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.
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
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.
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.
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.
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.
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
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.
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.
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.
NASA Astrophysics Data System (ADS)
Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.
2018-06-01
Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.
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.
Nonlinear Solver Approaches for the Diffusive Wave Approximation to the Shallow Water Equations
NASA Astrophysics Data System (ADS)
Collier, N.; Knepley, M.
2015-12-01
The diffusive wave approximation to the shallow water equations (DSW) is a doubly-degenerate, nonlinear, parabolic partial differential equation used to model overland flows. Despite its challenges, the DSW equation has been extensively used to model the overland flow component of various integrated surface/subsurface models. The equation's complications become increasingly problematic when ponding occurs, a feature which becomes pervasive when solving on large domains with realistic terrain. In this talk I discuss the various forms and regularizations of the DSW equation and highlight their effect on the solvability of the nonlinear system. In addition to this analysis, I present results of a numerical study which tests the applicability of a class of composable nonlinear algebraic solvers recently added to the Portable, Extensible, Toolkit for Scientific Computation (PETSc).
Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations
NASA Astrophysics Data System (ADS)
Indekeu, Joseph O.; Smets, Ruben
2017-08-01
Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically.
A Nonlinear Diffusion Equation-Based Model for Ultrasound Speckle Noise Removal
NASA Astrophysics Data System (ADS)
Zhou, Zhenyu; Guo, Zhichang; Zhang, Dazhi; Wu, Boying
2018-04-01
Ultrasound images are contaminated by speckle noise, which brings difficulties in further image analysis and clinical diagnosis. In this paper, we address this problem in the view of nonlinear diffusion equation theories. We develop a nonlinear diffusion equation-based model by taking into account not only the gradient information of the image, but also the information of the gray levels of the image. By utilizing the region indicator as the variable exponent, we can adaptively control the diffusion type which alternates between the Perona-Malik diffusion and the Charbonnier diffusion according to the image gray levels. Furthermore, we analyze the proposed model with respect to the theoretical and numerical properties. Experiments show that the proposed method achieves much better speckle suppression and edge preservation when compared with the traditional despeckling methods, especially in the low gray level and low-contrast regions.
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.
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.
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
NASA Astrophysics Data System (ADS)
Xia, Ya-Rong; Zhang, Shun-Li; Xin, Xiang-Peng
2018-03-01
In this paper, we propose the concept of the perturbed invariant subspaces (PISs), and study the approximate generalized functional variable separation solution for the nonlinear diffusion-convection equation with weak source by the approximate generalized conditional symmetries (AGCSs) related to the PISs. Complete classification of the perturbed equations which admit the approximate generalized functional separable solutions (AGFSSs) is obtained. As a consequence, some AGFSSs to the resulting equations are explicitly constructed by way of examples.
NASA Astrophysics Data System (ADS)
Gandarias, M. L.; Medina, E.
Fourth-order nonlinear diffusion equations appear frequently in the description of physical processes, among these, the lubrication equation ut = (unuxxxx)x or the corresponding modified version ut = unuxxxx play an important role in the study of the interface movements. In this work we analyze the generalizations of the above equations given by ut = (f(u)uxxxx)x, ut = (f(u)uxxxx, and we find that if f(u) = un or f(u) = e-u the equations admit extra classical symmetries. The corresponding reductions are performed and some solutions are characterized.
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.
Nonlinear diffusion and viral spread through the leaf of a plant
NASA Astrophysics Data System (ADS)
Edwards, Maureen P.; Waterhouse, Peter M.; Munoz-Lopez, María Jesús; Anderssen, Robert S.
2016-10-01
The spread of a virus through the leaf of a plant is both spatially and temporally causal in that the present status depends on the past and the spatial spread is compactly supported and progresses outwards. Such spatial spread is known to occur for certain nonlinear diffusion processes. The first compactly supported solution for nonlinear diffusion equations appears to be that of Pattle published in 1959. In that paper, no explanation is given as to how the solution was derived. Here, we show how the solution can be derived using Lie symmetry analysis. This lays a foundation for exploring the behavior of other choices for nonlinear diffusion and exploring the addition of reaction terms which do not eliminate the compactly supported structure. The implications associated with using the reaction-diffusion equation to model the spatial-temporal spread of a virus through the leaf of a plant are discussed.
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.
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.
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
Anomalous Transport of Cosmic Rays in a Nonlinear Diffusion Model
DOE Office of Scientific and Technical Information (OSTI.GOV)
Litvinenko, Yuri E.; Fichtner, Horst; Walter, Dominik
2017-05-20
We investigate analytically and numerically the transport of cosmic rays following their escape from a shock or another localized acceleration site. Observed cosmic-ray distributions in the vicinity of heliospheric and astrophysical shocks imply that anomalous, superdiffusive transport plays a role in the evolution of the energetic particles. Several authors have quantitatively described the anomalous diffusion scalings, implied by the data, by solutions of a formal transport equation with fractional derivatives. Yet the physical basis of the fractional diffusion model remains uncertain. We explore an alternative model of the cosmic-ray transport: a nonlinear diffusion equation that follows from a self-consistent treatmentmore » of the resonantly interacting cosmic-ray particles and their self-generated turbulence. The nonlinear model naturally leads to superdiffusive scalings. In the presence of convection, the model yields a power-law dependence of the particle density on the distance upstream of the shock. Although the results do not refute the use of a fractional advection–diffusion equation, they indicate a viable alternative to explain the anomalous diffusion scalings of cosmic-ray particles.« less
Mathematical analysis of thermal diffusion shock waves
NASA Astrophysics Data System (ADS)
Gusev, Vitalyi; Craig, Walter; Livoti, Roberto; Danworaphong, Sorasak; Diebold, Gerald J.
2005-10-01
Thermal diffusion, also known as the Ludwig-Soret effect, refers to the separation of mixtures in a temperature gradient. For a binary mixture the time dependence of the change in concentration of each species is governed by a nonlinear partial differential equation in space and time. Here, an exact solution of the Ludwig-Soret equation without mass diffusion for a sinusoidal temperature field is given. The solution shows that counterpropagating shock waves are produced which slow and eventually come to a halt. Expressions are found for the shock time for two limiting values of the starting density fraction. The effects of diffusion on the development of the concentration profile in time and space are found by numerical integration of the nonlinear differential equation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dai, William W., E-mail: dai@lanl.gov; Scannapieco, Anthony J.
2015-11-01
A set of numerical schemes is developed for two- and three-dimensional time-dependent 3-T radiation diffusion equations in systems involving multi-materials. To resolve sub-cell structure, interface reconstruction is implemented within any cell that has more than one material. Therefore, the system of 3-T radiation diffusion equations is solved on two- and three-dimensional polyhedral meshes. The focus of the development is on the fully coupling between radiation and material, the treatment of nonlinearity in the equations, i.e., in the diffusion terms and source terms, treatment of the discontinuity across cell interfaces in material properties, the formulations for both transient and steady states,more » the property for large time steps, and second order accuracy in both space and time. The discontinuity of material properties between different materials is correctly treated based on the governing physics principle for general polyhedral meshes and full nonlinearity. The treatment is exact for arbitrarily strong discontinuity. The scheme is fully nonlinear for the full nonlinearity in the 3-T diffusion equations. Three temperatures are fully coupled and are updated simultaneously. The scheme is general in two and three dimensions on general polyhedral meshes. The features of the scheme are demonstrated through numerical examples for transient problems and steady states. The effects of some simplifications of numerical schemes are also shown through numerical examples, such as linearization, simple average of diffusion coefficient, and approximate treatment for the coupling between radiation and material.« less
A 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
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.
Unimodal dynamical systems: Comparison principles, spreading speeds and travelling waves
NASA Astrophysics Data System (ADS)
Yi, Taishan; Chen, Yuming; Wu, Jianhong
Reaction diffusion equations with delayed nonlinear reaction terms are used as prototypes to motivate an appropriate abstract formulation of dynamical systems with unimodal nonlinearity. For such non-monotone dynamical systems, we develop a general comparison principle and show how this general comparison principle, coupled with some existing results for monotone dynamical systems, can be used to establish results on the asymptotic speeds of spread and travelling waves. We illustrate our main results by an integral equation which includes a nonlocal delayed reaction diffusion equation and a nonlocal delayed lattice differential system in an unbounded domain, with the non-monotone nonlinearities including the Ricker birth function and the Mackey-Glass hematopoiesis feedback.
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.
NASA Technical Reports Server (NTRS)
Karimbadi, H.; Krauss-Varban, D.
1992-01-01
A novel diffusion formalism that takes into account the finite width of resonances is presented. The resonance diagram technique is shown to reproduce the details of the particle orbits very accurately, and can be used to determine the acceleration/scattering in the presence of a given wave spectrum. Ways in which the nonlinear orbits can be incorporated into the diffusion equation are shown. The resulting diffusion equation is an extension of the Q-L theory to cases where the waves have large amplitudes and/or are coherent. This new equation does not have a gap at 90 deg in cases where the individual orbits can cross the gap. The conditions under which the resonance gap at 90-deg pitch angle exits are also examined.
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.
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.
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.
Flow regimes for fluid injection into a confined porous medium
Zheng, Zhong; Guo, Bo; Christov, Ivan C.; ...
2015-02-24
We report theoretical and numerical studies of the flow behaviour when a fluid is injected into a confined porous medium saturated with another fluid of different density and viscosity. For a two-dimensional configuration with point source injection, a nonlinear convection–diffusion equation is derived to describe the time evolution of the fluid–fluid interface. In the early time period, the fluid motion is mainly driven by the buoyancy force and the governing equation is reduced to a nonlinear diffusion equation with a well-known self-similar solution. In the late time period, the fluid flow is mainly driven by the injection, and the governingmore » equation is approximated by a nonlinear hyperbolic equation that determines the global spreading rate; a shock solution is obtained when the injected fluid is more viscous than the displaced fluid, whereas a rarefaction wave solution is found when the injected fluid is less viscous. In the late time period, we also obtain analytical solutions including the diffusive term associated with the buoyancy effects (for an injected fluid with a viscosity higher than or equal to that of the displaced fluid), which provide the structure of the moving front. Numerical simulations of the convection–diffusion equation are performed; the various analytical solutions are verified as appropriate asymptotic limits, and the transition processes between the individual limits are demonstrated.« less
NASA Astrophysics Data System (ADS)
Elwakil, S. A.; El-Labany, S. K.; Zahran, M. A.; Sabry, R.
2004-04-01
The modified extended tanh-function method were applied to the general class of nonlinear diffusion-convection equations where the concentration-dependent diffusivity, D( u), was taken to be a constant while the concentration-dependent hydraulic conductivity, K( u) were taken to be in a power law. The obtained solutions include rational-type, triangular-type, singular-type, and solitary wave solutions. In fact, the profile of the obtained solitary wave solutions resemble the characteristics of a shock-wave like structure for an arbitrary m (where m>1 is the power of the nonlinear convection term).
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.
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.
Solving regularly and singularly perturbed reaction-diffusion equations in three space dimensions
NASA Astrophysics Data System (ADS)
Moore, Peter K.
2007-06-01
In [P.K. Moore, Effects of basis selection and h-refinement on error estimator reliability and solution efficiency for higher-order methods in three space dimensions, Int. J. Numer. Anal. Mod. 3 (2006) 21-51] a fixed, high-order h-refinement finite element algorithm, Href, was introduced for solving reaction-diffusion equations in three space dimensions. In this paper Href is coupled with continuation creating an automatic method for solving regularly and singularly perturbed reaction-diffusion equations. The simple quasilinear Newton solver of Moore, (2006) is replaced by the nonlinear solver NITSOL [M. Pernice, H.F. Walker, NITSOL: a Newton iterative solver for nonlinear systems, SIAM J. Sci. Comput. 19 (1998) 302-318]. Good initial guesses for the nonlinear solver are obtained using continuation in the small parameter ɛ. Two strategies allow adaptive selection of ɛ. The first depends on the rate of convergence of the nonlinear solver and the second implements backtracking in ɛ. Finally a simple method is used to select the initial ɛ. Several examples illustrate the effectiveness of the algorithm.
NASA Astrophysics Data System (ADS)
Lin, Zhi; Zhang, Qinghai
2017-09-01
We propose high-order finite-volume schemes for numerically solving the steady-state advection-diffusion equation with nonlinear Robin boundary conditions. Although the original motivation comes from a mathematical model of blood clotting, the nonlinear boundary conditions may also apply to other scientific problems. The main contribution of this work is a generic algorithm for generating third-order, fourth-order, and even higher-order explicit ghost-filling formulas to enforce nonlinear Robin boundary conditions in multiple dimensions. Under the framework of finite volume methods, this appears to be the first algorithm of its kind. Numerical experiments on boundary value problems show that the proposed fourth-order formula can be much more accurate and efficient than a simple second-order formula. Furthermore, the proposed ghost-filling formulas may also be useful for solving other partial differential equations.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brantley, P S
2006-09-27
We describe an asymptotic analysis of the coupled nonlinear system of equations describing time-dependent three-dimensional monoenergetic neutron transport and isotopic depletion and radioactive decay. The classic asymptotic diffusion scaling of Larsen and Keller [1], along with a consistent small scaling of the terms describing the radioactive decay of isotopes, is applied to this coupled nonlinear system of equations in a medium of specified initial isotopic composition. The analysis demonstrates that to leading order the neutron transport equation limits to the standard time-dependent neutron diffusion equation with macroscopic cross sections whose number densities are determined by the standard system of ordinarymore » differential equations, the so-called Bateman equations, describing the temporal evolution of the nuclide number densities.« less
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.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.
Baranwal, Vipul K; Pandey, Ram K; Singh, Om P
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
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.
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 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
Automatic simplification of systems of reaction-diffusion equations by a posteriori analysis.
Maybank, Philip J; Whiteley, Jonathan P
2014-02-01
Many mathematical models in biology and physiology are represented by systems of nonlinear differential equations. In recent years these models have become increasingly complex in order to explain the enormous volume of data now available. A key role of modellers is to determine which components of the model have the greatest effect on a given observed behaviour. An approach for automatically fulfilling this role, based on a posteriori analysis, has recently been developed for nonlinear initial value ordinary differential equations [J.P. Whiteley, Model reduction using a posteriori analysis, Math. Biosci. 225 (2010) 44-52]. In this paper we extend this model reduction technique for application to both steady-state and time-dependent nonlinear reaction-diffusion systems. Exemplar problems drawn from biology are used to demonstrate the applicability of the technique. Copyright © 2014 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Mamehrashi, K.; Yousefi, S. A.
2017-02-01
This paper presents a numerical solution for solving a nonlinear 2-D optimal control problem (2DOP). The performance index of a nonlinear 2DOP is described with a state and a control function. Furthermore, dynamic constraint of the system is given by a classical diffusion equation. It is preferred to use the Ritz method for finding the numerical solution of the problem. The method is based upon the Legendre polynomial basis. By using this method, the given optimisation nonlinear 2DOP reduces to the problem of solving a system of algebraic equations. The benefit of the method is that it provides greater flexibility in which the given initial and boundary conditions of the problem are imposed. Moreover, compared with the eigenfunction method, the satisfactory results are obtained only in a small number of polynomials order. This numerical approach is applicable and effective for such a kind of nonlinear 2DOP. The convergence of the method is extensively discussed and finally two illustrative examples are included to observe the validity and applicability of the new technique developed in the current work.
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.
On the effects of nonlinear boundary conditions in diffusive logistic equations on bounded domains
NASA Astrophysics Data System (ADS)
Cantrell, Robert Stephen; Cosner, Chris
We study a diffusive logistic equation with nonlinear boundary conditions. The equation arises as a model for a population that grows logistically inside a patch and crosses the patch boundary at a rate that depends on the population density. Specifically, the rate at which the population crosses the boundary is assumed to decrease as the density of the population increases. The model is motivated by empirical work on the Glanville fritillary butterfly. We derive local and global bifurcation results which show that the model can have multiple equilibria and in some parameter ranges can support Allee effects. The analysis leads to eigenvalue problems with nonstandard boundary conditions.
3D early embryogenesis image filtering by nonlinear partial differential equations.
Krivá, Z; Mikula, K; Peyriéras, N; Rizzi, B; Sarti, A; Stasová, O
2010-08-01
We present nonlinear diffusion equations, numerical schemes to solve them and their application for filtering 3D images obtained from laser scanning microscopy (LSM) of living zebrafish embryos, with a goal to identify the optimal filtering method and its parameters. In the large scale applications dealing with analysis of 3D+time embryogenesis images, an important objective is a correct detection of the number and position of cell nuclei yielding the spatio-temporal cell lineage tree of embryogenesis. The filtering is the first and necessary step of the image analysis chain and must lead to correct results, removing the noise, sharpening the nuclei edges and correcting the acquisition errors related to spuriously connected subregions. In this paper we study such properties for the regularized Perona-Malik model and for the generalized mean curvature flow equations in the level-set formulation. A comparison with other nonlinear diffusion filters, like tensor anisotropic diffusion and Beltrami flow, is also included. All numerical schemes are based on the same discretization principles, i.e. finite volume method in space and semi-implicit scheme in time, for solving nonlinear partial differential equations. These numerical schemes are unconditionally stable, fast and naturally parallelizable. The filtering results are evaluated and compared first using the Mean Hausdorff distance between a gold standard and different isosurfaces of original and filtered data. Then, the number of isosurface connected components in a region of interest (ROI) detected in original and after the filtering is compared with the corresponding correct number of nuclei in the gold standard. Such analysis proves the robustness and reliability of the edge preserving nonlinear diffusion filtering for this type of data and lead to finding the optimal filtering parameters for the studied models and numerical schemes. Further comparisons consist in ability of splitting the very close objects which are artificially connected due to acquisition error intrinsically linked to physics of LSM. In all studied aspects it turned out that the nonlinear diffusion filter which is called geodesic mean curvature flow (GMCF) has the best performance. Copyright 2010 Elsevier B.V. All rights reserved.
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.
NASA Technical Reports Server (NTRS)
Li, Jian-Zhong; Cheung, Samson H.; Ning, C. Z.
2001-01-01
Carrier diffusion and thermal conduction play a fundamental role in the operation of high-power, broad-area semiconductor lasers. Restricted geometry, high pumping level and dynamic instability lead to inhomogeneous spatial distribution of plasma density, temperature, as well as light field, due to strong light-matter interaction. Thus, modeling and simulation of such optoelectronic devices rely on detailed descriptions of carrier dynamics and energy transport in the system. A self-consistent description of lasing and heating in large-aperture, inhomogeneous edge- or surface-emitting lasers (VCSELs) require coupled diffusion equations for carrier density and temperature. In this paper, we derive such equations from the Boltzmann transport equation for the carrier distributions. The derived self- and mutual-diffusion coefficients are in general nonlinear functions of carrier density and temperature including many-body interactions. We study the effects of many-body interactions on these coefficients, as well as the nonlinearity of these coefficients for large-area VCSELs. The effects of mutual diffusions on carrier and temperature distributions in gain-guided VCSELs will be also presented.
NASA Astrophysics Data System (ADS)
Plastino, A. R.; Curado, E. M. F.; Nobre, F. D.; Tsallis, C.
2018-02-01
Nonlinear Fokker-Planck equations endowed with power-law diffusion terms have proven to be valuable tools for the study of diverse complex systems in physics, biology, and other fields. The nonlinearity appearing in these evolution equations can be interpreted as providing an effective description of a system of particles interacting via short-range forces while performing overdamped motion under the effect of an external confining potential. This point of view has been recently applied to the study of thermodynamical features of interacting vortices in type II superconductors. In the present work we explore an embedding of the nonlinear Fokker-Planck equation within a Vlasov equation, thus incorporating inertial effects to the concomitant particle dynamics. Exact time-dependent solutions of the q -Gaussian form (with compact support) are obtained for the Vlasov equation in the case of quadratic confining potentials.
Unifying diffusion and seepage for nonlinear gas transport in multiscale porous media
NASA Astrophysics Data System (ADS)
Song, Hongqing; Wang, Yuhe; Wang, Jiulong; Li, Zhengyi
2016-09-01
We unify the diffusion and seepage process for nonlinear gas transport in multiscale porous media via a proposed new general transport equation. A coherent theoretical derivation indicates the wall-molecule and molecule-molecule collisions drive the Knudsen and collective diffusive fluxes, and constitute the system pressure across the porous media. A new terminology, nominal diffusion coefficient can summarize Knudsen and collective diffusion coefficients. Physical and numerical experiments show the support of the new formulation and provide approaches to obtain the diffusion coefficient and permeability simultaneously. This work has important implication for natural gas extraction and greenhouse gases sequestration in geological formations.
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
An adaptive grid algorithm for one-dimensional nonlinear equations
NASA Technical Reports Server (NTRS)
Gutierrez, William E.; Hills, Richard G.
1990-01-01
Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.
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.
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 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.
NASA Astrophysics Data System (ADS)
Ganesh Kumar, K.; Archana, M.; Gireesha, B. J.; Krishanamurthy, M. R.; Rudraswamy, N. G.
2018-03-01
A study on magnetohydrodynamic mixed convection flow of Casson fluid over a vertical plate has been modelled in the presence of Cross diffusion effect and nonlinear thermal radiation. The governing partial differential equations are remodelled into ordinary differential equations by using similarity transformation. The accompanied differential equations are resolved numerically by using Runge-Kutta-Fehlberg forth-fifth order along with shooting method (RKF45 Method). The results of various physical parameters on velocity and temperature profiles are given diagrammatically. The numerical values of the local skin friction coefficient, local Nusselt number and local Sherwood number also are shown in a tabular form. It is found that, effect of Dufour and Soret parameter increases the temperature and concentration component correspondingly.
Nonlinear differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis ismore » on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.« less
Isostable reduction with applications to time-dependent partial differential equations.
Wilson, Dan; Moehlis, Jeff
2016-07-01
Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.
Maximum Path Information and Fokker Planck Equation
NASA Astrophysics Data System (ADS)
Li, Wei; Wang A., Q.; LeMehaute, A.
2008-04-01
We present a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang [Chaos, Solitons & Fractals 23 (2005) 1253] for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q (the index of Tsallis entropy [J. Stat. Phys. 52 (1988) 479] and the time t.
Nonlinear diffusion filtering of the GOCE-based satellite-only MDT
NASA Astrophysics Data System (ADS)
Čunderlík, Róbert; Mikula, Karol
2015-04-01
A combination of the GRACE/GOCE-based geoid models and mean sea surface models provided by satellite altimetry allows modelling of the satellite-only mean dynamic topography (MDT). Such MDT models are significantly affected by a stripping noise due to omission errors of the spherical harmonics approach. Appropriate filtering of this kind of noise is crucial in obtaining reliable results. In our study we use the nonlinear diffusion filtering based on a numerical solution to the nonlinear diffusion equation on closed surfaces (e.g. on a sphere, ellipsoid or the discretized Earth's surface), namely the regularized surface Perona-Malik model. A key idea is that the diffusivity coefficient depends on an edge detector. It allows effectively reduce the noise while preserve important gradients in filtered data. Numerical experiments present nonlinear filtering of the satellite-only MDT obtained as a combination of the DTU13 mean sea surface model and GO_CONS_GCF_2_DIR_R5 geopotential model. They emphasize an adaptive smoothing effect as a principal advantage of the nonlinear diffusion filtering. Consequently, the derived velocities of the ocean geostrophic surface currents contain stronger signal.
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.
FAST TRACK COMMUNICATION Time-dependent exact solutions of the nonlinear Kompaneets equation
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.
2010-12-01
Time-dependent exact solutions of the Kompaneets photon diffusion equation are obtained for several approximations of this equation. One of the approximations describes the case when the induced scattering is dominant. In this case, the Kompaneets equation has an additional symmetry which is used for constructing some exact solutions as group invariant solutions.
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.
Turbulent transport of a passive-scalar field by using a renormalization-group method
NASA Technical Reports Server (NTRS)
Hossain, Murshed
1992-01-01
A passive-scalar field is considered to evolve under the influence of a turbulent fluid governed by the Navier-Stokes equation. Turbulent-transport coefficients are calculated by small-scale elimination using a renormalization-group method. Turbulent processes couple both the viscosity and the diffusivity. In the absence of any correlation between the passive-scalar fluctuations and any component of the fluid velocity, the renormalized diffusivity is essentially the same as if the fluid velocity were frozen, although the renormalized equation does contain higher-order nonlinear terms involving viscosity. This arises due to the nonlinear interaction of the velocity with itself. In the presence of a finite correlation, the turbulent diffusivity becomes coupled with both the velocity field and the viscosity. There is then a dependence of the turbulent decay of the passive scalar on the turbulent Prandtl number.
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).
NASA Astrophysics Data System (ADS)
Gao, Peng
2018-06-01
This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.
NASA Astrophysics Data System (ADS)
Gao, Peng
2018-04-01
This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.
DEVELOPMENT OF SPLIT-OPERATOR, PETROV-GALERKIN METHODS TO SIMULATE TRANSPORT AND DIFFUSION PROBLEMS
The rate at which contaminants in groundwater undergo sorption and desorption is routinely described using diffusion models. Such approaches, when incorporated into transport models, lead to large systems of coupled equations, often nonlinear. This has restricted applications of ...
COMPARISON OF NUMERICAL SCHEMES FOR SOLVING A SPHERICAL PARTICLE DIFFUSION EQUATION
A new robust iterative numerical scheme was developed for a nonlinear diffusive model that described sorption dynamics in spherical particle suspensions. he numerical scheme had been applied to finite difference and finite element models that showed rapid convergence and stabilit...
Enhanced diffusion on oscillating surfaces through synchronization
NASA Astrophysics Data System (ADS)
Wang, Jin; Cao, Wei; Ma, Ming; Zheng, Quanshui
2018-02-01
The diffusion of molecules and clusters under nanoscale confinement or absorbed on surfaces is the key controlling factor in dynamical processes such as transport, chemical reaction, or filtration. Enhancing diffusion could benefit these processes by increasing their transport efficiency. Using a nonlinear Langevin equation with an extensive number of simulations, we find a large enhancement in diffusion through surface oscillation. For helium confined in a narrow carbon nanotube, the diffusion enhancement is estimated to be over three orders of magnitude. A synchronization mechanism between the kinetics of the particles and the oscillating surface is revealed. Interestingly, a highly nonlinear negative correlation between diffusion coefficient and temperature is predicted based on this mechanism, and further validated by simulations. Our results provide a general and efficient method for enhancing diffusion, especially at low temperatures.
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.
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.
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.
A Model for the Oxidation of C/SiC Composite Structures
NASA Technical Reports Server (NTRS)
Sullivan, Roy M.
2003-01-01
A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of C/SiC composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. Within the mathematical formulation, two diffusion mechanisms are possible: (1) the relative diffusion of one species with respect to the mixture, which is concentration gradient driven and (2) the diffusion associated with the average velocity of the gas mixture, which is total gas pressure gradient driven. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations must be solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of space and time. The local rate of carbon oxidation is determined as a function of space and time using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The end result is a numerical scheme capable of determining the variation of the local carbon oxidation rates as a function of space and time for any arbitrary C/SiC composite structures.
Semistable extremal ground states for nonlinear evolution equations in unbounded domains
NASA Astrophysics Data System (ADS)
Rodríguez-Bernal, Aníbal; Vidal-López, Alejandro
2008-02-01
In this paper we show that dissipative reaction-diffusion equations in unbounded domains posses extremal semistable ground states equilibria, which bound asymptotically the global dynamics. Uniqueness of such positive ground state and their approximation by extremal equilibria in bounded domains is also studied. The results are then applied to the important case of logistic equations.
NASA Astrophysics Data System (ADS)
Lukyanenko, D. V.; Shishlenin, M. A.; Volkov, V. T.
2018-01-01
We propose the numerical method for solving coefficient inverse problem for a nonlinear singularly perturbed reaction-diffusion-advection equation with the final time observation data based on the asymptotic analysis and the gradient method. Asymptotic analysis allows us to extract a priory information about interior layer (moving front), which appears in the direct problem, and boundary layers, which appear in the conjugate problem. We describe and implement the method of constructing a dynamically adapted mesh based on this a priory information. The dynamically adapted mesh significantly reduces the complexity of the numerical calculations and improve the numerical stability in comparison with the usual approaches. Numerical example shows the effectiveness of the proposed method.
