of a grain boundary was found to be greatly modified by the segregation induced by irradiation, leading to the oscillatory behavior of alloy compositions in this region.« less
Primal-mixed formulations for reaction-diffusion systems on deforming domains
NASA Astrophysics Data System (ADS)
Ruiz-Baier, Ricardo
2015-10-01
We propose a finite element formulation for a coupled elasticity-reaction-diffusion system written in a fully Lagrangian form and governing the spatio-temporal interaction of species inside an elastic, or hyper-elastic body. A primal weak formulation is the baseline model for the reaction-diffusion system written in the deformed domain, and a finite element method with piecewise linear approximations is employed for its spatial discretization. On the other hand, the strain is introduced as mixed variable in the equations of elastodynamics, which in turn acts as coupling field needed to update the diffusion tensor of the modified reaction-diffusion system written in a deformed domain. The discrete mechanical problem yields a mixed finite element scheme based on row-wise Raviart-Thomas elements for stresses, Brezzi-Douglas-Marini elements for displacements, and piecewise constant pressure approximations. The application of the present framework in the study of several coupled biological systems on deforming geometries in two and three spatial dimensions is discussed, and some illustrative examples are provided and extensively analyzed.
Investigating Whistler Mode Wave Diffusion Coefficients at Mars
NASA Astrophysics Data System (ADS)
Shane, A. D.; Liemohn, M. W.; Xu, S.; Florie, C.
2017-12-01
Observations of electron pitch angle distributions have suggested collisions are not the only pitch angle scattering process occurring in the Martian ionosphere. This unknown scattering process is causing high energy electrons (>100 eV) to become isotropized. Whistler mode waves are one pitch angle scattering mechanism known to preferentially scatter high energy electrons in certain plasma regimes. The distribution of whistler mode wave diffusion coefficients are dependent on the background magnetic field strength and thermal electron density, as well as the frequency and wave normal angle of the wave. We have solved for the whistler mode wave diffusion coefficients using the quasi-linear diffusion equations and have integrated them into a superthermal electron transport (STET) model. Preliminary runs have produced results that qualitatively match the observed electron pitch angle distributions at Mars. We performed parametric sweeps over magnetic field, thermal electron density, wave frequency, and wave normal angle to understand the relationship between the plasma parameters and the diffusion coefficient distributions, but also to investigate what regimes whistler mode waves scatter only high energy electrons. Increasing the magnetic field strength and lowering the thermal electron density shifts the distribution of diffusion coefficients toward higher energies and lower pitch angles. We have created an algorithm to identify Mars Atmosphere Volatile and EvolutioN (MAVEN) observations of high energy isotropic pitch angle distributions in the Martian ionosphere. We are able to map these distributions at Mars, and compare the conditions under which these are observed at Mars with the results of our parametric sweeps. Lastly, we will also look at each term in the kinetic diffusion equation to determine if the energy and mixed diffusion coefficients are important enough to incorporate into STET as well.
Non-local damage rheology and size effect
NASA Astrophysics Data System (ADS)
Lyakhovsky, V.
2011-12-01
We study scaling relations controlling the onset of transiently-accelerating fracturing and transition to dynamic rupture propagation in a non-local damage rheology model. The size effect is caused principally by growth of a fracture process zone, involving stress redistribution and energy release associated with a large fracture. This implies that rupture nucleation and transition to dynamic propagation are inherently scale-dependent processes. Linear elastic fracture mechanics (LEFM) and local damage mechanics are formulated in terms of dimensionless strain components and thus do not allow introducing any space scaling, except linear relations between fracture length and displacements. Generalization of Weibull theory provides scaling relations between stress and crack length at the onset of failure. A powerful extension of the LEFM formulation is the displacement-weakening model which postulates that yielding is complete when the crack wall displacement exceeds some critical value or slip-weakening distance Dc at which a transition to kinetic friction is complete. Scaling relations controlling the transition to dynamic rupture propagation in slip-weakening formulation are widely accepted in earthquake physics. Strong micro-crack interaction in a process zone may be accounted for by adopting either integral or gradient type non-local damage models. We formulate a gradient-type model with free energy depending on the scalar damage parameter and its spatial derivative. The damage-gradient term leads to structural stresses in the constitutive stress-strain relations and a damage diffusion term in the kinetic equation for damage evolution. The damage diffusion eliminates the singular localization predicted by local models. The finite width of the localization zone provides a fundamental length scale that allows numerical simulations with the model to achieve the continuum limit. A diffusive term in the damage evolution gives rise to additional damage diffusive time scale associated with the structural length scale. The ratio between two time scales associated with damage accumulation and diffusion, the damage diffusivity ratio, reflects the role of the diffusion-controlled delocalization. We demonstrate that localized fracturing occurs at the damage diffusivity ratio below certain critical value leading to a linear scaling between stress and crack length compatible with size effect for failures at crack initiation. A subseuqent quasi-static fracture growth is self-similar with increasing size of the process zone proportional to the fracture length. At a certain stage, controlled by dynamic weakening, the self-similarity breaks down and crack velocity significantly deviates from that predicted by the quasi-static regime, the size of the process zone decreases, and the rate of crack growth ceases to be controlled by the rate of damage increase. Furthermore, the crack speed approaches that predicted by the elasto-dynamic equation. The non-local damage rheology model predicts that the nucleation size of the dynamic fracture scales with fault zone thickness distance of the stress interraction.
Vlad, Marcel Ovidiu; Ross, John
2002-12-01
We introduce a general method for the systematic derivation of nonlinear reaction-diffusion equations with distributed delays. We study the interactions among different types of moving individuals (atoms, molecules, quasiparticles, biological organisms, etc). The motion of each species is described by the continuous time random walk theory, analyzed in the literature for transport problems, whereas the interactions among the species are described by a set of transformation rates, which are nonlinear functions of the local concentrations of the different types of individuals. We use the time interval between two jumps (the transition time) as an additional state variable and obtain a set of evolution equations, which are local in time. In order to make a connection with the transport models used in the literature, we make transformations which eliminate the transition time and derive a set of nonlocal equations which are nonlinear generalizations of the so-called generalized master equations. The method leads under different specified conditions to various types of nonlocal transport equations including a nonlinear generalization of fractional diffusion equations, hyperbolic reaction-diffusion equations, and delay-differential reaction-diffusion equations. Thus in the analysis of a given problem we can fit to the data the type of reaction-diffusion equation and the corresponding physical and kinetic parameters. The method is illustrated, as a test case, by the study of the neolithic transition. We introduce a set of assumptions which makes it possible to describe the transition from hunting and gathering to agriculture economics by a differential delay reaction-diffusion equation for the population density. We derive a delay evolution equation for the rate of advance of agriculture, which illustrates an application of our analysis.
Final Report - Subcontract B623760
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bank, R.
2017-11-17
During my visit to LLNL during July 17{27, 2017, I worked on linear system solvers. The two level hierarchical solver that initiated our study was developed to solve linear systems arising from hp adaptive finite element calculations, and is implemented in the PLTMG software package, version 12. This preconditioner typically requires 3-20% of the space used by the stiffness matrix for higher order elements. It has multigrid like convergence rates for a wide variety of PDEs (self-adjoint positive de nite elliptic equations, convection dominated convection-diffusion equations, and highly indefinite Helmholtz equations, among others). The convergence rate is not independent ofmore » the polynomial degree p as p ! 1, but but remains strong for p 9, which is the highest polynomial degree allowed in PLTMG, due to limitations of the numerical quadrature rules implemented in the software package. A more complete description of the method and some numerical experiments illustrating its effectiveness appear in. Like traditional geometric multilevel methods, this scheme relies on knowledge of the underlying finite element space in order to construct the smoother and the coarse grid correction.« less
A fully implicit finite element method for bidomain models of cardiac electromechanics
Dal, Hüsnü; Göktepe, Serdar; Kaliske, Michael; Kuhl, Ellen
2012-01-01
We propose a novel, monolithic, and unconditionally stable finite element algorithm for the bidomain-based approach to cardiac electromechanics. We introduce the transmembrane potential, the extracellular potential, and the displacement field as independent variables, and extend the common two-field bidomain formulation of electrophysiology to a three-field formulation of electromechanics. The intrinsic coupling arises from both excitation-induced contraction of cardiac cells and the deformation-induced generation of intra-cellular currents. The coupled reaction-diffusion equations of the electrical problem and the momentum balance of the mechanical problem are recast into their weak forms through a conventional isoparametric Galerkin approach. As a novel aspect, we propose a monolithic approach to solve the governing equations of excitation-contraction coupling in a fully coupled, implicit sense. We demonstrate the consistent linearization of the resulting set of non-linear residual equations. To assess the algorithmic performance, we illustrate characteristic features by means of representative three-dimensional initial-boundary value problems. The proposed algorithm may open new avenues to patient specific therapy design by circumventing stability and convergence issues inherent to conventional staggered solution schemes. PMID:23175588
Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.
Talaei, Behzad; Jagannathan, Sarangapani; Singler, John
2018-04-01
This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.
Excess entropy scaling for the segmental and global dynamics of polyethylene melts.
Voyiatzis, Evangelos; Müller-Plathe, Florian; Böhm, Michael C
2014-11-28
The range of validity of the Rosenfeld and Dzugutov excess entropy scaling laws is analyzed for unentangled linear polyethylene chains. We consider two segmental dynamical quantities, i.e. the bond and the torsional relaxation times, and two global ones, i.e. the chain diffusion coefficient and the viscosity. The excess entropy is approximated by either a series expansion of the entropy in terms of the pair correlation function or by an equation of state for polymers developed in the context of the self associating fluid theory. For the whole range of temperatures and chain lengths considered, the two estimates of the excess entropy are linearly correlated. The scaled bond and torsional relaxation times fall into a master curve irrespective of the chain length and the employed scaling scheme. Both quantities depend non-linearly on the excess entropy. For a fixed chain length, the reduced diffusion coefficient and viscosity scale linearly with the excess entropy. An empirical reduction to a chain length-independent master curve is accessible for both dynamic quantities. The Dzugutov scheme predicts an increased value of the scaled diffusion coefficient with increasing chain length which contrasts physical expectations. The origin of this trend can be traced back to the density dependence of the scaling factors. This finding has not been observed previously for Lennard-Jones chain systems (Macromolecules, 2013, 46, 8710-8723). Thus, it limits the applicability of the Dzugutov approach to polymers. In connection with diffusion coefficients and viscosities, the Rosenfeld scaling law appears to be of higher quality than the Dzugutov approach. An empirical excess entropy scaling is also proposed which leads to a chain length-independent correlation. It is expected to be valid for polymers in the Rouse regime.
Vassal, J-P; Orgéas, L; Favier, D; Auriault, J-L; Le Corre, S
2008-01-01
Many analytical and numerical works have been devoted to the prediction of macroscopic effective transport properties in particulate media. Usually, structure and properties of macroscopic balance and constitutive equations are stated a priori. In this paper, the upscaling of the transient diffusion equations in concentrated particulate media with possible particle-particle interfacial barriers, highly conductive particles, poorly conductive matrix, and temperature-dependent physical properties is revisited using the homogenization method based on multiple scale asymptotic expansions. This method uses no a priori assumptions on the physics at the macroscale. For the considered physics and microstructures and depending on the order of magnitude of dimensionless Biot and Fourier numbers, it is shown that some situations cannot be homogenized. For other situations, three different macroscopic models are identified, depending on the quality of particle-particle contacts. They are one-phase media, following the standard heat equation and Fourier's law. Calculations of the effective conductivity tensor and heat capacity are proved to be uncoupled. Linear and steady state continuous localization problems must be solved on representative elementary volumes to compute the effective conductivity tensors for the two first models. For the third model, i.e., for highly resistive contacts, the localization problem becomes simpler and discrete whatever the shape of particles. In paper II [Vassal, Phys. Rev. E 77, 011303 (2008)], diffusion through networks of slender, wavy, entangled, and oriented fibers is considered. Discrete localization problems can then be obtained for all models, as well as semianalytical or fully analytical expressions of the corresponding effective conductivity tensors.
The role of fractional time-derivative operators on anomalous diffusion
NASA Astrophysics Data System (ADS)
Tateishi, Angel A.; Ribeiro, Haroldo V.; Lenzi, Ervin K.
2017-10-01
The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties. Recently, researchers have proposed different fractional-time operators (namely: the Caputo-Fabrizio and Atangana-Baleanu) which, differently from the well-known Riemann-Liouville operator, are defined by non-singular memory kernels. Here we proposed to use these new operators to generalize the usual diffusion equation. By analyzing the corresponding fractional diffusion equations within the continuous time random walk framework, we obtained waiting time distributions characterized by exponential, stretched exponential, and power-law functions, as well as a crossover between two behaviors. For the mean square displacement, we found crossovers between usual and confined diffusion, and between usual and sub-diffusion. We obtained the exact expressions for the probability distributions, where non-Gaussian and stationary distributions emerged. This former feature is remarkable because the fractional diffusion equation is solved without external forces and subjected to the free diffusion boundary conditions. We have further shown that these new fractional diffusion equations are related to diffusive processes with stochastic resetting, and to fractional diffusion equations with derivatives of distributed order. Thus, our results suggest that these new operators may be a simple and efficient way for incorporating different structural aspects into the system, opening new possibilities for modeling and investigating anomalous diffusive processes.
Allawala, Altan; Marston, J B
2016-11-01
We investigate the Fokker-Planck description of the equal-time statistics of the three-dimensional Lorenz attractor with additive white noise. The invariant measure is found by computing the zero (or null) mode of the linear Fokker-Planck operator as a problem of sparse linear algebra. Two variants are studied: a self-adjoint construction of the linear operator and the replacement of diffusion with hyperdiffusion. We also access the low-order statistics of the system by a perturbative expansion in equal-time cumulants. A comparison is made to statistics obtained by the standard approach of accumulation via direct numerical simulation. Theoretical and computational aspects of the Fokker-Planck and cumulant expansion methods are discussed.
Electrokinetics of diffuse soft interfaces. 1. Limit of low Donnan potentials.
Duval, Jérôme F L; van Leeuwen, Herman P
2004-11-09
The current theoretical approaches to electrokinetics of gels or polyelectrolyte layers are based on the assumption that the position of the very interface between the aqueous medium and the gel phase is well defined. Within this assumption, spatial profiles for the volume fraction of polymer segments (phi), the density of fixed charges in the porous layer (rho fix), and the coefficient modeling the friction to hydrodynamic flow (k) follow a step-function. In reality, the "fuzzy" nature of the charged soft layer is intrinsically incompatible with the concept of a sharp interface and therefore necessarily calls for more detailed spatial representations for phi, rho fix, and k. In this paper, the notion of diffuse interface is introduced. For the sake of illustration, linear spatial distributions for phi and rho fix are considered in the interfacial zone between the bulk of the porous charged layer and the bulk electrolyte solution. The corresponding distribution for k is inferred from the Brinkman equation, which for low phi reduces to Stokes' equation. Linear electrostatics, hydrodynamics, and electroosmosis issues are analytically solved within the context of streaming current and streaming potential of charged surface layers in a thin-layer cell. The hydrodynamic analysis clearly demonstrates the physical incorrectness of the concept of a discrete slip plane for diffuse interfaces. For moderate to low electrolyte concentrations and nanoscale spatial transition of phi from zero (bulk electrolyte) to phi o (bulk gel), the electrokinetic properties of the soft layer as predicted by the theory considerably deviate from those calculated on the basis of the discontinuous approximation by Ohshima.
Stochastic Feshbach Projection for the Dynamics of Open Quantum Systems
NASA Astrophysics Data System (ADS)
Link, Valentin; Strunz, Walter T.
2017-11-01
We present a stochastic projection formalism for the description of quantum dynamics in bosonic or spin environments. The Schrödinger equation in the coherent state representation with respect to the environmental degrees of freedom can be reformulated by employing the Feshbach partitioning technique for open quantum systems based on the introduction of suitable non-Hermitian projection operators. In this picture the reduced state of the system can be obtained as a stochastic average over pure state trajectories, for any temperature of the bath. The corresponding non-Markovian stochastic Schrödinger equations include a memory integral over the past states. In the case of harmonic environments and linear coupling the approach gives a new form of the established non-Markovian quantum state diffusion stochastic Schrödinger equation without functional derivatives. Utilizing spin coherent states, the evolution equation for spin environments resembles the bosonic case with, however, a non-Gaussian average for the reduced density operator.
Turbulent solutions of equations of fluid motion
NASA Technical Reports Server (NTRS)
Deissler, R. G.
1985-01-01
Some turbulent solutions of the unaveraged Navier-Stokes equations (equations of fluid motion) are reviewed. Those equations are solved numerically in order to study the nonlinear physics of incompressible turbulent flow. The three components of the mean-square velocity fluctuations are initially equal for the conditions chosen. The resulting solutions show characteristics of turbulence, such as the linear and nonlinear excitation of small-scale fluctuations. For the stronger fluctuations the initially nonrandom flow develops into an apparently random turbulence. The cases considered include turbulence that is statistically homogeneous or inhomogeneous and isotropic or anisotropic. A statistically steady-state turbulence is obtained by using a spatially periodic body force. Various turbulence processes, including the transfer of energy between eddy sizes and between directional components and the production, dissipation, and spatial diffusion of turbulence, are considered. It is concluded that the physical processes occurring in turbulence can be profitably studied numerically.
NASA Astrophysics Data System (ADS)
Lu, Yanfei; Lekszycki, Tomasz
2016-10-01
During fracture healing, a series of complex coupled biological and mechanical phenomena occurs. They include: (i) growth and remodelling of bone, whose Young's modulus varies in space and time; (ii) nutrients' diffusion and consumption by living cells. In this paper, we newly propose to model these evolution phenomena. The considered features include: (i) a new constitutive equation for growth simulation involving the number of sensor cells; (ii) an improved equation for nutrient concentration accounting for the switch between Michaelis-Menten kinetics and linear consumption regime; (iii) a new constitutive equation for Young's modulus evolution accounting for its dependence on nutrient concentration and variable number of active cells. The effectiveness of the model and its predictive capability are qualitatively verified by numerical simulations (using COMSOL) describing the healing of bone in the presence of damaged tissue between fractured parts.
Exact PDF equations and closure approximations for advective-reactive transport
DOE Office of Scientific and Technical Information (OSTI.GOV)
Venturi, D.; Tartakovsky, Daniel M.; Tartakovsky, Alexandre M.
2013-06-01
Mathematical models of advection–reaction phenomena rely on advective flow velocity and (bio) chemical reaction rates that are notoriously random. By using functional integral methods, we derive exact evolution equations for the probability density function (PDF) of the state variables of the advection–reaction system in the presence of random transport velocity and random reaction rates with rather arbitrary distributions. These PDF equations are solved analytically for transport with deterministic flow velocity and a linear reaction rate represented mathematically by a heterog eneous and strongly-correlated random field. Our analytical solution is then used to investigate the accuracy and robustness of the recentlymore » proposed large-eddy diffusivity (LED) closure approximation [1]. We find that the solution to the LED-based PDF equation, which is exact for uncorrelated reaction rates, is accurate even in the presence of strong correlations and it provides an upper bound of predictive uncertainty.« less
Background-Error Correlation Model Based on the Implicit Solution of a Diffusion Equation
2010-01-01
1 Background- Error Correlation Model Based on the Implicit Solution of a Diffusion Equation Matthew J. Carrier* and Hans Ngodock...4. TITLE AND SUBTITLE Background- Error Correlation Model Based on the Implicit Solution of a Diffusion Equation 5a. CONTRACT NUMBER 5b. GRANT...2001), which sought to model error correlations based on the explicit solution of a generalized diffusion equation. The implicit solution is
Sun, Liyuan; Morales-Collazo, Oscar; Xia, Han; Brennecke, Joan F
2015-12-03
A series of room temperature ionic liquids (RTILs) based on 1-ethyl-3-methylimidazolium ([emim](+)) with different aprotic heterocyclic anions (AHAs) were synthesized and characterized as potential electrolyte candidates for lithium ion batteries. The density and transport properties of these ILs were measured over the temperature range between 283.15 and 343.15 K at ambient pressure. The temperature dependence of the transport properties (viscosity, ionic conductivity, self-diffusion coefficient, and molar conductivity) is fit well by the Vogel-Fulcher-Tamman (VFT) equation. The best-fit VFT parameters, as well as linear fits to the density, are reported. The ionicity of these ILs was quantified by the ratio of the molar conductivity obtained from the ionic conductivity and molar concentration to that calculated from the self-diffusion coefficients using the Nernst-Einstein equation. The results of this study, which is based on ILs composed of both a planar cation and planar anions, show that many of the [emim][AHA] ILs exhibit very good conductivity for their viscosities and provide insight into the design of ILs with enhanced dynamics that may be suitable for electrolyte applications.
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.
Computation of shear-induced collective-diffusivity in emulsions
NASA Astrophysics Data System (ADS)
Malipeddi, Abhilash Reddy; Sarkar, Kausik
2017-11-01
The shear-induced collective-diffusivity of drops in an emulsion is calculated through simulation. A front-tracking finite difference method is used to integrate the Navier-Stokes equations. When a cloud of drops is subjected to shear flow, after a certain time, the width of the cloud increases with the 1/3 power of time. This scaling of drop-cloud-width with time is characteristic of (sub-)diffusion that arises from irreversible two-drop interactions. The collective diffusivity is calculated from this relationship. A feature of the procedure adopted here is the modest computational requirement, wherein, a few drops ( 70) in shear for short time ( 70 strain) is found to be sufficient to get a good estimate. As far as we know, collective-diffusivity has not been calculated for drops through simulation till now. The computed values match with experimental measurements reported in the literature. The diffusivity in emulsions is calculated for a range of Capillary (Ca) and Reynolds (Re) numbers. It is found to be a unimodal function of Ca , similar to self-diffusivity. A sub-linear increase of the diffusivity with Re is seen for Re < 5 . This work has been limited to a viscosity matched case.
Development of advanced methods for analysis of experimental data in diffusion
NASA Astrophysics Data System (ADS)
Jaques, Alonso V.
There are numerous experimental configurations and data analysis techniques for the characterization of diffusion phenomena. However, the mathematical methods for estimating diffusivities traditionally do not take into account the effects of experimental errors in the data, and often require smooth, noiseless data sets to perform the necessary analysis steps. The current methods used for data smoothing require strong assumptions which can introduce numerical "artifacts" into the data, affecting confidence in the estimated parameters. The Boltzmann-Matano method is used extensively in the determination of concentration - dependent diffusivities, D(C), in alloys. In the course of analyzing experimental data, numerical integrations and differentiations of the concentration profile are performed. These methods require smoothing of the data prior to analysis. We present here an approach to the Boltzmann-Matano method that is based on a regularization method to estimate a differentiation operation on the data, i.e., estimate the concentration gradient term, which is important in the analysis process for determining the diffusivity. This approach, therefore, has the potential to be less subjective, and in numerical simulations shows an increased accuracy in the estimated diffusion coefficients. We present a regression approach to estimate linear multicomponent diffusion coefficients that eliminates the need pre-treat or pre-condition the concentration profile. This approach fits the data to a functional form of the mathematical expression for the concentration profile, and allows us to determine the diffusivity matrix directly from the fitted parameters. Reformulation of the equation for the analytical solution is done in order to reduce the size of the problem and accelerate the convergence. The objective function for the regression can incorporate point estimations for error in the concentration, improving the statistical confidence in the estimated diffusivity matrix. Case studies are presented to demonstrate the reliability and the stability of the method. To the best of our knowledge there is no published analysis of the effects of experimental errors on the reliability of the estimates for the diffusivities. For the case of linear multicomponent diffusion, we analyze the effects of the instrument analytical spot size, positioning uncertainty, and concentration uncertainty on the resulting values of the diffusivities. These effects are studied using Monte Carlo method on simulated experimental data. Several useful scaling relationships were identified which allow more rigorous and quantitative estimates of the errors in the measured data, and are valuable for experimental design. To further analyze anomalous diffusion processes, where traditional diffusional transport equations do not hold, we explore the use of fractional calculus in analytically representing these processes is proposed. We use the fractional calculus approach for anomalous diffusion processes occurring through a finite plane sheet with one face held at a fixed concentration, the other held at zero, and the initial concentration within the sheet equal to zero. This problem is related to cases in nature where diffusion is enhanced relative to the classical process, and the order of differentiation is not necessarily a second--order differential equation. That is, differentiation is of fractional order alpha, where 1 ≤ alpha < 2. For alpha = 2, the presented solutions reduce to the classical second-order diffusion solution for the conditions studied. The solution obtained allows the analysis of permeation experiments. Frequently, hydrogen diffusion is analyzed using electrochemical permeation methods using the traditional, Fickian-based theory. Experimental evidence shows the latter analytical approach is not always appropiate, because reported data shows qualitative (and quantitative) deviation from its theoretical scaling predictions. Preliminary analysis of data shows better agreement with fractional diffusion analysis when compared to traditional square-root scaling. Although there is a large amount of work in the estimation of the diffusivity from experimental data, reported studies typically present only the analytical description for the diffusivity, without scattering. However, because these studies do not consider effects produced by instrument analysis, their direct applicability is limited. We propose alternatives to address these, and to evaluate their influence on the final resulting diffusivity values.