Meerson, Baruch; Fouxon, Itzhak; Vilenkin, Arkady
2008-02-01
We employ hydrodynamic equations to investigate nonstationary channel flows of freely cooling dilute gases of hard and smooth spheres with nearly elastic particle collisions. This work focuses on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the gas. As a result, the gas pressure rapidly becomes almost homogeneous, while the typical Mach number of the flow drops well below unity. Eliminating the acoustic modes and employing Lagrangian coordinates, we reduce the hydrodynamic equations to a single nonlinear and nonlocal equation of a reaction-diffusion type. This equation describes a broad class of channel flows and, in particular, can follow the development of the clustering instability from a weakly perturbed homogeneous cooling state to strongly nonlinear states. If the heat diffusion is neglected, the reduced equation becomes exactly soluble, and the solution develops a finite-time density blowup. The blowup has the same local features at singularity as those exhibited by the recently found family of exact solutions of the full set of ideal hydrodynamic equations [I. Fouxon, Phys. Rev. E 75, 050301(R) (2007); I. Fouxon,Phys. Fluids 19, 093303 (2007)]. The heat diffusion, however, always becomes important near the attempted singularity. It arrests the density blowup and brings about previously unknown inhomogeneous cooling states (ICSs) of the gas, where the pressure continues to decay with time, while the density profile becomes time-independent. The ICSs represent exact solutions of the full set of granular hydrodynamic equations. Both the density profile of an ICS and the characteristic relaxation time toward it are determined by a single dimensionless parameter L that describes the relative role of the inelastic energy loss and heat diffusion. At L>1 the intermediate cooling dynamics proceeds as a competition between "holes": low-density regions of the gas. This competition resembles Ostwald ripening (only one hole survives at the end), and we report a particular regime where the "hole ripening" statistics exhibits a simple dynamic scaling behavior.
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.
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
Fully implicit moving mesh adaptive algorithm
NASA Astrophysics Data System (ADS)
Chacon, Luis
2005-10-01
In many problems of interest, the numerical modeler is faced with the challenge of dealing with multiple time and length scales. The former is best dealt with with fully implicit methods, which are able to step over fast frequencies to resolve the dynamical time scale of interest. The latter requires grid adaptivity for efficiency. Moving-mesh grid adaptive methods are attractive because they can be designed to minimize the numerical error for a given resolution. However, the required grid governing equations are typically very nonlinear and stiff, and of considerably difficult numerical treatment. Not surprisingly, fully coupled, implicit approaches where the grid and the physics equations are solved simultaneously are rare in the literature, and circumscribed to 1D geometries. In this study, we present a fully implicit algorithm for moving mesh methods that is feasible for multidimensional geometries. A crucial element is the development of an effective multilevel treatment of the grid equation.ootnotetextL. Chac'on, G. Lapenta, A fully implicit, nonlinear adaptive grid strategy, J. Comput. Phys., accepted (2005) We will show that such an approach is competitive vs. uniform grids both from the accuracy (due to adaptivity) and the efficiency standpoints. Results for a variety of models 1D and 2D geometries, including nonlinear diffusion, radiation-diffusion, Burgers equation, and gas dynamics will be presented.
Distribution of thermal neutrons in a temperature gradient
NASA Astrophysics Data System (ADS)
Molinari, V. G.; Pollachini, L.
A method to determine the spatial distribution of the thermal spectrum of neutrons in heterogeneous systems is presented. The method is based on diffusion concepts and has a simple mathematical structure which increases computing efficiency. The application of this theory to the neutron thermal diffusion induced by a temperature gradient, as found in nuclear reactors, is described. After introducing approximations, a nonlinear equation system representing the neutron temperature is given. Values of the equation parameters and its dependence on geometrical factors and media characteristics are discussed.
Thermodynamics of viscoelastic rate-type fluids with stress diffusion
NASA Astrophysics Data System (ADS)
Málek, Josef; Průša, Vít; Skřivan, Tomáš; Süli, Endre
2018-02-01
We propose thermodynamically consistent models for viscoelastic fluids with a stress diffusion term. In particular, we derive variants of compressible/incompressible Maxwell/Oldroyd-B models with a stress diffusion term in the evolution equation for the extra stress tensor. It is shown that the stress diffusion term can be interpreted either as a consequence of a nonlocal energy storage mechanism or as a consequence of a nonlocal entropy production mechanism, while different interpretations of the stress diffusion mechanism lead to different evolution equations for the temperature. The benefits of the knowledge of the thermodynamical background of the derived models are documented in the study of nonlinear stability of equilibrium rest states. The derived models open up the possibility to study fully coupled thermomechanical problems involving viscoelastic rate-type fluids with stress diffusion.
A three-dimensional, finite element model for coastal and estuarine circulation
Walters, R.A.
1992-01-01
This paper describes the development and application of a three-dimensional model for coastal and estuarine circulation. The model uses a harmonic expansion in time and a finite element discretization in space. All nonlinear terms are retained, including quadratic bottom stress, advection and wave transport (continuity nonlinearity). The equations are solved as a global and a local problem, where the global problem is the solution of the wave equation formulation of the shallow water equations, and the local problem is the solution of the momentum equation for the vertical velocity profile. These equations are coupled to the advection-diffusion equation for salt so that density gradient forcing is included in the momentum equations. The model is applied to a study of Delaware Bay, U.S.A., where salinity intrusion is the primary focus. ?? 1991.
Li, Simeng; Li, Nianbei
2018-03-28
For one-dimensional (1d) nonlinear atomic lattices, the models with on-site nonlinearities such as the Frenkel-Kontorova (FK) and ϕ 4 lattices have normal energy transport while the models with inter-site nonlinearities such as the Fermi-Pasta-Ulam-β (FPU-β) lattice exhibit anomalous energy transport. The 1d Discrete Nonlinear Schrödinger (DNLS) equations with on-site nonlinearities has been previously studied and normal energy transport has also been found. Here, we investigate the energy transport of 1d FPU-like DNLS equations with inter-site nonlinearities. Extended from the FPU-β lattice, the renormalized vibration theory is developed for the FPU-like DNLS models and the predicted renormalized vibrations are verified by direct numerical simulations same as the FPU-β lattice. However, the energy diffusion processes are explored and normal energy transport is observed for the 1d FPU-like DNLS models, which is different from their atomic lattice counterpart of FPU-β lattice. The reason might be that, unlike nonlinear atomic lattices where models with on-site nonlinearities have one less conserved quantities than the models with inter-site nonlinearities, the DNLS models with on-site or inter-site nonlinearities have the same number of conserved quantities as the result of gauge transformation.
Microscopic Lagrangian description of warm plasmas. III - Nonlinear wave-particle interaction
NASA Technical Reports Server (NTRS)
Galloway, J. J.; Crawford, F. W.
1977-01-01
The averaged-Lagrangian method is applied to nonlinear wave-particle interactions in an infinite, homogeneous, magnetic-field-free plasma. The specific example of Langmuir waves is considered, and the combined effects of four-wave interactions and wave-particle interactions are treated. It is demonstrated how the latter lead to diffusion in velocity space, and the quasilinear diffusion equation is derived. The analysis is generalized to the random phase approximation. The paper concludes with a summary of the method as applied in Parts 1-3 of the paper.
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.
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.
New Quantum Diffusion Monte Carlo Method for strong field time dependent problems
NASA Astrophysics Data System (ADS)
Kalinski, Matt
2017-04-01
We have recently formulated the Quantum Diffusion Quantum Monte Carlo (QDMC) method for the solution of the time-dependent Schrödinger equation when it is equivalent to the reaction-diffusion system coupled by the highly nonlinear potentials of the type of Shay. Here we formulate a new Time Dependent QDMC method free of the nonlinearities described by the constant stochastic process of the coupled diffusion with transmutation. As before two kinds of diffusing particles (color walkers) are considered but which can further also transmute one into the other. Each of the species undergoes the hypothetical Einstein random walk progression with transmutation. The progressed particles transmute into the particles of the other kind before contributing to or annihilating the other particles density. This fully emulates the Time Dependent Schrödinger equation for any number of quantum particles. The negative sign of the real and the imaginary parts of the wave function is handled by the ``spinor'' densities carrying the sign as the degree of freedom. We apply the method for the exact time-dependent observation of our discovered two-electron Langmuir configurations in the magnetic and circularly polarized fields.
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.
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.
Wave theory of turbulence in compressible media
NASA Technical Reports Server (NTRS)
Kentzer, C. P.
1975-01-01
An acoustical theory of turbulence was developed to aid in the study of the generation of sound in turbulent flows. The statistical framework adopted is a quantum-like wave dynamical formulation in terms of complex distribution functions. This formulation results in nonlinear diffusion-type transport equations for the probability densities of the five modes of wave propagation: two vorticity modes, one entropy mode, and two acoustic modes. This system of nonlinear equations is closed and complete. The technique of analysis was chosen such that direct applications to practical problems can be obtained with relative ease.
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).
Nonlinear parallel momentum transport in strong electrostatic turbulence
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Lu, E-mail: luwang@hust.edu.cn; Wen, Tiliang; Diamond, P. H.
2015-05-15
Most existing theoretical studies of momentum transport focus on calculating the Reynolds stress based on quasilinear theory, without considering the nonlinear momentum flux-〈v{sup ~}{sub r}n{sup ~}u{sup ~}{sub ∥}〉. However, a recent experiment on TORPEX found that the nonlinear toroidal momentum flux induced by blobs makes a significant contribution as compared to the Reynolds stress [Labit et al., Phys. Plasmas 18, 032308 (2011)]. In this work, the nonlinear parallel momentum flux in strong electrostatic turbulence is calculated by using a three dimensional Hasegawa-Mima equation, which is relevant for tokamak edge turbulence. It is shown that the nonlinear diffusivity is smaller thanmore » the quasilinear diffusivity from Reynolds stress. However, the leading order nonlinear residual stress can be comparable to the quasilinear residual stress, and so may be important to intrinsic rotation in tokamak edge plasmas. A key difference from the quasilinear residual stress is that parallel fluctuation spectrum asymmetry is not required for nonlinear residual stress.« less
NASA Astrophysics Data System (ADS)
Artemyev, Anton V.; Neishtadt, Anatoly I.; Vasiliev, Alexei A.
2018-04-01
Accurately modelling and forecasting of the dynamics of the Earth's radiation belts with the available computer resources represents an important challenge that still requires significant advances in the theoretical plasma physics field of wave-particle resonant interaction. Energetic electron acceleration or scattering into the Earth's atmosphere are essentially controlled by their resonances with electromagnetic whistler mode waves. The quasi-linear diffusion equation describes well this resonant interaction for low intensity waves. During the last decade, however, spacecraft observations in the radiation belts have revealed a large number of whistler mode waves with sufficiently high intensity to interact with electrons in the nonlinear regime. A kinetic equation including such nonlinear wave-particle interactions and describing the long-term evolution of the electron distribution is the focus of the present paper. Using the Hamiltonian theory of resonant phenomena, we describe individual electron resonance with an intense coherent whistler mode wave. The derived characteristics of such a resonance are incorporated into a generalized kinetic equation which includes non-local transport in energy space. This transport is produced by resonant electron trapping and nonlinear acceleration. We describe the methods allowing the construction of nonlinear resonant terms in the kinetic equation and discuss possible applications of this equation.
Birth-jump processes and application to forest fire spotting.
Hillen, T; Greese, B; Martin, J; de Vries, G
2015-01-01
Birth-jump models are designed to describe population models for which growth and spatial spread cannot be decoupled. A birth-jump model is a nonlinear integro-differential equation. We present two different derivations of this equation, one based on a random walk approach and the other based on a two-compartmental reaction-diffusion model. In the case that the redistribution kernels are highly concentrated, we show that the integro-differential equation can be approximated by a reaction-diffusion equation, in which the proliferation rate contributes to both the diffusion term and the reaction term. We completely solve the corresponding critical domain size problem and the minimal wave speed problem. Birth-jump models can be applied in many areas in mathematical biology. We highlight an application of our results in the context of forest fire spread through spotting. We show that spotting increases the invasion speed of a forest fire front.
Conditions for extreme sensitivity of protein diffusion in membranes to cell environments
Tserkovnyak, Yaroslav; Nelson, David R.
2006-01-01
We study protein diffusion in multicomponent lipid membranes close to a rigid substrate separated by a layer of viscous fluid. The large-distance, long-time asymptotics for Brownian motion are calculated by using a nonlinear stochastic Navier–Stokes equation including the effect of friction with the substrate. The advective nonlinearity, neglected in previous treatments, gives only a small correction to the renormalized viscosity and diffusion coefficient at room temperature. We find, however, that in realistic multicomponent lipid mixtures, close to a critical point for phase separation, protein diffusion acquires a strong power-law dependence on temperature and the distance to the substrate H, making it much more sensitive to cell environment, unlike the logarithmic dependence on H and very small thermal correction away from the critical point. PMID:17008402
Phase transition of traveling waves in bacterial colony pattern
NASA Astrophysics Data System (ADS)
Wakano, Joe Yuichiro; Komoto, Atsushi; Yamaguchi, Yukio
2004-05-01
Depending on the growth condition, bacterial colonies can exhibit different morphologies. Many previous studies have used reaction diffusion equations to reproduce spatial patterns. They have revealed that nonlinear reaction term can produce diverse patterns as well as nonlinear diffusion coefficient. Typical reaction term consists of nutrient consumption, bacterial reproduction, and sporulation. Among them, the functional form of sporulation rate has not been biologically investigated. Here we report experimentally measured sporulation rate. Then, based on the result, a reaction diffusion model is proposed. One-dimensional simulation showed the existence of traveling wave solution. We study the wave form as a function of the initial nutrient concentration and find two distinct types of solution. Moreover, transition between them is very sharp, which is analogous to phase transition. The velocity of traveling wave also shows sharp transition in nonlinear diffusion model, which is consistent with the previous experimental result. The phenomenon can be explained by separatrix in reaction term dynamics. Results of two-dimensional simulation are also shown and discussed.
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
Analytical approach for the fractional differential equations by using the extended tanh method
NASA Astrophysics Data System (ADS)
Pandir, Yusuf; Yildirim, Ayse
2018-07-01
In this study, we consider analytical solutions of space-time fractional derivative foam drainage equation, the nonlinear Korteweg-de Vries equation with time and space-fractional derivatives and time-fractional reaction-diffusion equation by using the extended tanh method. The fractional derivatives are defined in the modified Riemann-Liouville context. As a result, various exact analytical solutions consisting of trigonometric function solutions, kink-shaped soliton solutions and new exact solitary wave solutions are obtained.
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.
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.
A strictly Markovian expansion for plasma turbulence theory
NASA Technical Reports Server (NTRS)
Jones, F. C.
1976-01-01
The collision operator that appears in the equation of motion for a particle distribution function that was averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. An expansion is derived for the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest nontrivial order. The validity of this expansion is seen to be the same as that of the standard quasilinear expansion.
1/f Noise Inside a Faraday Cage
NASA Astrophysics Data System (ADS)
Handel, Peter H.; George, Thomas F.
2009-04-01
We show that quantum 1/f noise does not have a lower frequency limit given by the lowest free electromagnetic field mode in a Faraday cage, even in an ideal cage. Indeed, quantum 1/f noise comes from the infrared-divergent coupling of the field with the charges, in their joint nonlinear system, where the charges cause the field that reacts back on the charges, and so on. This low-frequency limitation is thus not applicable for the nonlinear system of matter and field in interaction. Indeed, this nonlinear system is governed by Newton's laws, Maxwell's equations, in general also by the diffusion equations for particles and heat, or reaction kinetics given by quantum matrix elements. Nevertheless, all the other quantities can be eliminated in principle, resulting in highly nonlinear integro-differential equations for the electromagnetic field only, which no longer yield a fundamental frequency. Alternatively, we may describe this through the presence of an infinite system of subharmonics. We show how this was proven early in the classical and quantum domains, adding new insight.
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.
Group-kinetic theory of turbulence
NASA Technical Reports Server (NTRS)
Tchen, C. M.
1986-01-01
The two phases are governed by two coupled systems of Navier-Stokes equations. The couplings are nonlinear. These equations describe the microdynamical state of turbulence, and are transformed into a master equation. By scaling, a kinetic hierarchy is generated in the form of groups, representing the spectral evolution, the diffusivity and the relaxation. The loss of memory in formulating the relaxation yields the closure. The network of sub-distributions that participates in the relaxation is simulated by a self-consistent porous medium, so that the average effect on the diffusivity is to make it approach equilibrium. The kinetic equation of turbulence is derived. The method of moments reverts it to the continuum. The equation of spectral evolution is obtained and the transport properties are calculated. In inertia turbulence, the Kolmogoroff law for weak coupling and the spectrum for the strong coupling are found. As the fluid analog, the nonlinear Schrodinger equation has a driving force in the form of emission of solitons by velocity fluctuations, and is used to describe the microdynamical state of turbulence. In order for the emission together with the modulation to participate in the transport processes, the non-homogeneous Schrodinger equation is transformed into a homogeneous master equation. By group-scaling, the master equation is decomposed into a system of transport equations, replacing the Bogoliubov system of equations of many-particle distributions. It is in the relaxation that the memory is lost when the ensemble of higher-order distributions is simulated by an effective porous medium. The closure is thus found. The kinetic equation is derived and transformed into the equation of spectral flow.
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.
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.
Recent advances in computational-analytical integral transforms for convection-diffusion problems
NASA Astrophysics Data System (ADS)
Cotta, R. M.; Naveira-Cotta, C. P.; Knupp, D. C.; Zotin, J. L. Z.; Pontes, P. C.; Almeida, A. P.
2017-10-01
An unifying overview of the Generalized Integral Transform Technique (GITT) as a computational-analytical approach for solving convection-diffusion problems is presented. This work is aimed at bringing together some of the most recent developments on both accuracy and convergence improvements on this well-established hybrid numerical-analytical methodology for partial differential equations. Special emphasis is given to novel algorithm implementations, all directly connected to enhancing the eigenfunction expansion basis, such as a single domain reformulation strategy for handling complex geometries, an integral balance scheme in dealing with multiscale problems, the adoption of convective eigenvalue problems in formulations with significant convection effects, and the direct integral transformation of nonlinear convection-diffusion problems based on nonlinear eigenvalue problems. Then, selected examples are presented that illustrate the improvement achieved in each class of extension, in terms of convergence acceleration and accuracy gain, which are related to conjugated heat transfer in complex or multiscale microchannel-substrate geometries, multidimensional Burgers equation model, and diffusive metal extraction through polymeric hollow fiber membranes. Numerical results are reported for each application and, where appropriate, critically compared against the traditional GITT scheme without convergence enhancement schemes and commercial or dedicated purely numerical approaches.
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.
Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK
2014-01-01
Background Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system’s set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This “code-based” approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. Results As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. Conclusions The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts. PMID:24725437
Simulations of pattern dynamics for reaction-diffusion systems via SIMULINK.
Wang, Kaier; Steyn-Ross, Moira L; Steyn-Ross, D Alistair; Wilson, Marcus T; Sleigh, Jamie W; Shiraishi, Yoichi
2014-04-11
Investigation of the nonlinear pattern dynamics of a reaction-diffusion system almost always requires numerical solution of the system's set of defining differential equations. Traditionally, this would be done by selecting an appropriate differential equation solver from a library of such solvers, then writing computer codes (in a programming language such as C or Matlab) to access the selected solver and display the integrated results as a function of space and time. This "code-based" approach is flexible and powerful, but requires a certain level of programming sophistication. A modern alternative is to use a graphical programming interface such as Simulink to construct a data-flow diagram by assembling and linking appropriate code blocks drawn from a library. The result is a visual representation of the inter-relationships between the state variables whose output can be made completely equivalent to the code-based solution. As a tutorial introduction, we first demonstrate application of the Simulink data-flow technique to the classical van der Pol nonlinear oscillator, and compare Matlab and Simulink coding approaches to solving the van der Pol ordinary differential equations. We then show how to introduce space (in one and two dimensions) by solving numerically the partial differential equations for two different reaction-diffusion systems: the well-known Brusselator chemical reactor, and a continuum model for a two-dimensional sheet of human cortex whose neurons are linked by both chemical and electrical (diffusive) synapses. We compare the relative performances of the Matlab and Simulink implementations. The pattern simulations by Simulink are in good agreement with theoretical predictions. Compared with traditional coding approaches, the Simulink block-diagram paradigm reduces the time and programming burden required to implement a solution for reaction-diffusion systems of equations. Construction of the block-diagram does not require high-level programming skills, and the graphical interface lends itself to easy modification and use by non-experts.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Fukao, Takeshi; Kurima, Shunsuke; Yokota, Tomomi
2018-05-01
This paper develops an abstract theory for subdifferential operators to give existence and uniqueness of solutions to the initial-boundary problem (P) for the nonlinear diffusion equation in an unbounded domain $\\Omega\\subset\\mathbb{R}^N$ ($N\\in{\\mathbb N}$), written as \\[ \\frac{\\partial u}{\\partial t} + (-\\Delta+1)\\beta(u) = g \\quad \\mbox{in}\\ \\Omega\\times(0, T), \\] which represents the porous media, the fast diffusion equations, etc., where $\\beta$ is a single-valued maximal monotone function on $\\mathbb{R}$, and $T>0$. Existence and uniqueness for (P) were directly proved under a growth condition for $\\beta$ even though the Stefan problem was excluded from examples of (P). This paper completely removes the growth condition for $\\beta$ by confirming Cauchy's criterion for solutions of the following approximate problem (P)$_{\\varepsilon}$ with approximate parameter $\\varepsilon>0$: \\[ \\frac{\\partial u_{\\varepsilon}}{\\partial t} + (-\\Delta+1)(\\varepsilon(-\\Delta+1)u_{\\varepsilon} + \\beta(u_{\\varepsilon}) + \\pi_{\\varepsilon}(u_{\\varepsilon})) = g \\quad \\mbox{in}\\ \\Omega\\times(0, T), \\] which is called the Cahn--Hilliard system, even if $\\Omega \\subset \\mathbb{R}^N$ ($N \\in \\mathbb{N}$) is an unbounded domain. Moreover, it can be seen that the Stefan problem is covered in the framework of this paper.
A strictly Markovian expansion for plasma turbulence theory
NASA Technical Reports Server (NTRS)
Jones, F. C.
1978-01-01
The collision operator that appears in the equation of motion for a particle distribution function that has been averaged over an ensemble of random Hamiltonians is non-Markovian. It is non-Markovian in that it involves a propagated integral over the past history of the ensemble averaged distribution function. All formal expansions of this nonlinear collision operator to date preserve this non-Markovian character term by term yielding an integro-differential equation that must be converted to a diffusion equation by an additional approximation. In this note we derive an expansion of the collision operator that is strictly Markovian to any finite order and yields a diffusion equation as the lowest non-trivial order. The validity of this expansion is seen to be the same as that of the standard quasi-linear expansion.
A deterministic particle method for one-dimensional reaction-diffusion equations
NASA Technical Reports Server (NTRS)
Mascagni, Michael
1995-01-01
We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.
Diffusion Processes Satisfying a Conservation Law Constraint
Bakosi, J.; Ristorcelli, J. R.
2014-03-04
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less
Diffusion Processes Satisfying a Conservation Law Constraint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bakosi, J.; Ristorcelli, J. R.
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less
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
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.
Time-delayed feedback control of diffusion in random walkers.
Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U
2017-07-01
Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.
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.
On a nonlinear model for tumour growth with drug application
NASA Astrophysics Data System (ADS)
Donatelli, Donatella; Trivisa, Konstantina
2015-05-01
We investigate the dynamics of a nonlinear system modelling tumour growth with drug application. The tumour is viewed as a mixture consisting of proliferating, quiescent and dead cells as well as a nutrient in the presence of a drug. The system is given by a multi-phase flow model: the densities of the different cells are governed by a set of transport equations, the density of the nutrient and the density of the drug are governed by rather general diffusion equations, while the velocity of the tumour is given by Brinkman's equation. The domain occupied by the tumour in this setting is a growing continuum Ω with boundary ∂Ω both of which evolve in time. Global-in-time weak solutions are obtained using an approach based on penalization of the boundary behaviour, diffusion and viscosity in the weak formulation. Both the solutions and the domain are rather general, no symmetry assumption is required and the result holds for large initial data. This article is part of a research programme whose aim is the investigation of the effect of drug application in tumour growth.
Spatial pattern dynamics due to the fitness gradient flux in evolutionary games.
deForest, Russ; Belmonte, Andrew
2013-06-01
We introduce a nondiffusive spatial coupling term into the replicator equation of evolutionary game theory. The spatial flux is based on motion due to local gradients in the relative fitness of each strategy, providing a game-dependent alternative to diffusive coupling. We study numerically the development of patterns in one dimension (1D) for two-strategy games including the coordination game and the prisoner's dilemma, and in two dimensions (2D) for the rock-paper-scissors game. In 1D we observe modified traveling wave solutions in the presence of diffusion, and asymptotic attracting states under a frozen-strategy assumption without diffusion. In 2D we observe spiral formation and breakup in the frozen-strategy rock-paper-scissors game without diffusion. A change of variables appropriate to replicator dynamics is shown to correctly capture the 1D asymptotic steady state via a nonlinear diffusion equation.
Spatial pattern dynamics due to the fitness gradient flux in evolutionary games
NASA Astrophysics Data System (ADS)
deForest, Russ; Belmonte, Andrew
2013-06-01
We introduce a nondiffusive spatial coupling term into the replicator equation of evolutionary game theory. The spatial flux is based on motion due to local gradients in the relative fitness of each strategy, providing a game-dependent alternative to diffusive coupling. We study numerically the development of patterns in one dimension (1D) for two-strategy games including the coordination game and the prisoner's dilemma, and in two dimensions (2D) for the rock-paper-scissors game. In 1D we observe modified traveling wave solutions in the presence of diffusion, and asymptotic attracting states under a frozen-strategy assumption without diffusion. In 2D we observe spiral formation and breakup in the frozen-strategy rock-paper-scissors game without diffusion. A change of variables appropriate to replicator dynamics is shown to correctly capture the 1D asymptotic steady state via a nonlinear diffusion equation.
Reactive-Diffusive-Advective Traveling Waves in a Family of Degenerate Nonlinear Equations.
Sánchez-Garduño, Faustino; Pérez-Velázquez, Judith
This paper deals with the analysis of existence of traveling wave solutions (TWS) for a diffusion-degenerate (at D (0) = 0) and advection-degenerate (at h '(0) = 0) reaction-diffusion-advection (RDA) equation. Diffusion is a strictly increasing function and the reaction term generalizes the kinetic part of the Fisher-KPP equation. We consider different forms of the convection term h ( u ): (1) h '( u ) is constant k , (2) h '( u ) = ku with k > 0, and (3) it is a quite general form which guarantees the degeneracy in the advective term. In Case 1, we prove that the task can be reduced to that for the corresponding equation, where k = 0, and then previous results reported from the authors can be extended. For the other two cases, we use both analytical and numerical tools. The analysis we carried out is based on the restatement of searching TWS for the full RDA equation into a two-dimensional dynamical problem. This consists of searching for the conditions on the parameter values for which there exist heteroclinic trajectories of the ordinary differential equations (ODE) system in the traveling wave coordinates. Throughout the paper we obtain the dynamics by using tools coming from qualitative theory of ODE.
Reactive-Diffusive-Advective Traveling Waves in a Family of Degenerate Nonlinear Equations
Sánchez-Garduño, Faustino
2016-01-01
This paper deals with the analysis of existence of traveling wave solutions (TWS) for a diffusion-degenerate (at D(0) = 0) and advection-degenerate (at h′(0) = 0) reaction-diffusion-advection (RDA) equation. Diffusion is a strictly increasing function and the reaction term generalizes the kinetic part of the Fisher-KPP equation. We consider different forms of the convection term h(u): (1) h′(u) is constant k, (2) h′(u) = ku with k > 0, and (3) it is a quite general form which guarantees the degeneracy in the advective term. In Case 1, we prove that the task can be reduced to that for the corresponding equation, where k = 0, and then previous results reported from the authors can be extended. For the other two cases, we use both analytical and numerical tools. The analysis we carried out is based on the restatement of searching TWS for the full RDA equation into a two-dimensional dynamical problem. This consists of searching for the conditions on the parameter values for which there exist heteroclinic trajectories of the ordinary differential equations (ODE) system in the traveling wave coordinates. Throughout the paper we obtain the dynamics by using tools coming from qualitative theory of ODE. PMID:27689131
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.
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.
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.
Computing diffusivities from particle models out of equilibrium
NASA Astrophysics Data System (ADS)
Embacher, Peter; Dirr, Nicolas; Zimmer, Johannes; Reina, Celia
2018-04-01
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have Gaussian fluctuations but it is otherwise allowed to undergo arbitrary out-of-equilibrium evolutions. This could be potentially relevant for particle data obtained from experimental applications. The key idea underlying the method is that finite, yet large, particle systems formally obey stochastic partial differential equations of gradient flow type satisfying a fluctuation-dissipation relation. The strategy is here applied to three classic particle models, namely independent random walkers, a zero-range process and a symmetric simple exclusion process in one space dimension, to allow the comparison with analytic solutions.
NASA Astrophysics Data System (ADS)
Tuan, Nguyen Huy; Van Au, Vo; Khoa, Vo Anh; Lesnic, Daniel
2017-05-01
The identification of the population density of a logistic equation backwards in time associated with nonlocal diffusion and nonlinear reaction, motivated by biology and ecology fields, is investigated. The diffusion depends on an integral average of the population density whilst the reaction term is a global or local Lipschitz function of the population density. After discussing the ill-posedness of the problem, we apply the quasi-reversibility method to construct stable approximation problems. It is shown that the regularized solutions stemming from such method not only depend continuously on the final data, but also strongly converge to the exact solution in L 2-norm. New error estimates together with stability results are obtained. Furthermore, numerical examples are provided to illustrate the theoretical results.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhou Wei, E-mail: zhoux123@umn.edu
2013-06-15
We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain D. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the normal to the boundary and an interior condition weaker than the non-degeneracy of the diffusion term. When the diffusion term, drift term, discount factor, running payoff and terminal payoff are all in the class of C{sup 1,1}( D-bar ) , the value function turns out to be the unique solution in the class of C{sub loc}{sup 1,1}(D) Intersection C{sup 0,1}( D-bar )more » to the associated degenerate Bellman equation with Dirichlet boundary data. Our approach is probabilistic.« less
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.
New Perspectives: Wave Mechanical Interpretations of Dark Matter, Baryon and Dark Energy
NASA Astrophysics Data System (ADS)
Russell, Esra
We model the cosmic components: dark matter, dark energy and baryon distributions in the Cosmic Web by means of highly nonlinear Schrodinger type and reaction diffusion type wave mechanical descriptions. The construction of these wave mechanical models of the structure formation is achieved by introducing the Fisher information measure and its comparison with highly nonlinear term which has dynamical analogy to infamous quantum potential in the wave equations. Strikingly, the comparison of this nonlinear term and the Fisher information measure provides a dynamical distinction between lack of self-organization and self-organization in the dynamical evolution of the cosmic components. Mathematically equivalent to the standard cosmic fluid equations, these approaches make it possible to follow the evolution of the matter distribution even into the highly nonlinear regime by circumventing singularities. Also, numerical realizations of the emerging web-like patterns are presented from the nonlinear dynamics of the baryon component while dark energy component shows Gaussian type dynamics corresponding to soliton-like solutions.
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)
de Brito, P. E.; Nazareno, H. N.
2012-09-01
The object of the present work is to analyze the effect of nonlinearity on wave packet propagation in a square lattice subject to a magnetic and an electric field in the Hall configuration, by using the Discrete Nonlinear Schrödinger Equation (DNLSE). In previous works we have shown that without the nonlinear term, the presence of the magnetic field induces the formation of vortices that remain stationary, while a wave packet is introduced in the system. As for the effect of an applied electric field, it was shown that the vortices propagate in a direction perpendicular to the electric field, similar behavior as presented in the classical treatment, we provide a quantum mechanics explanation for that. We have performed the calculations considering first the action of the magnetic field as well as the nonlinearity. The results indicate that for low values of the nonlinear parameter U the vortices remain stationary while preserving the form. For greater values of the parameter the picture gets distorted, the more so, the greater the nonlinearity. As for the inclusion of the electric field, we note that for small U, the wave packet propagates perpendicular to the applied field, until for greater values of U the wave gets partially localized in a definite region of the lattice. That is, for strong nonlinearity the wave packet gets partially trapped, while the tail of it can propagate through the lattice. Note that this tail propagation is responsible for the over-diffusion for long times of the wave packet under the action of an electric field. We have produced short films that show clearly the time evolution of the wave packet, which can add to the understanding of the dynamics.
A Corresponding Lie Algebra of a Reductive homogeneous Group and Its Applications
NASA Astrophysics Data System (ADS)
Zhang, Yu-Feng; Wu, Li-Xin; Rui, Wen-Juan
2015-05-01
With the help of a Lie algebra of a reductive homogeneous space G/K, where G is a Lie group and K is a resulting isotropy group, we introduce a Lax pair for which an expanding (2+1)-dimensional integrable hierarchy is obtained by applying the binormial-residue representation (BRR) method, whose Hamiltonian structure is derived from the trace identity for deducing (2+1)-dimensional integrable hierarchies, which was proposed by Tu, et al. We further consider some reductions of the expanding integrable hierarchy obtained in the paper. The first reduction is just right the (2+1)-dimensional AKNS hierarchy, the second-type reduction reveals an integrable coupling of the (2+1)-dimensional AKNS equation (also called the Davey-Stewartson hierarchy), a kind of (2+1)-dimensional Schrödinger equation, which was once reobtained by Tu, Feng and Zhang. It is interesting that a new (2+1)-dimensional integrable nonlinear coupled equation is generated from the reduction of the part of the (2+1)-dimensional integrable coupling, which is further reduced to the standard (2+1)-dimensional diffusion equation along with a parameter. In addition, the well-known (1+1)-dimensional AKNS hierarchy, the (1+1)-dimensional nonlinear Schrödinger equation are all special cases of the (2+1)-dimensional expanding integrable hierarchy. Finally, we discuss a few discrete difference equations of the diffusion equation whose stabilities are analyzed by making use of the von Neumann condition and the Fourier method. Some numerical solutions of a special stationary initial value problem of the (2+1)-dimensional diffusion equation are obtained and the resulting convergence and estimation formula are investigated. Supported by the Innovation Team of Jiangsu Province hosted by China University of Mining and Technology (2014), the National Natural Science Foundation of China under Grant No. 11371361, the Fundamental Research Funds for the Central Universities (2013XK03), and the Natural Science Foundation of Shandong Province under Grant No. ZR2013AL016
Electronic transport in disordered chains with saturable nonlinearity
NASA Astrophysics Data System (ADS)
dos Santos, J. L. L.; Nguyen, Ba Phi; de Moura, F. A. B. F.
2015-10-01
In this work we study numerically the dynamics of an initially localized wave packet in one-dimensional disordered chains with saturable nonlinearity. By using the generalized discrete nonlinear Schrödinger equation, we calculate two different physical quantities as a function of time, which are the participation number and the mean square displacement from the excitation site. From detailed numerical analysis, we find that the saturable nonlinearity can promote a sub-diffusive spreading of the wave packet even in the presence of diagonal disorder for a long time. In addition, we also investigate the effect of the saturated nonlinearity for initial times of the electronic evolution thus showing the possibility of mobile breather-like modes.
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.
Feynman-Kac equation for anomalous processes with space- and time-dependent forces
NASA Astrophysics Data System (ADS)
Cairoli, Andrea; Baule, Adrian
2017-04-01
Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.
Chaotic dynamics of large-scale double-diffusive convection in a porous medium
NASA Astrophysics Data System (ADS)
Kondo, Shutaro; Gotoda, Hiroshi; Miyano, Takaya; Tokuda, Isao T.
2018-02-01
We have studied chaotic dynamics of large-scale double-diffusive convection of a viscoelastic fluid in a porous medium from the viewpoint of dynamical systems theory. A fifth-order nonlinear dynamical system modeling the double-diffusive convection is theoretically obtained by incorporating the Darcy-Brinkman equation into transport equations through a physical dimensionless parameter representing porosity. We clearly show that the chaotic convective motion becomes much more complicated with increasing porosity. The degree of dynamic instability during chaotic convective motion is quantified by two important measures: the network entropy of the degree distribution in the horizontal visibility graph and the Kaplan-Yorke dimension in terms of Lyapunov exponents. We also present an interesting on-off intermittent phenomenon in the probability distribution of time intervals exhibiting nearly complete synchronization.
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.
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.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schunert, Sebastian; Hammer, Hans; Lou, Jijie
2016-11-01
The common definition of the diffusion coeffcient as the inverse of three times the transport cross section is not compat- ible with voids. Morel introduced a non-local tensor diffusion coeffcient that remains finite in voids[1]. It can be obtained by solving an auxiliary transport problem without scattering or fission. Larsen and Trahan successfully applied this diffusion coeffcient for enhancing the accuracy of diffusion solutions of very high temperature reactor (VHTR) problems that feature large, optically thin channels in the z-direction [2]. It is demonstrated that a significant reduction of error can be achieved in particular in the optically thin region.more » Along the same line of thought, non-local diffusion tensors are applied modeling the TREAT reactor confirming the findings of Larsen and Trahan [3]. Previous work of the authors have introduced a flexible Nonlinear-Diffusion Acceleration (NDA) method for the first order S N equations discretized with the discontinuous finite element method (DFEM), [4], [5], [6]. This NDA method uses a scalar diffusion coeffcient in the low-order system that is obtained as the flux weighted average of the inverse transport cross section. Hence, it su?ers from very large and potentially unbounded diffusion coeffcients in the low order problem. However, it was noted that the choice of the diffusion coeffcient does not influence consistency of the method at convergence and hence the di?usion coeffcient is essentially a free parameter. The choice of the di?usion coeffcient does, however, affect the convergence behavior of the nonlinear di?usion iterations. Within this work we use Morel’s non-local di?usion coef- ficient in the aforementioned NDA formulation in lieu of the flux weighted inverse of three times the transport cross section. The goal of this paper is to demonstrate that significant en- hancement of the spectral properties of NDA can be achieved in near void regions. For testing the spectral properties of the NDA with non-local diffusion coeffcients, the periodical horizontal interface problem is used [7]. This problem consists of alternating stripes of optically thin and thick materials both of which feature scattering ratios close to unity.« less
Plasma diffusion at the magnetopause? The case of lower hybrid drift waves
NASA Technical Reports Server (NTRS)
Treumann, R. A.; Labelle, J.; Pottelette, R.; Gary, S. P.
1990-01-01
The diffusion expected from the quasilinear theory of the lower hybrid drift instability at the Earth's magnetopause is recalculated. The resulting diffusion coefficient is in principle just marginally large enough to explain the thickness of the boundary layer under quiet conditions, based on observational upper limits for the wave intensities. Thus, one possible model for the boundary layer could involve equilibrium between the diffusion arising from lower hybrid waves and various low processes. However, some recent data and simulations seems to indicate that the magnetopause is not consistent with such a soft diffusive equilibrium model. Furthermore, investigation of the nonlinear equations for the lower hybrid waves for magnetopause parameters indicates that the quasilinear state may never arise because coalescence to large wavelengths, followed by collapse once a critical wavelengths is reached, occur on a time scale faster than the quasilinear diffusion. In this case, an inhomogeneous boundary layer is to be expected. More simulations are required over longer time periods to explore whether this nonlinear evolution really takes place at the magnetopause.
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.
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.
Excitation of turbulence by density waves
NASA Technical Reports Server (NTRS)
Tichen, C. M.
1985-01-01
A nonlinear system describes the microdynamical state of turbulence that is excited by density waves. It consists of an equation of propagation and a master equation. A group-scaling generates the scaled equations of many interacting groups of distribution functions. The two leading groups govern the transport processes of evolution and eddy diffusivity. The remaining sub-groups represent the relaxation for the approach of diffusivity to equilibrium. In strong turbulence, the sub-groups disperse themselves and the ensemble acts like a medium that offers an effective damping to close the hierarchy. The kinetic equation of turbulence is derived. It calculates the eddy viscosity and identifies the effective damping of the assumed medium self-consistently. It formulates the coupling mechanism for the intensification of the turbulent energy at the expense of the wave energy, and the transfer mechanism for the cascade. The spectra of velocity and density fluctuations find the power law k sup-2 and k sup-4, respectively.
Diffusion of multiple species with excluded-volume effects.
Bruna, Maria; Chapman, S Jonathan
2012-11-28
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial differential equations. In this paper we consider multiple interacting subpopulations/species and study how the inter-species competition emerges at the population level. Each individual is described as a finite-size hard core interacting particle undergoing brownian motion. The link between the discrete stochastic equations of motion and the continuum model is considered systematically using the method of matched asymptotic expansions. The system for two species leads to a nonlinear cross-diffusion system for each subpopulation, which captures the enhancement of the effective diffusion rate due to excluded-volume interactions between particles of the same species, and the diminishment due to particles of the other species. This model can explain two alternative notions of the diffusion coefficient that are often confounded, namely collective diffusion and self-diffusion. Simulations of the discrete system show good agreement with the analytic results.
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'.
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.
NASA Technical Reports Server (NTRS)
Khazanov, G. V.; Tel'nikhin, A. A.; Kronberg, T. K.
2007-01-01
In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.
NASA Technical Reports Server (NTRS)
Przekwas, A. J.; Yang, H. Q.
1989-01-01
The capability of accurate nonlinear flow analysis of resonance systems is essential in many problems, including combustion instability. Classical numerical schemes are either too diffusive or too dispersive especially for transient problems. In the last few years, significant progress has been made in the numerical methods for flows with shocks. The objective was to assess advanced shock capturing schemes on transient flows. Several numerical schemes were tested including TVD, MUSCL, ENO, FCT, and Riemann Solver Godunov type schemes. A systematic assessment was performed on scalar transport, Burgers' and gas dynamic problems. Several shock capturing schemes are compared on fast transient resonant pipe flow problems. A system of 1-D nonlinear hyperbolic gas dynamics equations is solved to predict propagation of finite amplitude waves, the wave steepening, formation, propagation, and reflection of shocks for several hundred wave cycles. It is shown that high accuracy schemes can be used for direct, exact nonlinear analysis of combustion instability problems, preserving high harmonic energy content for long periods of time.
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.
NASA Technical Reports Server (NTRS)
Newton, G. P.
1973-01-01
Previous solutions of the problem of the distribution of vibrationally excited molecular nitrogen in the thermosphere have either assumed a Boltzmann distribution and considered diffusion as one of the loss processes or solved for the energy level populations and neglected diffusion. Both of the previous approaches are combined by solving the time dependent continuity equations, including the diffusion process, for the first six energy levels of molecular nitrogen for conditions in the thermosphere corresponding to a stable auroral red arc. The primary source of molecular nitrogen excitation was subexcitation, and inelastic collisions between thermal electrons and molecular nitrogen. The reaction rates for this process were calculated from published cross section calculations. The loss processes for vibrational energy were electron and atomic oxygen quenching and vibrational energy exchange. The coupled sets of nonlinear, partial differential equations were solved numerically by employing finite difference equations.
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%.
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.
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.
NASA Astrophysics Data System (ADS)
Liu, Bingchen; Dong, Mengzhen; Li, Fengjie
2018-04-01
This paper deals with a reaction-diffusion problem with coupled nonlinear inner sources and nonlocal boundary flux. Firstly, we propose the critical exponents on nonsimultaneous blow-up under some conditions on the initial data. Secondly, we combine the scaling technique and the Green's identity method to determine four kinds of simultaneous blow-up rates. Thirdly, the lower and the upper bounds of blow-up time are derived by using Sobolev-type differential inequalities.
Inverse Diffusion Curves Using Shape Optimization.
Zhao, Shuang; Durand, Fredo; Zheng, Changxi
2018-07-01
The inverse diffusion curve problem focuses on automatic creation of diffusion curve images that resemble user provided color fields. This problem is challenging since the 1D curves have a nonlinear and global impact on resulting color fields via a partial differential equation (PDE). We introduce a new approach complementary to previous methods by optimizing curve geometry. In particular, we propose a novel iterative algorithm based on the theory of shape derivatives. The resulting diffusion curves are clean and well-shaped, and the final image closely approximates the input. Our method provides a user-controlled parameter to regularize curve complexity, and generalizes to handle input color fields represented in a variety of formats.
Travelling fronts of the CO oxidation on Pd(111) with coverage-dependent diffusion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cisternas, Jaime, E-mail: jecisternas@miuandes.cl; Karpitschka, Stefan; Wehner, Stefan
2014-10-28
In this work, we study a surface reaction on Pd(111) crystals under ultra-high-vacuum conditions that can be modeled by two coupled reaction-diffusion equations. In the bistable regime, the reaction exhibits travelling fronts that can be observed experimentally using photo electron emission microscopy. The spatial profile of the fronts reveals a coverage-dependent diffusivity for one of the species. We propose a method to solve the nonlinear eigenvalue problem and compute the direction and the speed of the fronts based on a geometrical construction in phase-space. This method successfully captures the dependence of the speed on control parameters and diffusivities.
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.
Specific Features in Measuring Particle Size Distributions in Highly Disperse Aerosol Systems
NASA Astrophysics Data System (ADS)
Zagaynov, V. A.; Vasyanovich, M. E.; Maksimenko, V. V.; Lushnikov, A. A.; Biryukov, Yu. G.; Agranovskii, I. E.
2018-06-01
The distribution of highly dispersed aerosols is studied. Particular attention is given to the diffusion dynamic approach, as it is the best way to determine particle size distribution. It shown that the problem can be divided into two steps: directly measuring particle penetration through diffusion batteries and solving the inverse problem (obtaining a size distribution from the measured penetrations). No reliable way of solving the so-called inverse problem is found, but it can be done by introducing a parametrized size distribution (i.e., a gamma distribution). The integral equation is therefore reduced to a system of nonlinear equations that can be solved by elementary mathematical means. Further development of the method requires an increase in sensitivity (i.e., measuring the dimensions of molecular clusters with radioactive sources, along with the activity of diffusion battery screens).
An efficient transport solver for tokamak plasmas
Park, Jin Myung; Murakami, Masanori; St. John, H. E.; ...
2017-01-03
A simple approach to efficiently solve a coupled set of 1-D diffusion-type transport equations with a stiff transport model for tokamak plasmas is presented based on the 4th order accurate Interpolated Differential Operator scheme along with a nonlinear iteration method derived from a root-finding algorithm. Here, numerical tests using the Trapped Gyro-Landau-Fluid model show that the presented high order method provides an accurate transport solution using a small number of grid points with robust nonlinear convergence.
Partial regularity of weak solutions to a PDE system with cubic nonlinearity
NASA Astrophysics Data System (ADS)
Liu, Jian-Guo; Xu, Xiangsheng
2018-04-01
In this paper we investigate regularity properties of weak solutions to a PDE system that arises in the study of biological transport networks. The system consists of a possibly singular elliptic equation for the scalar pressure of the underlying biological network coupled to a diffusion equation for the conductance vector of the network. There are several different types of nonlinearities in the system. Of particular mathematical interest is a term that is a polynomial function of solutions and their partial derivatives and this polynomial function has degree three. That is, the system contains a cubic nonlinearity. Only weak solutions to the system have been shown to exist. The regularity theory for the system remains fundamentally incomplete. In particular, it is not known whether or not weak solutions develop singularities. In this paper we obtain a partial regularity theorem, which gives an estimate for the parabolic Hausdorff dimension of the set of possible singular points.
The pointwise estimates of diffusion wave of the compressible micropolar fluids
NASA Astrophysics Data System (ADS)
Wu, Zhigang; Wang, Weike
2018-09-01
The pointwise estimates for the compressible micropolar fluids in dimension three are given, which exhibit generalized Huygens' principle for the fluid density and fluid momentum as the compressible Navier-Stokes equation, while the micro-rational momentum behaves like the fluid momentum of the Euler equation with damping. To circumvent the complexity from 7 × 7 Green's matrix, we use the decomposition of fluid part and electromagnetic part for the momentums to study three smaller Green's matrices. The following from this decomposition is that we have to deal with the new problem that the nonlinear terms contain nonlocal operators. We solve it by using the natural match of these new Green's functions and the nonlinear terms. Moreover, to derive the different pointwise estimates for different unknown variables such that the estimate of each unknown variable is in agreement with its Green's function, we develop some new estimates on the nonlinear interplay between different waves.
Discrete and continuum links to a nonlinear coupled transport problem of interacting populations
NASA Astrophysics Data System (ADS)
Duong, M. H.; Muntean, A.; Richardson, O. M.
2017-07-01
We are interested in exploring interacting particle systems that can be seen as microscopic models for a particular structure of coupled transport flux arising when different populations are jointly evolving. The scenarios we have in mind are inspired by the dynamics of pedestrian flows in open spaces and are intimately connected to cross-diffusion and thermo-diffusion problems holding a variational structure. The tools we use include a suitable structure of the relative entropy controlling TV-norms, the construction of Lyapunov functionals and particular closed-form solutions to nonlinear transport equations, a hydrodynamics limiting procedure due to Philipowski, as well as the construction of numerical approximates to both the continuum limit problem in 2D and to the original interacting particle systems.
Dynamics of localized structures in reaction-diffusion systems induced by delayed feedback
NASA Astrophysics Data System (ADS)
Gurevich, Svetlana V.
2013-05-01
We are interested in stability properties of a single localized structure in a three-component reaction-diffusion system subjected to the time-delayed feedback. We shall show that variation in the product of the delay time and the feedback strength leads to complex dynamical behavior of the system, including formation of target patterns, spontaneous motion, and spontaneous breathing as well as various complex structures, arising from combination of different oscillatory instabilities. In the case of spontaneous motion, we provide a bifurcation analysis of the delayed system and derive an order parameter equation for the position of the localized structure, explicitly describing its temporal evolution in the vicinity of the bifurcation point. This equation is a subject to a nonlinear delay differential equation, which can be transformed to the normal form of the pitchfork drift bifurcation.
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
The Weakly Nonlinear Magnetorotational Instability in a Local Geometry
DOE Office of Scientific and Technical Information (OSTI.GOV)
Clark, S. E.; Oishi, Jeffrey S., E-mail: seclark@astro.columbia.edu
2017-05-20
The magnetorotational instability (MRI) is a fundamental process of accretion disk physics, but its saturation mechanism remains poorly understood despite considerable theoretical and computational effort. We present a multiple-scales analysis of the non-ideal MRI in the weakly nonlinear regime—that is, when the most unstable MRI mode has a growth rate asymptotically approaching zero from above. Here, we develop our theory in a local, Cartesian channel. Our results confirm the finding by Umurhan et al. that the perturbation amplitude follows a Ginzburg–Landau equation. We further find that the Ginzburg–Landau equation will arise for the local MRI system with shear-periodic boundary conditions,more » when the effects of ambipolar diffusion are considered. A detailed force balance for the saturated azimuthal velocity and vertical magnetic field demonstrates that, even when diffusive effects are important, the bulk flow saturates via the combined processes of reducing the background shear and rearranging and strengthening the background vertical magnetic field. We directly simulate the Ginzburg–Landau amplitude evolution for our system, and demonstrate the pattern formation our model predicts on long scales of length- and timescales. We compare the weakly nonlinear theory results to a direct numerical simulation of the MRI in a thin-gap Taylor Couette flow.« less
Bologna; Tsallis; Grigolini
2000-08-01
We consider the d=1 nonlinear Fokker-Planck-like equation with fractional derivatives ( partial differential/ partial differentialt)P(x,t)=D( partial differential(gamma)/ partial differentialx(gamma))[P(x,t)](nu). Exact time-dependent solutions are found for nu=(2-gamma)/(1+gamma)(-infinity
Rashidi, Mohammad M.; Kavyani, Neda; Abelman, Shirley; Uddin, Mohammed J.; Freidoonimehr, Navid
2014-01-01
In this study combined heat and mass transfer by mixed convective flow along a moving vertical flat plate with hydrodynamic slip and thermal convective boundary condition is investigated. Using similarity variables, the governing nonlinear partial differential equations are converted into a system of coupled nonlinear ordinary differential equations. The transformed equations are then solved using a semi-numerical/analytical method called the differential transform method and results are compared with numerical results. Close agreement is found between the present method and the numerical method. Effects of the controlling parameters, including convective heat transfer, magnetic field, buoyancy ratio, hydrodynamic slip, mixed convective, Prandtl number and Schmidt number are investigated on the dimensionless velocity, temperature and concentration profiles. In addition effects of different parameters on the skin friction factor, , local Nusselt number, , and local Sherwood number are shown and explained through tables. PMID:25343360
NASA Technical Reports Server (NTRS)
Fymat, A. L.
1976-01-01
The paper studies the inversion of the radiative transfer equation describing the interaction of electromagnetic radiation with atmospheric aerosols. The interaction can be considered as the propagation in the aerosol medium of two light beams: the direct beam in the line-of-sight attenuated by absorption and scattering, and the diffuse beam arising from scattering into the viewing direction, which propagates more or less in random fashion. The latter beam has single scattering and multiple scattering contributions. In the former case and for single scattering, the problem is reducible to first-kind Fredholm equations, while for multiple scattering it is necessary to invert partial integrodifferential equations. A nonlinear minimization search method, applicable to the solution of both types of problems has been developed, and is applied here to the problem of monitoring aerosol pollution, namely the complex refractive index and size distribution of aerosol particles.
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
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.
Coupled Particle Transport and Pattern Formation in a Nonlinear Leaky-Box Model
NASA Technical Reports Server (NTRS)
Barghouty, A. F.; El-Nemr, K. W.; Baird, J. K.
2009-01-01
Effects of particle-particle coupling on particle characteristics in nonlinear leaky-box type descriptions of the acceleration and transport of energetic particles in space plasmas are examined in the framework of a simple two-particle model based on the Fokker-Planck equation in momentum space. In this model, the two particles are assumed coupled via a common nonlinear source term. In analogy with a prototypical mathematical system of diffusion-driven instability, this work demonstrates that steady-state patterns with strong dependence on the magnetic turbulence but a rather weak one on the coupled particles attributes can emerge in solutions of a nonlinearly coupled leaky-box model. The insight gained from this simple model may be of wider use and significance to nonlinearly coupled leaky-box type descriptions in general.
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
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.
Poznanski, R R
2010-09-01
A reaction-diffusion model is presented to encapsulate calcium-induced calcium release (CICR) as a potential mechanism for somatofugal bias of dendritic calcium movement in starburst amacrine cells. Calcium dynamics involves a simple calcium extrusion (pump) and a buffering mechanism of calcium binding proteins homogeneously distributed over the plasma membrane of the endoplasmic reticulum within starburst amacrine cells. The system of reaction-diffusion equations in the excess buffer (or low calcium concentration) approximation are reformulated as a nonlinear Volterra integral equation which is solved analytically via a regular perturbation series expansion in response to calcium feedback from a continuously and uniformly distributed calcium sources. Calculation of luminal calcium diffusion in the absence of buffering enables a wave to travel at distances of 120 μm from the soma to distal tips of a starburst amacrine cell dendrite in 100 msec, yet in the presence of discretely distributed calcium-binding proteins it is unknown whether the propagating calcium wave-front in the somatofugal direction is further impeded by endogenous buffers. If so, this would indicate CICR to be an unlikely mechanism of retinal direction selectivity in starburst amacrine cells.
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.
Spectral method for pricing options in illiquid markets
NASA Astrophysics Data System (ADS)
Pindza, Edson; Patidar, Kailash C.