NASA Technical Reports Server (NTRS)
Forman, M. A.; Jokipii, J. R.
1978-01-01
The distribution function of cosmic rays streaming perpendicular to the mean magnetic field in a turbulent medium is reexamined. Urch's (1977) discovery that in quasi-linear theory, the flux is due to particles at 90 deg pitch angle is discussed and shown to be consistent with previous formulations of the theory. It is pointed out that this flux of particles at 90 deg cannot be arbitrarily set equal to zero, and hence the alternative theory which proceeds from this premise is dismissed. A further, basic inconsistency in Urch's transport equation is demonstrated, and the connection between quasi-linear theory and compound diffusion is discussed.
A new code for modelling the near field diffusion releases from the final disposal of nuclear waste
NASA Astrophysics Data System (ADS)
Vopálka, D.; Vokál, A.
2003-01-01
The canisters with spent nuclear fuel produced during the operation of WWER reactors at the Czech power plants are planned, like in other countries, to be disposed of in an underground repository. Canisters will be surrounded by compacted bentonite that will retard the migration of safety-relevant radionuclides into the host rock. A new code that enables the modelling of the critical radionuclides transport from the canister through the bentonite layer in the cylindrical geometry was developed. The code enables to solve the diffusion equation for various types of initial and boundary conditions by means of the finite difference method and to take into account the non-linear shape of the sorption isotherm. A comparison of the code reported here with code PAGODA, which is based on analytical solution of the transport equation, was made for the actinide chain 4N+3 that includes 239Pu. A simple parametric study of the releases of 239Pu, 129I, and 14C into geosphere is discussed.
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.
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.
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.
Unmagnetized diffusion for azimuthally symmetric wave and particle distributions
NASA Technical Reports Server (NTRS)
Dusenbery, P. B.; Lyons, L. R.
1988-01-01
The quasi-linear diffusion of particles from resonant interactions with a spectrum of electrostatic waves is investigated theoretically, extending results obtained for no magnetic field and for strong magnetic fields to cases where the ambient magnetic field which organizes azimuthally symmetric wave and particle distributions does not have to be taken into consideration in evaluating the local interaction. The derivation of the governing equations is explained, and numerical results are presented in extensive graphs and characterized in detail. Slow-mode ion-acoustic waves are shown to be unstable under the plasma conditions studied, and the dependence of resonant-ion diffusion rates with pitch angle, speed, and the distribution of wave energy in wavenumber space is explored. The implications of the present findings for theoretical models of the earth bow shock and plasma-sheet boundary layer are indicated.
Asymptotic analysis of noisy fitness maximization, applied to metabolism & growth
NASA Astrophysics Data System (ADS)
De Martino, Daniele; Masoero, Davide
2016-12-01
We consider a population dynamics model coupling cell growth to a diffusion in the space of metabolic phenotypes as it can be obtained from realistic constraints-based modeling. In the asymptotic regime of slow diffusion, that coincides with the relevant experimental range, the resulting non-linear Fokker-Planck equation is solved for the steady state in the WKB approximation that maps it into the ground state of a quantum particle in an Airy potential plus a centrifugal term. We retrieve scaling laws for growth rate fluctuations and time response with respect to the distance from the maximum growth rate suggesting that suboptimal populations can have a faster response to perturbations.
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.
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
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
Seroussi, Inbar; Grebenkov, Denis S.; Pasternak, Ofer; Sochen, Nir
2017-01-01
In order to bridge microscopic molecular motion with macroscopic diffusion MR signal in complex structures, we propose a general stochastic model for molecular motion in a magnetic field. The Fokker-Planck equation of this model governs the probability density function describing the diffusion-magnetization propagator. From the propagator we derive a generalized version of the Bloch-Torrey equation and the relation to the random phase approach. This derivation does not require assumptions such as a spatially constant diffusion coefficient, or ad-hoc selection of a propagator. In particular, the boundary conditions that implicitly incorporate the microstructure into the diffusion MR signal can now be included explicitly through a spatially varying diffusion coefficient. While our generalization is reduced to the conventional Bloch-Torrey equation for piecewise constant diffusion coefficients, it also predicts scenarios in which an additional term to the equation is required to fully describe the MR signal. PMID:28242566
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.
Saturation Length of Erodible Sediment Beds Subject to Shear Flow
NASA Astrophysics Data System (ADS)
Casler, D. M.; Kahn, B. P.; Furbish, D. J.; Schmeeckle, M. W.
2016-12-01
We examine the initial growth and wavelength selection of sand ripples based on probabilistic formulations of the flux and the Exner equation. Current formulations of this problem as a linear stability analysis appeal to the idea of a saturation length-the lag between the bed stress and the flux-as a key stabilizing influence leading to selection of a finite wavelength. We present two contrasting formulations. The first is based on the Fokker-Planck approximation of the divergence form of the Exner equation, and thus involves particle diffusion associated with variations in particle activity, in addition to the conventionally assumed advective term. The role of a saturation length associated with the particle activity is similar to previous analyses. However, particle diffusion provides an attenuating influence on the growth of small wavelengths, independent of a saturation length, and is thus a sufficient, if not necessary, condition contributing to selection of a finite wavelength. The second formulation is based on the entrainment form of the Exner equation. As a precise, probabilistic formulation of conservation, this form of the Exner equation does not distinguish between advection and diffusion, and, because it directly accounts for all particle motions via a convolution of the distribution of particle hop distances, it pays no attention to the idea of a saturation length. The formulation and resulting description of initial ripple growth and wavelength selection thus inherently subsume the effects embodied in the ideas of advection, diffusion, and a saturation length as used in other formulations. Moreover, the formulation does not distinguish between bed load and suspended load, and is thus broader in application. The analysis reveals that the length scales defined by the distribution of hop distances are more fundamental than the saturation length in determining the initial growth or decay of bedforms. Formulations involving the saturation length coincide with the special case of an exponential distribution of hop distance, where the saturation length is equal to the mean hop distance.
Prediction of stream volatilization coefficients
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.
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
Transport Coefficients in weakly compressible turbulence
NASA Technical Reports Server (NTRS)
Rubinstein, Robert; Erlebacher, Gordon
1996-01-01
A theory of transport coefficients in weakly compressible turbulence is derived by applying Yoshizawa's two-scale direct interaction approximation to the compressible equations of motion linearized about a state of incompressible turbulence. The result is a generalization of the eddy viscosity representation of incompressible turbulence. In addition to the usual incompressible eddy viscosity, the calculation generates eddy diffusivities for entropy and pressure, and an effective bulk viscosity acting on the mean flow. The compressible fluctuations also generate an effective turbulent mean pressure and corrections to the speed of sound. Finally, a prediction unique to Yoshizawa's two-scale approximation is that terms containing gradients of incompressible turbulence quantities also appear in the mean flow equations. The form these terms take is described.
Gong, Shuqing; Yang, Shaofu; Guo, Zhenyuan; Huang, Tingwen
2018-06-01
The paper is concerned with the synchronization problem of inertial memristive neural networks with time-varying delay. First, by choosing a proper variable substitution, inertial memristive neural networks described by second-order differential equations can be transformed into first-order differential equations. Then, a novel controller with a linear diffusive term and discontinuous sign term is designed. By using the controller, the sufficient conditions for assuring the global exponential synchronization of the derive and response neural networks are derived based on Lyapunov stability theory and some inequality techniques. Finally, several numerical simulations are provided to substantiate the effectiveness of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.
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.
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.
Shizgal, Bernie D
2018-05-01
This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988)JSTPBS0022-471510.1007/BF01016429].
NASA Astrophysics Data System (ADS)
Shizgal, Bernie D.
2018-05-01
This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988), 10.1007/BF01016429].
An empirical investigation of methods for nonsymmetric linear systems
NASA Technical Reports Server (NTRS)
Sherman, A. H.
1981-01-01
The present investigation is concerned with a comparison of methods for solving linear algebraic systems which arise from finite difference discretizations of the elliptic convection-diffusion equation in a planar region Omega with Dirichlet boundary conditions. Such linear systems are typically of the form Ax = b where A is an N x N sparse nonsymmetric matrix. In a discussion of discretizations, it is assumed that a regular rectilinear mesh of width h has been imposed on Omega. The discretizations considered include central differences, upstream differences, and modified upstream differences. Six methods for solving Ax = b are considered. Three variants of Gaussian elimination have been chosen as representatives of state-of-the-art software for direct methods under different assumptions about pivoting. Three iterative methods are also included.
Adaptive Discontinuous Galerkin Methods in Multiwavelets Bases
DOE Office of Scientific and Technical Information (OSTI.GOV)
Archibald, Richard K; Fann, George I; Shelton Jr, William Allison
2011-01-01
We use a multiwavelet basis with the Discontinuous Galerkin (DG) method to produce a multi-scale DG method. We apply this Multiwavelet DG method to convection and convection-diffusion problems in multiple dimensions. Merging the DG method with multiwavelets allows the adaptivity in the DG method to be resolved through manipulation of multiwavelet coefficients rather than grid manipulation. Additionally, the Multiwavelet DG method is tested on non-linear equations in one dimension and on the cubed sphere.
NASA Astrophysics Data System (ADS)
Shariati, M.; Talon, L.; Martin, J.; Rakotomalala, N.; Salin, D.; Yortsos, Y. C.
2004-11-01
We consider miscible displacement between parallel plates in the absence of diffusion, with a concentration-dependent viscosity. By selecting a piecewise viscosity function, this can also be considered as ‘three-fluid’ flow in the same geometry. Assuming symmetry across the gap and based on the lubrication (‘equilibrium’) approximation, a description in terms of two quasi-linear hyperbolic equations is obtained. We find that the system is hyperbolic and can be solved analytically, when the mobility profile is monotonic, or when the mobility of the middle phase is smaller than its neighbours. When the mobility of the middle phase is larger, a change of type is displayed, an elliptic region developing in the composition space. Numerical solutions of Riemann problems of the hyperbolic system spanning the elliptic region, with small diffusion added, show good agreement with the analytical outside, but an unstable behaviour inside the elliptic region. In these problems, the elliptic region arises precisely at the displacement front. Crossing the elliptic region requires the solution of essentially an eigenvalue problem of the full higher-dimensional model, obtained here using lattice BGK simulations. The hyperbolic-to-elliptic change-of-type reflects the failing of the lubrication approximation, underlying the quasi-linear hyperbolic formalism, to describe the problem uniformly. The obtained solution is analogous to non-classical shocks recently suggested in problems with change of type.
Instability analysis of cosmic viscoelastic gyro-gravitating clouds in the presence of dark matter
NASA Astrophysics Data System (ADS)
Karmakar, Pralay Kumar; Das, Papari
2017-08-01
A classical formalism for the weakly nonlinear instability analysis of a gravitating rotating viscoelastic gaseous cloud in the presence of gyratory dark matter is presented on the cosmic Jeans flat scales of space and time. The constituent neutral gaseous fluid (NGF) and dark matter fluid (DMF) are inter-coupled frictionally via mutual gravity alone. Application of standard nonlinear perturbation techniques over the complex gyro-gravitating clouds results in a unique conjugated pair of viscoelastic forced Burgers (VFB) equations. The VFB pair is conjointly twinned by correlational viscoelastic effects. There is no regular damping term here, unlike, in the conventional Burgers equation for the luminous (bright) matter solely. Instead, an interesting linear self-consistent derivative force-term naturalistically appears. A numerical illustrative platform is provided to reveal the micro-physical insights behind the weakly non-linear natural diffusive eigen-modes. It is fantastically seen that the perturbed NGF evolves as extended compressive solitons and compressive shock-like structures. In contrast, the perturbed DMF grows as rarefactive extended solitons and hybrid shocks. The latter is micro-physically composed of rarefactive solitons and compressive shocks. The consistency and reliability of the results are validated in the panoptic light of the existing reports based on the preeminent nonlinear advection-diffusion-based Burgers fabric. At the last, we highlight the main implications and non-trivial futuristic applications of the explored findings.
Linear Temporal Stability Analysis of a Low-Density Round Gas Jet Injected into a High-Density Gas
NASA Technical Reports Server (NTRS)
Lawson, Anthony L.; Parthasarathy, Ramkumar N.
2002-01-01
It has been observed in previous experimental studies that round helium jets injected into air display a repetitive structure for a long distance, somewhat similar to the buoyancy-induced flickering observed in diffusion flames. In order to investigate the influence of gravity on the near-injector development of the flow, a linear temporal stability analysis of a round helium jet injected into air was performed. The flow was assumed to be isothermal and locally parallel; viscous and diffusive effects were ignored. The variables were represented as the sum of the mean value and a normal-mode small disturbance. An ordinary differential equation governing the amplitude of the pressure disturbance was derived. The velocity and density profiles in the shear layer, and the Froude number (signifying the effects of gravity) were the three important parameters in this equation. Together with the boundary conditions, an eigenvalue problem was formulated. Assuming that the velocity and density profiles in the shear layer to be represented by hyperbolic tangent functions, the eigenvalue problem was solved for various values of Froude number. The temporal growth rates and the phase velocity of the disturbances were obtained. The temporal growth rates of the disturbances increased as the Froude number was reduced (i.e. gravitational effects increased), indicating the destabilizing role played by gravity.
Dependence of image quality on image operator and noise for optical diffusion tomography
NASA Astrophysics Data System (ADS)
Chang, Jenghwa; Graber, Harry L.; Barbour, Randall L.
1998-04-01
By applying linear perturbation theory to the radiation transport equation, the inverse problem of optical diffusion tomography can be reduced to a set of linear equations, W(mu) equals R, where W is the weight function, (mu) are the cross- section perturbations to be imaged, and R is the detector readings perturbations. We have studied the dependence of image quality on added systematic error and/or random noise in W and R. Tomographic data were collected from cylindrical phantoms, with and without added inclusions, using Monte Carlo methods. Image reconstruction was accomplished using a constrained conjugate gradient descent method. Result show that accurate images containing few artifacts are obtained when W is derived from a reference states whose optical thickness matches that of the unknown teste medium. Comparable image quality was also obtained for unmatched W, but the location of the target becomes more inaccurate as the mismatch increases. Results of the noise study show that image quality is much more sensitive to noise in W than in R, and the impact of noise increase with the number of iterations. Images reconstructed after pure noise was substituted for R consistently contain large peaks clustered about the cylinder axis, which was an initially unexpected structure. In other words, random input produces a non- random output. This finding suggests that algorithms sensitive to the evolution of this feature could be developed to suppress noise effects.
NASA Astrophysics Data System (ADS)
Queiros-Conde, D.; Foucher, F.; Mounaïm-Rousselle, C.; Kassem, H.; Feidt, M.
2008-12-01
Multi-scale features of turbulent flames near a wall display two kinds of scale-dependent fractal features. In scale-space, an unique fractal dimension cannot be defined and the fractal dimension of the front is scale-dependent. Moreover, when the front approaches the wall, this dependency changes: fractal dimension also depends on the wall-distance. Our aim here is to propose a general geometrical framework that provides the possibility to integrate these two cases, in order to describe the multi-scale structure of turbulent flames interacting with a wall. Based on the scale-entropy quantity, which is simply linked to the roughness of the front, we thus introduce a general scale-entropy diffusion equation. We define the notion of “scale-evolutivity” which characterises the deviation of a multi-scale system from the pure fractal behaviour. The specific case of a constant “scale-evolutivity” over the scale-range is studied. In this case, called “parabolic scaling”, the fractal dimension is a linear function of the logarithm of scale. The case of a constant scale-evolutivity in the wall-distance space implies that the fractal dimension depends linearly on the logarithm of the wall-distance. We then verified experimentally, that parabolic scaling represents a good approximation of the real multi-scale features of turbulent flames near a wall.
Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E
2013-12-01
In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. Copyright © 2013 Elsevier Ltd. All rights reserved.
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.
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
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
Intermode light diffusion in multimode optical waveguides with rough surfaces.
Stepanov, S; Chaikina, E I; Leskova, T A; Méndez, E R
2005-06-01
A theoretical analysis of incoherent intermode light power diffusion in multimode dielectric waveguides with rough (corrugated) surfaces is presented. The correlation length a of the surface-profile variations is assumed to be sufficiently large (a less less than lambda/2pi) to permit light scattering into the outer space only from the modes close to the critical angles of propagation and yet sufficiently small (a less less than d, where d is the average width of the waveguide) to permit direct interaction between a given mode and a large number of neighboring ones. The cases of a one-dimensional (1D) slab waveguide and a two-dimensional cylindrical waveguide (optical fiber) are analyzed, and we find that in both cases the partial differential equations that govern the evolution of the angular light power profile propagating along the waveguide are 1D and of the diffusion type. However, whereas in the former case the effective conductivity coefficient proves to be linearly dependent on the transverse-mode wave number, in the latter one the linear dependence is for the effective diffusion coefficient. The theoretical predictions are in reasonable agreement with experimental results for the intermode power diffusion in multimode (700 x 700) optical fibers with etched surfaces. The characteristic length of dispersion of a narrow angular power profile evaluated from the correlation length and standard deviation of heights of the surface profile proved to be in good agreement with the experimentally observed changes in the output angular power profiles.
Critical time scales for advection-diffusion-reaction processes
NASA Astrophysics Data System (ADS)
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.BIOJAU0006-349510.1016/j.bpj.2010.07.045 99, L59 (2010); A. M. Berezhkovskii, C. Sample, and S. Y. Shvartsman, Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.83.051906 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.IJAMDM0272-496010.1093/imamat/47.2.193 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.
A non-linear dimension reduction methodology for generating data-driven stochastic input models
NASA Astrophysics Data System (ADS)
Ganapathysubramanian, Baskar; Zabaras, Nicholas
2008-06-01
Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.
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.
3D unstructured-mesh radiation transport codes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Morel, J.
1997-12-31
Three unstructured-mesh radiation transport codes are currently being developed at Los Alamos National Laboratory. The first code is ATTILA, which uses an unstructured tetrahedral mesh in conjunction with standard Sn (discrete-ordinates) angular discretization, standard multigroup energy discretization, and linear-discontinuous spatial differencing. ATTILA solves the standard first-order form of the transport equation using source iteration in conjunction with diffusion-synthetic acceleration of the within-group source iterations. DANTE is designed to run primarily on workstations. The second code is DANTE, which uses a hybrid finite-element mesh consisting of arbitrary combinations of hexahedra, wedges, pyramids, and tetrahedra. DANTE solves several second-order self-adjoint forms of the transport equation including the even-parity equation, the odd-parity equation, and a new equation called the self-adjoint angular flux equation. DANTE also offers three angular discretization options:more » $$S{_}n$$ (discrete-ordinates), $$P{_}n$$ (spherical harmonics), and $$SP{_}n$$ (simplified spherical harmonics). DANTE is designed to run primarily on massively parallel message-passing machines, such as the ASCI-Blue machines at LANL and LLNL. The third code is PERICLES, which uses the same hybrid finite-element mesh as DANTE, but solves the standard first-order form of the transport equation rather than a second-order self-adjoint form. DANTE uses a standard $$S{_}n$$ discretization in angle in conjunction with trilinear-discontinuous spatial differencing, and diffusion-synthetic acceleration of the within-group source iterations. PERICLES was initially designed to run on workstations, but a version for massively parallel message-passing machines will be built. The three codes will be described in detail and computational results will be presented.« less
NASA Astrophysics Data System (ADS)
Moura, R. C.; Sherwin, S. J.; Peiró, J.
2016-02-01
This study addresses linear dispersion-diffusion analysis for the spectral/hp continuous Galerkin (CG) formulation in one dimension. First, numerical dispersion and diffusion curves are obtained for the advection-diffusion problem and the role of multiple eigencurves peculiar to spectral/hp methods is discussed. From the eigencurves' behaviour, we observe that CG might feature potentially undesirable non-smooth dispersion/diffusion characteristics for under-resolved simulations of problems strongly dominated by either convection or diffusion. Subsequently, the linear advection equation augmented with spectral vanishing viscosity (SVV) is analysed. Dispersion and diffusion characteristics of CG with SVV-based stabilization are verified to display similar non-smooth features in flow regions where convection is much stronger than dissipation or vice-versa, owing to a dependency of the standard SVV operator on a local Péclet number. First a modification is proposed to the traditional SVV scaling that enforces a globally constant Péclet number so as to avoid the previous issues. In addition, a new SVV kernel function is suggested and shown to provide a more regular behaviour for the eigencurves along with a consistent increase in resolution power for higher-order discretizations, as measured by the extent of the wavenumber range where numerical errors are negligible. The dissipation characteristics of CG with the SVV modifications suggested are then verified to be broadly equivalent to those obtained through upwinding in the discontinuous Galerkin (DG) scheme. Nevertheless, for the kernel function proposed, the full upwind DG scheme is found to have a slightly higher resolution power for the same dissipation levels. These results show that improved CG-SVV characteristics can be pursued via different kernel functions with the aid of optimization algorithms.
Data-driven discovery of partial differential equations.
Rudy, Samuel H; Brunton, Steven L; Proctor, Joshua L; Kutz, J Nathan
2017-04-01
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg-de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable.
Linear single-step image reconstruction in the presence of nonscattering regions.
Dehghani, H; Delpy, D T
2002-06-01
There is growing interest in the use of near-infrared spectroscopy for the noninvasive determination of the oxygenation level within biological tissue. Stemming from this application, there has been further research in using this technique for obtaining tomographic images of the neonatal head, with the view of determining the level of oxygenated and deoxygenated blood within the brain. Because of computational complexity, methods used for numerical modeling of photon transfer within tissue have usually been limited to the diffusion approximation of the Boltzmann transport equation. The diffusion approximation, however, is not valid in regions of low scatter, such as the cerebrospinal fluid. Methods have been proposed for dealing with nonscattering regions within diffusing materials through the use of a radiosity-diffusion model. Currently, this new model assumes prior knowledge of the void region; therefore it is instructive to examine the errors introduced in applying a simple diffusion-based reconstruction scheme in cases where a nonscattering region exists. We present reconstructed images, using linear algorithms, of models that contain a nonscattering region within a diffusing material. The forward data are calculated by using the radiosity-diffusion model, and the inverse problem is solved by using either the radiosity-diffusion model or the diffusion-only model. When using data from a model containing a clear layer and reconstructing with the correct model, one can reconstruct the anomaly, but the qualitative accuracy and the position of the reconstructed anomaly depend on the size and the position of the clear regions. If the inverse model has no information about the clear regions (i.e., it is a purely diffusing model), an anomaly can be reconstructed, but the resulting image has very poor qualitative accuracy and poor localization of the anomaly. The errors in quantitative and localization accuracies depend on the size and location of the clear regions.
Linear single-step image reconstruction in the presence of nonscattering regions
NASA Astrophysics Data System (ADS)
Dehghani, H.; Delpy, D. T.