2012-09-01
We present a robust numerical method to solve a problem of pricing options in illiquid markets. The governing equation is described by a nonlinear Black-Scholes partial differential equation (BS-PDE) of the reaction-diffusion-advection type. To discretise this BS-PDE numerically, we use a spectral method in the asset (spatial) direction and couple it with a fifth order RADAU method for the discretisation in the time direction. Numerical experiments illustrate that our approach is very efficient for pricing financial options in illiquid markets.
Flux front penetration in disordered superconductors.
Zapperi, S; Moreira, A A; Andrade, J S
2001-04-16
We investigate flux front penetration in a disordered type-II superconductor by molecular dynamics simulations of interacting vortices and find scaling laws for the front position and the density profile. The scaling can be understood by performing a coarse graining of the system and writing a disordered nonlinear diffusion equation. Integrating numerically the equation, we observe a crossover from flat to fractal front penetration as the system parameters are varied. The value of the fractal dimension indicates that the invasion process is described by gradient percolation.
Steady-state solutions of a diffusive energy-balance climate model and their stability
NASA Technical Reports Server (NTRS)
Ghil, M.
1975-01-01
A diffusive energy-balance climate model, governed by a nonlinear parabolic partial differential equation, was studied. Three positive steady-state solutions of this equation are found; they correspond to three possible climates of our planet: an interglacial (nearly identical to the present climate), a glacial, and a completely ice-covered earth. Models similar to the main one are considered, and the number of their steady states was determined. All the models have albedo continuously varying with latitude and temperature, and entirely diffusive horizontal heat transfer. The stability under small perturbations of the main model's climates was investigated. A stability criterion is derived, and its application shows that the present climate and the deep freeze are stable, whereas the model's glacial is unstable. The dependence was examined of the number of steady states and of their stability on the average solar radiation.
Galactic civilizations: Population dynamics and interstellar diffusion
NASA Technical Reports Server (NTRS)
Newman, W. I.; Sagan, C.
1978-01-01
The interstellar diffusion of galactic civilizations is reexamined by potential theory; both numerical and analytical solutions are derived for the nonlinear partial differential equations which specify a range of relevant models, drawn from blast wave physics, soil science, and, especially, population biology. An essential feature of these models is that, for all civilizations, population growth must be limited by the carrying capacity of the environment. Dispersal is fundamentally a diffusion process; a density-dependent diffusivity describes interstellar emigration. Two models are considered: the first describing zero population growth (ZPG), and the second which also includes local growth and saturation of a planetary population, and for which an asymptotic traveling wave solution is found.
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.
Long time, large scale properties of the noisy driven-diffusion equation
NASA Astrophysics Data System (ADS)
Prakash, J. Ravi; Bouchaud, J. P.; Edwards, S. F.
1994-07-01
We study the driven-diffusion equation, describing the dynamics of density fluctuations delta-rho(x-vector, t) in powders or traffic flows. We have performed quite detailed numerical simulations of this equation in one dimension, focusing in particular on the scaling behavior of the correlation function (delta-rho(x-vector, t)delta-rho(0, 0)). One of our motivations was to assess the validity of various theoretical approaches, such as Renormalization Group and different self consistent truncation schemes, to these nonlinear dynamical equations. Although all of them are seen to predict correctly the scaling exponents, only one of them (where the non-exponential nature of the relaxation is taken into account) is able to reproduce satisfactorily the value of the numerical prefactors. Several other interesting issues, such as the noise spectrum of the output current, or the statistics of distance between jams (showing a transition between a `laminar' regime for small noise to a `jammed' regime for higher noise) are also investigated.
A Stochastic Diffusion Process for the Dirichlet Distribution
Bakosi, J.; Ristorcelli, J. R.
2013-03-01
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less
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
Galactic civilizations - Population dynamics and interstellar diffusion
NASA Technical Reports Server (NTRS)
Newman, W. I.; Sagan, C.
1981-01-01
A model is developed of the interstellar diffusion of galactic civilizations which takes into account the population dynamics of such civilizations. The problem is formulated in terms of potential theory, with a family of nonlinear partial differential and difference equations specifying population growth and diffusion for an organism with advantageous genes that undergoes random dispersal while increasing in population locally, and a population at zero population growth. In the case of nonlinear diffusion with growth and saturation, it is found that the colonization wavefront from the nearest independently arisen galactic civilization can have reached the earth only if its lifetime exceeds 2.6 million years, or 20 million years if discretization can be neglected. For zero population growth, the corresponding lifetime is 13 billion years. It is concluded that the earth is uncolonized not because interstellar spacefaring civilizations are rare, but because there are too many worlds to be colonized in the plausible colonization lifetime of nearby civilizations, and that there exist no very old galactic civilizations with a consistent policy of the conquest of inhabited worlds.
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.
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.
NASA Astrophysics Data System (ADS)
Ramzan, M.; Bilal, M.; Chung, Jae Dong; Lu, Dian Chen; Farooq, Umer
2017-09-01
A mathematical model has been established to study the magnetohydrodynamic second grade nanofluid flow past a bidirectional stretched surface. The flow is induced by Cattaneo-Christov thermal and concentration diffusion fluxes. Novel characteristics of Brownian motion and thermophoresis are accompanied by temperature dependent thermal conductivity and convective heat and mass boundary conditions. Apposite transformations are betrothed to transform a system of nonlinear partial differential equations to nonlinear ordinary differential equations. Analytic solutions of the obtained nonlinear system are obtained via a convergent method. Graphs are plotted to examine how velocity, temperature, and concentration distributions are affected by varied physical involved parameters. Effects of skin friction coefficients along the x- and y-direction versus various parameters are also shown through graphs and are well debated. Our findings show that velocities along both the x and y axes exhibit a decreasing trend for the Hartmann number. Moreover, temperature and concentration distributions are decreasing functions of thermal and concentration relaxation parameters.
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.
NASA Astrophysics Data System (ADS)
Chebotarev, Alexander Yu.; Grenkin, Gleb V.; Kovtanyuk, Andrey E.; Botkin, Nikolai D.; Hoffmann, Karl-Heinz
2018-04-01
The paper is concerned with a problem of diffraction type. The study starts with equations of complex (radiative and conductive) heat transfer in a multicomponent domain with Fresnel matching conditions at the interfaces. Applying the diffusion, P1, approximation yields a pair of coupled nonlinear PDEs describing the radiation intensity and temperature for each component of the domain. Matching conditions for these PDEs, imposed at the interfaces between the domain components, are derived. The unique solvability of the obtained problem is proven, and numerical experiments are conducted.
Moderately nonlinear diffuse-charge dynamics under an ac voltage.
Stout, Robert F; Khair, Aditya S
2015-09-01
The response of a symmetric binary electrolyte between two parallel, blocking electrodes to a moderate amplitude ac voltage is quantified. The diffuse charge dynamics are modeled via the Poisson-Nernst-Planck equations for a dilute solution of point-like ions. The solution to these equations is expressed as a Fourier series with a voltage perturbation expansion for arbitrary Debye layer thickness and ac frequency. Here, the perturbation expansion in voltage proceeds in powers of V_{o}/(k_{B}T/e), where V_{o} is the amplitude of the driving voltage and k_{B}T/e is the thermal voltage with k_{B} as Boltzmann's constant, T as the temperature, and e as the fundamental charge. We show that the response of the electrolyte remains essentially linear in voltage amplitude at frequencies greater than the RC frequency of Debye layer charging, D/λ_{D}L, where D is the ion diffusivity, λ_{D} is the Debye layer thickness, and L is half the cell width. In contrast, nonlinear response is predicted at frequencies below the RC frequency. We find that the ion densities exhibit symmetric deviations from the (uniform) equilibrium density at even orders of the voltage amplitude. This leads to the voltage dependence of the current in the external circuit arising from the odd orders of voltage. For instance, the first nonlinear contribution to the current is O(V_{o}^{3}) which contains the expected third harmonic but also a component oscillating at the applied frequency. We use this to compute a generalized impedance for moderate voltages, the first nonlinear contribution to which is quadratic in V_{o}. This contribution predicts a decrease in the imaginary part of the impedance at low frequency, which is due to the increase in Debye layer capacitance with increasing V_{o}. In contrast, the real part of the impedance increases at low frequency, due to adsorption of neutral salt from the bulk to the Debye layer.
Energetics of slope flows: linear and weakly nonlinear solutions of the extended Prandtl model
NASA Astrophysics Data System (ADS)
Güttler, Ivan; Marinović, Ivana; Večenaj, Željko; Grisogono, Branko
2016-07-01
The Prandtl model succinctly combines the 1D stationary boundary-layer dynamics and thermodynamics of simple anabatic and katabatic flows over uniformly inclined surfaces. It assumes a balance between the along-the-slope buoyancy component and adiabatic warming/cooling, and the turbulent mixing of momentum and heat. In this study, energetics of the Prandtl model is addressed in terms of the total energy (TE) concept. Furthermore, since the authors recently developed a weakly nonlinear version of the Prandtl model, the TE approach is also exercised on this extended model version, which includes an additional nonlinear term in the thermodynamic equation. Hence, interplay among diffusion, dissipation and temperature-wind interaction of the mean slope flow is further explored. The TE of the nonlinear Prandtl model is assessed in an ensemble of solutions where the Prandtl number, the slope angle and the nonlinearity parameter are perturbed. It is shown that nonlinear effects have the lowest impact on variability in the ensemble of solutions of the weakly nonlinear Prandtl model when compared to the other two governing parameters. The general behavior of the nonlinear solution is similar to the linear solution, except that the maximum of the along-the-slope wind speed in the nonlinear solution reduces for larger slopes. Also, the dominance of PE near the sloped surface, and the elevated maximum of KE in the linear and nonlinear energetics of the extended Prandtl model are found in the PASTEX-94 measurements. The corresponding level where KE>PE most likely marks the bottom of the sublayer subject to shear-driven instabilities. Finally, possible limitations of the weakly nonlinear solutions of the extended Prandtl model are raised. In linear solutions, the local storage of TE term is zero, reflecting the stationarity of solutions by definition. However, in nonlinear solutions, the diffusion, dissipation and interaction terms (where the height of the maximum interaction is proportional to the height of the low-level jet by the factor ≈4/9) do not balance and the local storage of TE attains non-zero values. In order to examine the issue of non-stationarity, the inclusion of velocity-pressure covariance in the momentum equation is suggested for future development of the extended Prandtl model.
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.
NASA Astrophysics Data System (ADS)
Zamani, K.; Bombardelli, F. A.
2014-12-01
Verification of geophysics codes is imperative to avoid serious academic as well as practical consequences. In case that access to any given source code is not possible, the Method of Manufactured Solution (MMS) cannot be employed in code verification. In contrast, employing the Method of Exact Solution (MES) has several practical advantages. In this research, we first provide four new one-dimensional analytical solutions designed for code verification; these solutions are able to uncover the particular imperfections of the Advection-diffusion-reaction equation, such as nonlinear advection, diffusion or source terms, as well as non-constant coefficient equations. After that, we provide a solution of Burgers' equation in a novel setup. Proposed solutions satisfy the continuity of mass for the ambient flow, which is a crucial factor for coupled hydrodynamics-transport solvers. Then, we use the derived analytical solutions for code verification. To clarify gray-literature issues in the verification of transport codes, we designed a comprehensive test suite to uncover any imperfection in transport solvers via a hierarchical increase in the level of tests' complexity. The test suite includes hundreds of unit tests and system tests to check vis-a-vis the portions of the code. Examples for checking the suite start by testing a simple case of unidirectional advection; then, bidirectional advection and tidal flow and build up to nonlinear cases. We design tests to check nonlinearity in velocity, dispersivity and reactions. The concealing effect of scales (Peclet and Damkohler numbers) on the mesh-convergence study and appropriate remedies are also discussed. For the cases in which the appropriate benchmarks for mesh convergence study are not available, we utilize symmetry. Auxiliary subroutines for automation of the test suite and report generation are designed. All in all, the test package is not only a robust tool for code verification but it also provides comprehensive insight on the ADR solvers capabilities. Such information is essential for any rigorous computational modeling of ADR equation for surface/subsurface pollution transport. We also convey our experiences in finding several errors which were not detectable with routine verification techniques.
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
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)
Grytskyy, Dmytro; Diesmann, Markus; Helias, Moritz
2016-06-01
Self-organized structures in networks with spike-timing dependent synaptic plasticity (STDP) are likely to play a central role for information processing in the brain. In the present study we derive a reaction-diffusion-like formalism for plastic feed-forward networks of nonlinear rate-based model neurons with a correlation sensitive learning rule inspired by and being qualitatively similar to STDP. After obtaining equations that describe the change of the spatial shape of the signal from layer to layer, we derive a criterion for the nonlinearity necessary to obtain stable dynamics for arbitrary input. We classify the possible scenarios of signal evolution and find that close to the transition to the unstable regime metastable solutions appear. The form of these dissipative solitons is determined analytically and the evolution and interaction of several such coexistent objects is investigated.
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.
Applications of an exponential finite difference technique
DOE Office of Scientific and Technical Information (OSTI.GOV)
Handschuh, R.F.; Keith, T.G. Jr.
1988-07-01
An exponential finite difference scheme first presented by Bhattacharya for one dimensional unsteady heat conduction problems in Cartesian coordinates was extended. The finite difference algorithm developed was used to solve the unsteady diffusion equation in one dimensional cylindrical coordinates and was applied to two and three dimensional conduction problems in Cartesian coordinates. Heat conduction involving variable thermal conductivity was also investigated. The method was used to solve nonlinear partial differential equations in one and two dimensional Cartesian coordinates. Predicted results are compared to exact solutions where available or to results obtained by other numerical methods.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Derrida, B.; Spohn, H.
We show that the problem of a directed polymer on a tree with disorder can be reduced to the study of nonlinear equations of reaction-diffusion type. These equations admit traveling wave solutions that move at all possible speeds above a certain minimal speed. The speed of the wavefront is the free energy of the polymer problem and the minimal speed corresponds to a phase transition to a glassy phase similar to the spin-glass phase. Several properties of the polymer problem can be extracted from the correspondence with the traveling wave: probability distribution of the free energy, overlaps, etc.
Rashidi, Mohammad M; Kavyani, Neda; Abelman, Shirley; Uddin, Mohammed J; Freidoonimehr, Navid
2014-01-01
In this study combined heat and mass transfer by mixed convective flow along a moving vertical flat plate with hydrodynamic slip and thermal convective boundary condition is investigated. Using similarity variables, the governing nonlinear partial differential equations are converted into a system of coupled nonlinear ordinary differential equations. The transformed equations are then solved using a semi-numerical/analytical method called the differential transform method and results are compared with numerical results. Close agreement is found between the present method and the numerical method. Effects of the controlling parameters, including convective heat transfer, magnetic field, buoyancy ratio, hydrodynamic slip, mixed convective, Prandtl number and Schmidt number are investigated on the dimensionless velocity, temperature and concentration profiles. In addition effects of different parameters on the skin friction factor, [Formula: see text], local Nusselt number, [Formula: see text], and local Sherwood number [Formula: see text] are shown and explained through tables.
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.
Static and Dynamic Effects of Lateral Carrier Diffusion in Semiconductor Lasers
NASA Technical Reports Server (NTRS)
Li, Jian-Zhong; Cheung, Samson H.; Ning, C. Z.; Biegel, Bryan A. (Technical Monitor)
2002-01-01
Electron and hole diffusions in the plane of semiconductor quantum wells play an important part in the static and dynamic operations of semiconductor lasers. It is well known that the value of diffusion coefficients affects the threshold pumping current of a semiconductor laser. At the same time, the strength of carrier diffusion process is expected to affect the modulation bandwidth of an AC-modulated laser. It is important not only to investigate the combined DC and AC effects due to carrier diffusion, but also to separate the AC effects from that of the combined effects in order to provide design insights for high speed modulation. In this presentation, we apply a hydrodynamic model developed by the present authors recently from the semiconductor Bloch equations. The model allows microscopic calculation of the lateral carrier diffusion coefficient, which is a nonlinear function of the carrier density and plasma temperature. We first studied combined AC and DC effects of lateral carrier diffusion by studying the bandwidth dependence on diffusion coefficient at a given DC current under small signal modulation. The results show an increase of modulation bandwidth with decrease in the diffusion coefficient. We simultaneously studied the effects of nonlinearity in the diffusion coefficient. To clearly identify how much of the bandwidth increase is a result of decrease in the threshold pumping current for smaller diffusion coefficient, thus an effective increase of DC pumping, we study the bandwidth dependence on diffusion coefficient at a given relative pumping. A detailed comparison of the two cases will be presented.
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.
NASA Astrophysics Data System (ADS)
Farrell, Patricio; Koprucki, Thomas; Fuhrmann, Jürgen
2017-10-01
We compare three thermodynamically consistent numerical fluxes known in the literature, appearing in a Voronoï finite volume discretization of the van Roosbroeck system with general charge carrier statistics. Our discussion includes an extension of the Scharfetter-Gummel scheme to non-Boltzmann (e.g. Fermi-Dirac) statistics. It is based on the analytical solution of a two-point boundary value problem obtained by projecting the continuous differential equation onto the interval between neighboring collocation points. Hence, it serves as a reference flux. The exact solution of the boundary value problem can be approximated by computationally cheaper fluxes which modify certain physical quantities. One alternative scheme averages the nonlinear diffusion (caused by the non-Boltzmann nature of the problem), another one modifies the effective density of states. To study the differences between these three schemes, we analyze the Taylor expansions, derive an error estimate, visualize the flux error and show how the schemes perform for a carefully designed p-i-n benchmark simulation. We present strong evidence that the flux discretization based on averaging the nonlinear diffusion has an edge over the scheme based on modifying the effective density of states.
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.
Wave theory of turbulence in compressible media (acoustic theory of turbulence)
NASA Technical Reports Server (NTRS)
Kentzer, C. P.
1975-01-01
The generation and the transmission of sound in turbulent flows are treated as one of the several aspects of wave propagation in turbulence. Fluid fluctuations are decomposed into orthogonal Fourier components, with five interacting modes of wave propagation: two vorticity modes, one entropy mode, and two acoustic modes. Wave interactions, governed by the inhomogeneous and nonlinear terms of the perturbed Navier-Stokes equations, are modeled by random functions which give the rates of change of wave amplitudes equal to the averaged interaction terms. The statistical framework adopted is a quantum-like formulation in terms of complex distribution functions. The spatial probability distributions are given by the squares of the absolute values of the complex characteristic functions. This formulation results in nonlinear diffusion-type transport equations for the probability densities of the five modes of wave propagation.
Neuronal models in infinite-dimensional spaces and their finite-dimensional projections: Part II.
Brzychczy, S; Leszczyński, H; Poznanski, R R
2012-09-01
Application of comparison theorem is used to examine the validitiy of the "lumped parameter assumption" in describing the behavior of solutions of the continuous cable equation U(t) = DU(xx)+f(U) with the discrete cable equation dV(n)/dt = d*(V(n+1) - 2V(n) + V(n-1)) + f(V(n)), where f is a nonlinear functional describing the internal diffusion of electrical potential in single neurons. While the discrete cable equation looks like a finite difference approximation of the continuous cable equation, solutions of the two reveal significantly different behavior which imply that the compartmental models (spiking neurons) are poor quantifiers of neurons, contrary to what is commonly accepted in computational neuroscience.
Color Histogram Diffusion for Image Enhancement
NASA Technical Reports Server (NTRS)
Kim, Taemin
2011-01-01
Various color histogram equalization (CHE) methods have been proposed to extend grayscale histogram equalization (GHE) for color images. In this paper a new method called histogram diffusion that extends the GHE method to arbitrary dimensions is proposed. Ranges in a histogram are specified as overlapping bars of uniform heights and variable widths which are proportional to their frequencies. This diagram is called the vistogram. As an alternative approach to GHE, the squared error of the vistogram from the uniform distribution is minimized. Each bar in the vistogram is approximated by a Gaussian function. Gaussian particles in the vistoram diffuse as a nonlinear autonomous system of ordinary differential equations. CHE results of color images showed that the approach is effective.
Large Eddy Simulation of a Supercritical Turbulent Mixing Layer
NASA Astrophysics Data System (ADS)
Sheikhi, Reza; Hadi, Fatemeh; Safari, Mehdi
2017-11-01
Supercritical turbulent flows are relevant to a wide range of applications such as supercritical power cycles, gas turbine combustors, rocket propulsion and internal combustion engines. Large eddy simulation (LES) analysis of such flows involves solving mass, momentum, energy and scalar transport equations with inclusion of generalized diffusion fluxes. These equations are combined with a real gas equation of state and the corresponding thermodynamic mixture variables. Subgrid scale models are needed for not only the conventional convective terms but also the additional high pressure effects arising due to the nonlinearity associated with generalized diffusion fluxes and real gas equation of state. In this study, LES is carried out to study the high pressure turbulent mixing of methane with carbon dioxide in a temporally developing mixing layer under supercritical condition. LES results are assessed by comparing with data obtained from direct numerical simulation (DNS) of the same layer. LES predictions agree favorably with DNS data and represent several key supercritical turbulent flow features such as high density gradient regions. Supported by DOE Grant SC0017097; computational support is provided by DOE National Energy Research Scientific Computing Center.
NASA Astrophysics Data System (ADS)
Gnaneswara Reddy, M.
2018-01-01
The present article scrutinizes the prominent characteristics of the Cattaneo-Christov heat flux on magnetohydrodynamic Oldroyd-B radiative liquid flow over two different geometries. The effects of cross-diffusion are considered in the modeling of species and energy equations. Similarity transformations are employed to transmute the governing flow, species and energy equations into a set of nonlinear ordinary differential equations (ODEs) with the appropriate boundary conditions. The final system of dimensionless equations is resolved numerically by utilizing the R-K-Fehlberg numerical approach. The behaviors of all physical pertinent flow controlling variables on the three flow distributions are analyzed through plots. The obtained numerical results have been compared with earlier published work and reveal good agreement. The Deborah numbers γ1 and γ2 have quite opposite effects on velocity and energy fields. The increase in thermal relaxation parameter β corresponds to a decrease in the fluid temperature. This study has salient applications in heat and mass transfer manufacturing system processing for energy conversion.
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.
NASA Astrophysics Data System (ADS)
Budroni, M. A.
2015-12-01
Cross diffusion, whereby a flux of a given species entrains the diffusive transport of another species, can trigger buoyancy-driven hydrodynamic instabilities at the interface of initially stable stratifications. Starting from a simple three-component case, we introduce a theoretical framework to classify cross-diffusion-induced hydrodynamic phenomena in two-layer stratifications under the action of the gravitational field. A cross-diffusion-convection (CDC) model is derived by coupling the fickian diffusion formalism to Stokes equations. In order to isolate the effect of cross-diffusion in the convective destabilization of a double-layer system, we impose a starting concentration jump of one species in the bottom layer while the other one is homogeneously distributed over the spatial domain. This initial configuration avoids the concurrence of classic Rayleigh-Taylor or differential-diffusion convective instabilities, and it also allows us to activate selectively the cross-diffusion feedback by which the heterogeneously distributed species influences the diffusive transport of the other species. We identify two types of hydrodynamic modes [the negative cross-diffusion-driven convection (NCC) and the positive cross-diffusion-driven convection (PCC)], corresponding to the sign of this operational cross-diffusion term. By studying the space-time density profiles along the gravitational axis we obtain analytical conditions for the onset of convection in terms of two important parameters only: the operational cross-diffusivity and the buoyancy ratio, giving the relative contribution of the two species to the global density. The general classification of the NCC and PCC scenarios in such parameter space is supported by numerical simulations of the fully nonlinear CDC problem. The resulting convective patterns compare favorably with recent experimental results found in microemulsion systems.
Sparse learning of stochastic dynamical equations
NASA Astrophysics Data System (ADS)
Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia
2018-06-01
With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.
Leith diffusion model for homogeneous anisotropic turbulence
Rubinstein, Robert; Clark, Timothy T.; Kurien, Susan
2017-06-01
Here, a proposal for a spectral closure model for homogeneous anisotropic turbulence. The systematic development begins by closing the third-order correlation describing nonlinear interactions by an anisotropic generalization of the Leith diffusion model for isotropic turbulence. The correlation tensor is then decomposed into a tensorially isotropic part, or directional anisotropy, and a trace-free remainder, or polarization anisotropy. The directional and polarization components are then decomposed using irreducible representations of the SO(3) symmetry group. Under the ansatz that the decomposition is truncated at quadratic order, evolution equations are derived for the directional and polarization pieces of the correlation tensor. Here, numericalmore » simulation of the model equations for a freely decaying anisotropic flow illustrate the non-trivial effects of spectral dependencies on the different return-to-isotropy rates of the directional and polarization contributions.« less
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.
Simulations of induced-charge electro-osmosis in microfluidic devices
NASA Astrophysics Data System (ADS)
Ben, Yuxing
2005-03-01
Theories of nonlinear electrokinetic phenomena generally assume a uniform, neutral bulk electroylte in contact with a polarizable thin double layer near a metal or dielectric surface, which acts as a "capacitor skin". Induced-charge electro-osmosis (ICEO) is the general effect of nonlinear electro-osmotic slip, when an applied electric field acts on its own induced (diffuse) double-layer charge. In most theoretical and experimental work, ICEO has been studied in very simple geometries, such as colloidal spheres and planar, periodic micro-electrode arrays. Here we use finite-element simulations to predict how more complicated geometries of polarizable surfaces and/or electrodes yield flow profiles with subtle dependence on the amplitude and frequency of the applied voltage. We also consider how the simple model equations break down, due to surface conduction, bulk diffusion, and concentration polarization, for large applied voltages (as in most experiments).
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.
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.
2010-01-01
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 3s1 ÿ s2 2b s x: ð8Þ Note that Eqs. (7) and (8) are nonlinear diffusion equations, and as such possess solitonic ...ðDGh ¼ 0Þ is approached, an Mÿ—Mþ interface splits into Mÿ—A and A—Mþ diffuse interfaces sepa- rated by a layer of A ( soliton splitting – Falk, 1983...in the bottom figure for g1, the dark blue field corresponds to g2 ¼ 1, i.e., with the variant M2. After passing through a complex microstructure
Growth and Interaction of Colloid Nuclei
NASA Astrophysics Data System (ADS)
Lam, Michael-Angelo; Khusid, Boris; Meyer, William; Kondic, Lou
2017-11-01
We study evolution of colloid systems under zero-gravity conditions. In particular, we focus on the regime where there is a coexistence between a liquid and a solid state. Under zero gravity, the dominating process in the bulk of the fluid phase and the solid phase is diffusion. At the moving solid/liquid interface, osmotic pressure is balanced by surface tension, as well as balancing fluxes (conservation of mass) with the kinematics of nuclei growth (Wilson-Frenkel law). Due to the highly nonlinear boundary condition at the moving boundary, care has to be taken when performing numerical simulations. In this work, we present a nonlinear model for colloid nuclei growth. Numerical simulations using a finite volume method are compared with asymptotic analysis of the governing equation and experimental results for nuclei growth. Novel component in our numerical simulations is the inclusion of nonlinear (collective) diffusion terms that depend on the chemical potentials of the colloid in the solid and fluid phase. The results include growth and dissolution of a single colloidal nucleus, as well as evolution of multiple interacting nuclei. Supported by NASA Grant No. NNX16AQ79G.
Numerical Solution of the Extended Nernst-Planck Model.
Samson; Marchand
1999-07-01
The main features of a numerical model aiming at predicting the drift of ions in an electrolytic solution upon a chemical potential gradient are presented. The mechanisms of ionic diffusion are described by solving the extended Nernst-Planck system of equations. The electrical coupling between the various ionic fluxes is accounted for by the Poisson equation. Furthermore, chemical activity effects are considered in the model. The whole system of nonlinear equations is solved using the finite-element method. Results yielded by the model for simple test cases are compared to those obtained using an analytical solution. Applications of the model to more complex problems are also presented and discussed. Copyright 1999 Academic Press.
Renormalized dynamics of the Dean-Kawasaki model
NASA Astrophysics Data System (ADS)
Bidhoodi, Neeta; Das, Shankar P.
2015-07-01
We study the model of a supercooled liquid for which the equation of motion for the coarse-grained density ρ (x ,t ) is the nonlinear diffusion equation originally proposed by Dean and Kawasaki, respectively, for Brownian and Newtonian dynamics of fluid particles. Using a Martin-Siggia-Rose (MSR) field theory we study the renormalization of the dynamics in a self-consistent form in terms of the so-called self-energy matrix Σ . The appropriate model for the renormalized dynamics involves an extended set of field variables {ρ ,θ } , linked through a nonlinear constraint. The latter incorporates, in a nonperturbative manner, the effects of an infinite number of density nonlinearities in the dynamics. We show that the contributing element of Σ which renormalizes the bare diffusion constant D0 to DR is same as that proposed by Kawasaki and Miyazima [Z. Phys. B Condens. Matter 103, 423 (1997), 10.1007/s002570050396]. DR sharply decreases with increasing density. We consider the likelihood of a ergodic-nonergodic (ENE) transition in the model beyond a critical point. The transition is characterized by the long-time limit of the density correlation freezing at a nonzero value. From our analysis we identify an element of Σ which arises from the above-mentioned nonlinear constraint and is key to the viability of the ENE transition. If this self-energy would be zero, then the model supports a sharp ENE transition with DR=0 as predicted by Kawasaki and Miyazima. With the full model having nonzero value for this self-energy, the density autocorrelation function decays to zero in the long-time limit. Hence the ENE transition is not supported in the model.
Comparative evaluation of adsorption kinetics of diclofenac and isoproturon by activated carbon.
Torrellas, Silvia A; Rodriguez, Araceli R; Escudero, Gabriel O; Martín, José María G; Rodriguez, Juan G
2015-01-01
Adsorption mechanism of diclofenac and isoproturon onto activated carbon has been proposed using Langmuir and Freundlich isotherms. Adsorption capacity and optimum adsorption isotherms were predicted by nonlinear regression method. Different kinetic equations, pseudo-first-order, pseudo-second-order, intraparticle diffusion model and Bangham kinetic model, were applied to study the adsorption kinetics of emerging contaminants on activated carbon in two aqueous matrices.
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.
DRBEM solution of the acid-mediated tumour invasion model with time-dependent carrying capacities
NASA Astrophysics Data System (ADS)
Meral, Gülnihal
2017-07-01
It is known that the pH level of the extracellular tumour environment directly effects the progression of the tumour. In this study, the mathematical model for the acid-mediated tumour cell invasion consisting of a system of nonlinear reaction diffusion equations describing the interaction between the density of the tumour cells, normal cells and the concentration of ? protons produced by the tumour cells is solved numerically using the combined application of dual reciprocity boundary element method (DRBEM) and finite difference method. The space derivatives in the model are discretised by DRBEM using the fundamental solution of Laplace equation considering the time derivative and the nonlinearities as the nonhomogenity. The resulting systems of ordinary differential equations after the application of DRBEM are then discretised using forward difference. Because of the highly nonlinear character of the model, there arises difficulties in solving the model especially for two-dimensions and the boundary-only nature of DRBEM discretisation gives the advantage of having solutions with a lower computational cost. The proposed method is tested with different kinds of carrying capacities which also depend on time. The results of the numerical simulations are compared among each case and seen to confirm the expected behaviour of the model.
Tseng, Jui-Pin
2017-02-01
This investigation establishes the global cluster synchronization of complex networks with a community structure based on an iterative approach. The units comprising the network are described by differential equations, and can be non-autonomous and involve time delays. In addition, units in the different communities can be governed by different equations. The coupling configuration of the network is rather general. The coupling terms can be non-diffusive, nonlinear, asymmetric, and with heterogeneous coupling delays. Based on this approach, both delay-dependent and delay-independent criteria for global cluster synchronization are derived. We implement the present approach for a nonlinearly coupled neural network with heterogeneous coupling delays. Two numerical examples are given to show that neural networks can behave in a variety of new collective ways under the synchronization criteria. These examples also demonstrate that neural networks remain synchronized in spite of coupling delays between neurons across different communities; however, they may lose synchrony if the coupling delays between the neurons within the same community are too large, such that the synchronization criteria are violated. Copyright © 2016 Elsevier Ltd. All rights reserved.
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.
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
Diffuse-interface model for rapid phase transformations in nonequilibrium systems.
Galenko, Peter; Jou, David
2005-04-01
A thermodynamic approach to rapid phase transformations within a diffuse interface in a binary system is developed. Assuming an extended set of independent thermodynamic variables formed by the union of the classic set of slow variables and the space of fast variables, we introduce finiteness of the heat and solute diffusive propagation at the finite speed of the interface advancing. To describe transformations within the diffuse interface, we use the phase-field model which allows us to follow steep but smooth changes of phase within the width of the diffuse interface. Governing equations of the phase-field model are derived for the hyperbolic model, a model with memory, and a model of nonlinear evolution of transformation within the diffuse interface. The consistency of the model is proved by the verification of the validity of the condition of positive entropy production and by outcomes of the fluctuation-dissipation theorem. A comparison with existing sharp-interface and diffuse-interface versions of the model is given.
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.
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.
Superposition of elliptic functions as solutions for a large number of nonlinear equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Khare, Avinash; Saxena, Avadh
2014-03-15
For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ{sup 4}, the discrete MKdV as well asmore » for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn{sup 2}(x, m), it also admits solutions in terms of dn {sup 2}(x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.« less
Reaction-diffusion systems in natural sciences and new technology transfer
NASA Astrophysics Data System (ADS)
Keller, André A.
2012-12-01
Diffusion mechanisms in natural sciences and innovation management involve partial differential equations (PDEs). This is due to their spatio-temporal dimensions. Functional semi-discretized PDEs (with lattice spatial structures or time delays) may be even more adapted to real world problems. In the modeling process, PDEs can also formalize behaviors, such as the logistic growth of populations with migration, and the adopters’ dynamics of new products in innovation models. In biology, these events are related to variations in the environment, population densities and overcrowding, migration and spreading of humans, animals, plants and other cells and organisms. In chemical reactions, molecules of different species interact locally and diffuse. In the management of new technologies, the diffusion processes of innovations in the marketplace (e.g., the mobile phone) are a major subject. These innovation diffusion models refer mainly to epidemic models. This contribution introduces that modeling process by using PDEs and reviews the essential features of the dynamics and control in biological, chemical and new technology transfer. This paper is essentially user-oriented with basic nonlinear evolution equations, delay PDEs, several analytical and numerical methods for solving, different solutions, and with the use of mathematical packages, notebooks and codes. The computations are carried out by using the software Wolfram Mathematica®7, and C++ codes.
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.
Finite-difference model for 3-D flow in bays and estuaries
Smith, Peter E.; Larock, Bruce E.; ,
1993-01-01
This paper describes a semi-implicit finite-difference model for the numerical solution of three-dimensional flow in bays and estuaries. The model treats the gravity wave and vertical diffusion terms in the governing equations implicitly, and other terms explicitly. The model achieves essentially second-order accurate and stable solutions in strongly nonlinear problems by using a three-time-level leapfrog-trapezoidal scheme for the time integration.
Khan, Waqar A.; Uddin, Md Jashim; Ismail, A. I. Md.
2013-01-01
The effects of hydrodynamic and thermal slip boundary conditions on the double-diffusive free convective flow of a nanofluid along a semi-infinite flat solid vertical plate are investigated numerically. It is assumed that free stream is moving. The governing boundary layer equations are non-dimensionalized and transformed into a system of nonlinear, coupled similarity equations. The effects of the controlling parameters on the dimensionless velocity, temperature, solute and nanofluid concentration as well as on the reduced Nusselt number, reduced Sherwood number and the reduced nanoparticle Sherwood number are investigated and presented graphically. To the best of our knowledge, the effects of hydrodynamic and thermal slip boundary conditions have not been investigated yet. It is found that the reduced local Nusselt, local solute and the local nanofluid Sherwood numbers increase with hydrodynamic slip and decrease with thermal slip parameters. PMID:23533566
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
Numerical Determination of Critical Conditions for Thermal Ignition
NASA Technical Reports Server (NTRS)
Luo, W.; Wake, G. C.; Hawk, C. W.; Litchford, R. J.
2008-01-01
The determination of ignition or thermal explosion in an oxidizing porous body of material, as described by a dimensionless reaction-diffusion equation of the form .tu = .2u + .e-1/u over the bounded region O, is critically reexamined from a modern perspective using numerical methodologies. First, the classic stationary model is revisited to establish the proper reference frame for the steady-state solution space, and it is demonstrated how the resulting nonlinear two-point boundary value problem can be reexpressed as an initial value problem for a system of first-order differential equations, which may be readily solved using standard algorithms. Then, the numerical procedure is implemented and thoroughly validated against previous computational results based on sophisticated path-following techniques. Next, the transient nonstationary model is attacked, and the full nonlinear form of the reaction-diffusion equation, including a generalized convective boundary condition, is discretized and expressed as a system of linear algebraic equations. The numerical methodology is implemented as a computer algorithm, and validation computations are carried out as a prelude to a broad-ranging evaluation of the assembly problem and identification of the watershed critical initial temperature conditions for thermal ignition. This numerical methodology is then used as the basis for studying the relationship between the shape of the critical initial temperature distribution and the corresponding spatial moments of its energy content integral and an attempt to forge a fundamental conjecture governing this relation. Finally, the effects of dynamic boundary conditions on the classic storage problem are investigated and the groundwork is laid for the development of an approximate solution methodology based on adaptation of the standard stationary model.
Selima, Ehab S; Yao, Xiaohua; Wazwaz, Abdul-Majid
2017-06-01
In this research, the surface waves of a horizontal fluid layer open to air under gravity field and vertical temperature gradient effects are studied. The governing equations of this model are reformulated and converted to a nonlinear evolution equation, the perturbed Korteweg-de Vries (pKdV) equation. We investigate the latter equation, which includes dispersion, diffusion, and instability effects, in order to examine the evolution of long surface waves in a convective fluid. Dispersion relation of the pKdV equation and its properties are discussed. The Painlevé analysis is applied not only to check the integrability of the pKdV equation but also to establish the Bäcklund transformation form. In addition, traveling wave solutions and a general form of the multiple-soliton solutions of the pKdV equation are obtained via Bäcklund transformation, the simplest equation method using Bernoulli, Riccati, and Burgers' equations as simplest equations, and the factorization method.
Premixed flames in closed cylindrical tubes
NASA Astrophysics Data System (ADS)
Metzener, Philippe; Matalon, Moshe
2001-09-01
We consider the propagation of a premixed flame, as a two-dimensional sheet separating unburned gas from burned products, in a closed cylindrical tube. A nonlinear evolution equation, that describes the motion of the flame front as a function of its mean position, is derived. The equation contains a destabilizing term that results from the gas motion induced by thermal expansion and has a memory term associated with vorticity generation. Numerical solutions of this equation indicate that, when diffusion is stabilizing, the flame evolves into a non-planar form whose shape, and its associated symmetry properties, are determined by the Markstein parameter, and by the initial data. In particular, we observe the development of convex axisymmetric or non-axisymmetric flames, tulip flames and cellular flames.
Dynamical Signatures of Living Systems
NASA Technical Reports Server (NTRS)
Zak, M.
1999-01-01
One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.
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.
Recursive recovery of Markov transition probabilities from boundary value data
DOE Office of Scientific and Technical Information (OSTI.GOV)
Patch, Sarah Kathyrn
1994-04-01
In an effort to mathematically describe the anisotropic diffusion of infrared radiation in biological tissue Gruenbaum posed an anisotropic diffusion boundary value problem in 1989. In order to accommodate anisotropy, he discretized the temporal as well as the spatial domain. The probabilistic interpretation of the diffusion equation is retained; radiation is assumed to travel according to a random walk (of sorts). In this random walk the probabilities with which photons change direction depend upon their previous as well as present location. The forward problem gives boundary value data as a function of the Markov transition probabilities. The inverse problem requiresmore » finding the transition probabilities from boundary value data. Problems in the plane are studied carefully in this thesis. Consistency conditions amongst the data are derived. These conditions have two effects: they prohibit inversion of the forward map but permit smoothing of noisy data. Next, a recursive algorithm which yields a family of solutions to the inverse problem is detailed. This algorithm takes advantage of all independent data and generates a system of highly nonlinear algebraic equations. Pluecker-Grassmann relations are instrumental in simplifying the equations. The algorithm is used to solve the 4 x 4 problem. Finally, the smallest nontrivial problem in three dimensions, the 2 x 2 x 2 problem, is solved.« less
NASA Astrophysics Data System (ADS)
Rana, Navdeep; Ghosh, Pushpita; Perlekar, Prasad
2017-11-01
We study spreading of a nonmotile bacteria colony on a hard agar plate by using agent-based and continuum models. We show that the spreading dynamics depends on the initial nutrient concentration, the motility, and the inherent demographic noise. Population fluctuations are inherent in an agent-based model, whereas for the continuum model we model them by using a stochastic Langevin equation. We show that the intrinsic population fluctuations coupled with nonlinear diffusivity lead to a transition from a diffusion limited aggregation type of morphology to an Eden-like morphology on decreasing the initial nutrient concentration.
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.
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.
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
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.
Zabusky, N J; Deem, G S
1979-01-01
We present a theory for proton diffusion through an immobilized protein membrane perfused with an electrolyte and a buffer. Using a Nernst-Planck equation for each species and assuming local charge neutrality, we obtain two coupled nonlinear diffusion equations with new diffusion coefficients dependent on the concentration of all species, the diffusion constants or mobilities of the buffers and salts, the pH-derivative of the titration curves of the mobile buffer and the immobilized protein, and the derivative with respect to ionic strength of the protein titration curve. Transient time scales are locally pH-dependent because of protonation-deprotonation reactions with the fixed protein and are ionic strength-dependent because salts provide charge carriers to shield internal electric fields. Intrinsic electric fields arise proportional to the gradient of an "effective" charge concentration. The field may reverse locally if buffer concentrations are large (greater to or equal to 0.1 M) and if the diffusivity of the electrolyte species is sufficiently small. The "ideal" electrolyte case (where each species has the same diffusivity) reduces to a simple form. We apply these theoretical considerations to membranes composed of papain and bovine serum albumin (BSA) and show that intrinsic electric fields greatly enhance the mobility of protons when the ionic strength of the salts is smaller than 0.1 M. These results are consistent with experiments where pH changes are observed to depend strongly on buffer, salt, and proton concentrations in baths adjacent to the membranes. PMID:233570
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.
Advances in the Techniques and Technology of the Application of Nonlinear Filters and Kalman Filters
1982-03-01
which ate composed of experts appointed by the National Delegates, the Consultant and Exchange Programme and the Aerospace Applications Studies ...back to the begirning of the twentieth century and the study and mathematical description of diffusion processes (Einstein /19/). This is because the...similarly tne equat in for the covariance matrix P, taking into allount that P(tit) does not depend immed.ately on the observations (the factor
Mironova, Lidia A.; Mironov, Sergej L.
2008-01-01
Local Ca2+ signaling controls many neuronal functions, which is often achieved through spatial localization of Ca2+ signals. These nanodomains are formed due to combined effects of Ca2+ diffusion and binding to the cytoplasmic buffers. In this article we derived simple analytical expressions to describe Ca2+ diffusion in the presence of mobile and immobile buffers. A nonlinear character of the reaction-diffusion problem was circumvented by introducing a logarithmic approximation of the concentration term. The obtained formulas reproduce free Ca2+ levels up to 50 μM and their changes in the millisecond range. Derived equations can be useful to predict spatiotemporal profiles of large-amplitude [Ca2+] transients, which participate in various physiological processes. PMID:17872951
NASA Astrophysics Data System (ADS)
Herda, Maxime; Rodrigues, L. Miguel
2018-03-01
The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted L^2 space, and where dependencies on the mean-free path τ and the Debye length δ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions τ → ∞ to the strongly collisional regime τ → 0. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the τ -dependent constraint on δ ensuring exponential decay with explicit τ -dependent rates towards the stationary solution. In the strongly collisional limit τ → 0, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a L^2 space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates.
Comparison of Numerical Approaches to a Steady-State Landscape Equation
NASA Astrophysics Data System (ADS)
Bachman, S.; Peckham, S.
2008-12-01
A mathematical model of an idealized fluvial landscape has been developed, in which a land surface will evolve to preserve dendritic channel networks as the surface is lowered. The physical basis for this model stems from the equations for conservation of mass for water and sediment. These equations relate the divergence of the 2D vector fields showing the unit-width discharge of water and sediment to the excess rainrate and tectonic uplift on the land surface. The 2D flow direction is taken to be opposite to the water- surface gradient vector. These notions are combined with a generalized Manning-type flow resistance formula and a generalized sediment transport law to give a closed mathematical system that can, in principle, be solved for all variables of interest: discharge of water and sediment, land surface height, vertically- averaged flow velocity, water depth, and shear stress. The hydraulic geometry equations (Leopold et. al, 1964, 1995) are used to incorporate width, depth, velocity, and slope of river channels as powers of the mean-annual river discharge. Combined, they give the unit- width discharge of the stream as a power, γ, of the water surface slope. The simplified steady-state model takes into account three components among those listed above: conservation of mass for water, flow opposite the gradient, and a slope-discharge exponent γ = -1 to reflect mature drainage networks. The mathematical representation of this model appears as a second-order hyperbolic partial differential equation (PDE) where the diffusivity is inversely proportional to the square of the local surface slope. The highly nonlinear nature of this PDE has made it very difficult to solve both analytically and numerically. We present simplistic analytic solutions to this equation which are used to test the validity of the numerical algorithms. We also present three such numerical approaches which have been used in solving the differential equation. The first is based on a nonlinear diffusion filtering technique (Welk et. al, 2007) that has been applied successfully in the context of image processing. The second uses a Ritz finite element approach to the Euler-Lagrange formulation of the PDE in which an eighth degree polynomial is solved whose coefficients are locally dependent on slope and elevation. Lastly, we show a variant to the diffusion filtering approach in which a single-stage Runge-Kutta method is used to iterate a time-derivative to steady- state. The relative merits and drawbacks of these approaches are discussed, as well as stability and consistency requirements.
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.
Spin diffusion from an inhomogeneous quench in an integrable system.
Ljubotina, Marko; Žnidarič, Marko; Prosen, Tomaž
2017-07-13
Generalized hydrodynamics predicts universal ballistic transport in integrable lattice systems when prepared in generic inhomogeneous initial states. However, the ballistic contribution to transport can vanish in systems with additional discrete symmetries. Here we perform large scale numerical simulations of spin dynamics in the anisotropic Heisenberg XXZ spin 1/2 chain starting from an inhomogeneous mixed initial state which is symmetric with respect to a combination of spin reversal and spatial reflection. In the isotropic and easy-axis regimes we find non-ballistic spin transport which we analyse in detail in terms of scaling exponents of the transported magnetization and scaling profiles of the spin density. While in the easy-axis regime we find accurate evidence of normal diffusion, the spin transport in the isotropic case is clearly super-diffusive, with the scaling exponent very close to 2/3, but with universal scaling dynamics which obeys the diffusion equation in nonlinearly scaled time.
Nonnegative methods for bilinear discontinuous differencing of the S N equations on quadrilaterals
Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.
2016-12-22
Historically, matrix lumping and ad hoc flux fixups have been the only methods used to eliminate or suppress negative angular flux solutions associated with the unlumped bilinear discontinuous (UBLD) finite element spatial discretization of the two-dimensional S N equations. Though matrix lumping inhibits negative angular flux solutions of the S N equations, it does not guarantee strictly positive solutions. In this paper, we develop and define a strictly nonnegative, nonlinear, Petrov-Galerkin finite element method that fully preserves the bilinear discontinuous spatial moments of the transport equation. Additionally, we define two ad hoc fixups that maintain particle balance and explicitly setmore » negative nodes of the UBLD finite element solution to zero but use different auxiliary equations to fully define their respective solutions. We assess the ability to inhibit negative angular flux solutions and the accuracy of every spatial discretization that we consider using a glancing void test problem with a discontinuous solution known to stress numerical methods. Though significantly more computationally intense, the nonlinear Petrov-Galerkin scheme results in a strictly nonnegative solution and is a more accurate solution than all the other methods considered. One fixup, based on shape preserving, results in a strictly nonnegative final solution but has increased numerical diffusion relative to the Petrov-Galerkin scheme and is less accurate than the UBLD solution. The second fixup, which preserves as many spatial moments as possible while setting negative values of the unlumped solution to zero, is less accurate than the Petrov-Galerkin scheme but is more accurate than the other fixup. However, it fails to guarantee a strictly nonnegative final solution. As a result, the fully lumped bilinear discontinuous finite element solution is the least accurate method, with significantly more numerical diffusion than the Petrov-Galerkin scheme and both fixups.« less
Nonnegative methods for bilinear discontinuous differencing of the S N equations on quadrilaterals
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.
Historically, matrix lumping and ad hoc flux fixups have been the only methods used to eliminate or suppress negative angular flux solutions associated with the unlumped bilinear discontinuous (UBLD) finite element spatial discretization of the two-dimensional S N equations. Though matrix lumping inhibits negative angular flux solutions of the S N equations, it does not guarantee strictly positive solutions. In this paper, we develop and define a strictly nonnegative, nonlinear, Petrov-Galerkin finite element method that fully preserves the bilinear discontinuous spatial moments of the transport equation. Additionally, we define two ad hoc fixups that maintain particle balance and explicitly setmore » negative nodes of the UBLD finite element solution to zero but use different auxiliary equations to fully define their respective solutions. We assess the ability to inhibit negative angular flux solutions and the accuracy of every spatial discretization that we consider using a glancing void test problem with a discontinuous solution known to stress numerical methods. Though significantly more computationally intense, the nonlinear Petrov-Galerkin scheme results in a strictly nonnegative solution and is a more accurate solution than all the other methods considered. One fixup, based on shape preserving, results in a strictly nonnegative final solution but has increased numerical diffusion relative to the Petrov-Galerkin scheme and is less accurate than the UBLD solution. The second fixup, which preserves as many spatial moments as possible while setting negative values of the unlumped solution to zero, is less accurate than the Petrov-Galerkin scheme but is more accurate than the other fixup. However, it fails to guarantee a strictly nonnegative final solution. As a result, the fully lumped bilinear discontinuous finite element solution is the least accurate method, with significantly more numerical diffusion than the Petrov-Galerkin scheme and both fixups.« less
On two parabolic systems: Convergence and blowup
NASA Astrophysics Data System (ADS)
Huang, Yamin
1998-12-01
This dissertation studies two parabolic systems. It consists of two parts. In part one (chapter one), we prove a convergence result, namely, the solution (AK,/ BK) of a system of chemical diffusion-reaction equations (with reaction rate K) converges to the solution (A, B) of a diffusion- instantaneous-reaction equation. To prove our main result, we use some L1 and L2 'energy' estimates and a compactness result due to Aubin (1). As a by-product we also prove that as K approaches infinity, the limit solution exhibits phase separation between A and B. In part two (chapter two), we study the blowup rate for a system of heat equations ut=/Delta u,/ vt=/Delta v in a bounded domain Ωtimes(0,T) coupled in the nonlinear Neumann boundary conditions [/partial u/over/partial n]=vp,/ [/partial v/over/partial n]=uq on ∂Omega×[ 0,T), where p>0,/ q>0,/ pq>1 and n is the exterior normal vector on ∂Omega. Under certain assumptions, we establish exact blowup rate which generalizes the corresponding results of some authors' recent work including Deng (2), Deng-Fila-Levine (3) and Hu-Yin (4). ftn (1) J. P. A scUBIN, Un theoreme de compacite, C. R. Acad. Sci., 256(1963), pp. 5042-5044. (2) K. D scENG, Blow-up rates for parabolic systems, Z. Angew. Math. Phys., 47(1996), No. 1, pp. 132-143. (3) K. D scENG, M. F scILA AND H. A. L scEVINE, On critical exponents for a system of heat equations coupled in the boundary conditions, Acta Math. Univ. Comenian. (N.S.), 36(1994), No. 2, pp. 169-192. (4) B. H scU scAND H. M. Y scIN, The profile near blowup time for solutions of the heat equation with a nonlinear boundary condition, Trans. Amer. Math. Soc., 346(1994), pp. 117-135.
Dynamic implicit 3D adaptive mesh refinement for non-equilibrium radiation diffusion
NASA Astrophysics Data System (ADS)
Philip, B.; Wang, Z.; Berrill, M. A.; Birke, M.; Pernice, M.
2014-04-01
The time dependent non-equilibrium radiation diffusion equations are important for solving the transport of energy through radiation in optically thick regimes and find applications in several fields including astrophysics and inertial confinement fusion. The associated initial boundary value problems that are encountered often exhibit a wide range of scales in space and time and are extremely challenging to solve. To efficiently and accurately simulate these systems we describe our research on combining techniques that will also find use more broadly for long term time integration of nonlinear multi-physics systems: implicit time integration for efficient long term time integration of stiff multi-physics systems, local control theory based step size control to minimize the required global number of time steps while controlling accuracy, dynamic 3D adaptive mesh refinement (AMR) to minimize memory and computational costs, Jacobian Free Newton-Krylov methods on AMR grids for efficient nonlinear solution, and optimal multilevel preconditioner components that provide level independent solver convergence.
Geometrically nonlinear continuum thermomechanics with surface energies coupled to diffusion
NASA Astrophysics Data System (ADS)
McBride, A. T.; Javili, A.; Steinmann, P.; Bargmann, S.
2011-10-01
Surfaces can have a significant influence on the overall response of a continuum body but are often neglected or accounted for in an ad hoc manner. This work is concerned with a nonlinear continuum thermomechanics formulation which accounts for surface structures and includes the effects of diffusion and viscoelasticity. The formulation is presented within a thermodynamically consistent framework and elucidates the nature of the coupling between the various fields, and the surface and the bulk. Conservation principles are used to determine the form of the constitutive relations and the evolution equations. Restrictions on the jump in the temperature and the chemical potential between the surface and the bulk are not a priori assumptions, rather they arise from the reduced dissipation inequality on the surface and are shown to be satisfiable without imposing the standard assumptions of thermal and chemical slavery. The nature of the constitutive relations is made clear via an example wherein the form of the Helmholtz energy is explicitly given.
Comparison and prediction of chirping in NSTX and DIII-D
NASA Astrophysics Data System (ADS)
Duarte, Vinicius; Berk, Herbert; Gorelenkov, Nikolai; Heidbrink, William; Kramer, Gerrit; Nazikian, Raffi; Pace, David; Podesta, Mario; van Zeeland, Michael
2016-10-01
We present an explanation of why frequency chirping of Alfven waves is ubiquitous in NSTX and rarely observed in DIII-D. A time-delayed cubic nonlinear equation is employed for the study of the onset of nonlinear phase-space structures. Its explosive solutions are chirping precursors. We employ NOVA and NOVA-K codes to provide consistent Alfvenic eigenmodes and weighted physical contributions from all regions of phase space. In addition, TRANSP is employed to determine the diffusivity needed to fulfill power balance. Though background micro-turbulence is usually unimportant in determining the energetic particle spatial profile, it may still be important with regard to whether chirping structures likely form. We show that the energetic particle micro-turbulent induced scattering often competes with collisional pitch-angle scattering. This competition explains the tendency for NSTX, where micro-turbulence is weak, to exhibit Alfvénic chirping, whereas in DIII-D turbulent diffusion usually dominates and chirping is not observed except when micro-turbulence markedly reduces.
NASA Astrophysics Data System (ADS)
Sánchez, R.; van Milligen, B. Ph.; Carreras, B. A.