2002-06-01
There is growing interest in the use of near-infrared spectroscopy for the noninvasive determination of the oxygenation level within biological tissue. Stemming from this application, there has been further research in using this technique for obtaining tomographic images of the neonatal head, with the view of determining the level of oxygenated and deoxygenated blood within the brain. Because of computational complexity, methods used for numerical modeling of photon transfer within tissue have usually been limited to the diffusion approximation of the Boltzmann transport equation. The diffusion approximation, however, is not valid in regions of low scatter, such as the cerebrospinal fluid. Methods have been proposed for dealing with nonscattering regions within diffusing materials through the use of a radiosity-diffusion model. Currently, this new model assumes prior knowledge of the void region; therefore it is instructive to examine the errors introduced in applying a simple diffusion-based reconstruction scheme in cases where a nonscattering region exists. We present reconstructed images, using linear algorithms, of models that contain a nonscattering region within a diffusing material. The forward data are calculated by using the radiosity-diffusion model, and the inverse problem is solved by using either the radiosity-diffusion model or the diffusion-only model. When using data from a model containing a clear layer and reconstructing with the correct model, one can reconstruct the anomaly, but the qualitative accuracy and the position of the reconstructed anomaly depend on the size and the position of the clear regions. If the inverse model has no information about the clear regions (i.e., it is a purely diffusing model), an anomaly can be reconstructed, but the resulting image has very poor qualitative accuracy and poor localization of the anomaly. The errors in quantitative and localization accuracies depend on the size and location of the clear regions.
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.
Heat capacities and thermal diffusivities of n-alkane acid ethyl esters—biodiesel fuel components
NASA Astrophysics Data System (ADS)
Bogatishcheva, N. S.; Faizullin, M. Z.; Nikitin, E. D.
2017-09-01
The heat capacities and thermal diffusivities of ethyl esters of liquid n-alkane acids C n H2 n-1O2C2H5 with the number of carbon atoms in the parent acid n = 10, 11, 12, 14, and 16 are measured. The heat capacities are measured using a DSC 204 F1 Phoenix heat flux differential scanning calorimeter (Netzsch, Germany) in the temperature range of 305-375 K. Thermal diffusivities are measured by means of laser flash method on an LFA-457 instrument (Netzsch, Germany) at temperatures of 305-400 K. An equation is derived for the dependence of the molar heat capacities of the investigated esters on temperature. It is shown that the dependence of molar heat capacity C p,m (298.15 K) on n ( n = 1-6) is close to linear. The dependence of thermal diffusivity on temperature in the investigated temperature range is described by a first-degree polynomial, but thermal diffusivity a (298.15 K) as a function of n has a minimum at n = 5.
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.
Scalable domain decomposition solvers for stochastic PDEs in high performance computing
Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...
2017-09-21
Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less
Scalable domain decomposition solvers for stochastic PDEs in high performance computing
DOE Office of Scientific and Technical Information (OSTI.GOV)
Desai, Ajit; Khalil, Mohammad; Pettit, Chris
Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less
A partially penalty immersed Crouzeix-Raviart finite element method for interface problems.
An, Na; Yu, Xijun; Chen, Huanzhen; Huang, Chaobao; Liu, Zhongyan
2017-01-01
The elliptic equations with discontinuous coefficients are often used to describe the problems of the multiple materials or fluids with different densities or conductivities or diffusivities. In this paper we develop a partially penalty immersed finite element (PIFE) method on triangular grids for anisotropic flow models, in which the diffusion coefficient is a piecewise definite-positive matrix. The standard linear Crouzeix-Raviart type finite element space is used on non-interface elements and the piecewise linear Crouzeix-Raviart type immersed finite element (IFE) space is constructed on interface elements. The piecewise linear functions satisfying the interface jump conditions are uniquely determined by the integral averages on the edges as degrees of freedom. The PIFE scheme is given based on the symmetric, nonsymmetric or incomplete interior penalty discontinuous Galerkin formulation. The solvability of the method is proved and the optimal error estimates in the energy norm are obtained. Numerical experiments are presented to confirm our theoretical analysis and show that the newly developed PIFE method has optimal-order convergence in the [Formula: see text] norm as well. In addition, numerical examples also indicate that this method is valid for both the isotropic and the anisotropic elliptic interface problems.
A novel formulation for unsteady counterflow flames using a thermal-conductivity-weighted coordinate
NASA Astrophysics Data System (ADS)
Weiss, Adam D.; Vera, Marcos; Liñán, Amable; Sánchez, Antonio L.; Williams, Forman A.
2018-01-01
A general formulation is given for the description of reacting mixing layers in stagnation-type flows subject to both time-varying strain and pressure. The salient feature of the formulation is the introduction of a thermal-conductivity-weighted transverse coordinate that leads to a compact transport operator that facilitates numerical integration and theoretical analysis. For steady counterflow mixing layers, the associated transverse mass flux is shown to be effectively linear in terms of the new coordinate, so that the conservation equations for energy and chemical species uncouple from the mass and momentum conservation equations, thereby greatly simplifying the solution. Comparisons are shown with computations of diffusion flames with infinitely fast reaction using both the classic Howarth-Dorodnitzyn density-weighted coordinate and the new thermal-conductivity-weighted coordinate, illustrating the advantages of the latter. Also, as an illustrative application of the formulation to the computation of unsteady counterflows, the flame response to harmonically varying strain is examined in the linear limit.
Group invariant solution for a pre-existing fluid-driven fracture in impermeable rock
NASA Astrophysics Data System (ADS)
Fitt, A. D.; Mason, D. P.; Moss, E. A.
2007-11-01
The propagation of a two-dimensional fluid-driven fracture in impermeable rock is considered. The fluid flow in the fracture is laminar. By applying lubrication theory a partial differential equation relating the half-width of the fracture to the fluid pressure is derived. To close the model the PKN formulation is adopted in which the fluid pressure is proportional to the half-width of the fracture. By considering a linear combination of the Lie point symmetries of the resulting non-linear diffusion equation the boundary value problem is expressed in a form appropriate for a similarity solution. The boundary value problem is reformulated as two initial value problems which are readily solved numerically. The similarity solution describes a preexisting fracture since both the total volume and length of the fracture are initially finite and non-zero. Applications in which the rate of fluid injection into the fracture and the pressure at the fracture entry are independent of time are considered.
Methodology and apparatus for diffuse photon imaging
Feng, S.C.; Zeng, F.; Zhao, H.L.
1997-12-09
Non-invasive near infrared optical medical imaging devices for both hematoma detection in the brain and early tumor detection in the breast is achieved using image reconstruction which allows a mapping of the position dependent contrast diffusive propagation constants, which are related to the optical absorption coefficient and scattering coefficient in the tissue, at near infrared wavelengths. Spatial resolutions in the range of 5 mm for adult brain sizes and breast sizes can be achieved. The image reconstruction utilizes WKB approximation on most probable diffusion paths which has as lowest order approximation the straight line-of-sight between the plurality of sources and the plurality of detectors. The WKB approximation yields a set of linear equations in which the contrast optical absorption coefficients are the unknowns and for which signals can be generated to produce a pixel map of the contrast optical resolution of the scanned tissue. 58 figs.
Methodology and apparatus for diffuse photon mimaging
Feng, Shechao C.; Zeng, Fanan; Zhao, Hui-Lin
1997-12-09
Non-invasive near infrared optical medical imaging devices for both hematoma detection in the brain and early tumor detection in the breast is achieved using image reconstruction which allows a mapping of the position dependent contrast diffusive propagation constants, which are related to the optical absorption coefficient and scattering coefficient in the tissue, at near infrared wavelengths. Spatial resolutions in the range of 5 mm for adult brain sizes and breast sizes can be achieved. The image reconstruction utilizes WKB approximation on most probable diffusion paths which has as lowest order approximation the straight line-of-sight between the plurality of sources and the plurality of detectors. The WKB approximation yields a set of linear equations in which the contrast optical absorption coefficients are the unknowns and for which signals can be generated to produce a pixel map of the contrast optical resolution of the scanned tissue.
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.
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.
Experimental studies of alunite: II. Rates of alunite-water alkali and isotope exchange
Stoffregen, R.E.; Rye, R.O.; Wasserman, M.D.
1994-01-01
Rates of alkali exchange between alunite and water have been measured in hydrothermal experiments of 1 hour to 259 days duration at 150 to 400??C. Examination of run products by scanning electron microscope indicates that the reaction takes place by dissolution-reprecipitation. This exchange is modeled with an empirical rate equation which assumes a linear decrease in mineral surface area with percent exchange (f) and a linear dependence of the rate on the square root of the affinity for the alkali exchange reaction. This equation provides a good fit of the experimental data for f = 17% to 90% and yields log rate constants which range from -6.25 moles alkali m-2s-1 at 400??C to - 11.7 moles alkali m-2s-1 at 200??C. The variation in these rates with temperature is given by the equation log k* = -8.17(1000/T(K)) + 5.54 (r2 = 0.987) which yields an activation energy of 37.4 ?? 1.5 kcal/mol. For comparison, data from O'Neil and Taylor (1967) and Merigoux (1968) modeled with a pseudo-second-order rate expression give an activation energy of 36.1 ?? 2.9 kcal/mol for alkali-feldspar water Na-K exchange. In the absence of coupled alkali exchange, oxygen isotope exchange between alunite and water also occurs by dissolution-reprecipitation but rates are one to three orders of magnitude lower than those for alkali exchange. In fine-grained alunites, significant D-H exchange occurs by hydrogen diffusion at temperatures as low as 100??C. Computed hydrogen diffusion coefficients range from -15.7 to -17.3 cm2s-1 and suggest that the activation energy for hydrogen diffusion may be as low as 6 kcal/mol. These experiments indicate that rates of alkali exchange in the relatively coarse-grained alunites typical of hydrothermal ore deposits are insignificant, and support the reliability of K-Ar age data from such samples. However, the fine-grained alunites typical of low temperature settings may be susceptible to limited alkali exchange at surficial conditions which could cause alteration of their radiometric ages. Furthermore, the rapid rate of hydrogen diffusion observed at 100-150??C suggests that fine-grained alunites are susceptible to rapid D-H re-equilibration even at surficial conditions. ?? 1994.
NASA Astrophysics Data System (ADS)
Lin, Guoxing
2018-05-01
Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. A general PFG signal attenuation expression, including the finite gradient pulse (FGPW) effect for free general anisotropic fractional diffusion { 0 < α , β ≤ 2 } based on the fractional derivative, has not been obtained, where α and β are time and space derivative orders. It is essential to derive a general PFG signal attenuation expression including the FGPW effect for PFG anisotropic anomalous diffusion research. In this paper, two recently developed modified-Bloch equations, the fractal differential modified-Bloch equation and the fractional integral modified-Bloch equation, were extended to obtain general PFG signal attenuation expressions for anisotropic anomalous diffusion. Various cases of PFG anisotropic anomalous diffusion were investigated, including coupled and uncoupled anisotropic anomalous diffusion. The continuous-time random walk (CTRW) simulation was also carried out to support the theoretical results. The theory and the CTRW simulation agree with each other. The obtained signal attenuation expressions and the three-dimensional fractional modified-Bloch equations are important for analyzing PFG anisotropic anomalous diffusion in NMR and MRI.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Davis, C.G.
Starting with the initial understanding that pulsation in variable stars is caused by the heat engine of Hydrogen and Helium ionization in their atmospheres (A.S. Eddington in Cox 1980) it was soon realized that non-linear effects were responsible for the detailed features on their light and velocity curves. With the advent of the computer we were able to solve the coupled set of hydrodynamics and radiation diffusion equations to model these non-linear features. This paper describes some recent model results for long period (LP) Cepheids in an attempt to get another handle on Cepheid masses. Section II discusses these resultsmore » and Section III considers the implications of these model results on the problem of the Cepheid mass discrepancy.« less
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.
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.
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.
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.
Generalized fractional diffusion equations for accelerating subdiffusion and truncated Lévy flights
NASA Astrophysics Data System (ADS)
Chechkin, A. V.; Gonchar, V. Yu.; Gorenflo, R.; Korabel, N.; Sokolov, I. M.
2008-08-01
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by diffusion equations with fractional derivatives of distributed order. Such equations were introduced in A. V. Chechkin, R. Gorenflo, and I. Sokolov [Phys. Rev. E 66, 046129 (2002)] for the description of the processes getting more anomalous in the course of time (decelerating subdiffusion and accelerating superdiffusion). Here we discuss the properties of diffusion equations with fractional derivatives of the distributed order for the description of anomalous relaxation and diffusion phenomena getting less anomalous in the course of time, which we call, respectively, accelerating subdiffusion and decelerating superdiffusion. For the former process, by taking a relatively simple particular example with two fixed anomalous diffusion exponents we show that the proposed equation effectively describes the subdiffusion phenomenon with diffusion exponent varying in time. For the latter process we demonstrate by a particular example how the power-law truncated Lévy stable distribution evolves in time to the distribution with power-law asymptotics and Gaussian shape in the central part. The special case of two different orders is characteristic for the general situation in which the extreme orders dominate the asymptotics.
Symmetry classification of time-fractional diffusion equation
NASA Astrophysics Data System (ADS)
Naeem, I.; Khan, M. D.
2017-01-01
In this article, a new approach is proposed to construct the symmetry groups for a class of fractional differential equations which are expressed in the modified Riemann-Liouville fractional derivative. We perform a complete group classification of a nonlinear fractional diffusion equation which arises in fractals, acoustics, control theory, signal processing and many other applications. Introducing the suitable transformations, the fractional derivatives are converted to integer order derivatives and in consequence the nonlinear fractional diffusion equation transforms to a partial differential equation (PDE). Then the Lie symmetries are computed for resulting PDE and using inverse transformations, we derive the symmetries for fractional diffusion equation. All cases are discussed in detail and results for symmetry properties are compared for different values of α. This study provides a new way of computing symmetries for a class of fractional differential equations.
Online sequential Monte Carlo smoother for partially observed diffusion processes
NASA Astrophysics Data System (ADS)
Gloaguen, Pierre; Étienne, Marie-Pierre; Le Corff, Sylvain
2018-12-01
This paper introduces a new algorithm to approximate smoothed additive functionals of partially observed diffusion processes. This method relies on a new sequential Monte Carlo method which allows to compute such approximations online, i.e., as the observations are received, and with a computational complexity growing linearly with the number of Monte Carlo samples. The original algorithm cannot be used in the case of partially observed stochastic differential equations since the transition density of the latent data is usually unknown. We prove that it may be extended to partially observed continuous processes by replacing this unknown quantity by an unbiased estimator obtained for instance using general Poisson estimators. This estimator is proved to be consistent and its performance are illustrated using data from two models.
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
Heavy-tailed fractional Pearson diffusions.
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.
NASA Astrophysics Data System (ADS)
Enders, P.; Galley, J.
1988-11-01
The dynamics of heat transfer in stripe GaAlAs laser diodes is investigated by solving the linear diffusion equation for a quasitwo-dimensional multilayer structure. The calculations are rationalized drastically by the transfer matrix method and also using for the first time the asymptotes of the decay constants. Special attention is given to the convergence of the Fourier series. A comparison with experimental results reveals however that this is essentially the Stefan problem (with moving boundary conditions).
3D quantitative photoacoustic image reconstruction using Monte Carlo method and linearization
NASA Astrophysics Data System (ADS)
Okawa, Shinpei; Hirasawa, Takeshi; Tsujita, Kazuhiro; Kushibiki, Toshihiro; Ishihara, Miya
2018-02-01
To quantify the functional and structural information of peripheral blood vessels for diagnoses of diseases which affects peripheral blood vessels such as diabetes and peripheral vascular disease, a 3D quantitative photoacoustic tomography (QPAT) reconstructing the optical properties such as the absorption coefficient reflecting microvascular structures and hemoglobin concentration and oxygenation saturation is studied. QPAT image reconstruction algorithms based on radiative transfer equation (RTE) and photon diffusion equation (PDE) have been proposed. However, it is not easy to use RTE in the clinical practice because of the huge computational load and long calculation time. On the other hand, it is always considered problematic to use PDE, because it does not approximate RTE well near the illuminating position. In this study, we developed the 3D QPAT image reconstruction using Monte Carlo (MC) method which approximates RTE better than PDE to reconstruct the optical properties in the region near the illuminating surface. To reduce the calculation time, we applied linearization. The QPAT image reconstruction algorithm with MC method and linearization was examined in numerical simulations and phantom experiment by use of a scanning system with a single probe consisting of P(VDF-TrFE) piezo electric film and optical fiber.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Balescu, R.; Wang, H.; Misguich, J.H.
1994-12-01
The running diffusion coefficient [ital D]([ital t]) is evaluated for a system of charged particles undergoing the effect of a fluctuating magnetic field and of their mutual collisions. The latter coefficient can be expressed either in terms of the mean square displacement (MSD) of a test particle, or in terms of a correlation between a fluctuating distribution function and the magnetic field fluctuation. In the first case a stochastic differential equation of Langevin type for the position of a test particle must be solved; the second problem requires the determination of the distribution function from a kinetic equation. Using suitablemore » simplifications, both problems are amenable to exact analytic solution. The conclusion is that the equivalence of the two approaches is by no means automatically guaranteed. A new type of object, the hybrid kinetic equation'' is constructed: it automatically ensures the equivalence with the Langevin results. The same conclusion holds for the generalized Fokker--Planck equation. The (Bhatnagar--Gross--Krook) (BGK) model for the collisions yields a completely wrong result. A linear approximation to the hybrid kinetic equation yields an inexact behavior, but represents an acceptable approximation in the strongly collisional limit.« less
Four decades of implicit Monte Carlo
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wollaber, Allan B.
In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate formsmore » of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.« less
Four decades of implicit Monte Carlo
Wollaber, Allan B.
2016-02-23
In 1971, Fleck and Cummings derived a system of equations to enable robust Monte Carlo simulations of time-dependent, thermal radiative transfer problems. Denoted the “Implicit Monte Carlo” (IMC) equations, their solution remains the de facto standard of high-fidelity radiative transfer simulations. Over the course of 44 years, their numerical properties have become better understood, and accuracy enhancements, novel acceleration methods, and variance reduction techniques have been suggested. In this review, we rederive the IMC equations—explicitly highlighting assumptions as they are made—and outfit the equations with a Monte Carlo interpretation. We put the IMC equations in context with other approximate formsmore » of the radiative transfer equations and present a new demonstration of their equivalence to another well-used linearization solved with deterministic transport methods for frequency-independent problems. We discuss physical and numerical limitations of the IMC equations for asymptotically small time steps, stability characteristics and the potential of maximum principle violations for large time steps, and solution behaviors in an asymptotically thick diffusive limit. We provide a new stability analysis for opacities with general monomial dependence on temperature. Here, we consider spatial accuracy limitations of the IMC equations and discussion acceleration and variance reduction techniques.« less
Suárez, G; Hoyuelos, M; Mártin, H
2016-06-01
Recently a nonlinear Fick-Jacobs equation has been proposed for the description of transport and diffusion of particles interacting through a hard-core potential in tubes or channels of varying cross section [Suárez et al., Phys. Rev. E 91, 012135 (2015)]PLEEE81539-375510.1103/PhysRevE.91.012135. Here we focus on the analysis of the current and mobility when the channel is composed by a chain of asymmetric cavities and a force is applied in one or the opposite direction, for both interacting and noninteracting particles, and compare analytical and Monte Carlo simulation results. We consider a cavity with a shape given by exponential functions; the linear Fick-Jacobs equation for noninteracting particles can be exactly solved in this case. The results of the current difference (when a force is applied in opposite directions) are more accurate for the modified Fick-Jacobs equation for particles with hard-core interaction than for noninteracting ones.
Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism
NASA Astrophysics Data System (ADS)
Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G.
2015-04-01
We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.
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
Measuring the viscosity of whole bovine lens using a fiber optic oxygen sensing system
Thao, Mai T.; Perez, Daniel; Dillon, James
2014-01-01
Purpose To obtain a better understanding of oxygen and nutrient transport within the lens, the viscosity of whole lenses was investigated using a fiber optic oxygen sensor (optode). The diffusion coefficient of oxygen was calculated using the Stokes-Einstein equation at the slip boundary condition. Methods The optode was used to measure the oxygen decay signal in samples consisting of different glycerol/water solutions with known viscosities. The oxygen decay signal was fitted to a double exponential decay rate equation, and the lifetimes (tau) were calculated. It was determined that the tau-viscosity relationship is linear, which served as the standard curve. The same procedure was applied to fresh bovine lenses, and the unknown viscosity of the bovine lens was calculated from the tau-viscosity relationship. Results The average viscosity in a whole bovine lens was determined to be 5.74±0.88 cP by our method. Using the Stokes-Einstein equation at the slip boundary condition, the diffusion coefficient for oxygen was calculated to be 8.2 × 10−6 cm2/s. Conclusions These data indicate a higher resistance to flow for oxygen and nutrients in the lens than what is currently assumed in the literature. Overall, this study allows a better understanding of oxygen transport within the lens. PMID:24505211
NASA Astrophysics Data System (ADS)
Patrone, Paul N.; Einstein, T. L.; Margetis, Dionisios
2010-12-01
We study analytically and numerically a one-dimensional model of interacting line defects (steps) fluctuating on a vicinal crystal. Our goal is to formulate and validate analytical techniques for approximately solving systems of coupled nonlinear stochastic differential equations (SDEs) governing fluctuations in surface motion. In our analytical approach, the starting point is the Burton-Cabrera-Frank (BCF) model by which step motion is driven by diffusion of adsorbed atoms on terraces and atom attachment-detachment at steps. The step energy accounts for entropic and nearest-neighbor elastic-dipole interactions. By including Gaussian white noise to the equations of motion for terrace widths, we formulate large systems of SDEs under different choices of diffusion coefficients for the noise. We simplify this description via (i) perturbation theory and linearization of the step interactions and, alternatively, (ii) a mean-field (MF) approximation whereby widths of adjacent terraces are replaced by a self-consistent field but nonlinearities in step interactions are retained. We derive simplified formulas for the time-dependent terrace-width distribution (TWD) and its steady-state limit. Our MF analytical predictions for the TWD compare favorably with kinetic Monte Carlo simulations under the addition of a suitably conservative white noise in the BCF equations.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lin, Paul T.; Shadid, John N.; Sala, Marzio
In this study results are presented for the large-scale parallel performance of an algebraic multilevel preconditioner for solution of the drift-diffusion model for semiconductor devices. The preconditioner is the key numerical procedure determining the robustness, efficiency and scalability of the fully-coupled Newton-Krylov based, nonlinear solution method that is employed for this system of equations. The coupled system is comprised of a source term dominated Poisson equation for the electric potential, and two convection-diffusion-reaction type equations for the electron and hole concentration. The governing PDEs are discretized in space by a stabilized finite element method. Solution of the discrete system ismore » obtained through a fully-implicit time integrator, a fully-coupled Newton-based nonlinear solver, and a restarted GMRES Krylov linear system solver. The algebraic multilevel preconditioner is based on an aggressive coarsening graph partitioning of the nonzero block structure of the Jacobian matrix. Representative performance results are presented for various choices of multigrid V-cycles and W-cycles and parameter variations for smoothers based on incomplete factorizations. Parallel scalability results are presented for solution of up to 10{sup 8} unknowns on 4096 processors of a Cray XT3/4 and an IBM POWER eServer system.« less
Nonlinear anomalous diffusion equation and fractal dimension: exact generalized Gaussian solution.
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.
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.
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.
Yang, Ting; Dong, Jianji; Lu, Liangjun; Zhou, Linjie; Zheng, Aoling; Zhang, Xinliang; Chen, Jianping
2014-07-04
Photonic integrated circuits for photonic computing open up the possibility for the realization of ultrahigh-speed and ultra wide-band signal processing with compact size and low power consumption. Differential equations model and govern fundamental physical phenomena and engineering systems in virtually any field of science and engineering, such as temperature diffusion processes, physical problems of motion subject to acceleration inputs and frictional forces, and the response of different resistor-capacitor circuits, etc. In this study, we experimentally demonstrate a feasible integrated scheme to solve first-order linear ordinary differential equation with constant-coefficient tunable based on a single silicon microring resonator. Besides, we analyze the impact of the chirp and pulse-width of input signals on the computing deviation. This device can be compatible with the electronic technology (typically complementary metal-oxide semiconductor technology), which may motivate the development of integrated photonic circuits for optical computing.