2005-05-01
It is argued that the modeling of plasma transport in tokamaks may benefit greatly from extending the usual local paradigm to accommodate scale-free transport mechanisms. This can be done by combining Lévy distributions and a nonlinear threshold condition within the continuous time random walk concept. The advantages of this nonlocal, nonlinear extension are illustrated by constructing a simple particle density transport model that, as a result of these ideas, spontaneously exhibits much of nondiffusive phenomenology routinely observed in tokamaks. The fluid limit of the system shows that the kind of equations that are appropriate to capture these dynamics are based on fractional differential operators. In them, effective diffusivities and pinch velocities are found that are dynamically set by the system in response to the specific characteristics of the fueling source and external perturbations. This fact suggests some dramatic consequences for the extrapolation of these transport properties to larger size systems.
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
A new interpretation of the Keller-Segel model based on multiphase modelling.
Byrne, Helen M; Owen, Markus R
2004-12-01
In this paper an alternative derivation and interpretation are presented of the classical Keller-Segel model of cell migration due to random motion and chemotaxis. A multiphase modelling approach is used to describe how a population of cells moves through a fluid containing a diffusible chemical to which the cells are attracted. The cells and fluid are viewed as distinct components of a two-phase mixture. The principles of mass and momentum balance are applied to each phase, and appropriate constitutive laws imposed to close the resulting equations. A key assumption here is that the stress in the cell phase is influenced by the concentration of the diffusible chemical. By restricting attention to one-dimensional cartesian geometry we show how the model reduces to a pair of nonlinear coupled partial differential equations for the cell density and the chemical concentration. These equations may be written in the form of the Patlak-Keller-Segel model, naturally including density-dependent nonlinearities in the cell motility coefficients. There is a direct relationship between the random motility and chemotaxis coefficients, both depending in an inter-related manner on the chemical concentration. We suggest that this may explain why many chemicals appear to stimulate both chemotactic and chemokinetic responses in cell populations. After specialising our model to describe slime mold we then show how the functional form of the chemical potential that drives cell locomotion influences the ability of the system to generate spatial patterns. The paper concludes with a summary of the key results and a discussion of avenues for future research.
NASA Astrophysics Data System (ADS)
Kantardgi, Igor; Zheleznyak, Mark; Demchenko, Raisa; Dykyi, Pavlo; Kivva, Sergei; Kolomiets, Pavlo; Sorokin, Maxim
2014-05-01
The nearshore hydrodynamic fields are produced by the nonlinear interactions of the shoaling waves of different time scales and currents. To simulate the wind wave and swells propagated to the coasts, wave generated near shore currents, nonlinear-dispersive wave transformation and wave diffraction in interaction with coastal and port structure, sediment transport and coastal erosion the chains of the models should be used. The objective of this presentation is to provide an overview of the results of the application of the model chains for the assessment of the wave impacts on new construction designed at the Black Sea coasts and the impacts of these constructions on the coastal erosion/ accretion processes to demonstrate needs for further development of the nonlinear models for the coastal engineering applications. The open source models Wave Watch III and SWAN has been used to simulate wave statistics of the dedicated areas of the Black Sea in high resolution to calculated the statistical parameters of the extreme wave approaching coastal zone construction in accordance with coastal engineering standards. As the main tool for the costal hydrodynamic simulations the modeling system COASTOX-MORPHO has been used, that includes the following models. HWAVE -code based on hyperbolic version of mild slope equations., HWAVE-S - spectral version of HWAVE., BOUSS-FNL - fully nonlinear system of Boussinesq equations for simulation wave nonlinear -dispersive wave transformation in coastal areas. COASTOX-CUR - the code provided the numerical solution of the Nonlinear Shallow Water Equations (NLSWE) by finite-volume methods on the unstructured grid describing the long wave transformation in the coastal zone with the efficient drying -wetting algorithms to simulate the inundation of the coastal areas including tsunami wave runup. Coastox -Cur equations with the radiation stress term calculated via near shore wave fields simulate the wave generated nearhore currents. COASTOX-SED - the module of the simulation of the sediment transport in which the suspended sediments are simulated on the basis of the solution of 2-D advection -diffusion equation and the bottom sediment transport calculations are provided the basis of a library of the most popular semi-empirical formulas. MORPH - the module of the simulation of the morphological transformation of coastal zone based on the mass balance equation, on the basis of the sediment fluxes, calculated in the SED module. MORPH management submodel is responsible for the execution of the model chain "waves- current- sediments - morphodynamics- waves". The open source model SWASH has been used to simulate nonlinear resonance phenomena in coastal waters. The model chain was applied to simulate the potential impact of the designed shore protection structures at the Sochi Olympic Park on coastal morphodynamics, the wave parameters and nonlinear oscillations in the new ports designed in Gelenddjik and Taman at North-East coast of the Black Sea. The modeling results are compared with the results of the physical modeling in the hydraulic flumes of Moscow University of Civil Engineering.
Data-Driven H∞ Control for Nonlinear Distributed Parameter Systems.
Luo, Biao; Huang, Tingwen; Wu, Huai-Ning; Yang, Xiong
2015-11-01
The data-driven H∞ control problem of nonlinear distributed parameter systems is considered in this paper. An off-policy learning method is developed to learn the H∞ control policy from real system data rather than the mathematical model. First, Karhunen-Loève decomposition is used to compute the empirical eigenfunctions, which are then employed to derive a reduced-order model (ROM) of slow subsystem based on the singular perturbation theory. The H∞ control problem is reformulated based on the ROM, which can be transformed to solve the Hamilton-Jacobi-Isaacs (HJI) equation, theoretically. To learn the solution of the HJI equation from real system data, a data-driven off-policy learning approach is proposed based on the simultaneous policy update algorithm and its convergence is proved. For implementation purpose, a neural network (NN)- based action-critic structure is developed, where a critic NN and two action NNs are employed to approximate the value function, control, and disturbance policies, respectively. Subsequently, a least-square NN weight-tuning rule is derived with the method of weighted residuals. Finally, the developed data-driven off-policy learning approach is applied to a nonlinear diffusion-reaction process, and the obtained results demonstrate its effectiveness.
NASA Astrophysics Data System (ADS)
Singh, Harendra
2018-04-01
The key purpose of this article is to introduce an efficient computational method for the approximate solution of the homogeneous as well as non-homogeneous nonlinear Lane-Emden type equations. Using proposed computational method given nonlinear equation is converted into a set of nonlinear algebraic equations whose solution gives the approximate solution to the Lane-Emden type equation. Various nonlinear cases of Lane-Emden type equations like standard Lane-Emden equation, the isothermal gas spheres equation and white-dwarf equation are discussed. Results are compared with some well-known numerical methods and it is observed that our results are more accurate.
Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation
NASA Astrophysics Data System (ADS)
Vitanov, Nikolay K.; Dimitrova, Zlatinka I.
2018-03-01
We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.
Proposed solution methodology for the dynamically coupled nonlinear geared rotor mechanics equations
NASA Technical Reports Server (NTRS)
Mitchell, L. D.; David, J. W.
1983-01-01
The equations which describe the three-dimensional motion of an unbalanced rigid disk in a shaft system are nonlinear and contain dynamic-coupling terms. Traditionally, investigators have used an order analysis to justify ignoring the nonlinear terms in the equations of motion, producing a set of linear equations. This paper will show that, when gears are included in such a rotor system, the nonlinear dynamic-coupling terms are potentially as large as the linear terms. Because of this, one must attempt to solve the nonlinear rotor mechanics equations. A solution methodology is investigated to obtain approximate steady-state solutions to these equations. As an example of the use of the technique, a simpler set of equations is solved and the results compared to numerical simulations. These equations represent the forced, steady-state response of a spring-supported pendulum. These equations were chosen because they contain the type of nonlinear terms found in the dynamically-coupled nonlinear rotor equations. The numerical simulations indicate this method is reasonably accurate even when the nonlinearities are large.
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.
Simulation of propagation of the HPM in the low-pressure argon plasma
NASA Astrophysics Data System (ADS)
Zhigang, LI; Zhongcai, YUAN; Jiachun, WANG; Jiaming, SHI
2018-02-01
The propagation of the high-power microwave (HPM) with a frequency of 6 GHz in the low-pressure argon plasma was studied by the method of fluid approximation. The two-dimensional transmission model was built based on the wave equation, the electron drift-diffusion equations and the heavy species transport equations, which were solved by means of COMSOL Multiphysics software. The simulation results showed that the propagation characteristic of the HPM was closely related to the average electron density of the plasma. The attenuation of the transmitted wave increased nonlinearly with the electron density. Specifically, the growth of the attenuation slowed down as the electron density increased uniformly. In addition, the concrete transmission process of the HPM wave in the low-pressure argon plasma was given.
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.
Chen, Yunjin; Pock, Thomas
2017-06-01
Image restoration is a long-standing problem in low-level computer vision with many interesting applications. We describe a flexible learning framework based on the concept of nonlinear reaction diffusion models for various image restoration problems. By embodying recent improvements in nonlinear diffusion models, we propose a dynamic nonlinear reaction diffusion model with time-dependent parameters (i.e., linear filters and influence functions). In contrast to previous nonlinear diffusion models, all the parameters, including the filters and the influence functions, are simultaneously learned from training data through a loss based approach. We call this approach TNRD-Trainable Nonlinear Reaction Diffusion. The TNRD approach is applicable for a variety of image restoration tasks by incorporating appropriate reaction force. We demonstrate its capabilities with three representative applications, Gaussian image denoising, single image super resolution and JPEG deblocking. Experiments show that our trained nonlinear diffusion models largely benefit from the training of the parameters and finally lead to the best reported performance on common test datasets for the tested applications. Our trained models preserve the structural simplicity of diffusion models and take only a small number of diffusion steps, thus are highly efficient. Moreover, they are also well-suited for parallel computation on GPUs, which makes the inference procedure extremely fast.
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.
Properties of Differential Equations through Different Measures.
1980-03-01
34 Parabolic differential inequalities in cones". Appl. Ana l., 9 (1979), 257-266. 8O =3-1i74 2 Lakshmikantham, V., and Vaughn, R. "Reaction-diffusion...Gronwall type inequalities , existence of extremal solutions, a comparison prin- ciple, and Peano’s type of existence result (for the Volterra ...differential systems with impulsive perturbations in terms of two measures." Nonlinear Analysis 1 (1977), 667-677. Leela, S., and Moauro, V. "Existence of
Molecular, metabolic, and genetic control: An introduction
NASA Astrophysics Data System (ADS)
Tyson, John J.; Mackey, Michael C.
2001-03-01
The living cell is a miniature, self-reproducing, biochemical machine. Like all machines, it has a power supply, a set of working components that carry out its necessary tasks, and control systems that ensure the proper coordination of these tasks. In this Special Issue, we focus on the molecular regulatory systems that control cell metabolism, gene expression, environmental responses, development, and reproduction. As for the control systems in human-engineered machines, these regulatory networks can be described by nonlinear dynamical equations, for example, ordinary differential equations, reaction-diffusion equations, stochastic differential equations, or cellular automata. The articles collected here illustrate (i) a range of theoretical problems presented by modern concepts of cellular regulation, (ii) some strategies for converting molecular mechanisms into dynamical systems, (iii) some useful mathematical tools for analyzing and simulating these systems, and (iv) the sort of results that derive from serious interplay between theory and experiment.
NASA Astrophysics Data System (ADS)
Chatterjee, K.; Schunk, R. W.
2017-12-01
The refilling of the plasmasphere following a geomagnetic storm remains one of the longstanding problems in the area of ionosphere-magnetosphere coupling. Both diffusion and hydrodynamic approximations have been adopted for the modeling and solution of this problem. The diffusion approximation neglects the nonlinear inertial term in the momentum equation and so this approximation is not rigorously valid immediately after the storm. Over the last few years, we have developed a hydrodynamic refilling model using the flux-corrected transport method, a numerical method that is extremely well suited to handling nonlinear problems with shocks and discontinuities. The plasma transport equations are solved along 1D closed magnetic field lines that connect conjugate ionospheres and the model currently includes three ion (H+, O+, He+) and two neutral (O, H) species. In this work, each ion species under consideration has been modeled as two separate streams emanating from the conjugate hemispheres and the model correctly predicts supersonic ion speeds and the presence of high levels of Helium during the early hours of refilling. The ultimate objective of this research is the development of a 3D model for the plasmasphere refilling problem and with additional development, the same methodology can potentially be applied to the study of other complex space plasma coupling problems in closed flux tube geometries. Index Terms: 2447 Modeling and forecasting [IONOSPHERE] 2753 Numerical modeling [MAGNETOSPHERIC PHYSICS] 7959 Models [SPACE WEATHER
Spin generation by strong inhomogeneous electric fields
NASA Astrophysics Data System (ADS)
Finkler, Ilya; Engel, Hans-Andreas; Rashba, Emmanuel; Halperin, Bertrand
2007-03-01
Motivated by recent experiments [1], we propose a model with extrinsic spin-orbit interaction, where an inhomogeneous electric field E in the x-y plane can give rise, through nonlinear effects, to a spin polarization with non-zero sz, away from the sample boundaries. The field E induces a spin current js^z= z x(αjc+βE), where jc=σE is the charge current, and the two terms represent,respectively, the skew scattering and side-jump contributions. [2]. The coefficients α and β are assumed to be E- independent, but conductivity σ is field dependent. We find the spin density sz by solving the equation for spin diffusion and relaxation with a source term ∇.js^z. For sufficiently low fields, jc is linear in E, and the source term vanishes, implying that sz=0 away from the edges. However, for large fields, σ varies with E. Solving the diffusion equation in a T-shaped geometry, where the electric current propagates along the main channel, we find spin accumulation near the entrance of the side channel, similar to experimental findings [1]. Also, we present a toy model where spin accumulation away from the boundary results from a nonlinear and anisotropic conductivity. [1] V. Sih, et al, Phys. Rev. Lett. 97, 096605 (2006). [2] H.-A. Engel, B.I. Halperin, E.I.Rashba, Phys. Rev. Lett. 95, 166605 (2005).
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.
Analysis of nonlocal neural fields for both general and gamma-distributed connectivities
NASA Astrophysics Data System (ADS)
Hutt, Axel; Atay, Fatihcan M.
2005-04-01
This work studies the stability of equilibria in spatially extended neuronal ensembles. We first derive the model equation from statistical properties of the neuron population. The obtained integro-differential equation includes synaptic and space-dependent transmission delay for both general and gamma-distributed synaptic connectivities. The latter connectivity type reveals infinite, finite, and vanishing self-connectivities. The work derives conditions for stationary and nonstationary instabilities for both kernel types. In addition, a nonlinear analysis for general kernels yields the order parameter equation of the Turing instability. To compare the results to findings for partial differential equations (PDEs), two typical PDE-types are derived from the examined model equation, namely the general reaction-diffusion equation and the Swift-Hohenberg equation. Hence, the discussed integro-differential equation generalizes these PDEs. In the case of the gamma-distributed kernels, the stability conditions are formulated in terms of the mean excitatory and inhibitory interaction ranges. As a novel finding, we obtain Turing instabilities in fields with local inhibition-lateral excitation, while wave instabilities occur in fields with local excitation and lateral inhibition. Numerical simulations support the analytical results.
NASA Astrophysics Data System (ADS)
Krot, A. M.
2009-04-01
A statistical theory for a cosmological body forming based on the spheroidal body model has been proposed in the works [1]-[4]. This work studies a slowly evolving process of gravitational condensation of a spheroidal body from an infinitely distributed gas-dust substance in space. The equation for an initial evolution of mass density function of a gas-dust cloud is considered here. It is found this equation coincides completely with the analogous equation for a slowly gravitational compressed spheroidal body [5]. A conductive flow in dissipative systems was investigated by I. Prigogine in his works (see, for example, [6], [7]). As it has been found in [2], [5], there exists a conductive antidiffusion flow in a slowly compressible gravitating spheroidal body. Applying the equation of continuity to this conductive flow density we obtain a linear antidiffusion equation [5]. However, if an intensity of conductive flow density increases sharply then the linear antidiffusion equation becomes a nonlinear one. Really, it was pointed to [6] analogous linear equations of diffusion or thermal conductivity transform in nonlinear equations respectively. In this case, the equation of continuity describes a nonlinear mass flow being a source of instabilities into a gravitating spheroidal body because the gravitational compression factor G is a function of not only time but a mass density. Using integral substitution we can reduce a nonlinear antidiffusion equation to the linear antidiffusion equation relative to a new function. If the factor G can be considered as a specific angular momentum then the new function is an angular momentum density. Thus, a nonlinear momentum density flow induces a flow of angular momentum density because streamlines of moving continuous substance come close into a gravitating spheroidal body. Really, the streamline approach leads to more tight interactions of "liquid particles" that implies a superposition of their specific angular momentums. This superposition forms an antidiffusion flow of an angular momentum density into a gravitating spheroidal body. References: [1] Krot, A.M. The statistical model of gravitational interaction of particles. Achievement in Modern Radioelectronics (spec.issue"Cosmic Radiophysics", Moscow), 1996, no.8, pp. 66-81 (in Russian). [2] Krot, A.M. Statistical description of gravitational field: a new approach. Proc. SPIE's 14th Annual Intern.Symp. "AeroSense", Orlando, Florida, USA, 2000, vol.4038, pp.1318-1329. [3] Krot, A.M. The statistical model of rotating and gravitating spheroidal body with the point of view of general relativity. Proc.35th COSPAR Scientific Assembly, Paris, France, 2004, Abstract A-00162. [4] Krot, A. The statistical approach to exploring formation of Solar system. Proc.EGU General Assembly, Vienna, Austria, 2006, Geophys.Res.Abstracts, vol.8, A-00216; SRef-ID: 1607-7962/gra/. [5] Krot, A.M. A statistical approach to investigate the formation of the solar system. Chaos, Solitons and Fractals, 2008, doi:10.1016/j.chaos.2008.06.014. [6] Glansdorff, P. and Prigogine, I. Thermodynamic Theory of Structure, Stability and Fluctuations. London, 1971. [7] Nicolis, G. and Prigogine, I. Self-organization in Nonequilibrium Systems:From Dissipative Structures to Order through Fluctuation. John Willey and Sons, New York etc., 1977.
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.
A three-dimensional dynamical model for channeled lava flow with nonlinear rheology
NASA Astrophysics Data System (ADS)
Filippucci, Marilena; Tallarico, Andrea; Dragoni, Michele
2010-05-01
Recent laboratory studies on the rheology of lava samples from different volcanic areas have highlighted that the apparent viscosity depends on a power of the strain rate. Several authors agree in attributing this dependence to the crystal content of the sample and to temperature. Starting from these results, in this paper we studied the effect of a power law rheology on a gravity-driven lava flow. The equation of motion is nonlinear in the diffusion term, and an analytical solution does not seem to be possible. The finite-volume method has been applied to solve numerically the equation governing the fully developed laminar flow of a power law non-Newtonian fluid in an inclined rectangular channel. The convergence, the stability, and the order of approximation were tested for the Newtonian rheology case, comparing the numerical solution with the available analytical solution. Results indicate that the assumption on the rheology, whether linear or nonlinear, strongly affects the velocity and/or the thickness of the lava channel both for channels with fixed geometry and for channels with constant flow rate. Results on channels with fixed geometry are confirmed by some simulations for real lava channels. Finally, the study of the Reynolds number indicates that gravity-driven lava channel flows are always in laminar regime, except for strongly nonlinear pseudoplastic fluids with low fluid consistency and at high slopes.
Auden, E. C.; Vizkelethy, G.; Serkland, D. K.; ...
2017-03-24
Here, the Hecht equation can be used to model the nonlinear degradation of charge collection efficiency (CCE) in response to radiation-induced displacement damage in both fully and partially depleted GaAs photodiodes. CCE degradation is measured for laser-generated photocurrent as a function of fluence and bias in Al 0.3Ga 0.7As/GaAs/Al 0.25Ga 0.75As p-i-n photodiodes which have been irradiated with 12 MeV C and 7.5 MeV Si ions. CCE is observed to degrade more rapidly with fluence in partially depleted photodiodes than in fully depleted photodiodes. When the intrinsic GaAs layer is fully depleted, the 2-carrier Hecht equation describes CCE degradation asmore » photogenerated electrons and holes recombine at defect sites created by radiation damage in the depletion region. If the GaAs layer is partially depleted, CCE degradation is more appropriately modeled as the sum of the 2-carrier Hecht equation applied to electrons and holes generated within the depletion region and the 1-carrier Hecht equation applied to minority carriers that diffuse from the field-free (non-depleted) region into the depletion region. Enhanced CCE degradation is attributed to holes that recombine within the field-free region of the partially depleted intrinsic GaAs layer before they can diffuse into the depletion region.« less
NASA Astrophysics Data System (ADS)
Auden, E. C.; Vizkelethy, G.; Serkland, D. K.; Bossert, D. J.; Doyle, B. L.
2017-05-01
The Hecht equation can be used to model the nonlinear degradation of charge collection efficiency (CCE) in response to radiation-induced displacement damage in both fully and partially depleted GaAs photodiodes. CCE degradation is measured for laser-generated photocurrent as a function of fluence and bias in Al0.3Ga0.7As/GaAs/Al0.25Ga0.75As p-i-n photodiodes which have been irradiated with 12 MeV C and 7.5 MeV Si ions. CCE is observed to degrade more rapidly with fluence in partially depleted photodiodes than in fully depleted photodiodes. When the intrinsic GaAs layer is fully depleted, the 2-carrier Hecht equation describes CCE degradation as photogenerated electrons and holes recombine at defect sites created by radiation damage in the depletion region. If the GaAs layer is partially depleted, CCE degradation is more appropriately modeled as the sum of the 2-carrier Hecht equation applied to electrons and holes generated within the depletion region and the 1-carrier Hecht equation applied to minority carriers that diffuse from the field-free (non-depleted) region into the depletion region. Enhanced CCE degradation is attributed to holes that recombine within the field-free region of the partially depleted intrinsic GaAs layer before they can diffuse into the depletion region.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Auden, E. C.; Vizkelethy, G.; Serkland, D. K.
Here, the Hecht equation can be used to model the nonlinear degradation of charge collection efficiency (CCE) in response to radiation-induced displacement damage in both fully and partially depleted GaAs photodiodes. CCE degradation is measured for laser-generated photocurrent as a function of fluence and bias in Al 0.3Ga 0.7As/GaAs/Al 0.25Ga 0.75As p-i-n photodiodes which have been irradiated with 12 MeV C and 7.5 MeV Si ions. CCE is observed to degrade more rapidly with fluence in partially depleted photodiodes than in fully depleted photodiodes. When the intrinsic GaAs layer is fully depleted, the 2-carrier Hecht equation describes CCE degradation asmore » photogenerated electrons and holes recombine at defect sites created by radiation damage in the depletion region. If the GaAs layer is partially depleted, CCE degradation is more appropriately modeled as the sum of the 2-carrier Hecht equation applied to electrons and holes generated within the depletion region and the 1-carrier Hecht equation applied to minority carriers that diffuse from the field-free (non-depleted) region into the depletion region. Enhanced CCE degradation is attributed to holes that recombine within the field-free region of the partially depleted intrinsic GaAs layer before they can diffuse into the depletion region.« less
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.
Effect of static porosity fluctuations on reactive transport in a porous medium
NASA Astrophysics Data System (ADS)
L'Heureux, Ivan
2018-02-01
Reaction-diffusive transport phenomena in porous media are ubiquitous in engineering applications, biological and geochemical systems. The porosity field is usually random in space, but most models consider the porosity field as a well-defined deterministic function of space and time and ignore the porosity fluctuations. They use a reaction-diffusion equation written in terms of an average porosity and average concentration fields. In this contribution, we treat explicitly the effect of spatial porosity fluctuations on the dynamics of a concentration field for the case of a one-dimensional reaction-transport system with nonlinear kinetics. Three basic assumptions are considered. (i) The porosity fluctuations are assumed to have Gaussian properties and an arbitrary variance; (ii) we assume that the noise correlation length is small compared to the relevant macroscopic length scale; (iii) and we assume that the kinetics of the reactive term in the equations for the fluctuations is a self-consistently determined constant. Elimination of the fluctuating part of the concentration field from the dynamics leads to a renormalized equation involving the average concentration field. It is shown that the noise leads to a renormalized (generally smaller) diffusion coefficient and renormalized kinetics. Within the framework of the approximations used, numerical simulations are in agreement with our theory. We show that the porosity fluctuations may have a significant effect on the transport of a reactive species, even in the case of a homogeneous average porosity.
On the statistical and transport properties of a non-dissipative Fermi-Ulam model
NASA Astrophysics Data System (ADS)
Livorati, André L. P.; Dettmann, Carl P.; Caldas, Iberê L.; Leonel, Edson D.
2015-10-01
The transport and diffusion properties for the velocity of a Fermi-Ulam model were characterized using the decay rate of the survival probability. The system consists of an ensemble of non-interacting particles confined to move along and experience elastic collisions with two infinitely heavy walls. One is fixed, working as a returning mechanism of the colliding particles, while the other one moves periodically in time. The diffusion equation is solved, and the diffusion coefficient is numerically estimated by means of the averaged square velocity. Our results show remarkably good agreement of the theory and simulation for the chaotic sea below the first elliptic island in the phase space. From the decay rates of the survival probability, we obtained transport properties that can be extended to other nonlinear mappings, as well to billiard problems.
Nonlinear ELM simulations based on a nonideal peeling–ballooning model using the BOUT++ code
Xu, X. Q.; Dudson, B. D.; Snyder, P. B.; ...
2011-09-23
A minimum set of equations based on the peeling–ballooning (P–B) model with nonideal physics effects (diamagnetic drift, E × B drift, resistivity and anomalous electron viscosity) is found to simulate pedestal collapse when using the BOUT++ simulation code, developed in part from the original fluid edge code BOUT. Linear simulations of P–B modes find good agreement in growth rate and mode structure with ELITE calculations. The influence of the E × B drift, diamagnetic drift, resistivity, anomalous electron viscosity, ion viscosity and parallel thermal diffusivity on P–B modes is being studied; we find that (1) the diamagnetic drift and Emore » × B drift stabilize the P–B mode in a manner consistent with theoretical expectations; (2) resistivity destabilizes the P–B mode, leading to resistive P–B mode; (3) anomalous electron and parallel ion viscosities destabilize the P–B mode, leading to a viscous P–B mode; (4) perpendicular ion viscosity and parallel thermal diffusivity stabilize the P–B mode. With addition of the anomalous electron viscosity under the assumption that the anomalous kinematic electron viscosity is comparable to the anomalous electron perpendicular thermal diffusivity, or the Prandtl number is close to unity, it is found from nonlinear simulations using a realistic high Lundquist number that the pedestal collapse is limited to the edge region and the ELM size is about 5–10% of the pedestal stored energy. Furthermore, this is consistent with many observations of large ELMs. The estimated island size is consistent with the size of fast pedestal pressure collapse. In the stable α-zones of ideal P–B modes, nonlinear simulations of viscous ballooning modes or current-diffusive ballooning mode (CDBM) for ITER H-mode scenarios are presented.« less
Wiener Chaos and Nonlinear Filtering
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lototsky, S.V.
2006-11-15
The paper discusses two algorithms for solving the Zakai equation in the time-homogeneous diffusion filtering model with possible correlation between the state process and the observation noise. Both algorithms rely on the Cameron-Martin version of the Wiener chaos expansion, so that the approximate filter is a finite linear combination of the chaos elements generated by the observation process. The coefficients in the expansion depend only on the deterministic dynamics of the state and observation processes. For real-time applications, computing the coefficients in advance improves the performance of the algorithms in comparison with most other existing methods of nonlinear filtering. Themore » paper summarizes the main existing results about these Wiener chaos algorithms and resolves some open questions concerning the convergence of the algorithms in the noise-correlated setting. The presentation includes the necessary background on the Wiener chaos and optimal nonlinear filtering.« less
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.
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.
NASA Technical Reports Server (NTRS)
Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)
1994-01-01
This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that are currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Kerr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.
NASA Technical Reports Server (NTRS)
Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)
1995-01-01
This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that we currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Karr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.
NASA Technical Reports Server (NTRS)
Handschuh, Robert F.
1987-01-01
An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that were more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.
exponential finite difference technique for solving partial differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Handschuh, R.F.
1987-01-01
An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that weremore » more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.« less
Lu, Benzhuo; Zhou, Y.C.
2011-01-01
The effects of finite particle size on electrostatics, density profiles, and diffusion have been a long existing topic in the study of ionic solution. The previous size-modified Poisson-Boltzmann and Poisson-Nernst-Planck models are revisited in this article. In contrast to many previous works that can only treat particle species with a single uniform size or two sizes, we generalize the Borukhov model to obtain a size-modified Poisson-Nernst-Planck (SMPNP) model that is able to treat nonuniform particle sizes. The numerical tractability of the model is demonstrated as well. The main contributions of this study are as follows. 1), We show that an (arbitrarily) size-modified PB model is indeed implied by the SMPNP equations under certain boundary/interface conditions, and can be reproduced through numerical solutions of the SMPNP. 2), The size effects in the SMPNP effectively reduce the densities of highly concentrated counterions around the biomolecule. 3), The SMPNP is applied to the diffusion-reaction process for the first time, to our knowledge. In the case of low substrate density near the enzyme reactive site, it is observed that the rate coefficients predicted by SMPNP model are considerably larger than those by the PNP model, suggesting both ions and substrates are subject to finite size effects. 4), An accurate finite element method and a convergent Gummel iteration are developed for the numerical solution of the completely coupled nonlinear system of SMPNP equations. PMID:21575582
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.
Louisnard, O
2012-01-01
The bubbles involved in sonochemistry and other applications of cavitation oscillate inertially. A correct estimation of the wave attenuation in such bubbly media requires a realistic estimation of the power dissipated by the oscillation of each bubble, by thermal diffusion in the gas and viscous friction in the liquid. Both quantities and calculated numerically for a single inertial bubble driven at 20 kHz, and are found to be several orders of magnitude larger than the linear prediction. Viscous dissipation is found to be the predominant cause of energy loss for bubbles small enough. Then, the classical nonlinear Caflish equations describing the propagation of acoustic waves in a bubbly liquid are recast and simplified conveniently. The main harmonic part of the sound field is found to fulfill a nonlinear Helmholtz equation, where the imaginary part of the squared wave number is directly correlated with the energy lost by a single bubble. For low acoustic driving, linear theory is recovered, but for larger drivings, namely above the Blake threshold, the attenuation coefficient is found to be more than 3 orders of magnitude larger then the linear prediction. A huge attenuation of the wave is thus expected in regions where inertial bubbles are present, which is confirmed by numerical simulations of the nonlinear Helmholtz equation in a 1D standing wave configuration. The expected strong attenuation is not only observed but furthermore, the examination of the phase between the pressure field and its gradient clearly demonstrates that a traveling wave appears in the medium. Copyright © 2011 Elsevier B.V. All rights reserved.
A numerical scheme for nonlinear Helmholtz equations with strong nonlinear optical effects.
Xu, Zhengfu; Bao, Gang
2010-11-01
A numerical scheme is presented to solve the nonlinear Helmholtz (NLH) equation modeling second-harmonic generation (SHG) in photonic bandgap material doped with a nonlinear χ((2)) effect and the NLH equation modeling wave propagation in Kerr type gratings with a nonlinear χ((3)) effect in the one-dimensional case. Both of these nonlinear phenomena arise as a result of the combination of high electromagnetic mode density and nonlinear reaction from the medium. When the mode intensity of the incident wave is significantly strong, which makes the nonlinear effect non-negligible, numerical methods based on the linearization of the essentially nonlinear problem will become inadequate. In this work, a robust, stable numerical scheme is designed to simulate the NLH equations with strong nonlinearity.
A new solution procedure for a nonlinear infinite beam equation of motion
NASA Astrophysics Data System (ADS)
Jang, T. S.
2016-10-01
Our goal of this paper is of a purely theoretical question, however which would be fundamental in computational partial differential equations: Can a linear solution-structure for the equation of motion for an infinite nonlinear beam be directly manipulated for constructing its nonlinear solution? Here, the equation of motion is modeled as mathematically a fourth-order nonlinear partial differential equation. To answer the question, a pseudo-parameter is firstly introduced to modify the equation of motion. And then, an integral formalism for the modified equation is found here, being taken as a linear solution-structure. It enables us to formulate a nonlinear integral equation of second kind, equivalent to the original equation of motion. The fixed point approach, applied to the integral equation, results in proposing a new iterative solution procedure for constructing the nonlinear solution of the original beam equation of motion, which consists luckily of just the simple regular numerical integration for its iterative process; i.e., it appears to be fairly simple as well as straightforward to apply. A mathematical analysis is carried out on both natures of convergence and uniqueness of the iterative procedure by proving a contractive character of a nonlinear operator. It follows conclusively,therefore, that it would be one of the useful nonlinear strategies for integrating the equation of motion for a nonlinear infinite beam, whereby the preceding question may be answered. In addition, it may be worth noticing that the pseudo-parameter introduced here has double roles; firstly, it connects the original beam equation of motion with the integral equation, second, it is related with the convergence of the iterative method proposed here.
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.
Sui, Jize; Zhao, Peng; Cheng, Zhengdong; Zheng, Liancun; Zhang, Xinxin
2017-02-01
The rheological and heat-conduction constitutive models of micropolar fluids (MFs), which are important non-Newtonian fluids, have been, until now, characterized by simple linear expressions, and as a consequence, the non-Newtonian performance of such fluids could not be effectively captured. Here, we establish the novel nonlinear constitutive models of a micropolar fluid and apply them to boundary layer flow and heat transfer problems. The nonlinear power law function of angular velocity is represented in the new models by employing generalized " n -diffusion theory," which has successfully described the characteristics of non-Newtonian fluids, such as shear-thinning and shear-thickening fluids. These novel models may offer a new approach to the theoretical understanding of shear-thinning behavior and anomalous heat transfer caused by the collective micro-rotation effects in a MF with shear flow according to recent experiments. The nonlinear similarity equations with a power law form are derived and the approximate analytical solutions are obtained by the homotopy analysis method, which is in good agreement with the numerical solutions. The results indicate that non-Newtonian behaviors involving a MF depend substantially on the power exponent n and the modified material parameter [Formula: see text] introduced by us. Furthermore, the relations of the engineering interest parameters, including local boundary layer thickness, local skin friction, and Nusselt number are found to be fitted by a quadratic polynomial to n with high precision, which enables the extraction of the rapid predictions from a complex nonlinear boundary-layer transport system.
Zhao, Peng; Cheng, Zhengdong; Zheng, Liancun; Zhang, Xinxin
2017-01-01
The rheological and heat-conduction constitutive models of micropolar fluids (MFs), which are important non-Newtonian fluids, have been, until now, characterized by simple linear expressions, and as a consequence, the non-Newtonian performance of such fluids could not be effectively captured. Here, we establish the novel nonlinear constitutive models of a micropolar fluid and apply them to boundary layer flow and heat transfer problems. The nonlinear power law function of angular velocity is represented in the new models by employing generalized “n-diffusion theory,” which has successfully described the characteristics of non-Newtonian fluids, such as shear-thinning and shear-thickening fluids. These novel models may offer a new approach to the theoretical understanding of shear-thinning behavior and anomalous heat transfer caused by the collective micro-rotation effects in a MF with shear flow according to recent experiments. The nonlinear similarity equations with a power law form are derived and the approximate analytical solutions are obtained by the homotopy analysis method, which is in good agreement with the numerical solutions. The results indicate that non-Newtonian behaviors involving a MF depend substantially on the power exponent n and the modified material parameter K0 introduced by us. Furthermore, the relations of the engineering interest parameters, including local boundary layer thickness, local skin friction, and Nusselt number are found to be fitted by a quadratic polynomial to n with high precision, which enables the extraction of the rapid predictions from a complex nonlinear boundary-layer transport system. PMID:28344433
NASA Astrophysics Data System (ADS)
Silva, L. D. Da; Dos Santos, J. L. L.; Ranciaro Neto, A.; Sales, M. O.; de Moura, F. A. B. F.
In this work, we consider a one-electron moving on a Fermi, Pasta, Ulam disordered chain under effect of electron-phonon interaction and a Gaussian acoustic pulse pumping. We describe electronic dynamics using quantum mechanics formalism and the nonlinear atomic vibrations using standard classical physics. Solving numerical equations related to coupled quantum/classical behavior of this system, we study electronic propagation properties. Our calculations suggest that the acoustic pumping associated with the electron-lattice interaction promote a sub-diffusive electronic dynamics.
Selection theory of free dendritic growth in a potential flow.
von Kurnatowski, Martin; Grillenbeck, Thomas; Kassner, Klaus
2013-04-01
The Kruskal-Segur approach to selection theory in diffusion-limited or Laplacian growth is extended via combination with the Zauderer decomposition scheme. This way nonlinear bulk equations become tractable. To demonstrate the method, we apply it to two-dimensional crystal growth in a potential flow. We omit the simplifying approximations used in a preliminary calculation for the same system [Fischaleck, Kassner, Europhys. Lett. 81, 54004 (2008)], thus exhibiting the capability of the method to extend mathematical rigor to more complex problems than hitherto accessible.
Exact traveling wave solutions for system of nonlinear evolution equations.
Khan, Kamruzzaman; Akbar, M Ali; Arnous, Ahmed H
2016-01-01
In this work, recently deduced generalized Kudryashov method is applied to the variant Boussinesq equations, and the (2 + 1)-dimensional breaking soliton equations. As a result a range of qualitative explicit exact traveling wave solutions are deduced for these equations, which motivates us to develop, in the near future, a new approach to obtain unsteady solutions of autonomous nonlinear evolution equations those arise in mathematical physics and engineering fields. It is uncomplicated to extend this method to higher-order nonlinear evolution equations in mathematical physics. And it should be possible to apply the same method to nonlinear evolution equations having more general forms of nonlinearities by utilizing the traveling wave hypothesis.
Mode Reduction and Upscaling of Reactive Transport Under Incomplete Mixing
NASA Astrophysics Data System (ADS)
Lester, D. R.; Bandopadhyay, A.; Dentz, M.; Le Borgne, T.
2016-12-01
Upscaling of chemical reactions in partially-mixed fluid environments is a challenging problem due to the detailed interactions between inherently nonlinear reaction kinetics and complex spatio-temporal concentration distributions under incomplete mixing. We address this challenge via the development of an order reduction method for the advection-diffusion-reaction equation (ADRE) via projection of the reaction kinetics onto a small number N of leading eigenmodes of the advection-diffusion operator (the so-called "strange eigenmodes" of the flow) as an N-by-N nonlinear system, whilst mixing dynamics only are projected onto the remaining modes. For simple kinetics and moderate Péclet and Damkhöler numbers, this approach yields analytic solutions for the concentration mean, evolving spatio-temporal distribution and PDF in terms of the well-mixed reaction kinetics and mixing dynamics. For more complex kinetics or large Péclet or Damkhöler numbers only a small number of modes are required to accurately quantify the mixing and reaction dynamics in terms of the concentration field and PDF, facilitating greatly simplified approximation and analysis of reactive transport. Approximate solutions of this low-order nonlinear system provide quantiative predictions of the evolving concentration PDF. We demonstrate application of this method to a simple random flow and various mass-action reaction kinetics.
A comparison of acceleration methods for solving the neutron transport k-eigenvalue problem
NASA Astrophysics Data System (ADS)
Willert, Jeffrey; Park, H.; Knoll, D. A.
2014-10-01
Over the past several years a number of papers have been written describing modern techniques for numerically computing the dominant eigenvalue of the neutron transport criticality problem. These methods fall into two distinct categories. The first category of methods rewrite the multi-group k-eigenvalue problem as a nonlinear system of equations and solve the resulting system using either a Jacobian-Free Newton-Krylov (JFNK) method or Nonlinear Krylov Acceleration (NKA), a variant of Anderson Acceleration. These methods are generally successful in significantly reducing the number of transport sweeps required to compute the dominant eigenvalue. The second category of methods utilize Moment-Based Acceleration (or High-Order/Low-Order (HOLO) Acceleration). These methods solve a sequence of modified diffusion eigenvalue problems whose solutions converge to the solution of the original transport eigenvalue problem. This second class of methods is, in our experience, always superior to the first, as most of the computational work is eliminated by the acceleration from the LO diffusion system. In this paper, we review each of these methods. Our computational results support our claim that the choice of which nonlinear solver to use, JFNK or NKA, should be secondary. The primary computational savings result from the implementation of a HOLO algorithm. We display computational results for a series of challenging multi-dimensional test problems.
A transformed path integral approach for solution of the Fokker-Planck equation
NASA Astrophysics Data System (ADS)
Subramaniam, Gnana M.; Vedula, Prakash
2017-10-01
A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.
On symmetries, conservation laws and exact solutions of the nonlinear Schrödinger-Hirota equation
NASA Astrophysics Data System (ADS)
Akbulut, Arzu; Taşcan, Filiz
2018-04-01
In this paper, conservation laws and exact solution are found for nonlinear Schrödinger-Hirota equation. Conservation theorem is used for finding conservation laws. We get modified conservation laws for given equation. Modified simple equation method is used to obtain the exact solutions of the nonlinear Schrödinger-Hirota equation. It is shown that the suggested method provides a powerful mathematical instrument for solving nonlinear equations in mathematical physics and engineering.
Curvature Effect in Shear Flow: Slowdown of Turbulent Flame Speeds with Markstein Number
NASA Astrophysics Data System (ADS)
Lyu, Jiancheng; Xin, Jack; Yu, Yifeng
2017-12-01
It is well-known in the combustion community that curvature effect in general slows down flame propagation speeds because it smooths out wrinkled flames. However, such a folklore has never been justified rigorously. In this paper, as the first theoretical result in this direction, we prove that the turbulent flame speed (an effective burning velocity) is decreasing with respect to the curvature diffusivity (Markstein number) for shear flows in the well-known G-equation model. Our proof involves several novel and rather sophisticated inequalities arising from the nonlinear structure of the equation. On a related fundamental issue, we solve the selection problem of weak solutions or find the "physical fluctuations" when the Markstein number goes to zero and solutions approach those of the inviscid G-equation model. The limiting solution is given by a closed form analytical formula.
NASA Astrophysics Data System (ADS)
Mihalache, D.; Mazilu, D.; Lederer, F.; Leblond, H.; Malomed, B. A.
2008-03-01
We present generic outcomes of collisions between stable solitons with intrinsic vorticity S=1 or S=2 in the complex Ginzburg-Landau equation with the cubic-quintic nonlinearity, for the axially symmetric configuration. An essential ingredient of the complex Ginzburg-Landau equation is an effective transverse diffusivity (which is known in models of laser cavities), as vortex solitons cannot be stable without it. For the sake of comparison, results are also included for fundamental three-dimensional solitons, with S=0 . Depending on the collision momentum, χ , three generic outcomes are identified: merger of the solitons into a single one, at small χ ; quasielastic interaction, at large χ ; and creation of an extra soliton, in an intermediate region. In addition to the final outcomes, we also highlight noteworthy features of the transient dynamics.
NASA Astrophysics Data System (ADS)
Hosseini, K.; Ayati, Z.; Ansari, R.
2018-04-01
One specific class of non-linear evolution equations, known as the Tzitzéica-type equations, has received great attention from a group of researchers involved in non-linear science. In this article, new exact solutions of the Tzitzéica-type equations arising in non-linear optics, including the Tzitzéica, Dodd-Bullough-Mikhailov and Tzitzéica-Dodd-Bullough equations, are obtained using the expa function method. The integration technique actually suggests a useful and reliable method to extract new exact solutions of a wide range of non-linear evolution equations.
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)
Ganguli, G.; Crabtree, C. E.; Rudakov, L.; Mithaiwala, M.
2014-12-01
Velocity ring instabilities are a common naturally occuring magnetospheric phenomenon that can also be generated by man made ionospheric experiments. These instabilities are known to generate lower-hybrid waves, which generally cannot propagte out of the source region. However, nonlinear wave physics can convert these linearly driven electrostatic lower-hybrid waves into electromagnetic waves that can escape the source region. These nonlinearly generated waves can be an important source of VLF turbulence that controls the trapped electron lifetime in the radiation belts. We develop numerical solutions to the wave-kinetic equation in a periodic box including the effects of nonlinear (NL) scattering (nonlinear Landau damping) of Lower-hybrid waves giving the evolution of the wave-spectra in wavenumber space. Simultaneously we solve the particle diffusion equation of both the background plasma particles and the ring ions, due to both linear and nonlinear Landau resonances. At initial times for cold ring ions, an electrostatic beam mode is excited, while the kinetic mode is stable. As the instability progresses the ring ions heat, the beam mode is stabilized, and the kinetic mode destabilizes. When the amplitude of the waves becomes sufficient the lower-hybrid waves are scattered (by either nearly unmagnetized ions or magnetized electrons) into electromagnetic magnetosonic waves [Ganguli et al 2010]. The effect of NL scattering is to limit the amplitude of the waves, slowing down the quasilinear relaxation time and ultimately allowing more energy from the ring to be liberated into waves [Mithaiwala et al. 2011]. The effects of convection out of the instability region are modeled, additionally limiting the amplitude of the waves, allowing further energy to be liberated from the ring [Scales et al., 2012]. Results are compared to recent 3D PIC simulations [Winske and Duaghton 2012].
NASA Astrophysics Data System (ADS)
Saito, Takahiro; Takahashi, Hiromi; Komatsu, Takashi
2006-02-01
The Retinex theory was first proposed by Land, and deals with separation of irradiance from reflectance in an observed image. The separation problem is an ill-posed problem. Land and others proposed various Retinex separation algorithms. Recently, Kimmel and others proposed a variational framework that unifies the previous Retinex algorithms such as the Poisson-equation-type Retinex algorithms developed by Horn and others, and presented a Retinex separation algorithm with the time-evolution of a linear diffusion process. However, the Kimmel's separation algorithm cannot achieve physically rational separation, if true irradiance varies among color channels. To cope with this problem, we introduce a nonlinear diffusion process into the time-evolution. Moreover, as to its extension to color images, we present two approaches to treat color channels: the independent approach to treat each color channel separately and the collective approach to treat all color channels collectively. The latter approach outperforms the former. Furthermore, we apply our separation algorithm to a high quality chroma key in which before combining a foreground frame and a background frame into an output image a color of each pixel in the foreground frame are spatially adaptively corrected through transformation of the separated irradiance. Experiments demonstrate superiority of our separation algorithm over the Kimmel's separation algorithm.
NASA Astrophysics Data System (ADS)
Geng, Xianguo; Liu, Huan
2018-04-01
The Riemann-Hilbert problem for the coupled nonlinear Schrödinger equation is formulated on the basis of the corresponding 3× 3 matrix spectral problem. Using the nonlinear steepest descent method, we obtain leading-order asymptotics for the Cauchy problem of the coupled nonlinear Schrödinger equation.
Kinetic effects on Alfven wave nonlinearity. II - The modified nonlinear wave equation
NASA Technical Reports Server (NTRS)
Spangler, Steven R.
1990-01-01
A previously developed Vlasov theory is used here to study the role of resonant particle and other kinetic effects on Alfven wave nonlinearity. A hybrid fluid-Vlasov equation approach is used to obtain a modified version of the derivative nonlinear Schroedinger equation. The differences between a scalar model for the plasma pressure and a tensor model are discussed. The susceptibilty of the modified nonlinear wave equation to modulational instability is studied. The modulational instability normally associated with the derivative nonlinear Schroedinger equation will, under most circumstances, be restricted to left circularly polarized waves. The nonlocal term in the modified nonlinear wave equation engenders a new modulational instability that is independent of beta and the sense of circular polarization. This new instability may explain the occurrence of wave packet steepening for all values of the plasma beta in the vicinity of the earth's bow shock.
Zhan, Hanyu; Voelz, David G; Cho, Sang-Yeon; Xiao, Xifeng
2015-11-20
The estimation of the refractive index from optical scattering off a target's surface is an important task for remote sensing applications. Optical polarimetry is an approach that shows promise for refractive index estimation. However, this estimation often relies on polarimetric models that are limited to specular targets involving single surface scattering. Here, an analytic model is developed for the degree of polarization (DOP) associated with reflection from a rough surface that includes the effect of diffuse scattering. A multiplicative factor is derived to account for the diffuse component and evaluation of the model indicates that diffuse scattering can significantly affect the DOP values. The scattering model is used in a new approach for refractive index estimation from a series of DOP values that involves jointly estimating n, k, and ρ(d)with a nonlinear equation solver. The approach is shown to work well with simulation data and additive noise. When applied to laboratory-measured DOP values, the approach produces significantly improved index estimation results relative to reference values.
Repeated-cascade theory of strong turbulence in a magnetized plasma
NASA Technical Reports Server (NTRS)
Tchen, C. M.
1976-01-01
A two-dimensional Navier-Stokes equation of vorticity in fluid turbulence is used to model drift turbulence in a plasma with a strong constant magnetic field and a constant mean density gradient. The nonlinear eddy diffusivity is described by a time-integrated Lagrangian correlation of velocities, and the repeated-cascade method is employed to choose the rank accounting for nearest-neighbor interactions, to calculate the Lagrangian correlation, and to close the correlation hierarchy. As a result, the diffusivity becomes dependent on the plasma's induced diffusion and is represented by a memory chain that is cut off by similarity and inertial randomization. Spectral laws relating the kinetic-energy spectrum to the -5, -5/2, -3, and -11 powers of wavenumber are derived for the velocity subranges of production, approach to inertia, inertia, and dissipation, respectively. It is found that the diffusivity is proportional to some inverse power of the magnetic field, that power being 1, 2/3, 5/6, and 2, respectively, for the four velocity subranges.
Brownian diffusion and thermophoresis mechanisms in Casson fluid over a moving wedge
NASA Astrophysics Data System (ADS)
Ullah, Imran; Shafie, Sharidan; Khan, Ilyas; Hsiao, Kai Long
2018-06-01
The effect of Brownian diffusion and thermophoresis on electrically conducting mixed convection flow of Casson fluid induced by moving wedge is investigated in this paper. It is assumed that the wedge is saturated in a porous medium and experiences the thermal radiation and chemical reaction effects. The transformed nonlinear governing equations are solved numerically by Keller box scheme. Findings reveal that increase in Casson and magnetic parameters reduced the boundary layer thickness. The effect of Brownian motion and thermophoresis parameters are more pronounced on temperature profile as compared to nanoparticles concentration. The presence of thermal radiation assisted the heat transfer rate significantly. The influence of magnetic parameter is observed less significant on temperature and nanoparticles concentration.
Monostable traveling waves for a time-periodic and delayed nonlocal reaction-diffusion equation
NASA Astrophysics Data System (ADS)
Li, Panxiao; Wu, Shi-Liang
2018-04-01
This paper is concerned with a time-periodic and delayed nonlocal reaction-diffusion population model with monostable nonlinearity. Under quasi-monotone or non-quasi-monotone assumptions, it is known that there exists a critical wave speed c_*>0 such that a periodic traveling wave exists if and only if the wave speed is above c_*. In this paper, we first prove the uniqueness of non-critical periodic traveling waves regardless of whether the model is quasi-monotone or not. Further, in the quasi-monotone case, we establish the exponential stability of non-critical periodic traveling fronts. Finally, we illustrate the main results by discussing two types of death and birth functions arising from population biology.
NASA Astrophysics Data System (ADS)
Prasad, D. V. V. Krishna; Chaitanya, G. S. Krishna; Raju, R. Srinivasa
2018-05-01
The nature of Casson fluid on MHD free convective flow of over an impulsively started infinite vertically inclined plate in presence of thermal diffusion (Soret), thermal radiation, heat and mass transfer effects is studied. The basic governing nonlinear coupled partial differential equations are solved numerically using finite element method. The relevant physical parameters appearing in velocity, temperature and concentration profiles are analyzed and discussed through graphs. Finally, the results for velocity profiles and the reduced Nusselt and Sherwood numbers are obtained and compared with previous results in the literature and are found to be in excellent agreement. Applications of the present study would be useful in magnetic material processing and chemical engineering systems.
Strongly nonlinear dynamics of electrolytes in large ac voltages.
Højgaard Olesen, Laurits; Bazant, Martin Z; Bruus, Henrik
2010-07-01
We study the response of a model microelectrochemical cell to a large ac voltage of frequency comparable to the inverse cell relaxation time. To bring out the basic physics, we consider the simplest possible model of a symmetric binary electrolyte confined between parallel-plate blocking electrodes, ignoring any transverse instability or fluid flow. We analyze the resulting one-dimensional problem by matched asymptotic expansions in the limit of thin double layers and extend previous work into the strongly nonlinear regime, which is characterized by two features--significant salt depletion in the electrolyte near the electrodes and, at very large voltage, the breakdown of the quasiequilibrium structure of the double layers. The former leads to the prediction of "ac capacitive desalination" since there is a time-averaged transfer of salt from the bulk to the double layers, via oscillating diffusion layers. The latter is associated with transient diffusion limitation, which drives the formation and collapse of space-charge layers, even in the absence of any net Faradaic current through the cell. We also predict that steric effects of finite ion sizes (going beyond dilute-solution theory) act to suppress the strongly nonlinear regime in the limit of concentrated electrolytes, ionic liquids, and molten salts. Beyond the model problem, our reduced equations for thin double layers, based on uniformly valid matched asymptotic expansions, provide a useful mathematical framework to describe additional nonlinear responses to large ac voltages, such as Faradaic reactions, electro-osmotic instabilities, and induced-charge electrokinetic phenomena.
Slunyaev, A; Pelinovsky, E; Sergeeva, A; Chabchoub, A; Hoffmann, N; Onorato, M; Akhmediev, N
2013-07-01
The rogue wave solutions (rational multibreathers) of the nonlinear Schrödinger equation (NLS) are tested in numerical simulations of weakly nonlinear and fully nonlinear hydrodynamic equations. Only the lowest order solutions from 1 to 5 are considered. A higher accuracy of wave propagation in space is reached using the modified NLS equation, also known as the Dysthe equation. This numerical modeling allowed us to directly compare simulations with recent results of laboratory measurements in Chabchoub et al. [Phys. Rev. E 86, 056601 (2012)]. In order to achieve even higher physical accuracy, we employed fully nonlinear simulations of potential Euler equations. These simulations provided us with basic characteristics of long time evolution of rational solutions of the NLS equation in the case of near-breaking conditions. The analytic NLS solutions are found to describe the actual wave dynamics of steep waves reasonably well.
Diffusion Forecasting Model with Basis Functions from QR-Decomposition
NASA Astrophysics Data System (ADS)
Harlim, John; Yang, Haizhao
2018-06-01
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the Fokker-Planck equation with a discrete representation of the shift (Koopman) operator on a set of basis functions generated via the diffusion maps algorithm. While the choice of these basis functions is provably optimal under appropriate conditions, computing these basis functions is quite expensive since it requires the eigendecomposition of an N× N diffusion matrix, where N denotes the data size and could be very large. For large-scale forecasting problems, only a few leading eigenvectors are computationally achievable. To overcome this computational bottleneck, a new set of basis functions constructed by orthonormalizing selected columns of the diffusion matrix and its leading eigenvectors is proposed. This computation can be carried out efficiently via the unpivoted Householder QR factorization. The efficiency and effectiveness of the proposed algorithm will be shown in both deterministically chaotic and stochastic dynamical systems; in the former case, the superiority of the proposed basis functions over purely eigenvectors is significant, while in the latter case forecasting accuracy is improved relative to using a purely small number of eigenvectors. Supporting arguments will be provided on three- and six-dimensional chaotic ODEs, a three-dimensional SDE that mimics turbulent systems, and also on the two spatial modes associated with the boreal winter Madden-Julian Oscillation obtained from applying the Nonlinear Laplacian Spectral Analysis on the measured Outgoing Longwave Radiation.