Yang, Ting; Dong, Jianji; Lu, Liangjun; Zhou, Linjie; Zheng, Aoling; Zhang, Xinliang; Chen, Jianping
2014-01-01
Photonic integrated circuits for photonic computing open up the possibility for the realization of ultrahigh-speed and ultra wide-band signal processing with compact size and low power consumption. Differential equations model and govern fundamental physical phenomena and engineering systems in virtually any field of science and engineering, such as temperature diffusion processes, physical problems of motion subject to acceleration inputs and frictional forces, and the response of different resistor-capacitor circuits, etc. In this study, we experimentally demonstrate a feasible integrated scheme to solve first-order linear ordinary differential equation with constant-coefficient tunable based on a single silicon microring resonator. Besides, we analyze the impact of the chirp and pulse-width of input signals on the computing deviation. This device can be compatible with the electronic technology (typically complementary metal-oxide semiconductor technology), which may motivate the development of integrated photonic circuits for optical computing. PMID:24993440
Grating formation by a high power radio wave in near-equator ionosphere
DOE Office of Scientific and Technical Information (OSTI.GOV)
Singh, Rohtash; Sharma, A. K.; Tripathi, V. K.
2011-11-15
The formation of a volume grating in the near-equator regions of ionosphere due to a high power radio wave is investigated. The radio wave, launched from a ground based transmitter, forms a standing wave pattern below the critical layer, heating the electrons in a space periodic manner. The thermal conduction along the magnetic lines of force inhibits the rise in electron temperature, limiting the efficacy of heating to within a latitude of few degrees around the equator. The space periodic electron partial pressure leads to ambipolar diffusion creating a space periodic density ripple with wave vector along the vertical. Suchmore » a volume grating is effective to cause strong reflection of radio waves at a frequency one order of magnitude higher than the maximum plasma frequency in the ionosphere. Linearly mode converted plasma wave could scatter even higher frequency radio waves.« less
NASA Technical Reports Server (NTRS)
Morozov, S. K.; Krasitskiy, O. P.
1978-01-01
A computational scheme and a standard program is proposed for solving systems of nonstationary spatially one-dimensional nonlinear differential equations using Newton's method. The proposed scheme is universal in its applicability and its reduces to a minimum the work of programming. The program is written in the FORTRAN language and can be used without change on electronic computers of type YeS and BESM-6. The standard program described permits the identification of nonstationary (or stationary) solutions to systems of spatially one-dimensional nonlinear (or linear) partial differential equations. The proposed method may be used to solve a series of geophysical problems which take chemical reactions, diffusion, and heat conductivity into account, to evaluate nonstationary thermal fields in two-dimensional structures when in one of the geometrical directions it can take a small number of discrete levels, and to solve problems in nonstationary gas dynamics.
The solution of non-linear hyperbolic equation systems by the finite element method
NASA Technical Reports Server (NTRS)
Loehner, R.; Morgan, K.; Zienkiewicz, O. C.
1984-01-01
A finite-element method for the solution of nonlinear hyperbolic systems of equations, such as those encountered in non-self-adjoint problems of transient phenomena in convection-diffusion or in the mixed representation of wave problems, is developed and demonstrated. The problem is rewritten in moving coordinates and reinterpolated to the original mesh by a Taylor expansion prior to a standard Galerkin spatial discretization, and it is shown that this procedure is equivalent to the time-discretization approach of Donea (1984). Numerical results for sample problems are presented graphically, including such shallow-water problems as the breaking of a dam, the shoaling of a wave, and the outflow of a river; compressible flows such as the isothermal flow in a nozzle and the Riemann shock-tube problem; and the two-dimensional scalar-advection, nonlinear-shallow-water, and Euler equations.
NASA Technical Reports Server (NTRS)
Cacio, Emanuela; Cohn, Stephen E.; Spigler, Renato
2011-01-01
A numerical method is devised to solve a class of linear boundary-value problems for one-dimensional parabolic equations degenerate at the boundaries. Feller theory, which classifies the nature of the boundary points, is used to decide whether boundary conditions are needed to ensure uniqueness, and, if so, which ones they are. The algorithm is based on a suitable preconditioned implicit finite-difference scheme, grid, and treatment of the boundary data. Second-order accuracy, unconditional stability, and unconditional convergence of solutions of the finite-difference scheme to a constant as the time-step index tends to infinity are further properties of the method. Several examples, pertaining to financial mathematics, physics, and genetics, are presented for the purpose of illustration.
Diffusion Influenced Adsorption Kinetics.
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.
Thermophoresis of a Brownian particle driven by inhomogeneous thermal fluctuation
NASA Astrophysics Data System (ADS)
Tsuji, Tetsuro; Saita, Sho; Kawano, Satoyuki
2018-03-01
Brownian motion of a spherical particle induced by the interaction with surrounding molecules is considered. If the particle is larger than the molecules and the temperature of surrounding media is spatially non-uniform, the interaction between an individual molecule and the particle is also position-dependent. That is, the particle is subject to inhomogeneous thermal fluctuation. In this paper, we investigate the contribution of the inhomogeneous thermal fluctuation to the thermophoresis, i.e., the Soret coefficient or thermal diffusion factor. The problem is simplified by assuming a hard-sphere potential between the particle and the surrounding molecules and is investigated using the kinetic theory, namely, we consider a linear Boltzmann-type equation for the velocity distribution function of the particle. Using the perturbation analysis with respect to the square root of mass ratio between the molecule and the particle, the drift-diffusion equation of the particle is derived. It is found that the Soret coefficient, or thermal diffusion factor, is dependent on the mass ratio and the excluded volume of the particle. In particular, when the ratio of the mass density of the particle to that of the surrounding media decreases, the Soret coefficient also decreases and may take negative value. The present result well describes the mass-dependency of thermal diffusion factor obtained by the molecular dynamics simulation carried out in an existing study and the one in the present study, where soft potentials of Lennard-Jones-type are used instead of hard-sphere potential.
Mehala, N; Rajendran, L; Meena, V
2017-02-01
A mathematical model developed by Abdekhodaie and Wu (J Membr Sci 335:21-31, 2009), which describes a dynamic process involving an enzymatic reaction and diffusion of reactants and product inside glucose-sensitive composite membrane has been discussed. This theoretical model depicts a system of non-linear non-steady state reaction diffusion equations. These equations have been solved using new approach of homotopy perturbation method and analytical solutions pertaining to the concentrations of glucose, oxygen, and gluconic acid are derived. These analytical results are compared with the numerical results, and limiting case results for steady state conditions and a good agreement is observed. The influence of various kinetic parameters involved in the model has been presented graphically. Theoretical evaluation of the kinetic parameters like the maximal reaction velocity (V max ) and Michaelis-Menten constants for glucose and oxygen (K g and K ox ) is also reported. This predicted model is very much useful for designing the glucose-responsive composite membranes for closed-loop insulin delivery.
Transition regime analytical solution to gas mass flow rate in a rectangular micro channel
NASA Astrophysics Data System (ADS)
Dadzie, S. Kokou; Dongari, Nishanth
2012-11-01
We present an analytical model predicting the experimentally observed gas mass flow rate in rectangular micro channels over slip and transition regimes without the use of any fitting parameter. Previously, Sone reported a class of pure continuum regime flows that requires terms of Burnett order in constitutive equations of shear stress to be predicted appropriately. The corrective terms to the conventional Navier-Stokes equation were named the ghost effect. We demonstrate in this paper similarity between Sone ghost effect model and newly so-called 'volume diffusion hydrodynamic model'. A generic analytical solution to gas mass flow rate in a rectangular micro channel is then obtained. It is shown that the volume diffusion hydrodynamics allows to accurately predict the gas mass flow rate up to Knudsen number of 5. This can be achieved without necessitating the use of adjustable parameters in boundary conditions or parametric scaling laws for constitutive relations. The present model predicts the non-linear variation of pressure profile along the axial direction and also captures the change in curvature with increase in rarefaction.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shang, Yu; Yu, Guoqiang, E-mail: guoqiang.yu@uky.edu
Conventional semi-infinite analytical solutions of correlation diffusion equation may lead to errors when calculating blood flow index (BFI) from diffuse correlation spectroscopy (DCS) measurements in tissues with irregular geometries. Very recently, we created an algorithm integrating a Nth-order linear model of autocorrelation function with the Monte Carlo simulation of photon migrations in homogenous tissues with arbitrary geometries for extraction of BFI (i.e., αD{sub B}). The purpose of this study is to extend the capability of the Nth-order linear algorithm for extracting BFI in heterogeneous tissues with arbitrary geometries. The previous linear algorithm was modified to extract BFIs in different typesmore » of tissues simultaneously through utilizing DCS data at multiple source-detector separations. We compared the proposed linear algorithm with the semi-infinite homogenous solution in a computer model of adult head with heterogeneous tissue layers of scalp, skull, cerebrospinal fluid, and brain. To test the capability of the linear algorithm for extracting relative changes of cerebral blood flow (rCBF) in deep brain, we assigned ten levels of αD{sub B} in the brain layer with a step decrement of 10% while maintaining αD{sub B} values constant in other layers. Simulation results demonstrate the accuracy (errors < 3%) of high-order (N ≥ 5) linear algorithm in extracting BFIs in different tissue layers and rCBF in deep brain. By contrast, the semi-infinite homogenous solution resulted in substantial errors in rCBF (34.5% ≤ errors ≤ 60.2%) and BFIs in different layers. The Nth-order linear model simplifies data analysis, thus allowing for online data processing and displaying. Future study will test this linear algorithm in heterogeneous tissues with different levels of blood flow variations and noises.« less
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.
On the Importance of the Dynamics of Discretizations
NASA Technical Reports Server (NTRS)
Sweby, Peter K.; Yee, H. C.; Rai, ManMohan (Technical Monitor)
1995-01-01
It has been realized recently that the discrete maps resulting from numerical discretizations of differential equations can possess asymptotic dynamical behavior quite different from that of the original systems. This is the case not only for systems of Ordinary Differential Equations (ODEs) but in a more complicated manner for Partial Differential Equations (PDEs) used to model complex physics. The impact of the modified dynamics may be mild and even not observed for some numerical methods. For other classes of discretizations the impact may be pronounced, but not always obvious depending on the nonlinear model equations, the time steps, the grid spacings and the initial conditions. Non-convergence or convergence to periodic solutions might be easily recognizable but convergence to incorrect but plausible solutions may not be so obvious - even for discretized parameters within the linearized stability constraint. Based on our past four years of research, we will illustrate some of the pathology of the dynamics of discretizations, its possible impact and the usage of these schemes for model nonlinear ODEs, convection-diffusion equations and grid adaptations.
Phytoplankton productivity in relation to light intensity: A simple equation
Peterson, D.H.; Perry, M.J.; Bencala, K.E.; Talbot, M.C.
1987-01-01
A simple exponential equation is used to describe photosynthetic rate as a function of light intensity for a variety of unicellular algae and higher plants where photosynthesis is proportional to (1-e-??1). The parameter ?? (=Ik-1) is derived by a simultaneous curve-fitting method, where I is incident quantum-flux density. The exponential equation is tested against a wide range of data and is found to adequately describe P vs. I curves. The errors associated with photosynthetic parameters are calculated. A simplified statistical model (Poisson) of photon capture provides a biophysical basis for the equation and for its ability to fit a range of light intensities. The exponential equation provides a non-subjective simultaneous curve fitting estimate for photosynthetic efficiency (a) which is less ambiguous than subjective methods: subjective methods assume that a linear region of the P vs. I curve is readily identifiable. Photosynthetic parameters ?? and a are used widely in aquatic studies to define photosynthesis at low quantum flux. These parameters are particularly important in estuarine environments where high suspended-material concentrations and high diffuse-light extinction coefficients are commonly encountered. ?? 1987.
NASA Astrophysics Data System (ADS)
Lin, Zeng; Wang, Dongdong
2017-10-01
Due to the nonlocal property of the fractional derivative, the finite element analysis of fractional diffusion equation often leads to a dense and non-symmetric stiffness matrix, in contrast to the conventional finite element formulation with a particularly desirable symmetric and banded stiffness matrix structure for the typical diffusion equation. This work first proposes a finite element formulation that preserves the symmetry and banded stiffness matrix characteristics for the fractional diffusion equation. The key point of the proposed formulation is the symmetric weak form construction through introducing a fractional weight function. It turns out that the stiffness part of the present formulation is identical to its counterpart of the finite element method for the conventional diffusion equation and thus the stiffness matrix formulation becomes trivial. Meanwhile, the fractional derivative effect in the discrete formulation is completely transferred to the force vector, which is obviously much easier and efficient to compute than the dense fractional derivative stiffness matrix. Subsequently, it is further shown that for the general fractional advection-diffusion-reaction equation, the symmetric and banded structure can also be maintained for the diffusion stiffness matrix, although the total stiffness matrix is not symmetric in this case. More importantly, it is demonstrated that under certain conditions this symmetric diffusion stiffness matrix formulation is capable of producing very favorable numerical solutions in comparison with the conventional non-symmetric diffusion stiffness matrix finite element formulation. The effectiveness of the proposed methodology is illustrated through a series of numerical examples.
Diffusion coefficients in organic-water solutions and comparison with Stokes-Einstein predictions
NASA Astrophysics Data System (ADS)
Evoy, E.; Kamal, S.; Bertram, A. K.
2017-12-01
Diffusion coefficients of organic species in particles containing secondary organic material (SOM) are necessary for predicting the growth and reactivity of these particles in the atmosphere. Previously, the Stokes-Einstein equation combined with viscosity measurements have been used to predict these diffusion coefficients. However, the accuracy of the Stokes-Einstein equation for predicting diffusion coefficients in SOM-water particles has not been quantified. To test the Stokes-Einstein equation, diffusion coefficients of fluorescent organic probe molecules were measured in citric acid-water and sorbitol-water solutions. These solutions were used as proxies for SOM-water particles found in the atmosphere. Measurements were performed as a function of water activity, ranging from 0.26-0.86, and as a function of viscosity ranging from 10-3 to 103 Pa s. Diffusion coefficients were measured using fluorescence recovery after photobleaching. The measured diffusion coefficients were compared with predictions made using the Stokes-Einstein equation combined with literature viscosity data. Within the uncertainties of the measurements, the measured diffusion coefficients agreed with the predicted diffusion coefficients, in all cases.
Diffusion and decay chain of radioisotopes in stagnant water in saturated porous media.
Guzmán, Juan; Alvarez-Ramirez, Jose; Escarela-Pérez, Rafael; Vargas, Raúl Alejandro
2014-09-01
The analysis of the diffusion of radioisotopes in stagnant water in saturated porous media is important to validate the performance of barrier systems used in radioactive repositories. In this work a methodology is developed to determine the radioisotope concentration in a two-reservoir configuration: a saturated porous medium with stagnant water is surrounded by two reservoirs. The concentrations are obtained for all the radioisotopes of the decay chain using the concept of overvalued concentration. A methodology, based on the variable separation method, is proposed for the solution of the transport equation. The novelty of the proposed methodology involves the factorization of the overvalued concentration in two factors: one that describes the diffusion without decay and another one that describes the decay without diffusion. It is possible with the proposed methodology to determine the required time to obtain equal injective and diffusive concentrations in reservoirs. In fact, this time is inversely proportional to the diffusion coefficient. In addition, the proposed methodology allows finding the required time to get a linear and constant space distribution of the concentration in porous mediums. This time is inversely proportional to the diffusion coefficient. In order to validate the proposed methodology, the distributions in the radioisotope concentrations are compared with other experimental and numerical works. Copyright © 2014 Elsevier Ltd. All rights reserved.
Modeling pinchoff and reconnection in a Hele-Shaw cell. I. The models and their calibration
NASA Astrophysics Data System (ADS)
Lee, Hyeong-Gi; Lowengrub, J. S.; Goodman, J.
2002-02-01
This is the first paper in a two-part series in which we analyze two model systems to study pinchoff and reconnection in binary fluid flow in a Hele-Shaw cell with arbitrary density and viscosity contrast between the components. The systems stem from a simplification of a general system of equations governing the motion of a binary fluid (NSCH model [Lowengrub and Truskinovsky, Proc. R. Soc. London, Ser. A 454, 2617 (1998)]) to flow in a Hele-Shaw cell. The system takes into account the chemical diffusivity between different components of a fluid mixture and the reactive stresses induced by inhomogeneity. In one of the systems we consider (HSCH), the binary fluid may be compressible due to diffusion. In the other system (BHSCH), a Boussinesq approximation is used and the fluid is incompressible. In this paper, we motivate, present and calibrate the HSCH/BHSCH equations so as to yield the classical sharp interface model as a limiting case. We then analyze their equilibria, one dimensional evolution and linear stability. In the second paper [paper II, Phys. Fluids 14, 514 (2002)], we analyze the behavior of the models in the fully nonlinear regime. In the BHSCH system, the equilibrium concentration profile is obtained using the classical Maxwell construction [Rowlinson and Widom, Molecular Theory of Capillarity (Clarendon, Oxford, 1979)] and does not depend on the orientation of the gravitational field. We find that the equilibria in the HSCH model are somewhat surprising as the gravitational field actually affects the internal structure of an isolated interface by driving additional stratification of light and heavy fluids over that predicted in the Boussinesq case. A comparison of the linear growth rates indicates that the HSCH system is slightly more diffusive than the BHSCH system. In both, linear convergence to the sharp interface growth rates is observed in a parameter controlling the interface thickness. In addition, we identify the effect that each of the parameters, in the HSCH/BHSCH models, has on the linear growth rates. We then show how this analysis may be used to suggest a set of modified parameters which, when used in the HSCH/BHSCH systems, yield improved agreement with the sharp interface model at a finite interface thickness. Evidence of this improved agreement may be found in paper II.
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
Prediction of pulmonary hypertension in idiopathic pulmonary fibrosis☆
Zisman, David A.; Ross, David J.; Belperio, John A.; Saggar, Rajan; Lynch, Joseph P.; Ardehali, Abbas; Karlamangla, Arun S.
2007-01-01
Summary Background Reliable, noninvasive approaches to the diagnosis of pulmonary hypertension in idiopathic pulmonary fibrosis are needed. We tested the hypothesis that the forced vital capacity to diffusing capacity ratio and room air resting pulse oximetry may be combined to predict mean pulmonary artery pressure (MPAP) in idiopathic pulmonary fibrosis. Methods Sixty-one idiopathic pulmonary fibrosis patients with available right-heart catheterization were studied. We regressed measured MPAP as a continuous variable on pulse oximetry (SpO2) and percent predicted forced vital capacity (FVC) to percent-predicted diffusing capacity ratio (% FVC/% DLco) in a multivariable linear regression model. Results Linear regression generated the following equation: MPAP = −11.9+0.272 × SpO2+0.0659 × (100−SpO2)2+3.06 × (% FVC/% DLco); adjusted R2 = 0.55, p<0.0001. The sensitivity, specificity, positive predictive and negative predictive value of model-predicted pulmonary hypertension were 71% (95% confidence interval (CI): 50–89%), 81% (95% CI: 68–92%), 71% (95% CI: 51–87%) and 81% (95% CI: 68–94%). Conclusions A pulmonary hypertension predictor based on room air resting pulse oximetry and FVC to diffusing capacity ratio has a relatively high negative predictive value. However, this model will require external validation before it can be used in clinical practice. PMID:17604151
Topological Weyl superconductor to diffusive thermal Hall metal crossover in the B phase of UPt3
NASA Astrophysics Data System (ADS)
Goswami, Pallab; Nevidomskyy, Andriy H.
2015-12-01
The recent phase-sensitive measurements in the superconducting B phase of UPt3 provide strong evidence for the triplet, chiral kz(kx±i ky) 2 pairing symmetries, which endow the Cooper pairs with orbital angular momentum projections Lz=±2 along the c axis. In the absence of disorder such pairing can support both line and point nodes, and both types of nodal quasiparticles exhibit nontrivial topology in the momentum space. The point nodes, located at the intersections of the closed Fermi surfaces with the c axis, act as the double monopoles and the antimonopoles of the Berry curvature, and generalize the notion of Weyl quasiparticles. Consequently, the B phase should support an anomalous thermal Hall effect, the polar Kerr effect, in addition to the protected Fermi arcs on the (1 ,0 ,0 ) and the (0 ,1 ,0 ) surfaces. The line node at the Fermi surface equator acts as a vortex loop in the momentum space and gives rise to the zero-energy, dispersionless Andreev bound states on the (0 ,0 ,1 ) surface. At the transition from the B phase to the A phase, the time-reversal symmetry is restored, and only the line node survives inside the A phase. As both line and double-Weyl point nodes possess linearly vanishing density of states, we show that weak disorder acts as a marginally relevant perturbation. Consequently, an infinitesimal amount of disorder destroys the ballistic quasiparticle pole, while giving rise to a diffusive phase with a finite density of states at the zero energy. The resulting diffusive phase exhibits T -linear specific heat, and an anomalous thermal Hall effect. We predict that the low-temperature thermodynamic and transport properties display a crossover between a ballistic thermal Hall semimetal and a diffusive thermal Hall metal. By contrast, the diffusive phase obtained from a time-reversal-invariant pairing exhibits only the T -linear specific heat without any anomalous thermal Hall effect.
NASA Astrophysics Data System (ADS)
de Almeida, Valmor F.
2017-07-01
A phase-space discontinuous Galerkin (PSDG) method is presented for the solution of stellar radiative transfer problems. It allows for greater adaptivity than competing methods without sacrificing generality. The method is extensively tested on a spherically symmetric, static, inverse-power-law scattering atmosphere. Results for different sizes of atmospheres and intensities of scattering agreed with asymptotic values. The exponentially decaying behavior of the radiative field in the diffusive-transparent transition region, and the forward peaking behavior at the surface of extended atmospheres were accurately captured. The integrodifferential equation of radiation transfer is solved iteratively by alternating between the radiative pressure equation and the original equation with the integral term treated as an energy density source term. In each iteration, the equations are solved via an explicit, flux-conserving, discontinuous Galerkin method. Finite elements are ordered in wave fronts perpendicular to the characteristic curves so that elemental linear algebraic systems are solved quickly by sweeping the phase space element by element. Two implementations of a diffusive boundary condition at the origin are demonstrated wherein the finite discontinuity in the radiation intensity is accurately captured by the proposed method. This allows for a consistent mechanism to preserve photon luminosity. The method was proved to be robust and fast, and a case is made for the adequacy of parallel processing. In addition to classical two-dimensional plots, results of normalized radiation intensity were mapped onto a log-polar surface exhibiting all distinguishing features of the problem studied.
Quantum Brownian motion with inhomogeneous damping and diffusion
NASA Astrophysics Data System (ADS)
Massignan, Pietro; Lampo, Aniello; Wehr, Jan; Lewenstein, Maciej
2015-03-01
We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear function of the position of the particle. Physically, this corresponds to a configuration in which damping and diffusion are spatially inhomogeneous. We derive systematically the quantum master equation for the Brownian particle in the Born-Markov approximation and we discuss the appearance of additional terms, for various polynomials forms of the coupling. We discuss the cases of linear and quadratic coupling in great detail and we derive, using Wigner function techniques, the stationary solutions of the master equation for a Brownian particle in a harmonic trapping potential. We predict quite generally Gaussian stationary states, and we compute the aspect ratio and the spread of the distributions. In particular, we find that these solutions may be squeezed (superlocalized) with respect to the position of the Brownian particle. We analyze various restrictions to the validity of our theory posed by non-Markovian effects and by the Heisenberg principle. We further study the dynamical stability of the system, by applying a Gaussian approximation to the time-dependent Wigner function, and we compute the decoherence rates of coherent quantum superpositions in position space. Finally, we propose a possible experimental realization of the physics discussed here, by considering an impurity particle embedded in a degenerate quantum gas.
Chen, Yasheng; An, Hongyu; Zhu, Hongtu; Jewells, Valerie; Armao, Diane; Shen, Dinggang; Gilmore, John H.; Lin, Weili
2011-01-01
Although diffusion tensor imaging (DTI) has provided substantial insights into early brain development, most DTI studies based on fractional anisotropy (FA) and mean diffusivity (MD) may not capitalize on the information derived from the three principal diffusivities (e.g. eigenvalues). In this study, we explored the spatial and temporal evolution of white matter structures during early brain development using two geometrical diffusion measures, namely, linear (Cl) and planar (Cp) diffusion anisotropies, from 71 longitudinal datasets acquired from 29 healthy, full-term pediatric subjects. The growth trajectories were estimated with generalized estimating equations (GEE) using linear fitting with logarithm of age (days). The presence of the white matter structures in Cl and Cp was observed in neonates, suggesting that both the cylindrical and fanning or crossing structures in various white matter regions may already have been formed at birth. Moreover, we found that both Cl and Cp evolved in a temporally nonlinear and spatially inhomogeneous manner. The growth velocities of Cl in central white matter were significantly higher when compared to peripheral, or more laterally located, white matter: central growth velocity Cl = 0.0465±0.0273/log(days), versus peripheral growth velocity Cl=0.0198±0.0127/log(days), p<10−6. In contrast, the growth velocities of Cp in central white matter were significantly lower than that in peripheral white matter: central growth velocity Cp= 0.0014±0.0058/log(days), versus peripheral growth velocity Cp = 0.0289±0.0101/log(days), p<10−6. Depending on the underlying white matter site which is analyzed, our findings suggest that ongoing physiologic and microstructural changes in the developing brain may exert different effects on the temporal evolution of these two geometrical diffusion measures. Thus, future studies utilizing DTI with correlative histological analysis in the study of early brain development are warranted. PMID:21784163
NASA Astrophysics Data System (ADS)
Johann, Lisa; Dinske, Carsten; Shapiro, Serge
2017-04-01
Fluid injections into unconventional reservoirs have become a standard for the enhancement of fluid-mobility parameters. Microseismic activity during and after the injection can be frequently directly associated with subsurface fluid injections. Previous studies demonstrate that postinjection-induced seismicity has two important characteristics: On the one hand, the triggering front, which corresponds to early and distant events and envelops farthest induced events. On the other hand, the back front, which describes the lower boundary of the seismic cloud and envelops the aseismic domain evolving around the source after the injection stop. A lot of research has been conducted in recent years to understand seismicity-related processes. For this work, we follow the assumption that the diffusion of pore-fluid pressure is the dominant triggering mechanism. Based on Terzaghi's concept of an effective normal stress, the injection of fluids leads to increasing pressures which in turn reduce the effective normal stress and lead to sliding along pre-existing critically stressed and favourably oriented fractures and cracks. However, in many situations, spatio-temporal signatures of induced events are captured by a rather non-linear process of pore-fluid pressure diffusion, where the hydraulic diffusivity becomes pressure-dependent. This is for example the case during hydraulic fracturing where hydraulic transport properties are significantly enhanced. For a better understanding of processes related to postinjection-induced seismicity, we analytically describe the temporal behaviour of triggering and back fronts. We introduce a scaling law which shows that postinjection-induced events are sensitive to the degree of non-linearity and to the Euclidean dimension of the seismic cloud (see Johann et al., 2016, JGR). To validate the theory, we implement comprehensive modelling of non-linear pore-fluid pressure diffusion in 3D. We solve numerically for the non-linear equation of diffusion with a power-law dependent hydraulic diffusivity on pressure and generate catalogues of synthetic seismicity. We study spatio-temporal features of the seismic clouds and compare the results to theoretical values predicted by the novel scaling law. Subsequently, we apply the scaling relation to real hydraulic fracturing and Enhanced Geothermal System data. Our results show that the derived scaling relations well describe synthetic and real data. Thus, the methodology can be used to obtain hydraulic reservoir properties and can contribute significantly to a general understanding of injection related processes as well as to hazard assessment.
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.
NASA Technical Reports Server (NTRS)
Chen, Jyh-Yuan; Echekki, Tarek
2001-01-01
Numerical simulations of 2-D triple flames under gravity force have been implemented to identify the effects of gravity on triple flame structure and propagation properties and to understand the mechanisms of instabilities resulting from both heat release and buoyancy effects. A wide range of gravity conditions, heat release, and mixing widths for a scalar mixing layer are computed for downward-propagating (in the same direction with the gravity vector) and upward-propagating (in the opposite direction of the gravity vector) triple flames. Results of numerical simulations show that gravity strongly affects the triple flame speed through its contribution to the overall flow field. A simple analytical model for the triple flame speed, which accounts for both buoyancy and heat release, is developed. Comparisons of the proposed model with the numerical results for a wide range of gravity, heat release and mixing width conditions, yield very good agreement. The analysis shows that under neutral diffusion, downward propagation reduces the triple flame speed, while upward propagation enhances it. For the former condition, a critical Froude number may be evaluated, which corresponds to a vanishing triple flame speed. Downward-propagating triple flames at relatively strong gravity effects have exhibited instabilities. These instabilities are generated without any artificial forcing of the flow. Instead disturbances are initiated by minute round-off errors in the numerical simulations, and subsequently amplified by instabilities. A linear stability analysis on mean profiles of stable triple flame configurations have been performed to identify the most amplified frequency in spatially developed flows. The eigenfunction equations obtained from the linearized disturbance equations are solved using the shooting method. The linear stability analysis yields reasonably good agreements with the observed frequencies of the unstable triple flames. The frequencies and amplitudes of disturbances increase with the magnitude of the gravity vector. Moreover, disturbances appear to be most amplified just downstream of the premixed branches. The effects of mixing width and differential diffusion are investigated and their roles on the flame stability are studied.
Spectral-Lagrangian methods for collisional models of non-equilibrium statistical states
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gamba, Irene M.; Tharkabhushanam, Sri Harsha
We propose a new spectral Lagrangian based deterministic solver for the non-linear Boltzmann transport equation (BTE) in d-dimensions for variable hard sphere (VHS) collision kernels with conservative or non-conservative binary interactions. The method is based on symmetries of the Fourier transform of the collision integral, where the complexity in its computation is reduced to a separate integral over the unit sphere S{sup d-1}. The conservation of moments is enforced by Lagrangian constraints. The resulting scheme, implemented in free space, is very versatile and adjusts in a very simple manner to several cases that involve energy dissipation due to local micro-reversibilitymore » (inelastic interactions) or elastic models of slowing down process. Our simulations are benchmarked with available exact self-similar solutions, exact moment equations and analytical estimates for the homogeneous Boltzmann equation, both for elastic and inelastic VHS interactions. Benchmarking of the simulations involves the selection of a time self-similar rescaling of the numerical distribution function which is performed using the continuous spectrum of the equation for Maxwell molecules as studied first in Bobylev et al. [A.V. Bobylev, C. Cercignani, G. Toscani, Proof of an asymptotic property of self-similar solutions of the Boltzmann equation for granular materials, Journal of Statistical Physics 111 (2003) 403-417] and generalized to a wide range of related models in Bobylev et al. [A.V. Bobylev, C. Cercignani, I.M. Gamba, On the self-similar asymptotics for generalized non-linear kinetic Maxwell models, Communication in Mathematical Physics, in press. URL: (
Data-driven discovery of partial differential equations
Rudy, Samuel H.; Brunton, Steven L.; Proctor, Joshua L.; Kutz, J. Nathan
2017-01-01
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg–de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable. PMID:28508044
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
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
Thermally Induced Depolarization of the Photoluminescence of Carbon Nanodots in a Colloidal Matrix
NASA Astrophysics Data System (ADS)
Starukhin, A. N.; Nelson, D. K.; Kurdyukov, D. A.; Eurov, D. A.; Stovpiaga, E. Yu.; Golubev, V. G.
2018-02-01
The effect of temperature on fluorescence polarization in a colloidal system of carbon nanodots in glycerol under linearly polarized excitation is investigated for the first time. It is found that the experimentally obtained temperature dependence of the degree of linear polarization of fluorescence can be described by the Levshin-Perrin equation, taking into account the rotational diffusion of luminescent particles (fluorophores) in the liquid matrix. The fluorophore size determined in the context of the Levshin-Perrin model is significantly smaller than the size of carbon nanodots. This discrepancy gives evidence that small atomic groups responsible for nanodot luminescence are characterized by high segmental mobility with a large amplitude of motion with respect to the nanodot core.
Cotton-type and joint invariants for linear elliptic systems.
Aslam, A; Mahomed, F M
2013-01-01
Cotton-type invariants for a subclass of a system of two linear elliptic equations, obtainable from a complex base linear elliptic equation, are derived both by spliting of the corresponding complex Cotton invariants of the base complex equation and from the Laplace-type invariants of the system of linear hyperbolic equations equivalent to the system of linear elliptic equations via linear complex transformations of the independent variables. It is shown that Cotton-type invariants derived from these two approaches are identical. Furthermore, Cotton-type and joint invariants for a general system of two linear elliptic equations are also obtained from the Laplace-type and joint invariants for a system of two linear hyperbolic equations equivalent to the system of linear elliptic equations by complex changes of the independent variables. Examples are presented to illustrate the results.
Cotton-Type and Joint Invariants for Linear Elliptic Systems
Aslam, A.; Mahomed, F. M.
2013-01-01
Cotton-type invariants for a subclass of a system of two linear elliptic equations, obtainable from a complex base linear elliptic equation, are derived both by spliting of the corresponding complex Cotton invariants of the base complex equation and from the Laplace-type invariants of the system of linear hyperbolic equations equivalent to the system of linear elliptic equations via linear complex transformations of the independent variables. It is shown that Cotton-type invariants derived from these two approaches are identical. Furthermore, Cotton-type and joint invariants for a general system of two linear elliptic equations are also obtained from the Laplace-type and joint invariants for a system of two linear hyperbolic equations equivalent to the system of linear elliptic equations by complex changes of the independent variables. Examples are presented to illustrate the results. PMID:24453871
FOKKER-PLANCK ANALYSIS OF TRANSVERSE COLLECTIVE INSTABILITIES IN ELECTRON STORAGE RINGS
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lindberg, R. R.
We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We expand on the work of Suzuki [1], writing out the linear matrix equation including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. The eigenvalues and eigenvectors determine the collective stability of the beam, and we show that the predicted threshold current for transverse instability and the profile of the unstable agree well with tracking simulations. In particular, we find that predicting collective stability for high energy electron beams at moderate to large values of chromaticitymore » requires the full Fokker-Planck analysis to properly account for the effects of damping and diffusion due to synchrotron radiation.« less
Symbolic Computational Approach to the Marangoni Convection Problem With Soret Diffusion
NASA Technical Reports Server (NTRS)
Skarda, J. Raymond
1998-01-01
A recently reported solution for stationary stability of a thermosolutal system with Soret diffusion is re-derived and examined using a symbolic computational package. Symbolic computational languages are well suited for such an analysis and facilitate a pragmatic approach that is adaptable to similar problems. Linearization of the equations, normal mode analysis, and extraction of the final solution are performed in a Mathematica notebook format. An exact solution is obtained for stationary stability in the limit of zero gravity. A closed form expression is also obtained for the location of asymptotes in relevant parameter, (Sm(sub c), Mac(sub c)), space. The stationary stability behavior is conveniently examined within the symbolic language environment. An abbreviated version of the Mathematica notebook is given in the Appendix.
Fast reconstruction of optical properties for complex segmentations in near infrared imaging
NASA Astrophysics Data System (ADS)
Jiang, Jingjing; Wolf, Martin; Sánchez Majos, Salvador
2017-04-01
The intrinsic ill-posed nature of the inverse problem in near infrared imaging makes the reconstruction of fine details of objects deeply embedded in turbid media challenging even for the large amounts of data provided by time-resolved cameras. In addition, most reconstruction algorithms for this type of measurements are only suitable for highly symmetric geometries and rely on a linear approximation to the diffusion equation since a numerical solution of the fully non-linear problem is computationally too expensive. In this paper, we will show that a problem of practical interest can be successfully addressed making efficient use of the totality of the information supplied by time-resolved cameras. We set aside the goal of achieving high spatial resolution for deep structures and focus on the reconstruction of complex arrangements of large regions. We show numerical results based on a combined approach of wavelength-normalized data and prior geometrical information, defining a fully parallelizable problem in arbitrary geometries for time-resolved measurements. Fast reconstructions are obtained using a diffusion approximation and Monte-Carlo simulations, parallelized in a multicore computer and a GPU respectively.
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 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.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Vopálka, D.; Lukin, D.; Vokál, A.
2006-01-01
Three new modules modelling the processes that occur in a deep geological repository have been prepared in the GoldSim computer code environment (using its Transport Module). These modules help to understand the role of selected parameters in the near-field region of the final repository and to prepare an own complex model of the repository behaviour. The source term module includes radioactive decay and ingrowth in the canister, first order degradation of fuel matrix, solubility limitation of the concentration of the studied nuclides, and diffusive migration through the surrounding bentonite layer controlled by the output boundary condition formulated with respect to the rate of water flow in the rock. The corrosion module describes corrosion of canisters made of carbon steel and transport of corrosion products in the near-field region. This module computes balance equations between dissolving species and species transported by diffusion and/or advection from the surface of a solid material. The diffusion module that includes also non-linear form of the interaction isotherm can be used for an evaluation of small-scale diffusion experiments.
NASA Astrophysics Data System (ADS)
Mascia, Corrado
2016-01-01
This paper examines a class of linear hyperbolic systems which generalizes the Goldstein-Kac model to an arbitrary finite number of speeds vi with transition rates μij. Under the basic assumptions that the transition matrix is symmetric and irreducible, and the differences vi -vj generate all the space, the system exhibits a large-time behavior described by a parabolic advection-diffusion equation. The main contribution is to determine explicit formulas for the asymptotic drift speed and diffusion matrix in term of the kinetic parameters vi and μij, establishing a complete connection between microscopic and macroscopic coefficients. It is shown that the drift speed is the arithmetic mean of the velocities vi. The diffusion matrix has a more complicate representation, based on the graph with vertices the velocities vi and arcs weighted by the transition rates μij. The approach is based on an exhaustive analysis of the dispersion relation and on the application of a variant of the Kirchoff's matrix tree Theorem from graph theory.
Sorption kinetics and isotherm studies of a cationic dye using agricultural waste: broad bean peels.
Hameed, B H; El-Khaiary, M I
2008-06-15
In this paper, broad bean peels (BBP), an agricultural waste, was evaluated for its ability to remove cationic dye (methylene blue) from aqueous solutions. Batch mode experiments were conducted at 30 degrees C. Equilibrium sorption isotherms and kinetics were investigated. The kinetic data obtained at different concentrations have been analyzed using pseudo-first-order, pseudo-second-order and intraparticle diffusion equations. The experimental data fitted very well the pseudo-first-order kinetic model. Analysis of the temportal change of q indicates that at the beginning of the process the overall rate of adsorption is controlled by film-diffusion, then at later stage intraparticle-diffusion controls the rate. Diffusion coefficients and times of transition from film to pore-diffusion control were estimated by piecewise linear regression. The experimental data were analyzed by the Langmuir and Freundlich models. The sorption isotherm data fitted well to Langmuir isotherm and the monolayer adsorption capacity was found to be 192.7 mg/g and the equilibrium adsorption constant Ka is 0.07145 l/mg at 30 degrees C. The results revealed that BBP was a promising sorbent for the removal of methylene blue from aqueous solutions.
Simpson, Matthew J; Baker, Ruth E
2015-09-07
Unlike standard applications of transport theory, the transport of molecules and cells during embryonic development often takes place within growing multidimensional tissues. In this work, we consider a model of diffusion on uniformly growing lines, disks, and spheres. An exact solution of the partial differential equation governing the diffusion of a population of individuals on the growing domain is derived. Using this solution, we study the survival probability, S(t). For the standard non-growing case with an absorbing boundary, we observe that S(t) decays to zero in the long time limit. In contrast, when the domain grows linearly or exponentially with time, we show that S(t) decays to a constant, positive value, indicating that a proportion of the diffusing substance remains on the growing domain indefinitely. Comparing S(t) for diffusion on lines, disks, and spheres indicates that there are minimal differences in S(t) in the limit of zero growth and minimal differences in S(t) in the limit of fast growth. In contrast, for intermediate growth rates, we observe modest differences in S(t) between different geometries. These differences can be quantified by evaluating the exact expressions derived and presented here.
Role of shell diffusion area in incubating eggs at simulated high altitude.
Weiss, H S
1978-10-01
Embryonic development is inhibited when eggs are incubated at 9,100 m (0.3 atm) despite a normoxic environment. The problem apparently relates to respiratory gas exchange occurring by diffusion through gas-filled pores in the shell. Gaseous flux is therefore inversely proportional to ambient pressure and is affected by the physical characteristics of the ambient gas (Chapman-Enskog equation). Excess loss of H2O and CO2 occurs in eggs incubating at altitude and could be detrimental. Such increased loss should be correctable by decreasing diffusion area. This was tested by progressively increasing coverage of the shell with paraffin and incubating at simulated 0.3 ATA (225 Torr) in 100% O2. Uncoated eggs failed to hatch, but numbers of chicks increased with increased coverage. Maximum hatch was an extrapolated 90% of controls at 69% shell coverage. With further coverage, hatch size decreased. Egg weight loss, and estimate of H2O diffusion, was around three times controls in uncoated eggs but decreased linearly with paraffin coverage, reaching near normal at maximum hatch. Reduction of diffusion area to 0.3 normal at maximum hatch generally balanced the increased flux predicted for 0.3 ATA.
An enriched finite element method to fractional advection-diffusion equation
NASA Astrophysics Data System (ADS)
Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam
2017-08-01
In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.
A moving mesh finite difference method for equilibrium radiation diffusion equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn
2015-10-01
An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less
The equilibrium-diffusion limit for radiation hydrodynamics
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
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
Nonlinear spherical perturbations in quintessence models of dark energy
NASA Astrophysics Data System (ADS)
Pratap Rajvanshi, Manvendra; Bagla, J. S.
2018-06-01
Observations have confirmed the accelerated expansion of the universe. The accelerated expansion can be modelled by invoking a cosmological constant or a dynamical model of dark energy. A key difference between these models is that the equation of state parameter w for dark energy differs from ‑1 in dynamical dark energy (DDE) models. Further, the equation of state parameter is not constant for a general DDE model. Such differences can be probed using the variation of scale factor with time by measuring distances. Another significant difference between the cosmological constant and DDE models is that the latter must cluster. Linear perturbation analysis indicates that perturbations in quintessence models of dark energy do not grow to have a significant amplitude at small length scales. In this paper we study the response of quintessence dark energy to non-linear perturbations in dark matter. We use a fully relativistic model for spherically symmetric perturbations. In this study we focus on thawing models. We find that in response to non-linear perturbations in dark matter, dark energy perturbations grow at a faster rate than expected in linear perturbation theory. We find that dark energy perturbation remains localised and does not diffuse out to larger scales. The dominant drivers of the evolution of dark energy perturbations are the local Hubble flow and a supression of gradients of the scalar field. We also find that the equation of state parameter w changes in response to perturbations in dark matter such that it also becomes a function of position. The variation of w in space is correlated with density contrast for matter. Variation of w and perturbations in dark energy are more pronounced in response to large scale perturbations in matter while the dependence on the amplitude of matter perturbations is much weaker.
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.
NASA Astrophysics Data System (ADS)
Kim, Seunggyu; Lee, Seokhun; Jeon, Jessie S.
2017-11-01
To determine the most effective antimicrobial treatments of infectious pathogen, high-throughput antibiotic susceptibility test (AST) is critically required. However, the conventional AST requires at least 16 hours to reach the minimum observable population. Therefore, we developed a microfluidic system that allows maintenance of linear antibiotic concentration and measurement of local bacterial density. Based on the Stokes-Einstein equation, the flow rate in the microchannel was optimized so that linearization was achieved within 10 minutes, taking into account the diffusion coefficient of each antibiotic in the agar gel. As a result, the minimum inhibitory concentration (MIC) of each antibiotic against P. aeruginosa could be immediately determined 6 hours after treatment of the linear antibiotic concentration. In conclusion, our system proved the efficacy of a high-throughput AST platform through MIC comparison with Clinical and Laboratory Standards Institute (CLSI) range of antibiotics. This work was supported by the Climate Change Research Hub (Grant No. N11170060) of the KAIST and by the Brain Korea 21 Plus project.
The precise time-dependent solution of the Fokker–Planck equation with anomalous diffusion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Guo, Ran; Du, Jiulin, E-mail: jiulindu@aliyun.com
2015-08-15
We study the time behavior of the Fokker–Planck equation in Zwanzig’s rule (the backward-Ito’s rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in momentum space and follows a generalized fluctuation–dissipation relation. We obtain the precise time-dependent analytical solution of the Fokker–Planck equation and at long time the solution approaches to a stationary power-law distribution in nonextensive statistics. As a test, numerically we have demonstrated the accuracy and validity of the time-dependent solution. - Highlights: • The precise time-dependent solution of the Fokker–Planck equation with anomalousmore » diffusion is found. • The anomalous diffusion satisfies a generalized fluctuation–dissipation relation. • At long time the time-dependent solution approaches to a power-law distribution in nonextensive statistics. • Numerically we have demonstrated the accuracy and validity of the time-dependent solution.« less
On a class of nonlinear dispersive-dissipative interactions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rosenau, P.
1997-07-29
The authors study the prototypical, genuinely nonlinear, equation; u{sub t} + a(u{sup m}){sub x} + (u{sup n}){sub xxx} = {mu}(u{sup k}){sub xx}, a, {mu} = consts., which encompasses a wide variety of dissipative-dispersive interactions. The parametric surface k = (m + n)/2 separates diffusion dominated from dissipation dominated phenomena. On this surface dissipative and dispersive effects are in detailed balance for all amplitudes. In particular, the m = n + 2 = k + 1 subclass can be transformed into a form free of convection and dissipation making it accessible to theoretical studies. Both bounded and unbounded oscillations are foundmore » and certain exact solutions are presented. When a = (2{mu}3/){sup 2} the map yields a linear equation; rational, periodic and aperiodic solutions are constructed.« less
NASA Technical Reports Server (NTRS)
Shia, Run-Lie; Zhou, Shuntai; Ko, Malcolm K. W.; Sze, Nien-Dak; Salstein, David; Cady-Pereira, Karen
1997-01-01
A zonal mean chemistry transport model (2-D CTM) coupled with a semi-spectral dynamical model is used to simulate the distributions of trace gases in the present day atmosphere. The zonal-mean and eddy equations for the velocity and the geopotential height are solved in the semi-spectral dynamical model. The residual mean circulation is derived from these dynamical variables and used to advect the chemical species in the 2- D CTM. Based on a linearized wave transport equation, the eddy diffusion coefficients for chemical tracers are expressed in terms of the amplitude, frequency and growth rate of dynamical waves; local chemical loss rates; and a time constant parameterizing small scale mixing. The contributions to eddy flux are from the time varying wave amplitude (transient eddy), chemical reactions (chemical eddy) and small scale mixing. In spite of the high truncation in the dynamical module (only three longest waves are resolved), the model has simulated many observed characteristics of stratospheric dynamics and distribution of chemical species including ozone. Compared with the values commonly used in 2-D CTMs, the eddy diffusion coefficients for chemical species calculated in this model are smaller, especially in the subtropics. It is also found that the chemical eddy diffusion has only a small effects in determining the distribution of most slow species, including ozone in the stratosphere.
Nonlinear dynamics of capacitive charging and desalination by porous electrodes.
Biesheuvel, P M; Bazant, M Z
2010-03-01
The rapid and efficient exchange of ions between porous electrodes and aqueous solutions is important in many applications, such as electrical energy storage by supercapacitors, water desalination and purification by capacitive deionization, and capacitive extraction of renewable energy from a salinity difference. Here, we present a unified mean-field theory for capacitive charging and desalination by ideally polarizable porous electrodes (without Faradaic reactions or specific adsorption of ions) valid in the limit of thin double layers (compared to typical pore dimensions). We illustrate the theory for the case of a dilute, symmetric, binary electrolyte using the Gouy-Chapman-Stern (GCS) model of the double layer, for which simple formulae are available for salt adsorption and capacitive charging of the diffuse part of the double layer. We solve the full GCS mean-field theory numerically for realistic parameters in capacitive deionization, and we derive reduced models for two limiting regimes with different time scales: (i) in the "supercapacitor regime" of small voltages and/or early times, the porous electrode acts like a transmission line, governed by a linear diffusion equation for the electrostatic potential, scaled to the RC time of a single pore, and (ii) in the "desalination regime" of large voltages and long times, the porous electrode slowly absorbs counterions, governed by coupled, nonlinear diffusion equations for the pore-averaged potential and salt concentration.
Nonlinear dynamics of capacitive charging and desalination by porous electrodes
NASA Astrophysics Data System (ADS)
Biesheuvel, P. M.; Bazant, M. Z.
2010-03-01
The rapid and efficient exchange of ions between porous electrodes and aqueous solutions is important in many applications, such as electrical energy storage by supercapacitors, water desalination and purification by capacitive deionization, and capacitive extraction of renewable energy from a salinity difference. Here, we present a unified mean-field theory for capacitive charging and desalination by ideally polarizable porous electrodes (without Faradaic reactions or specific adsorption of ions) valid in the limit of thin double layers (compared to typical pore dimensions). We illustrate the theory for the case of a dilute, symmetric, binary electrolyte using the Gouy-Chapman-Stern (GCS) model of the double layer, for which simple formulae are available for salt adsorption and capacitive charging of the diffuse part of the double layer. We solve the full GCS mean-field theory numerically for realistic parameters in capacitive deionization, and we derive reduced models for two limiting regimes with different time scales: (i) in the “supercapacitor regime” of small voltages and/or early times, the porous electrode acts like a transmission line, governed by a linear diffusion equation for the electrostatic potential, scaled to the RC time of a single pore, and (ii) in the “desalination regime” of large voltages and long times, the porous electrode slowly absorbs counterions, governed by coupled, nonlinear diffusion equations for the pore-averaged potential and salt concentration.
NASA Astrophysics Data System (ADS)
Sengupta, Tapan K.; Sharma, Nidhi; Sengupta, Aditi
2018-05-01
An enstrophy-based non-linear instability analysis of the Navier-Stokes equation for two-dimensional (2D) flows is presented here, using the Taylor-Green vortex (TGV) problem as an example. This problem admits a time-dependent analytical solution as the base flow, whose instability is traced here. The numerical study of the evolution of the Taylor-Green vortices shows that the flow becomes turbulent, but an explanation for this transition has not been advanced so far. The deviation of the numerical solution from the analytical solution is studied here using a high accuracy compact scheme on a non-uniform grid (NUC6), with the fourth-order Runge-Kutta method. The stream function-vorticity (ψ, ω) formulation of the governing equations is solved here in a periodic square domain with four vortices at t = 0. Simulations performed at different Reynolds numbers reveal that numerical errors in computations induce a breakdown of symmetry and simultaneous fragmentation of vortices. It is shown that the actual physical instability is triggered by the growth of disturbances and is explained by the evolution of disturbance mechanical energy and enstrophy. The disturbance evolution equations have been traced by looking at (a) disturbance mechanical energy of the Navier-Stokes equation, as described in the work of Sengupta et al., "Vortex-induced instability of an incompressible wall-bounded shear layer," J. Fluid Mech. 493, 277-286 (2003), and (b) the creation of rotationality via the enstrophy transport equation in the work of Sengupta et al., "Diffusion in inhomogeneous flows: Unique equilibrium state in an internal flow," Comput. Fluids 88, 440-451 (2013).
Multiscale Concrete Modeling of Aging Degradation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hammi, Yousseff; Gullett, Philipp; Horstemeyer, Mark F.
In this work a numerical finite element framework is implemented to enable the integration of coupled multiscale and multiphysics transport processes. A User Element subroutine (UEL) in Abaqus is used to simultaneously solve stress equilibrium, heat conduction, and multiple diffusion equations for 2D and 3D linear and quadratic elements. Transport processes in concrete structures and their degradation mechanisms are presented along with the discretization of the governing equations. The multiphysics modeling framework is theoretically extended to the linear elastic fracture mechanics (LEFM) by introducing the eXtended Finite Element Method (XFEM) and based on the XFEM user element implementation of Ginermore » et al. [2009]. A damage model that takes into account the damage contribution from the different degradation mechanisms is theoretically developed. The total contribution of damage is forwarded to a Multi-Stage Fatigue (MSF) model to enable the assessment of the fatigue life and the deterioration of reinforced concrete structures in a nuclear power plant. Finally, two examples are presented to illustrate the developed multiphysics user element implementation and the XFEM implementation of Giner et al. [2009].« less
Finite-Dimensional Representations for Controlled Diffusions with Delay
DOE Office of Scientific and Technical Information (OSTI.GOV)
Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr
2015-02-15
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.
Yanai, Takeshi; Fann, George I.; Beylkin, Gregory; ...
2015-02-25
Using the fully numerical method for time-dependent Hartree–Fock and density functional theory (TD-HF/DFT) with the Tamm–Dancoff (TD) approximation we use a multiresolution analysis (MRA) approach to present our findings. From a reformulation with effective use of the density matrix operator, we obtain a general form of the HF/DFT linear response equation in the first quantization formalism. It can be readily rewritten as an integral equation with the bound-state Helmholtz (BSH) kernel for the Green's function. The MRA implementation of the resultant equation permits excited state calculations without virtual orbitals. Moreover, the integral equation is efficiently and adaptively solved using amore » numerical multiresolution solver with multiwavelet bases. Our implementation of the TD-HF/DFT methods is applied for calculating the excitation energies of H 2, Be, N 2, H 2O, and C 2H 4 molecules. The numerical errors of the calculated excitation energies converge in proportion to the residuals of the equation in the molecular orbitals and response functions. The energies of the excited states at a variety of length scales ranging from short-range valence excitations to long-range Rydberg-type ones are consistently accurate. It is shown that the multiresolution calculations yield the correct exponential asymptotic tails for the response functions, whereas those computed with Gaussian basis functions are too diffuse or decay too rapidly. Finally, we introduce a simple asymptotic correction to the local spin-density approximation (LSDA) so that in the TDDFT calculations, the excited states are correctly bound.« less
Projecting diffusion along the normal bundle of a plane curve
DOE Office of Scientific and Technical Information (OSTI.GOV)
Valero-Valdés, Carlos; Herrera-Guzmán, Rafael
2014-05-15
The purpose of this paper is to provide new formulas for the effective diffusion coefficient of a generalized Fick-Jacob's equation obtained by projecting the two-dimensional diffusion equation along the normal directions of an arbitrary curve on the plane.
Geophysical aspects of underground fluid dynamics and mineral transformation process
NASA Astrophysics Data System (ADS)
Khramchenkov, Maxim; Khramchenkov, Eduard
2014-05-01
The description of processes of mass exchange between fluid and poly-minerals material in porous media from various kinds of rocks (primarily, sedimentary rocks) have been examined. It was shown that in some important cases there is a storage equation of non-linear diffusion equation type. In addition, process of filtration in un-swelling soils, swelling porous rocks and coupled process of consolidation and chemical interaction between fluid and particles material were considered. In the latter case equations of physical-chemical mechanics of conservation of mass for fluid and particles material were used. As it is well known, the mechanics of porous media is theoretical basis of such branches of science as rock mechanics, soil physics and so on. But at the same moment some complex processes in the geosystems lacks full theoretical description. The example of such processes is metamorphosis of rocks and correspondent variations of stress-strain state. In such processes chemical transformation of solid and fluid components, heat release and absorption, phase transitions, rock destruction occurs. Extensive usage of computational resources in limits of traditional models of the mechanics of porous media cannot guarantee full correctness of obtained models and results. The process of rocks consolidation which happens due to filtration of underground fluids is described from the position of rock mechanics. As an additional impact, let us consider the porous media consolidating under the weight of overlying rock with coupled complex geological processes, as a continuous porous medium of variable mass. Problems of obtaining of correct storage equations for coupled processes of consolidation and mass exchange between underground fluid and skeleton material are often met in catagenesi processes description. The example of such processes is metamorphosis of rocks and correspondent variations of stress-strain state. In such processes chemical transformation of solid and fluid components, heat release and absorption, phase transitions, rock destruction occurs. Extensive usage of computational resources in limits of traditional models of the mechanics of porous media cannot guarantee full correctness of obtained models and results. The present work is dedicated to the retrieval of new ways to formulate and construct such models. It was shown that in some important cases there is a governing equation of non-linear diffusion equation type (well-known Fisher equation). In addition, some geophysical aspects of filtration process in usual non-swelling soils, swelling porous rocks and coupled process of consolidation and chemical interaction between fluid and skeleton material, including earth quakes, are considered.
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.
On the Stability of Shocks with Particle Pressure
NASA Astrophysics Data System (ADS)
Finazzi, Stefano; Vietri, Mario
2008-11-01
We perform a linear stability analysis for corrugations of a Newtonian shock, with particle pressure included, for an arbitrary diffusion coefficient. We study first the dispersion relation for homogeneous media, showing that, besides the conventional pressure waves and entropy/vorticity disturbances, two new perturbation modes exist, dominated by the particles' pressure and damped by diffusion. We show that, due to particle diffusion into the upstream region, the fluid will be perturbed also upstream; we treat these perturbation in the short-wavelength (WKBJ) regime. We then show how to construct a corrugational mode for the shock itself, one, that is, where the shock executes free oscillations (possibly damped or growing) and sheds perturbations away from itself; this global mode requires the new modes. Then, using the perturbed Rankine-Hugoniot conditions, we show that this leads to the determination of the corrugational eigenfrequency. We solve numerically the equations for the eigenfrequency in the WKBJ regime for the models of Amato & Blasi, showing that they are stable. We then discuss the differences between our treatment and previous work.
A non-linear dimension reduction methodology for generating data-driven stochastic input models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ganapathysubramanian, Baskar; Zabaras, Nicholas
Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<
Wahle, Chris W.; Ross, David S.; Thurston, George M.
2012-01-01
We mathematically design sets of static light scattering experiments to provide for model-independent measurements of ternary liquid mixing free energies to a desired level of accuracy. A parabolic partial differential equation (PDE), linearized from the full nonlinear PDE [D. Ross, G. Thurston, and C. Lutzer, J. Chem. Phys. 129, 064106 (2008)10.1063/1.2937902], describes how data noise affects the free energies to be inferred. The linearized PDE creates a net of spacelike characteristic curves and orthogonal, timelike curves in the composition triangle, and this net governs diffusion of information coming from light scattering measurements to the free energy. Free energy perturbations induced by a light scattering perturbation diffuse along the characteristic curves and towards their concave sides, with a diffusivity that is proportional to the local characteristic curvature radius. Consequently, static light scattering can determine mixing free energies in regions with convex characteristic curve boundaries, given suitable boundary data. The dielectric coefficient is a Lyapunov function for the dynamical system whose trajectories are PDE characteristics. Information diffusion is heterogeneous and system-dependent in the composition triangle, since the characteristics depend on molecular interactions and are tangent to liquid-liquid phase separation coexistence loci at critical points. We find scaling relations that link free energy accuracy, total measurement time, the number of samples, and the interpolation method, and identify the key quantitative tradeoffs between devoting time to measuring more samples, or fewer samples more accurately. For each total measurement time there are optimal sample numbers beyond which more will not improve free energy accuracy. We estimate the degree to which many-point interpolation and optimized measurement concentrations can improve accuracy and save time. For a modest light scattering setup, a sample calculation shows that less than two minutes of measurement time is, in principle, sufficient to determine the dimensionless mixing free energy of a non-associating ternary mixture to within an integrated error norm of 0.003. These findings establish a quantitative framework for designing light scattering experiments to determine the Gibbs free energy of ternary liquid mixtures. PMID:22830693
NASA Technical Reports Server (NTRS)
Cao, S.; Bennett, B. A. V.; Ma, B.; Giassi, D.; Stocker, D. P.; Takahashi, F.; Long, M. B.; Smooke, M. D.
2015-01-01
In this work, the influence of gravity, fuel dilution, and inlet velocity on the structure, stabilization, and sooting behavior of laminar coflow methane-air diffusion flames was investigated both computationally and experimentally. A series of flames measured in the Structure and Liftoff in Combustion Experiment (SLICE) was assessed numerically under microgravity and normal gravity conditions with the fuel stream CH4 mole fraction ranging from 0.4 to 1.0. Computationally, the MC-Smooth vorticity-velocity formulation of the governing equations was employed to describe the reactive gaseous mixture; the soot evolution process was considered as a classical aerosol dynamics problem and was represented by the sectional aerosol equations. Since each flame is axisymmetric, a two-dimensional computational domain was employed, where the grid on the axisymmetric domain was a nonuniform tensor product mesh. The governing equations and boundary conditions were discretized on the mesh by a nine-point finite difference stencil, with the convective terms approximated by a monotonic upwind scheme and all other derivatives approximated by centered differences. The resulting set of fully coupled, strongly nonlinear equations was solved simultaneously using a damped, modified Newton's method and a nested Bi-CGSTAB linear algebra solver. Experimentally, the flame shape, size, lift-off height, and soot temperature were determined by flame emission images recorded by a digital camera, and the soot volume fraction was quantified through an absolute light calibration using a thermocouple. For a broad spectrum of flames in microgravity and normal gravity, the computed and measured flame quantities (e.g., temperature profile, flame shape, lift-off height, and soot volume fraction) were first compared to assess the accuracy of the numerical model. After its validity was established, the influence of gravity, fuel dilution, and inlet velocity on the structure, stabilization, and sooting tendency of laminar coflow methane-air diffusion flames was explored further by examining quantities derived from the computational results.
Olmos, José Manuel; Molina, Ángela; Laborda, Eduardo; Millán-Barrios, Enrique; Ortuño, Joaquín Ángel
2018-02-06
A new theory is presented to tackle the study of transfer processes of hydrophilic ions in two polarizable interface systems when the analyte is initially present in both aqueous phases. The treatment is applied to macrointerfaces (linear diffusion) and microholes (highly convergent diffusion), obtaining analytical equations for the current response in any voltammetric technique. The novel equations predict two signals in the current-potential curves that are symmetric when the compositions of the aqueous phases are identical while asymmetries appear otherwise. The theoretical results show good agreement with the experimental behavior of the "double transfer voltammograms" reported by Dryfe et al. in cyclic voltammetry (CV) ( Anal. Chem. 2014 , 86 , 435 - 442 ) as well as with cyclic square wave voltammetry (cSWV) experiments performed in the current work. The theoretical treatment is also extended to the situation where the target ion is lipophilic and initially present in the organic phase. The theory predicts an opposite effect of the lipophilicity of the ion on the shape of the voltammograms, which is validated experimentally via both CV and cSWV. For the above two cases, simple and manageable expressions and diagnosis criteria are derived for the qualitative and quantitative study of ion lipophilicity. The ion-transfer potentials can be easily quantified from the separation between the two signals making use of explicit analytical equations.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Du, Qiang, E-mail: jyanghkbu@gmail.com; Yang, Jiang, E-mail: qd2125@columbia.edu
This work is concerned with the Fourier spectral approximation of various integral differential equations associated with some linear nonlocal diffusion and peridynamic operators under periodic boundary conditions. For radially symmetric kernels, the nonlocal operators under consideration are diagonalizable in the Fourier space so that the main computational challenge is on the accurate and fast evaluation of their eigenvalues or Fourier symbols consisting of possibly singular and highly oscillatory integrals. For a large class of fractional power-like kernels, we propose a new approach based on reformulating the Fourier symbols both as coefficients of a series expansion and solutions of some simplemore » ODE models. We then propose a hybrid algorithm that utilizes both truncated series expansions and high order Runge–Kutta ODE solvers to provide fast evaluation of Fourier symbols in both one and higher dimensional spaces. It is shown that this hybrid algorithm is robust, efficient and accurate. As applications, we combine this hybrid spectral discretization in the spatial variables and the fourth-order exponential time differencing Runge–Kutta for temporal discretization to offer high order approximations of some nonlocal gradient dynamics including nonlocal Allen–Cahn equations, nonlocal Cahn–Hilliard equations, and nonlocal phase-field crystal models. Numerical results show the accuracy and effectiveness of the fully discrete scheme and illustrate some interesting phenomena associated with the nonlocal models.« less
Dynamic optimization of open-loop input signals for ramp-up current profiles in tokamak plasmas
NASA Astrophysics Data System (ADS)
Ren, Zhigang; Xu, Chao; Lin, Qun; Loxton, Ryan; Teo, Kok Lay
2016-03-01
Establishing a good current spatial profile in tokamak fusion reactors is crucial to effective steady-state operation. The evolution of the current spatial profile is related to the evolution of the poloidal magnetic flux, which can be modeled in the normalized cylindrical coordinates using a parabolic partial differential equation (PDE) called the magnetic diffusion equation. In this paper, we consider the dynamic optimization problem of attaining the best possible current spatial profile during the ramp-up phase of the tokamak. We first use the Galerkin method to obtain a finite-dimensional ordinary differential equation (ODE) model based on the original magnetic diffusion PDE. Then, we combine the control parameterization method with a novel time-scaling transformation to obtain an approximate optimal parameter selection problem, which can be solved using gradient-based optimization techniques such as sequential quadratic programming (SQP). This control parameterization approach involves approximating the tokamak input signals by piecewise-linear functions whose slopes and break-points are decision variables to be optimized. We show that the gradient of the objective function with respect to the decision variables can be computed by solving an auxiliary dynamic system governing the state sensitivity matrix. Finally, we conclude the paper with simulation results for an example problem based on experimental data from the DIII-D tokamak in San Diego, California.
Dispersion effects in the miscible displacement of two fluids in a duct of large aspect ratio
NASA Astrophysics Data System (ADS)
Zhang, J.; Frigaard, I. A.
We study miscible displacements in long ducts in the dispersive limit of small \\varepsilon Pe, where \\varepsilon ≪ 1 is the inverse aspect ratio and Pe the Péclet number. We consider the class of generalized Newtonian fluids, with specified closure laws for the fluid properties of the concentration-dependent mixture. Regardless of viscosity ratio and the constitutive laws of the pure fluids, for sufficiently small \\varepsilon Pe these displacements are characterized by rapid cross-stream diffusion and slow streamwise dispersion, i.e. the concentration appears to be near-uniform across the duct and spreads slowly as it translates. Using the multiple-scales method we derive the leading-order asymptotic approximation to the average fluid concentration bar{c}_0. We show that bar{c}_0 evolves on the slow timescale t ˜ (\\varepsilon Pe)^{-1}, and satisfies a nonlinear diffusion equation in a frame of reference moving with the mean speed of the flow. In the case that the two fluids have identical rheologies and the concentration represents a passive tracer, the diffusion equation is linear. For Newtonian fluids we recover the classical results of Taylor (l953), Aris (1956), and for power-law fluids those of Vartuli et al. (1995). In the case that the fluids differ and/or that mixing is non-passive, bar{c}_0 satisfies a nonlinear diffusion equation in the moving frame of reference. Given a specific mixing/closure law for the rheological properties, we are able to compute the dispersive diffusivity D_T(bar{c}_0) and predict spreading along the channel. We show that D_T(bar{c}_0) can vary significantly with choice of mixing law and discuss why. This also opens the door to possibilities of controlling streamwise spreading by the rheological design of reactive mixtures, i.e. including chemical additives such that the rheology of the mixture behaves very differently to the rheology of either pure fluid. Computed examples illustrate the potential effects that might be achieved.
Shoaf, S A; Conway, K; Hunt, R K
1984-08-07
We have examined the behavior of two reaction-diffusion models, originally proposed by Gierer & Meinhardt (1972) and by Kauffman, Shymko & Trabert (1978), for biological pattern formation. Calculations are presented for pattern formation on a disc (approximating the geometry of a number of embryonic anlagen including the frog eye rudiment), emphasizing the sensitivity of patterns to changes in initial conditions and to perturbations in the geometry of the morphogen-producing space. Analysis of the linearized equations from the models enabled us to select appropriate parameters and disc size for pattern growth. A computer-implemented finite element method was used to solve the non-linear model equations reiteratively. For the Gierer-Meinhardt model, initial activation (varying in size over two orders of magnitude) of one point on the disc's edge was sufficient to generate the primary gradient. Various parts of the disc were removed (remaining only as diffusible space) from the morphogen-producing cycle to investigate the effects of cells dropping out of the cycle due to cell death or malfunction (single point removed) or differentiation (center removed), as occur in the Xenopus eye rudiment. The resulting patterns had the same general shape and amplitude as normal gradients. Nor did a two-fold increase in disc size affect the pattern-generating ability of the model. Disc fragments bearing their primary gradient patterns were fused (with gradients in opposite directions, but each parallel to the fusion line). The resulting patterns generated by the model showed many similarities to results of "compound eye" experiments in Xenopus. Similar patterns were obtained with the model of Kauffman's group (1978), but we found less stability of the pattern subject to simulations of central differentiation. However, removal of a single point from the morphogen cycle (cell death) did not result in any change. The sensitivity of the Kauffman et al. model to shape perturbations is not surprising since the model was originally designed to use shape and increasing size during growth to generate a sequence of transient patterns. However, the Gierer-Meinhardt model is remarkably stable even when subjected to a wide range of perturbations in the diffusible space, thus allowing it to cope with normal biological variability, and offering an exciting range of possibilities for reaction-diffusion models as mechanisms underlying the spatial patterns of tissue structures.
Fractional diffusion on bounded domains
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.
NASA Technical Reports Server (NTRS)
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
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.
Self-organizing biochemical cycle in dynamic feedback with soil structure
NASA Astrophysics Data System (ADS)
Vasilyeva, Nadezda; Vladimirov, Artem; Smirnov, Alexander; Matveev, Sergey; Tyrtyshnikov, Evgeniy; Yudina, Anna; Milanovskiy, Evgeniy; Shein, Evgeniy
2016-04-01
In the present study we perform bifurcation analysis of a physically-based mathematical model of self-organized structures in soil (Vasilyeva et al., 2015). The state variables in this model included microbial biomass, two organic matter types, oxygen, carbon dioxide, water content and capillary pore size. According to our previous experimental studies, organic matter affinity to water is an important property affecting soil structure. Therefore, organic matter wettability was taken as principle distinction between organic matter types in this model. It considers general known biological feedbacks with soil physical properties formulated as a system of parabolic type non-linear partial differential equations with elements of discrete modeling for water and pore formation. The model shows complex behavior, involving emergence of temporal and spatial irregular auto-oscillations from initially homogeneous distributions. The energy of external impact on a system was defined by a constant oxygen level on the boundary. Non-linear as opposed to linear oxygen diffusion gives possibility of modeling anaerobic micro-zones formation (organic matter conservation mechanism). For the current study we also introduced population competition of three different types of microorganisms according to their mobility/feeding (diffusive, moving and fungal growth). The strongly non-linear system was solved and parameterized by time-optimized algorithm combining explicit and implicit (matrix form of Thomas algorithm) methods considering the time for execution of the evaluated time-step according to accuracy control. The integral flux of the CO2 state variable was used as a macroscopic parameter to describe system as a whole and validation was carried out on temperature series of moisture dependence for soil heterotrophic respiration data. Thus, soil heterotrophic respiration can be naturally modeled as an integral result of complex dynamics on microscale, arising from biological processes formulated as a sum of state variables products, with no need to introduce any saturation functions, such as Mikhaelis-Menten type kinetics, inside the model. Analyzed dynamic soil model is being further developed to describe soil structure formation and its effect on organic matter decomposition at macro-scale, to predict changes with external perturbations. To link micro- and macro-scales we additionally model soil particles aggregation process. The results from local biochemical soil organic matter cycle serve as inputs to aggregation process, while the output aggregate size distributions define physical properties in the soil profile, these in turn serve as dynamic parameters in local biochemical cycles. The additional formulation is a system of non-linear ordinary differential equations, including Smoluchowski-type equations for aggregation and reaction kinetics equations for coagulation/adsorption/adhesion processes. Vasilyeva N.A., Ingtem J.G., Silaev D.A. Nonlinear dynamical model of microbial growth in soil medium. Computational Mathematics and Modeling, vol. 49, p.31-44, 2015 (in Russian). English version is expected in corresponding vol.27, issue 2, 2016.
High-Order Residual-Distribution Hyperbolic Advection-Diffusion Schemes: 3rd-, 4th-, and 6th-Order
NASA Technical Reports Server (NTRS)
Mazaheri, Alireza R.; Nishikawa, Hiroaki
2014-01-01
In this paper, spatially high-order Residual-Distribution (RD) schemes using the first-order hyperbolic system method are proposed for general time-dependent advection-diffusion problems. The corresponding second-order time-dependent hyperbolic advection- diffusion scheme was first introduced in [NASA/TM-2014-218175, 2014], where rapid convergences over each physical time step, with typically less than five Newton iterations, were shown. In that method, the time-dependent hyperbolic advection-diffusion system (linear and nonlinear) was discretized by the second-order upwind RD scheme in a unified manner, and the system of implicit-residual-equations was solved efficiently by Newton's method over every physical time step. In this paper, two techniques for the source term discretization are proposed; 1) reformulation of the source terms with their divergence forms, and 2) correction to the trapezoidal rule for the source term discretization. Third-, fourth, and sixth-order RD schemes are then proposed with the above techniques that, relative to the second-order RD scheme, only cost the evaluation of either the first derivative or both the first and the second derivatives of the source terms. A special fourth-order RD scheme is also proposed that is even less computationally expensive than the third-order RD schemes. The second-order Jacobian formulation was used for all the proposed high-order schemes. The numerical results are then presented for both steady and time-dependent linear and nonlinear advection-diffusion problems. It is shown that these newly developed high-order RD schemes are remarkably efficient and capable of producing the solutions and the gradients to the same order of accuracy of the proposed RD schemes with rapid convergence over each physical time step, typically less than ten Newton iterations.
Comparison of linear and nonlinear models for coherent hemodynamics spectroscopy (CHS)
NASA Astrophysics Data System (ADS)
Sassaroli, Angelo; Kainerstorfer, Jana; Fantini, Sergio
2015-03-01
A recently proposed linear time-invariant hemodynamic model for coherent hemodynamics spectroscopy1 (CHS) relates the tissue concentrations of oxy- and deoxy-hemoglobin (outputs of the system) to given dynamics of the tissue blood volume, blood flow and rate constant of oxygen diffusion (inputs of the system). This linear model was derived in the limit of "small" perturbations in blood flow velocity. We have extended this model to a more general model (which will be referred to as the nonlinear extension to the original model) that yields the time-dependent changes of oxy and deoxy-hemoglobin concentrations in response to arbitrary dynamic changes in capillary blood flow velocity. The nonlinear extension to the model relies on a general solution of the partial differential equation that governs the spatio-temporal behavior of oxygen saturation of hemoglobin in capillaries and venules on the basis of dynamic (or time resolved) blood transit time. We show preliminary results where the CHS spectra obtained from the linear and nonlinear models are compared to quantify the limits of applicability of the linear model.
Reduced order modeling of fluid/structure interaction.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Barone, Matthew Franklin; Kalashnikova, Irina; Segalman, Daniel Joseph
2009-11-01
This report describes work performed from October 2007 through September 2009 under the Sandia Laboratory Directed Research and Development project titled 'Reduced Order Modeling of Fluid/Structure Interaction.' This project addresses fundamental aspects of techniques for construction of predictive Reduced Order Models (ROMs). A ROM is defined as a model, derived from a sequence of high-fidelity simulations, that preserves the essential physics and predictive capability of the original simulations but at a much lower computational cost. Techniques are developed for construction of provably stable linear Galerkin projection ROMs for compressible fluid flow, including a method for enforcing boundary conditions that preservesmore » numerical stability. A convergence proof and error estimates are given for this class of ROM, and the method is demonstrated on a series of model problems. A reduced order method, based on the method of quadratic components, for solving the von Karman nonlinear plate equations is developed and tested. This method is applied to the problem of nonlinear limit cycle oscillations encountered when the plate interacts with an adjacent supersonic flow. A stability-preserving method for coupling the linear fluid ROM with the structural dynamics model for the elastic plate is constructed and tested. Methods for constructing efficient ROMs for nonlinear fluid equations are developed and tested on a one-dimensional convection-diffusion-reaction equation. These methods are combined with a symmetrization approach to construct a ROM technique for application to the compressible Navier-Stokes equations.« less
Optimisation of an idealised primitive equation ocean model using stochastic parameterization
NASA Astrophysics Data System (ADS)
Cooper, Fenwick C.
2017-05-01
Using a simple parameterization, an idealised low resolution (biharmonic viscosity coefficient of 5 × 1012 m4s-1 , 128 × 128 grid) primitive equation baroclinic ocean gyre model is optimised to have a much more accurate climatological mean, variance and response to forcing, in all model variables, with respect to a high resolution (biharmonic viscosity coefficient of 8 × 1010 m4s-1 , 512 × 512 grid) equivalent. For example, the change in the climatological mean due to a small change in the boundary conditions is more accurate in the model with parameterization. Both the low resolution and high resolution models are strongly chaotic. We also find that long timescales in the model temperature auto-correlation at depth are controlled by the vertical temperature diffusion parameter and time mean vertical advection and are caused by short timescale random forcing near the surface. This paper extends earlier work that considered a shallow water barotropic gyre. Here the analysis is extended to a more turbulent multi-layer primitive equation model that includes temperature as a prognostic variable. The parameterization consists of a constant forcing, applied to the velocity and temperature equations at each grid point, which is optimised to obtain a model with an accurate climatological mean, and a linear stochastic forcing, that is optimised to also obtain an accurate climatological variance and 5 day lag auto-covariance. A linear relaxation (nudging) is not used. Conservation of energy and momentum is discussed in an appendix.
A coarse-grid projection method for accelerating incompressible flow computations
NASA Astrophysics Data System (ADS)
San, Omer; Staples, Anne E.
2013-01-01
We present a coarse-grid projection (CGP) method for accelerating incompressible flow computations, which is applicable to methods involving Poisson equations as incompressibility constraints. The CGP methodology is a modular approach that facilitates data transfer with simple interpolations and uses black-box solvers for the Poisson and advection-diffusion equations in the flow solver. After solving the Poisson equation on a coarsened grid, an interpolation scheme is used to obtain the fine data for subsequent time stepping on the full grid. A particular version of the method is applied here to the vorticity-stream function, primitive variable, and vorticity-velocity formulations of incompressible Navier-Stokes equations. We compute several benchmark flow problems on two-dimensional Cartesian and non-Cartesian grids, as well as a three-dimensional flow problem. The method is found to accelerate these computations while retaining a level of accuracy close to that of the fine resolution field, which is significantly better than the accuracy obtained for a similar computation performed solely using a coarse grid. A linear acceleration rate is obtained for all the cases we consider due to the linear-cost elliptic Poisson solver used, with reduction factors in computational time between 2 and 42. The computational savings are larger when a suboptimal Poisson solver is used. We also find that the computational savings increase with increasing distortion ratio on non-Cartesian grids, making the CGP method a useful tool for accelerating generalized curvilinear incompressible flow solvers.
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.
Turkin, Alexander; van Oijen, Antoine M; Turkin, Anatoliy A
2015-01-01
One-dimensional sliding along DNA as a means to accelerate protein target search is a well-known phenomenon occurring in various biological systems. Using a biomimetic approach, we have recently demonstrated the practical use of DNA-sliding peptides to speed up bimolecular reactions more than an order of magnitude by allowing the reactants to associate not only in the solution by three-dimensional (3D) diffusion, but also on DNA via one-dimensional (1D) diffusion [A. Turkin et al., Chem. Sci. (2015)]. Here we present a mean-field kinetic model of a bimolecular reaction in a solution with linear extended sinks (e.g., DNA) that can intermittently trap molecules present in a solution. The model consists of chemical rate equations for mean concentrations of reacting species. Our model demonstrates that addition of linear traps to the solution can significantly accelerate reactant association. We show that at optimum concentrations of linear traps the 1D reaction pathway dominates in the kinetics of the bimolecular reaction; i.e., these 1D traps function as an assembly line of the reaction product. Moreover, we show that the association reaction on linear sinks between trapped reactants exhibits a nonclassical third-order behavior. Predictions of the model agree well with our experimental observations. Our model provides a general description of bimolecular reactions that are controlled by a combined 3D+1D mechanism and can be used to quantitatively describe both naturally occurring as well as biomimetic biochemical systems that reduce the dimensionality of search.
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.
Fractional-calculus diffusion equation
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
Turbulent solutions of the equations of fluid motion
NASA Technical Reports Server (NTRS)
Deissler, R. G.
1984-01-01
Some turbulent solutions of the unaveraged Navier-Stokes equations (equations of fluid motion) are reviewed. Those equations are solved numerically in order to study the nonlinear physics of incompressible turbulent flow. Initial three-dimensional cosine velocity fluctuations and periodic boundary conditions are used in most of the work considered. The three components of the mean-square velocity fluctuations are initially equal for the conditions chosen. The resulting solutions show characteristics of turbulence such as the linear and nonlinear excitation of small-scale fluctuations. For the stronger fluctuations, the initially nonrandom flow develops into an apparently random turbulence. Thus randomness or turbulence can arise as a consequence of the structure of the Navier-Stokes equations. The cases considered include turbulence which is statistically homogeneous or inhomogeneous and isotropic or anisotropic. A mean shear is present in some cases. A statistically steady-state turbulence is obtained by using a spatially periodic body force. Various turbulence processes, including the transfer of energy between eddy sizes and between directional components, and the production, dissipation, and spatial diffusion of turbulence, are considered. It is concluded that the physical processes occurring in turbulence can be profitably studied numerically.
Proteus two-dimensional Navier-Stokes computer code, version 2.0. Volume 3: Programmer's reference
NASA Technical Reports Server (NTRS)
Towne, Charles E.; Schwab, John R.; Bui, Trong T.
1993-01-01
A computer code called Proteus 2D was developed to solve the two-dimensional planar or axisymmetric, Reynolds-averaged, unsteady compressible Navier-Stokes equations in strong conservation law form. The objective in this effort was to develop a code for aerospace propulsion applications that is easy to use and easy to modify. Code readability, modularity, and documentation were emphasized. The governing equations are solved in generalized nonorthogonal body-fitted coordinates, by marching in time using a fully-coupled ADI solution procedure. The boundary conditions are treated implicitly. All terms, including the diffusion terms, are linearized using second-order Taylor series expansions. Turbulence is modeled using either an algebraic or two-equation eddy viscosity model. The thin-layer or Euler equations may also be solved. The energy equation may be eliminated by the assumption of constant total enthalpy. Explicit and implicit artificial viscosity may be used. Several time step options are available for convergence acceleration. The documentation is divided into three volumes. The Programmer's Reference contains detailed information useful when modifying the program. The program structure, the Fortran variables stored in common blocks, and the details of each subprogram are described.
Proteus three-dimensional Navier-Stokes computer code, version 1.0. Volume 3: Programmer's reference
NASA Technical Reports Server (NTRS)
Towne, Charles E.; Schwab, John R.; Bui, Trong T.
1993-01-01
A computer code called Proteus 3D was developed to solve the three-dimensional, Reynolds-averaged, unsteady compressible Navier-Stokes equations in strong conservation law form. The objective in this effort was to develop a code for aerospace propulsion applications that is easy to use and easy to modify. Code readability, modularity, and documentation were emphasized. The governing equations are solved in generalized nonorthogonal body fitted coordinates, by marching in time using a fully-coupled ADI solution procedure. The boundary conditions are treated implicitly. All terms, including the diffusion terms, are linearized using second-order Taylor series expansions. Turbulence is modeled using either an algebraic or two-equation eddy viscosity model. The thin-layer or Euler equations may also be solved. The energy equation may be eliminated by the assumption of constant total enthalpy. Explicit and implicit artificial viscosity may be used. Several time step options are available for convergence acceleration. The documentation is divided into three volumes. The Programmer's Reference contains detailed information useful when modifying the program. The program structure, the Fortran variables stored in common blocks, and the details of each subprogram are described.
Proteus three-dimensional Navier-Stokes computer code, version 1.0. Volume 2: User's guide
NASA Technical Reports Server (NTRS)
Towne, Charles E.; Schwab, John R.; Bui, Trong T.
1993-01-01
A computer code called Proteus 3D was developed to solve the three-dimensional, Reynolds-averaged, unsteady compressible Navier-Stokes equations in strong conservation law form. The objective in this effort was to develop a code for aerospace propulsion applications that is easy to use and easy to modify. Code readability, modularity, and documentation were emphasized. The governing equations are solved in generalized nonorthogonal body-fitted coordinates, by marching in time using a fully-coupled ADI solution procedure. The boundary conditions are treated implicitly. All terms, including the diffusion terms, are linearized using second-order Taylor series expansions. Turbulence is modeled using either an algebraic or two-equation eddy viscosity model. The thin-layer or Euler equations may also be solved. The energy equation may be eliminated by the assumption of constant total enthalpy. Explicit and implicit artificial viscosity may be used. Several time step options are available for convergence acceleration. The documentation is divided into three volumes. This User's Guide describes the program's features, the input and output, the procedure for setting up initial conditions, the computer resource requirements, the diagnostic messages that may be generated, the job control language used to run the program, and several test cases.
Ion radial diffusion in an electrostatic impulse model for stormtime ring current formation
NASA Technical Reports Server (NTRS)
Chen, Margaret W.; Schulz, Michael; Lyons, Larry R.; Gorney, David J.
1992-01-01
Two refinements to the quasi-linear theory of ion radial diffusion are proposed and examined analytically with simulations of particle trajectories. The resonance-broadening correction by Dungey (1965) is applied to the quasi-linear diffusion theory by Faelthammar (1965) for an individual model storm. Quasi-linear theory is then applied to the mean diffusion coefficients resulting from simulations of particle trajectories in 20 model storms. The correction for drift-resonance broadening results in quasi-linear diffusion coefficients with discrepancies from the corresponding simulated values that are reduced by a factor of about 3. Further reductions in the discrepancies are noted following the averaging of the quasi-linear diffusion coefficients, the simulated coefficients, and the resonance-broadened coefficients for the 20 storms. Quasi-linear theory provides good descriptions of particle transport for a single storm but performs even better in conjunction with the present ensemble-averaging.
a Cell Vertex Algorithm for the Incompressible Navier-Stokes Equations on Non-Orthogonal Grids
NASA Astrophysics Data System (ADS)
Jessee, J. P.; Fiveland, W. A.
1996-08-01
The steady, incompressible Navier-Stokes (N-S) equations are discretized using a cell vertex, finite volume method. Quadrilateral and hexahedral meshes are used to represent two- and three-dimensional geometries respectively. The dependent variables include the Cartesian components of velocity and pressure. Advective fluxes are calculated using bounded, high-resolution schemes with a deferred correction procedure to maintain a compact stencil. This treatment insures bounded, non-oscillatory solutions while maintaining low numerical diffusion. The mass and momentum equations are solved with the projection method on a non-staggered grid. The coupling of the pressure and velocity fields is achieved using the Rhie and Chow interpolation scheme modified to provide solutions independent of time steps or relaxation factors. An algebraic multigrid solver is used for the solution of the implicit, linearized equations.A number of test cases are anlaysed and presented. The standard benchmark cases include a lid-driven cavity, flow through a gradual expansion and laminar flow in a three-dimensional curved duct. Predictions are compared with data, results of other workers and with predictions from a structured, cell-centred, control volume algorithm whenever applicable. Sensitivity of results to the advection differencing scheme is investigated by applying a number of higher-order flux limiters: the MINMOD, MUSCL, OSHER, CLAM and SMART schemes. As expected, studies indicate that higher-order schemes largely mitigate the diffusion effects of first-order schemes but also shown no clear preference among the higher-order schemes themselves with respect to accuracy. The effect of the deferred correction procedure on global convergence is discussed.
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.
Global Regularity for the Fractional Euler Alignment System
NASA Astrophysics Data System (ADS)
Do, Tam; Kiselev, Alexander; Ryzhik, Lenya; Tan, Changhui
2018-04-01
We study a pressureless Euler system with a non-linear density-dependent alignment term, originating in the Cucker-Smale swarming models. The alignment term is dissipative in the sense that it tends to equilibrate the velocities. Its density dependence is natural: the alignment rate increases in the areas of high density due to species discomfort. The diffusive term has the order of a fractional Laplacian {(-partial _{xx})^{α/2}, α \\in (0, 1)}. The corresponding Burgers equation with a linear dissipation of this type develops shocks in a finite time. We show that the alignment nonlinearity enhances the dissipation, and the solutions are globally regular for all {α \\in (0, 1)}. To the best of our knowledge, this is the first example of such regularization due to the non-local nonlinear modulation of dissipation.
On Instability of Geostrophic Current with Linear Vertical Shear at Length Scales of Interleaving
NASA Astrophysics Data System (ADS)
Kuzmina, N. P.; Skorokhodov, S. L.; Zhurbas, N. V.; Lyzhkov, D. A.
2018-01-01
The instability of long-wave disturbances of a geostrophic current with linear velocity shear is studied with allowance for the diffusion of buoyancy. A detailed derivation of the model problem in dimensionless variables is presented, which is used for analyzing the dynamics of disturbances in a vertically bounded layer and for describing the formation of large-scale intrusions in the Arctic basin. The problem is solved numerically based on a high-precision method developed for solving fourth-order differential equations. It is established that there is an eigenvalue in the spectrum of eigenvalues that corresponds to unstable (growing with time) disturbances, which are characterized by a phase velocity exceeding the maximum velocity of the geostrophic flow. A discussion is presented to explain some features of the instability.
Mirror Instability: Quasi-linear Effects
NASA Astrophysics Data System (ADS)
Hellinger, P.; Travnicek, P. M.; Passot, T.; Sulem, P.; Kuznetsov, E. A.
2008-12-01
Nonlinear properties of the mirror instability are investigated by direct integration of the quasi-linear diffusion equation [Shapiro and Shevchenko, 1964] near threshold. The simulation results are compared to the results of standard hybrid simulations [Califano et al., 2008] and discussed in the context of the nonlinear dynamical model by Kuznetsov et al. [2007]. References: Califano, F., P. Hellinger, E. Kuznetsov, T. Passot, P. L. Sulem, and P. M. Travnicek (2008), Nonlinear mirror mode dynamics: Simulations and modeling, J. Geophys. Res., 113, A08219, doi:10.1029/2007JA012898. Kuznetsov, E., T. Passot and P. L. Sulem (2007), Dynamical model for nonlinear mirror modes near threshold, Phys. Rev. Lett., 98, 235003 . Shapiro, V. D., and V. I. Shevchenko (1964), Quasilinear theory of instability of a plasma with an anisotropic ion velocity distribution, Sov. JETP, 18, 1109.
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
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
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.
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.
Uddin, Mohammed J.; Khan, Waqar A.; Ismail, Ahmad Izani Md.
2015-01-01
Taking into account the effect of constant convective thermal and mass boundary conditions, we present numerical solution of the 2-D laminar g-jitter mixed convective boundary layer flow of water-based nanofluids. The governing transport equations are converted into non-similar equations using suitable transformations, before being solved numerically by an implicit finite difference method with quasi-linearization technique. The skin friction decreases with time, buoyancy ratio, and thermophoresis parameters while it increases with frequency, mixed convection and Brownian motion parameters. Heat transfer rate decreases with time, Brownian motion, thermophoresis and diffusion-convection parameters while it increases with the Reynolds number, frequency, mixed convection, buoyancy ratio and conduction-convection parameters. Mass transfer rate decreases with time, frequency, thermophoresis, conduction-convection parameters while it increases with mixed convection, buoyancy ratio, diffusion-convection and Brownian motion parameters. To the best of our knowledge, this is the first paper on this topic and hence the results are new. We believe that the results will be useful in designing and operating thermal fluids systems for space materials processing. Special cases of the results have been compared with published results and an excellent agreement is found. PMID:25933066
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ashcraft, C. Chace; Niederhaus, John Henry; Robinson, Allen C.
We present a verification and validation analysis of a coordinate-transformation-based numerical solution method for the two-dimensional axisymmetric magnetic diffusion equation, implemented in the finite-element simulation code ALEGRA. The transformation, suggested by Melissen and Simkin, yields an equation set perfectly suited for linear finite elements and for problems with large jumps in material conductivity near the axis. The verification analysis examines transient magnetic diffusion in a rod or wire in a very low conductivity background by first deriving an approximate analytic solution using perturbation theory. This approach for generating a reference solution is shown to be not fully satisfactory. A specializedmore » approach for manufacturing an exact solution is then used to demonstrate second-order convergence under spatial refinement and tem- poral refinement. For this new implementation, a significant improvement relative to previously available formulations is observed. Benefits in accuracy for computed current density and Joule heating are also demonstrated. The validation analysis examines the circuit-driven explosion of a copper wire using resistive magnetohydrodynamics modeling, in comparison to experimental tests. The new implementation matches the accuracy of the existing formulation, with both formulations capturing the experimental burst time and action to within approximately 2%.« less
NASA Astrophysics Data System (ADS)
Gorpas, Dimitris; Politopoulos, Kostas; Yova, Dido; Andersson-Engels, Stefan
2008-02-01
One of the most challenging problems in medical imaging is to "see" a tumour embedded into tissue, which is a turbid medium, by using fluorescent probes for tumour labeling. This problem, despite the efforts made during the last years, has not been fully encountered yet, due to the non-linear nature of the inverse problem and the convergence failures of many optimization techniques. This paper describes a robust solution of the inverse problem, based on data fitting and image fine-tuning techniques. As a forward solver the coupled radiative transfer equation and diffusion approximation model is proposed and compromised via a finite element method, enhanced with adaptive multi-grids for faster and more accurate convergence. A database is constructed by application of the forward model on virtual tumours with known geometry, and thus fluorophore distribution, embedded into simulated tissues. The fitting procedure produces the best matching between the real and virtual data, and thus provides the initial estimation of the fluorophore distribution. Using this information, the coupled radiative transfer equation and diffusion approximation model has the required initial values for a computational reasonable and successful convergence during the image fine-tuning application.
TransCut: interactive rendering of translucent cutouts.
Li, Dongping; Sun, Xin; Ren, Zhong; Lin, Stephen; Tong, Yiying; Guo, Baining; Zhou, Kun
2013-03-01
We present TransCut, a technique for interactive rendering of translucent objects undergoing fracturing and cutting operations. As the object is fractured or cut open, the user can directly examine and intuitively understand the complex translucent interior, as well as edit material properties through painting on cross sections and recombining the broken pieces—all with immediate and realistic visual feedback. This new mode of interaction with translucent volumes is made possible with two technical contributions. The first is a novel solver for the diffusion equation (DE) over a tetrahedral mesh that produces high-quality results comparable to the state-of-art finite element method (FEM) of Arbree et al. but at substantially higher speeds. This accuracy and efficiency is obtained by computing the discrete divergences of the diffusion equation and constructing the DE matrix using analytic formulas derived for linear finite elements. The second contribution is a multiresolution algorithm to significantly accelerate our DE solver while adapting to the frequent changes in topological structure of dynamic objects. The entire multiresolution DE solver is highly parallel and easily implemented on the GPU. We believe TransCut provides a novel visual effect for heterogeneous translucent objects undergoing fracturing and cutting operations.
Parameterization of planetary wave breaking in the middle atmosphere
NASA Technical Reports Server (NTRS)
Garcia, Rolando R.
1991-01-01
A parameterization of planetary wave breaking in the middle atmosphere has been developed and tested in a numerical model which includes governing equations for a single wave and the zonal-mean state. The parameterization is based on the assumption that wave breaking represents a steady-state equilibrium between the flux of wave activity and its dissipation by nonlinear processes, and that the latter can be represented as linear damping of the primary wave. With this and the additional assumption that the effect of breaking is to prevent further amplitude growth, the required dissipation rate is readily obtained from the steady-state equation for wave activity; diffusivity coefficients then follow from the dissipation rate. The assumptions made in the derivation are equivalent to those commonly used in parameterizations for gravity wave breaking, but the formulation in terms of wave activity helps highlight the central role of the wave group velocity in determining the dissipation rate. Comparison of model results with nonlinear calculations of wave breaking and with diagnostic determinations of stratospheric diffusion coefficients reveals remarkably good agreement, and suggests that the parameterization could be useful for simulating inexpensively, but realistically, the effects of planetary wave transport.
Sinc-Galerkin estimation of diffusivity in parabolic problems
NASA Technical Reports Server (NTRS)
Smith, Ralph C.; Bowers, Kenneth L.
1991-01-01
A fully Sinc-Galerkin method for the numerical recovery of spatially varying diffusion coefficients in linear partial differential equations is presented. Because the parameter recovery problems are inherently ill-posed, an output error criterion in conjunction with Tikhonov regularization is used to formulate them as infinite-dimensional minimization problems. The forward problems are discretized with a sinc basis in both the spatial and temporal domains thus yielding an approximate solution which displays an exponential convergence rate and is valid on the infinite time interval. The minimization problems are then solved via a quasi-Newton/trust region algorithm. The L-curve technique for determining an approximate value of the regularization parameter is briefly discussed, and numerical examples are given which show the applicability of the method both for problems with noise-free data as well as for those whose data contains white noise.
Applications of NASTRAN to nuclear problems
NASA Technical Reports Server (NTRS)
Spreeuw, E.
1972-01-01
The extent to which suitable solutions may be obtained for one physics problem and two engineering type problems is traced. NASTRAN appears to be a practical tool to solve one-group steady-state neutron diffusion equations. Transient diffusion analysis may be performed after new levels that allow time-dependent temperature calculations are developed. NASTRAN piecewise linear anlaysis may be applied to solve those plasticity problems for which a smooth stress-strain curve can be used to describe the nonlinear material behavior. The accuracy decreases when sharp transitions in the stress-strain relations are involved. Improved NASTRAN usefulness will be obtained when nonlinear material capabilities are extended to axisymmetric elements and to include provisions for time-dependent material properties and creep analysis. Rigid formats 3 and 5 proved to be very convenient for the buckling and normal-mode analysis of a nuclear fuel element.
Modeling Morphogenesis with Reaction-Diffusion Equations Using Galerkin Spectral Methods
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...
Stabilized high-order Galerkin methods based on a parameter-free dynamic SGS model for LES
NASA Astrophysics Data System (ADS)
Marras, Simone; Nazarov, Murtazo; Giraldo, Francis X.
2015-11-01
The high order spectral element approximation of the Euler equations is stabilized via a dynamic sub-grid scale model (Dyn-SGS). This model was originally designed for linear finite elements to solve compressible flows at large Mach numbers. We extend its application to high-order spectral elements to solve the Euler equations of low Mach number stratified flows. The major justification of this work is twofold: stabilization and large eddy simulation are achieved via one scheme only. Because the diffusion coefficients of the regularization stresses obtained via Dyn-SGS are residual-based, the effect of the artificial diffusion is minimal in the regions where the solution is smooth. The direct consequence is that the nominal convergence rate of the high-order solution of smooth problems is not degraded. To our knowledge, this is the first application in atmospheric modeling of a spectral element model stabilized by an eddy viscosity scheme that, by construction, may fulfill stabilization requirements, can model turbulence via LES, and is completely free of a user-tunable parameter. From its derivation, it will be immediately clear that Dyn-SGS is independent of the numerical method; it could be implemented in a discontinuous Galerkin, finite volume, or other environments alike. Preliminary discontinuous Galerkin results are reported as well. The straightforward extension to non-linear scalar problems is also described. A suite of 1D, 2D, and 3D test cases is used to assess the method, with some comparison against the results obtained with the most known Lilly-Smagorinsky SGS model.
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.
Spectral Analysis of Non-ideal MRI Modes: The Effect of Hall Diffusion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mohandas, Gopakumar; Pessah, Martin E., E-mail: gopakumar@nbi.ku.dk, E-mail: mpessah@nbi.ku.dk
The effect of magnetic field diffusion on the stability of accretion disks is a problem that has attracted considerable interest of late. In particular, the Hall effect has the potential to bring about remarkable changes in the dynamical behavior of disks that are without parallel. In this paper, we conduct a systematic examination of the linear eigenmodes in a weakly magnetized differentially rotating gas with a special focus on Hall diffusion. We first develop a geometrical representation of the eigenmodes and provide a detailed quantitative description of the polarization properties of the oscillatory modes under the combined influence of themore » Coriolis and Hall effects. We also analyze the effects of magnetic diffusion on the structure of the unstable modes and derive analytical expressions for the kinetic and magnetic stresses and energy densities associated with the non-ideal magnetorotational instability (MRI). Our analysis explicitly demonstrates that, if the dissipative effects are relatively weak, the kinetic stresses and energies make up the dominant contribution to the total stress and energy density when the equilibrium angular momentum and magnetic field vectors are anti-parallel. This is in sharp contrast to what is observed in the case of the ideal or dissipative MRI. We conduct shearing box simulations and find very good agreement with the results derived from linear theory. Because the modes under consideration are also exact solutions of the nonlinear equations, the unconventional nature of the kinetic and magnetic stresses may have significant implications for the nonlinear evolution in some regions of protoplanetary disks.« less
NASA Astrophysics Data System (ADS)
Wati, S.; Fitriana, L.; Mardiyana
2018-04-01
Linear equation is one of the topics in mathematics that are considered difficult. Student difficulties of understanding linear equation can be caused by lack of understanding this concept and the way of teachers teach. TPACK is a way to understand the complex relationships between teaching and content taught through the use of specific teaching approaches and supported by the right technology tools. This study aims to identify TPACK of junior high school mathematics teachers in teaching linear equation. The method used in the study was descriptive. In the first phase, a survey using a questionnaire was carried out on 45 junior high school mathematics teachers in teaching linear equation. While in the second phase, the interview involved three teachers. The analysis of data used were quantitative and qualitative technique. The result PCK revealed teachers emphasized developing procedural and conceptual knowledge through reliance on traditional in teaching linear equation. The result of TPK revealed teachers’ lower capacity to deal with the general information and communications technologies goals across the curriculum in teaching linear equation. The result indicated that PowerPoint constitutes TCK modal technological capability in teaching linear equation. The result of TPACK seems to suggest a low standard in teachers’ technological skills across a variety of mathematics education goals in teaching linear equation. This means that the ability of teachers’ TPACK in teaching linear equation still needs to be improved.
Control of reaction-diffusion equations on time-evolving manifolds.
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.
Probabilistic density function method for nonlinear dynamical systems driven by colored noise.
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 integrodifferential 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 (LED) closure. In contrast to the classical LED closure, the proposed closure accounts for advective transport of the PDF in the approximate temporal deconvolution of the integrodifferential equation. In addition, we introduce the generalized local linearization approximation for deriving a computable PDF equation in the form of a second-order partial differential equation. We demonstrate that the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary autocorrelation time. We apply the proposed PDF method to analyze a set of Kramers equations driven by exponentially autocorrelated Gaussian colored noise to study nonlinear oscillators and the dynamics and stability of a power grid. Numerical experiments show the PDF method is accurate when the noise autocorrelation time is either much shorter or longer than the system's relaxation time, while the accuracy decreases as the ratio of the two timescales approaches unity. Similarly, the PDF method accuracy decreases with increasing standard deviation of the noise.
A boundary integral approach in primitive variables for free surface flows
NASA Astrophysics Data System (ADS)
Casciola, C.; Piva, R.
The boundary integral formulation, very efficient for free surface potential flows, was considered for its possible extension to rotational flows either inviscid or viscous. We first analyze a general formulation for unsteady Navier-Stokes equations in primitive variables, which reduces to a representation for the Euler equations in the limiting case of Reynolds infinity. A first simplified model for rotational flows, obtained by decoupling kinematics and dynamics, reduces the integral equations to a known kinematical form whose mathematical and numerical properties have been studied. The dynamics equations to complete the model are obtained for the free surface and the wake. A simple and efficient scheme for the study of the non linear evolution of the wave system and its interaction with the body wake is presented. A steady state version for the calculation of the wave resistance is also reported. A second model was proposed for the simulation of rotational separated regions, by coupling the integral equations in velocity with an integral equation for the vorticity at the body boundary. The same procedure may be extended to include the diffusion of the vorticity in the flowfield. The vortex shedding from a cylindrical body in unsteady motion is discussed, as a first application of the model.
NASA Astrophysics Data System (ADS)
Arteaga, Santiago Egido
1998-12-01
The steady-state Navier-Stokes equations are of considerable interest because they are used to model numerous common physical phenomena. The applications encountered in practice often involve small viscosities and complicated domain geometries, and they result in challenging problems in spite of the vast attention that has been dedicated to them. In this thesis we examine methods for computing the numerical solution of the primitive variable formulation of the incompressible equations on distributed memory parallel computers. We use the Galerkin method to discretize the differential equations, although most results are stated so that they apply also to stabilized methods. We also reformulate some classical results in a single framework and discuss some issues frequently dismissed in the literature, such as the implementation of pressure space basis and non- homogeneous boundary values. We consider three nonlinear methods: Newton's method, Oseen's (or Picard) iteration, and sequences of Stokes problems. All these iterative nonlinear methods require solving a linear system at every step. Newton's method has quadratic convergence while that of the others is only linear; however, we obtain theoretical bounds showing that Oseen's iteration is more robust, and we confirm it experimentally. In addition, although Oseen's iteration usually requires more iterations than Newton's method, the linear systems it generates tend to be simpler and its overall costs (in CPU time) are lower. The Stokes problems result in linear systems which are easier to solve, but its convergence is much slower, so that it is competitive only for large viscosities. Inexact versions of these methods are studied, and we explain why the best timings are obtained using relatively modest error tolerances in solving the corresponding linear systems. We also present a new damping optimization strategy based on the quadratic nature of the Navier-Stokes equations, which improves the robustness of all the linearization strategies considered and whose computational cost is negligible. The algebraic properties of these systems depend on both the discretization and nonlinear method used. We study in detail the positive definiteness and skewsymmetry of the advection submatrices (essentially, convection-diffusion problems). We propose a discretization based on a new trilinear form for Newton's method. We solve the linear systems using three Krylov subspace methods, GMRES, QMR and TFQMR, and compare the advantages of each. Our emphasis is on parallel algorithms, and so we consider preconditioners suitable for parallel computers such as line variants of the Jacobi and Gauss- Seidel methods, alternating direction implicit methods, and Chebyshev and least squares polynomial preconditioners. These work well for moderate viscosities (moderate Reynolds number). For small viscosities we show that effective parallel solution of the advection subproblem is a critical factor to improve performance. Implementation details on a CM-5 are presented.
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.
Vázquez, J. L.
2010-01-01
The goal of this paper is to state the optimal decay rate for solutions of the nonlinear fast diffusion equation and, in self-similar variables, the optimal convergence rates to Barenblatt self-similar profiles and their generalizations. It relies on the identification of the optimal constants in some related Hardy–Poincaré inequalities and concludes a long series of papers devoted to generalized entropies, functional inequalities, and rates for nonlinear diffusion equations. PMID:20823259
Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h
2010-11-01
In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.
NASA Astrophysics Data System (ADS)
Tawfik, Ashraf M.; Fichtner, Horst; Elhanbaly, A.; Schlickeiser, Reinhard
2018-06-01
Anomalous diffusion models of energetic particles in space plasmas are developed by introducing the fractional Parker diffusion-convection equation. Analytical solution of the space-time fractional equation is obtained by use of the Caputo and Riesz-Feller fractional derivatives with the Laplace-Fourier transforms. The solution is given in terms of the Fox H-function. Profiles of particle densities are illustrated for different values of the space fractional order and the so-called skewness parameter.
Stress, deformation and diffusion interactions in solids - A simulation study
NASA Astrophysics Data System (ADS)
Fischer, F. D.; Svoboda, J.
2015-05-01
Equations of diffusion treated in the frame of Manning's concept, are completed by equations for generation/annihilation of vacancies at non-ideal sources and sinks, by conservation laws, by equations for generation of an eigenstrain state and by a strain-stress analysis. The stress-deformation-diffusion interactions are demonstrated on the evolution of a diffusion couple consisting of two thin layers of different chemical composition forming a free-standing plate without external loading. The equations are solved for different material parameters represented by the values of diffusion coefficients of individual components and by the intensity of sources and sinks for vacancies. The results of simulations indicate that for low intensity of sources and sinks for vacancies a significant eigenstress state can develop and the interdiffusion process is slowed down. For high intensity of sources and sinks for vacancies a significant eigenstrain state can develop and the eigenstress state quickly relaxes. If the difference in the diffusion coefficients of individual components is high, then the intensity of sources and sinks for vacancies influences the interdiffusion process considerably. For such systems their description only by diffusion coefficients is insufficient and must be completed by a microstructure characterization.
Mixing of a passive scalar in isotropic and sheared homogeneous turbulence
NASA Technical Reports Server (NTRS)
Shirani, E.; Ferziger, J. H.; Reynolds, W. C.
1981-01-01
In order to calculate the velocity and scalar fields, the three dimensional, time-dependent equations of motion and the diffusion equation were solved numerically. The following cases were treated: isotropic, homogeneous turbulence with decay of a passive scalar; and homogeneous turbulent shear flow with a passive scalar whose mean varies linearly in the spanwise direction. The solutions were obtained at relatively low Reynolds numbers so that all of the turbulent scales could be resolved without modeling. Turbulent statistics such as integral length scales, Taylor microscales, Kolmogorov length scale, one- and two-point correlations of velocity-velocity and velocity-scalar, turbulent Prandtl/Schmidt number, r.m.s. values of velocities, the scalar quantity and pressure, skewness, decay rates, and decay exponents were calculated. The results are compared with the available expermental results, and good agreement is obtained.
New technique for excitation of bulk and surface spin waves in ferromagnets
NASA Astrophysics Data System (ADS)
Bogacz, S. A.; Ketterson, J. B.
1985-09-01
A meander-line magnetic transducer is discussed in the context of bulk and surface spin-wave generation in ferromagnets. The magnetic field created by the transducer was calculated in closed analytic form for this model. The linear response of the ferromagnet to the inhomogenous surface disturbance of arbitrary ω and k was obtained as a self-consistent solution to the Bloch equation of motion and the Maxwell equations, subject to appropriate boundary condition. In particular, the energy flux through the boundary displays a sharp resonantlike absorption maximum concentrated at the frequency of the magnetostatic Damon-Eshbach (DE) surface mode; furthermore, the energy transfer spectrum is cut off abruptly below the threshold frequency of the bulk spin waves. The application of the meander line to the spin diffusion problem in NMR is also discussed.
A double medium model for diffusion in fluid-bearing rock
NASA Astrophysics Data System (ADS)
Wang, H. F.
1993-09-01
The concept of a double porosity medium to model fluid flow in fractured rock has been applied to model diffusion in rock containing a small amount of a continuous fluid phase that surrounds small volume elements of the solid matrix. The model quantifies the relative role of diffusion in the fluid and solid phases of the rock. The fluid is the fast diffusion path, but the solid contains the volumetrically significant amount of the diffusing species. The double medium model consists of two coupled differential equations. One equation is the diffusion equation for the fluid concentration; it contains a source term for change in the average concentration of the diffusing species in the solid matrix. The second equation represents the assumption that the change in average concentration in a solid element is proportional to the difference between the average concentration in the solid and the concentration in the fluid times the solid-fluid partition coefficient. The double medium model is shown to apply to laboratory data on iron diffusion in fluid-bearing dunite and to measured oxygen isotope ratios at marble-metagranite contacts. In both examples, concentration profiles are calculated for diffusion taking place at constant temperature, where a boundary value changes suddenly and is subsequently held constant. Knowledge of solid diffusivities can set a lower bound to the length of time over which diffusion occurs, but only the product of effective fluid diffusivity and time is constrained for times longer than the characteristic solid diffusion time. The double medium results approach a local, grain-scale equilibrium model for times that are large relative to the time constant for solid diffusion.
Diffusion in the special theory of relativity.
Herrmann, Joachim
2009-11-01
The Markovian diffusion theory is generalized within the framework of the special theory of relativity. Since the velocity space in relativity is a hyperboloid, the mathematical stochastic calculus on Riemanian manifolds can be applied but adopted here to the velocity space. A generalized Langevin equation in the fiber space of position, velocity, and orthonormal velocity frames is defined from which the generalized relativistic Kramers equation in the phase space in external force fields is derived. The obtained diffusion equation is invariant under Lorentz transformations and its stationary solution is given by the Jüttner distribution. Besides, a nonstationary analytical solution is derived for the example of force-free relativistic diffusion.
Group theoretic approach for solving the problem of diffusion of a drug through a thin membrane
NASA Astrophysics Data System (ADS)
Abd-El-Malek, Mina B.; Kassem, Magda M.; Meky, Mohammed L. M.
2002-03-01
The transformation group theoretic approach is applied to study the diffusion process of a drug through a skin-like membrane which tends to partially absorb the drug. Two cases are considered for the diffusion coefficient. The application of one parameter group reduces the number of independent variables by one, and consequently the partial differential equation governing the diffusion process with the boundary and initial conditions is transformed into an ordinary differential equation with the corresponding conditions. The obtained differential equation is solved numerically using the shooting method, and the results are illustrated graphically and in tables.
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.
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.
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
NASA Astrophysics Data System (ADS)
Yang, S. M.; Na, Yong-Su; Na, D. H.; Park, J.-K.; Shi, Y. J.; Ko, W. H.; Lee, S. G.; Hahm, T. S.
2018-06-01
Perturbative experiments have been carried out using tangential neutral beam injection (NBI) and non-resonant magnetic perturbation (NRMP) to analyze the momentum transport properties in KSTAR H-modes. Diffusive and non-diffusive terms of momentum transport are evaluated from the transient analysis. Although the operating conditions and methodologies applied in the two cases are similar, the momentum transport properties obtained show clear differences. The estimated momentum diffusivity and pinch obtained in the NBI modulation experiments is larger than that in the NRMP modulation experiments. We found that this discrepancy could be a result of uncertainties in the assumption for the analysis. By introducing time varying momentum transport coefficients depending on the temperature gradient, the linearized equation shows that if the temperature perturbation exists, the evolution of toroidal rotation perturbation could be faster than the transport rate of mean quantity, since the evolution of toroidal rotation perturbation is related to , a momentum diffusivity from perturbative analysis. This could explain the estimated higher momentum diffusivity using time independent transport coefficients in NBI experiments with higher ion temperature perturbation compared to that in NRMP modulation experiments. The differences in the momentum transport coefficient with NRMP and NBI are much reduced by considering time varying momentum transport coefficients in the time dependent transport simulation.
Ionomers for Ion-Conducting Energy Materials
NASA Astrophysics Data System (ADS)
Colby, Ralph
For ionic actuators and battery separators, it is vital to utilize single-ion conducting ionomers that avoid the detrimental polarization of other ions. Single-ion conducting ionomers are synthesized based on DFT calculations, with low glass transition temperatures (facile dynamics) to prepare ion-conducting membranes for battery separators that conduct Li+ or Na+. Characterization by X-ray scattering, dielectric spectroscopy, FTIR, NMR and linear viscoelasticity collectively develop a coherent picture of ionic aggregation and both counterion and polymer dynamics. 7Li NMR diffusion measurements find that diffusion is faster than expected by conductivity using the Nernst-Einstein equation, which means that the majority of Li diffusion occurs by ion pairs moving with the polymer segmental motion. Segmental motion only contributes to ionic conduction in the rare event that one of these ion pairs has an extra Li (a positive triple ion). This leads us to a new metric for ion-conducting soft materials, the product of the cation number density p0 and their diffusion coefficient D; p0D is the diffusive flux of lithium ions. This new metric has a maximum at intermediate ion content that corresponds to the overlap of ion pair polarizability volumes. At higher ion contents, the ion pairs interact strongly and form larger aggregation states that retard segmental motion of both mobile ion pairs and triple ions.
Disease Spread and Its Effect on Population Dynamics in Heterogeneous Environment
NASA Astrophysics Data System (ADS)
Upadhyay, Ranjit Kumar; Roy, Parimita
In this paper, an eco-epidemiological model in which both species diffuse along a spatial gradient has been shown to exhibit temporal chaos at a fixed point in space. The proposed model is a modification of the model recently presented by Upadhyay and Roy [2014]. The spatial interactions among the species have been represented in the form of reaction-diffusion equations. The model incorporates the intrinsic growth rate of fish population which varies linearly with the depth of water. Numerical results show that diffusion can drive otherwise stable system into aperiodic behavior with sensitivity to initial conditions. We show that spatially induced chaos plays an important role in spatial pattern formation in heterogeneous environment. Spatiotemporal distributions of species have been simulated using the diffusivity assumptions realistic for natural eco-epidemic systems. We found that in heterogeneous environment, the temporal dynamics of both the species are drastically different and show chaotic behavior. It was also found that the instability observed in the model is due to spatial heterogeneity and diffusion-driven. Cumulative death rate of predator has an appreciable effect on model dynamics as the spatial distribution of all constituent populations exhibit significant changes when this model parameter is changed and it acts as a regularizing factor.
Continuum models of cohesive stochastic swarms: The effect of motility on aggregation patterns
NASA Astrophysics Data System (ADS)
Hughes, Barry D.; Fellner, Klemens
2013-10-01
Mathematical models of swarms of moving agents with non-local interactions have many applications and have been the subject of considerable recent interest. For modest numbers of agents, cellular automata or related algorithms can be used to study such systems, but in the present work, instead of considering discrete agents, we discuss a class of one-dimensional continuum models, in which the agents possess a density ρ(x,t) at location x at time t. The agents are subject to a stochastic motility mechanism and to a global cohesive inter-agent force. The motility mechanisms covered include classical diffusion, nonlinear diffusion (which may be used to model, in a phenomenological way, volume exclusion or other short-range local interactions), and a family of linear redistribution operators related to fractional diffusion equations. A variety of exact analytic results are discussed, including equilibrium solutions and criteria for unimodality of equilibrium distributions, full time-dependent solutions, and transitions between asymptotic collapse and asymptotic escape. We address the behaviour of the system for diffusive motility in the low-diffusivity limit for both smooth and singular interaction potentials and show how this elucidates puzzling behaviour in fully deterministic non-local particle interaction models. We conclude with speculative remarks about extensions and applications of the models.
A proposal for the experimental detection of CSL induced random walk
Bera, Sayantani; Motwani, Bhawna; Singh, Tejinder P.; Ulbricht, Hendrik
2015-01-01
Continuous Spontaneous Localization (CSL) is one possible explanation for dynamically induced collapse of the wave-function during a quantum measurement. The collapse is mediated by a stochastic non-linear modification of the Schrödinger equation. A consequence of the CSL mechanism is an extremely tiny violation of energy-momentum conservation, which can, in principle, be detected in the laboratory via the random diffusion of a particle induced by the stochastic collapse mechanism. In a paper in 2003, Collett and Pearle investigated the translational CSL diffusion of a sphere, and the rotational CSL diffusion of a disc, and showed that this effect dominates over the ambient environmental noise at low temperatures and extremely low pressures (about ten-thousandth of a pico-Torr). In the present paper, we revisit their analysis and argue that this stringent condition on pressure can be relaxed, and that the CSL effect can be seen at the pressure of about a pico-Torr. A similar analysis is provided for diffusion produced by gravity-induced decoherence, where the effect is typically much weaker than CSL. We also discuss the CSL induced random displacement of a quantum oscillator. Lastly, we propose possible experimental set-ups justifying that CSL diffusion is indeed measurable with the current technology. PMID:25563619
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.