Diffusion Forecasting Model with Basis Functions from QR-Decomposition
NASA Astrophysics Data System (ADS)
Harlim, John; Yang, Haizhao
2017-12-01
The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the Fokker-Planck equation with a discrete representation of the shift (Koopman) operator on a set of basis functions generated via the diffusion maps algorithm. While the choice of these basis functions is provably optimal under appropriate conditions, computing these basis functions is quite expensive since it requires the eigendecomposition of an N× N diffusion matrix, where N denotes the data size and could be very large. For large-scale forecasting problems, only a few leading eigenvectors are computationally achievable. To overcome this computational bottleneck, a new set of basis functions constructed by orthonormalizing selected columns of the diffusion matrix and its leading eigenvectors is proposed. This computation can be carried out efficiently via the unpivoted Householder QR factorization. The efficiency and effectiveness of the proposed algorithm will be shown in both deterministically chaotic and stochastic dynamical systems; in the former case, the superiority of the proposed basis functions over purely eigenvectors is significant, while in the latter case forecasting accuracy is improved relative to using a purely small number of eigenvectors. Supporting arguments will be provided on three- and six-dimensional chaotic ODEs, a three-dimensional SDE that mimics turbulent systems, and also on the two spatial modes associated with the boreal winter Madden-Julian Oscillation obtained from applying the Nonlinear Laplacian Spectral Analysis on the measured Outgoing Longwave Radiation.
Development of Tokamak Transport Solvers for Stiff Confinement Systems
NASA Astrophysics Data System (ADS)
St. John, H. E.; Lao, L. L.; Murakami, M.; Park, J. M.
2006-10-01
Leading transport models such as GLF23 [1] and MM95 [2] describe turbulent plasma energy, momentum and particle flows. In order to accommodate existing transport codes and associated solution methods effective diffusivities have to be derived from these turbulent flow models. This can cause significant problems in predicting unique solutions. We have developed a parallel transport code solver, GCNMP, that can accommodate both flow based and diffusivity based confinement models by solving the discretized nonlinear equations using modern Newton, trust region, steepest descent and homotopy methods. We present our latest development efforts, including multiple dynamic grids, application of two-level parallel schemes, and operator splitting techniques that allow us to combine flow based and diffusivity based models in tokamk simulations. 6pt [1] R.E. Waltz, et al., Phys. Plasmas 4, 7 (1997). [2] G. Bateman, et al., Phys. Plasmas 5, 1793 (1998).
Kinetics of proton migration in liquid water.
Chen, Hanning; Voth, Gregory A; Agmon, Noam
2010-01-14
We have utilized multistate empirical valence bond (MS-EVB3) simulations of protonated liquid water to calculate the relative mean-square displacement (MSD) and the history-independent time correlation function, c(t), of the hydrated proton center of excess charge (CEC) with respect to the water molecule on which it has initially resided. The MSD is nonlinear for the first 15 ps, suggesting that the relative diffusion coefficient increases from a small value, D(0), at short separations to its larger bulk value, D(infinity), at large separations. With the ensuing distance-dependent diffusion coefficient, D(r), the time dependence of both the MSD and c(t) agrees quantitatively with the solution of a diffusion equation for reversible geminate recombination. This suggests that the relative motion of the CEC is not independent from the nearby water molecules, in agreement with theoretical and experimental observations that large water clusters participate in the mechanism of proton mobility.
Numerical Simulations of Self-Focused Pulses Using the Nonlinear Maxwell Equations
NASA Technical Reports Server (NTRS)
Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)
1994-01-01
This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that are currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Kerr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations. Abstract of a proposed paper for presentation at the meeting NONLINEAR OPTICS: Materials, Fundamentals, and Applications, Hyatt Regency Waikaloa, Waikaloa, Hawaii, July 24-29, 1994, Cosponsored by IEEE/Lasers and Electro-Optics Society and Optical Society of America
NASA Astrophysics Data System (ADS)
McLaughlin, David W.
1995-08-01
The principal investigator, together with a post-doctoral fellows Tetsuji Ueda and Xiao Wang, several graduate students, and colleagues, has applied the modern mathematical theory of nonlinear waves to problems in nonlinear optics and to equations directly relevant to nonlinear optics. Projects included the interaction of laser light with nematic liquid crystals and chaotic, homoclinic, small dispersive, and random behavior of solutions of the nonlinear Schroedinger equation. In project 1, the extremely strong nonlinear response of a continuous wave laser beam in a nematic liquid crystal medium has produced striking undulation and filamentation of the laser beam which has been observed experimentally and explained theoretically. In project 2, qualitative properties of the nonlinear Schroedinger equation (which is the fundamental equation for nonlinear optics) have been identified and studied. These properties include optical shocking behavior in the limit of very small dispersion, chaotic and homoclinic behavior in discretizations of the partial differential equation, and random behavior.
NASA Astrophysics Data System (ADS)
Charamisinau, Ivan; Keymel, Kenneth; Potter, William; Oseroff, Allan R.
2006-02-01
Photodynamic therapy is an effective, minimally invasive skin cancer treatment modality with few side effects. Improved therapeutic selectivity and efficacy is expected if treatment is optimized individually for each patient based on detailed measurements prior and during the treatment. The handheld system presented allows measuring optical properties of the skin, the rate of photosensitizer photobleaching during the ALA PDT and oxygen saturation in the tissue. The photobleaching rate is monitored using fluorescence spectroscopy, where protoporphyrin IX in tissue is exited by 410 nm (blue) or 532 nm (green) laser light, and fluorescence in the 580-800 nm range is monitored. The photobleaching rate is calculated by correlating the measured spectrum with known protoporphyrin IX, photoproduct and nonspecific tissue autofluorescence spectra using correlation analysis. Double-wavelength excitation allows a rough estimation of the depth of the fluorescence source due to the significant difference in penetration depth for blue and green light. Blood concentration and oxygenation in the tissue are found from the white light reflectance spectrum in the 460-800 nm range. Known spectra for the oxy- and deoxyhemoglobin, melanin, and tissue baseline absorption and tissue scattering are substituted in nonlinear equations to find the penetration depth and diffuse reflectance coefficient. The nonlinear equation for the diffuse reflectance coefficient is solved for blood and melanin concentrations and blood oxygenation values that provide the best fit to the measured spectrum. The optical properties of the tissue obtained from the reflectance spectroscopy are used to correct the fluorescence data. A noncontact probe with 5 fibers (3 excitation and 2 detection) focused to the same 5 mm diameter spot: 2 excitation lasers, a white light lamp and a two-channel spectrometer are used. A LabView program with custom nonlinear equation solvers written in C++ automatically performs the measurements and calculations, and writes data to a database. The system is currently used in a clinical trial to find the relationship between skin pigmentation, oxygen saturation in blood, photobleaching rate and optimal fluence rate for skin cancer treatment of actinic keratoses.
Nonlinear grid error effects on numerical solution of partial differential equations
NASA Technical Reports Server (NTRS)
Dey, S. K.
1980-01-01
Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.
1988-02-01
in Multi- dimensions II, P.M. Santini and A.S. Fokas, preprint INS#67, 1986. The Recursion Operator of the Kadomtsev - Petviashvili Equation and the...solitons, multidimensional inverse problems, Painleve equations , direct linearizations of certain nonlinear wave equations , DBAR problems, Riemann...the Navy is (a) the recent discovery that many of the equations describing ship hydrodynamics in channels of finite depth obey nonlinear equations
Cubication of Conservative Nonlinear Oscillators
ERIC Educational Resources Information Center
Belendez, Augusto; Alvarez, Mariela L.; Fernandez, Elena; Pascual, Immaculada
2009-01-01
A cubication procedure of the nonlinear differential equation for conservative nonlinear oscillators is analysed and discussed. This scheme is based on the Chebyshev series expansion of the restoring force, and this allows us to approximate the original nonlinear differential equation by a Duffing equation in which the coefficients for the linear…
FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.; Torrisi, M.; Tracinà, R.
2010-11-01
In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.
Spatial dynamics of a population with stage-dependent diffusion
NASA Astrophysics Data System (ADS)
Azevedo, F.; Coutinho, R. M.; Kraenkel, R. A.
2015-05-01
We explore the spatial dynamics of a population whose individuals go through life stages with very different dispersal capacities. We model it through a system of partial differential equations of the reaction-diffusion kind, with nonlinear diffusion terms that may depend on population density and on the stage. This model includes a few key biological ingredients: growth and saturation, life stage structure, small population effects, and diffusion dependent on the stage. In particular, we consider that adults exhibit two distinct classes: one highly mobile and the other less mobile but with higher fecundity rate, and the development of juveniles into one or the other depends on population density. We parametrize the model with estimated parameters of an insect species, the brown planthopper. We focus on a situation akin to an invasion of the species in a new habitat and find that the front of invasion is led by the most mobile adult class. We also show that the trade-off between dispersal and fecundity leads to invasion speed attaining its maximum at an intermediate value of the diffusion coefficient of the most mobile class.
Statistical Mechanical Theory of Penetrant Diffusion in Polymer Melts and Glasses
NASA Astrophysics Data System (ADS)
Zhang, Rui; Schweizer, Kenneth
We generalize our force-level, self-consistent nonlinear Langevin equation theory of activated diffusion of a dilute spherical penetrant in hard sphere fluids to predict the long-time diffusivity of molecular penetrants in supercooled polymer liquids and non-aging glasses. Chemical complexity is treated using an a priori mapping to a temperature-dependent hard sphere mixture model where polymers are disconnected into effective spheres based on the Kuhn length as the relevant coarse graining scale. A key parameter for mobility is the penetrant to polymer segment diameter ratio, R. Our calculations agree well with experimental measurements for a wide range of temperatures, penetrant sizes (from gas molecules with R ~0.3 to aromatic molecules with R ~1) and diverse amorphous polymers, over 10 decades variation of penetrant diffusivity. Structural parameter transferability is good. We have also formulated a theory at finite penetrant loading for the coupled penetrant-polymer dynamics in chemically (nearly) matched mixtures (e.g., toluene-polystyrene) which captures well the increase of penetrant diffusivity and decrease of polymer matrix vitrification temperature with increasing loading.
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.
A cubic spline approximation for problems in fluid mechanics
NASA Technical Reports Server (NTRS)
Rubin, S. G.; Graves, R. A., Jr.
1975-01-01
A cubic spline approximation is presented which is suited for many fluid-mechanics problems. This procedure provides a high degree of accuracy, even with a nonuniform mesh, and leads to an accurate treatment of derivative boundary conditions. The truncation errors and stability limitations of several implicit and explicit integration schemes are presented. For two-dimensional flows, a spline-alternating-direction-implicit method is evaluated. The spline procedure is assessed, and results are presented for the one-dimensional nonlinear Burgers' equation, as well as the two-dimensional diffusion equation and the vorticity-stream function system describing the viscous flow in a driven cavity. Comparisons are made with analytic solutions for the first two problems and with finite-difference calculations for the cavity flow.
NASA Astrophysics Data System (ADS)
Harmon, Michael; Gamba, Irene M.; Ren, Kui
2016-12-01
This work concerns the numerical solution of a coupled system of self-consistent reaction-drift-diffusion-Poisson equations that describes the macroscopic dynamics of charge transport in photoelectrochemical (PEC) solar cells with reactive semiconductor and electrolyte interfaces. We present three numerical algorithms, mainly based on a mixed finite element and a local discontinuous Galerkin method for spatial discretization, with carefully chosen numerical fluxes, and implicit-explicit time stepping techniques, for solving the time-dependent nonlinear systems of partial differential equations. We perform computational simulations under various model parameters to demonstrate the performance of the proposed numerical algorithms as well as the impact of these parameters on the solution to the model.
Long-Time Behavior and Critical Limit of Subcritical SQG Equations in Scale-Invariant Sobolev Spaces
NASA Astrophysics Data System (ADS)
Coti Zelati, Michele
2018-02-01
We consider the subcritical SQG equation in its natural scale-invariant Sobolev space and prove the existence of a global attractor of optimal regularity. The proof is based on a new energy estimate in Sobolev spaces to bootstrap the regularity to the optimal level, derived by means of nonlinear lower bounds on the fractional Laplacian. This estimate appears to be new in the literature and allows a sharp use of the subcritical nature of the L^∞ bounds for this problem. As a by-product, we obtain attractors for weak solutions as well. Moreover, we study the critical limit of the attractors and prove their stability and upper semicontinuity with respect to the strength of the diffusion.
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.
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.
A family of nonlinear Schrödinger equations admitting q-plane wave solutions
NASA Astrophysics Data System (ADS)
Nobre, F. D.; Plastino, A. R.
2017-08-01
Nonlinear Schrödinger equations with power-law nonlinearities have attracted considerable attention recently. Two previous proposals for these types of equations, corresponding respectively to the Gross-Pitaievsky equation and to the one associated with nonextensive statistical mechanics, are here unified into a single, parameterized family of nonlinear Schrödinger equations. Power-law nonlinear terms characterized by exponents depending on a real index q, typical of nonextensive statistical mechanics, are considered in such a way that the Gross-Pitaievsky equation is recovered in the limit q → 1. A classical field theory shows that, due to these nonlinearities, an extra field Φ (x → , t) (besides the usual one Ψ (x → , t)) must be introduced for consistency. The new field can be identified with Ψ* (x → , t) only when q → 1. For q ≠ 1 one has a pair of coupled nonlinear wave equations governing the joint evolution of the complex valued fields Ψ (x → , t) and Φ (x → , t). These equations reduce to the usual pair of complex-conjugate ones only in the q → 1 limit. Interestingly, the nonlinear equations obeyed by Ψ (x → , t) and Φ (x → , t) exhibit a common, soliton-like, traveling solution, which is expressible in terms of the q-exponential function that naturally emerges within nonextensive statistical mechanics.
Nonlinear Poisson Equation for Heterogeneous Media
Hu, Langhua; Wei, Guo-Wei
2012-01-01
The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects. PMID:22947937
Solving Nonlinear Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
NASA Astrophysics Data System (ADS)
Manafian, Jalil; Foroutan, Mohammadreza; Guzali, Aref
2017-11-01
This paper examines the effectiveness of an integration scheme which is called the extended trial equation method (ETEM) for solving a well-known nonlinear equation of partial differential equations (PDEs). In this respect, the Lakshmanan-Porsezian-Daniel (LPD) equation with Kerr and power laws of nonlinearity which describes higher-order dispersion, full nonlinearity and spatiotemporal dispersion is considered, and as an achievement, a series of exact travelling-wave solutions for the aforementioned equation is formally extracted. Explicit new exact solutions are derived in different form such as dark solitons, bright solitons, solitary wave, periodic solitary wave, rational function, and elliptic function solutions of LPD equation. The movement of obtained solutions is shown graphically, which helps to understand the physical phenomena of this optical soliton equation. Many other such types of nonlinear equations arising in basic fabric of communications network technology and nonlinear optics can also be solved by this method.
A procedure to construct exact solutions of nonlinear fractional differential equations.
Güner, Özkan; Cevikel, Adem C
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.
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.
General relativistic screening in cosmological simulations
NASA Astrophysics Data System (ADS)
Hahn, Oliver; Paranjape, Aseem
2016-10-01
We revisit the issue of interpreting the results of large volume cosmological simulations in the context of large-scale general relativistic effects. We look for simple modifications to the nonlinear evolution of the gravitational potential ψ that lead on large scales to the correct, fully relativistic description of density perturbations in the Newtonian gauge. We note that the relativistic constraint equation for ψ can be cast as a diffusion equation, with a diffusion length scale determined by the expansion of the Universe. Exploiting the weak time evolution of ψ in all regimes of interest, this equation can be further accurately approximated as a Helmholtz equation, with an effective relativistic "screening" scale ℓ related to the Hubble radius. We demonstrate that it is thus possible to carry out N-body simulations in the Newtonian gauge by replacing Poisson's equation with this Helmholtz equation, involving a trivial change in the Green's function kernel. Our results also motivate a simple, approximate (but very accurate) gauge transformation—δN(k )≈δsim(k )×(k2+ℓ-2)/k2 —to convert the density field δsim of standard collisionless N -body simulations (initialized in the comoving synchronous gauge) into the Newtonian gauge density δN at arbitrary times. A similar conversion can also be written in terms of particle positions. Our results can be interpreted in terms of a Jeans stability criterion induced by the expansion of the Universe. The appearance of the screening scale ℓ in the evolution of ψ , in particular, leads to a natural resolution of the "Jeans swindle" in the presence of superhorizon modes.
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.
Nonlinear waves in repulsive media supported by spatially localized parity-time-symmetric potentials
NASA Astrophysics Data System (ADS)
Devassy, Lini; Jisha, Chandroth P.; Alberucci, Alessandro; Kuriakose, V. C.
2017-06-01
We study the existence, stability and dynamics of solitons in a PT-symmetric potential in the presence of a local defocusing nonlinearity. For the sake of concreteness, we refer to Bose-Einstein condensates, where defocusing nonlinearity stems from a repulsive inter-particle interaction. Two kinds of transverse profiles for the gain-loss mechanism, i.e., the imaginary part of the potential, are considered. Differently from the attractive inter-particle interaction, solitons exist only inside a narrow band of chemical potential and particle number. The existence region shrinks as the magnitude of the gain-loss is increased, with the soliton ceasing to exist above the linear exceptional point, that is, the point at which PT symmetry is broken. Using linear stability analysis together with full numerical simulations of the Gross-Pitaevskii equation, we show that solitons survive on temporal scales much longer than the diffusion time. For magnitude of gain-loss close to the exceptional point, stability depends on the transverse profile of the gain-loss mechanism and the magnitude of the nonlinear excitation.
NASA Astrophysics Data System (ADS)
Gaik*, Tay Kim; Demiray, Hilmi; Tiong, Ong Chee
In the present work, treating the artery as a prestressed thin-walled and long circularly cylindrical elastic tube with a mild symmetrical stenosis and the blood as an incompressible Newtonian fluid, we have studied the pro pagation of weakly nonlinear waves in such a composite medium, in the long wave approximation, by use of the reductive perturbation method. By intro ducing a set of stretched coordinates suitable for the boundary value type of problems and expanding the field variables into asymptotic series of the small-ness parameter of nonlinearity and dispersion, we obtained a set of nonlinear differential equations governing the terms at various order. By solving these nonlinear differential equations, we obtained the forced perturbed Korteweg-de Vries equation with variable coefficient as the nonlinear evolution equation. By use of the coordinate transformation, it is shown that this type of nonlinear evolution equation admits a progressive wave solution with variable wave speed.
Adaptive boundary concentration control using Zakai equation
NASA Astrophysics Data System (ADS)
Tenno, R.; Mendelson, A.
2010-06-01
A mean-variance control problem is formulated with respect to a partially observed nonlinear system that includes unknown constant parameters. A physical prototype of the system is the cathode surface reaction in an electrolysis cell, where the controller aim is to keep the boundary concentration of species in the near vicinity of the cathode surface low but not zero. The boundary concentration is a diffusion-controlled process observed through the measured current density and, in practice, controlled through the applied voltage. The former incomplete data control problem is converted to complete data-to the so-called separated control problem whose solution is given by the infinite-dimensional Zakai equation. In this article, the separated control problem is solved numerically using pathwise integration of the Zakai equation. This article demonstrates precise tracking of the target trajectory with a rapid convergence of estimates to unknown parameters, which take place simultaneously with control.
On a Multiphase Multicomponent Model of Biofilm Growth
NASA Astrophysics Data System (ADS)
Friedman, Avner; Hu, Bei; Xue, Chuan
2014-01-01
Biofilms are formed when free-floating bacteria attach to a surface and secrete polysaccharide to form an extracellular polymeric matrix (EPS). A general model of biofilm growth needs to include the bacteria, the EPS, and the solvent within the biofilm region Ω( t), and the solvent in the surrounding region D( t). The interface between the two regions, Γ( t), is a free boundary. In this paper, we consider a mathematical model that consists of a Stokes equation for the EPS with bacteria attached to it, a Stokes equation for the solvent in Ω( t) and another for the solvent in D( t). The volume fraction of the EPS is another unknown satisfying a reaction-diffusion equation. The entire system is coupled nonlinearly within Ω( t) and across the free surface Γ( t). We prove the existence and uniqueness of a solution, with a smooth surface Γ( t), for a small time interval.
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.
Continuous time random walk with local particle-particle interaction
NASA Astrophysics Data System (ADS)
Xu, Jianping; Jiang, Guancheng
2018-05-01
The continuous time random walk (CTRW) is often applied to the study of particle motion in disordered media. Yet most such applications do not allow for particle-particle (walker-walker) interaction. In this paper, we consider a CTRW with particle-particle interaction; however, for simplicity, we restrain the interaction to be local. The generalized Chapman-Kolmogorov equation is modified by introducing a perturbation function that fluctuates around 1, which models the effect of interaction. Subsequently, a time-fractional nonlinear advection-diffusion equation is derived from this walking system. Under the initial condition of condensed particles at the origin and the free-boundary condition, we numerically solve this equation with both attractive and repulsive particle-particle interactions. Moreover, a Monte Carlo simulation is devised to verify the results of the above numerical work. The equation and the simulation unanimously predict that this walking system converges to the conventional one in the long-time limit. However, for systems where the free-boundary condition and long-time limit are not simultaneously satisfied, this convergence does not hold.
NASA Astrophysics Data System (ADS)
Seadawy, Aly R.; Kumar, Dipankar; Chakrabarty, Anuz Kumar
2018-05-01
The (2+1)-dimensional hyperbolic and cubic-quintic nonlinear Schrödinger equations describe the propagation of ultra-short pulses in optical fibers of nonlinear media. By using an extended sinh-Gordon equation expansion method, some new complex hyperbolic and trigonometric functions prototype solutions for two nonlinear Schrödinger equations were derived. The acquired new complex hyperbolic and trigonometric solutions are expressed by dark, bright, combined dark-bright, singular and combined singular solitons. The obtained results are more compatible than those of other applied methods. The extended sinh-Gordon equation expansion method is a more powerful and robust mathematical tool for generating new optical solitary wave solutions for many other nonlinear evolution equations arising in the propagation of optical pulses.
Nonlinear Gyro-Landau-Fluid Equations
NASA Astrophysics Data System (ADS)
Raskolnikov, I.; Mattor, Nathan; Parker, Scott E.
1996-11-01
We present fluid equations which describe the effects of both linear and nonlinear Landau damping (wave-particle-wave effects). These are derived using a recently developed analytical method similar to renormalization group theory. (Scott E. Parker and Daniele Carati, Phys. Rev. Lett. 75), 441 (1995). In this technique, the phase space structure inherent in Landau damping is treated analytically by building a ``renormalized collisionality'' onto a bare collisionality (which may be taken as vanishingly small). Here we apply this technique to the nonlinear ion gyrokinetic equation in slab geometry, obtaining nonlinear fluid equations for density, parallel momentum and heat. Wave-particle resonances are described by two functions appearing in the heat equation: a renormalized ``collisionality'' and a renormalized nonlinear coupling coeffient. It will be shown that these new equations may correct a deficiency in existing gyrofluid equations, (G. W. Hammett and F. W. Perkins, Phys. Rev. Lett. 64,) 3019 (1990). which can severely underestimate the strength of nonlinear interaction in regimes where linear resonance is strong. (N. Mattor, Phys. Fluids B 4,) 3952 (1992).
Nonlinear Landau damping in the ionosphere
NASA Technical Reports Server (NTRS)
Kiwamoto, Y.; Benson, R. F.
1978-01-01
A model is presented to explain the non-resonant waves which give rise to the diffuse resonance observed near 3/2 f sub H by the Alouette and ISIS topside sounders, where f sub H is the ambient electron cyclotron frequency. In a strictly linear analysis, these instability driven waves will decay due to Landau damping on a time scale much shorter than the observed time duration of the diffuse resonance. Calculations of the nonlinear wave particle coupling coefficients, however, indicate that the diffuse resonance wave can be maintained by the nonlinear Landau damping of the sounder stimulated 2f sub H wave. The time duration of the diffuse resonance is determined by the transit time of the instability generated and nonlinearly maintained diffuse resonance wave from the remote short lived hot region back to the antenna. The model is consistent with the Alouette/ISIS observations, and clearly demonstrates the existence of nonlinear wave-particle interactions in the ionosphere.
Characterization of Perovskite Oxide/Semiconductor Heterostructures
NASA Astrophysics Data System (ADS)
Walker, Phillip
The tools developed for the use of investigating dynamical systems have provided critical understanding to a wide range of physical phenomena. Here these tools are used to gain further insight into scalar transport, and how it is affected by mixing. The aim of this research is to investigate the efficiency of several different partitioning methods which demarcate flow fields into dynamically distinct regions, and the correlation of finite-time statistics from the advection-diffusion equation to these regions. For autonomous systems, invariant manifold theory can be used to separate the system into dynamically distinct regions. Despite there being no equivalent method for nonautonomous systems, a similar analysis can be done. Systems with general time dependencies must resort to using finite-time transport barriers for partitioning; these barriers are the edges of Lagrangian coherent structures (LCS), the analog to the stable and unstable manifolds of invariant manifold theory. Using the coherent structures of a flow to analyze the statistics of trapping, flight, and residence times, the signature of anomalous diffusion are obtained. This research also investigates the use of linear models for approximating the elements of the covariance matrix of nonlinear flows, and then applying the covariance matrix approximation over coherent regions. The first and second-order moments can be used to fully describe an ensemble evolution in linear systems, however there is no direct method for nonlinear systems. The problem is only compounded by the fact that the moments for nonlinear flows typically don't have analytic representations, therefore direct numerical simulations would be needed to obtain the moments throughout the domain. To circumvent these many computations, the nonlinear system is approximated as many linear systems for which analytic expressions for the moments exist. The parameters introduced in the linear models are obtained locally from the nonlinear deformation tensor.
NASA Astrophysics Data System (ADS)
Verweij, Martin D.; Huijssen, Jacob
2006-05-01
In diagnostic medical ultrasound, it has become increasingly important to evaluate the nonlinear field of an acoustic beam that propagates in a weakly nonlinear, dissipative medium and that is steered off-axis up to very wide angles. In this case, computations cannot be based on the widely used KZK equation since it applies only to small angles. To benefit from successful computational schemes from elastodynamics and electromagnetics, we propose to use two first-order acoustic field equations, accompanied by two constitutive equations, as an alternative basis. This formulation quite naturally results in the contrast source formalism, makes a clear distinction between fundamental conservation laws and medium behavior, and allows for a straightforward inclusion of any medium inhomogenities. This paper is concerned with the derivation of relevant constitutive equations. We take a pragmatic approach and aim to find those constitutive equations that represent the same medium as implicitly described by the recognized, full wave, nonlinear equations such as the generalized Westervelt equation. We will show how this is achieved by considering the nonlinear case without attenuation, the linear case with attenuation, and the nonlinear case with attenuation. As a result we will obtain surprisingly simple constitutive equations for the full wave case.
A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations
Güner, Özkan; Cevikel, Adem C.
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions. PMID:24737972
Bayesian Analysis of Structural Equation Models with Nonlinear Covariates and Latent Variables
ERIC Educational Resources Information Center
Song, Xin-Yuan; Lee, Sik-Yum
2006-01-01
In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the…
Exact multisoliton solutions of general nonlinear Schrödinger equation with derivative.
Li, Qi; Duan, Qiu-yuan; Zhang, Jian-bing
2014-01-01
Multisoliton solutions are derived for a general nonlinear Schrödinger equation with derivative by using Hirota's approach. The dynamics of one-soliton solution and two-soliton interactions are also illustrated. The considered equation can reduce to nonlinear Schrödinger equation with derivative as well as the solutions.
NASA Technical Reports Server (NTRS)
Rosen, I. G.
1988-01-01
An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space. The Riccati equation was treated as a nonlinear evolution equation with dynamics described by a nonlinear monotone perturbation of a strongly coercive linear operator. A generic approximation result was proven for quasi-autonomous nonlinear evolution system involving accretive operators which was then used to demonstrate the Hilbert-Schmidt norm convergence of Galerkin approximations to the solution of the Riccati equation. The application of the results was illustrated in the context of a linear quadratic optimal control problem for a one dimensional heat equation.
2014-01-01
Background Support vector regression (SVR) and Gaussian process regression (GPR) were used for the analysis of electroanalytical experimental data to estimate diffusion coefficients. Results For simulated cyclic voltammograms based on the EC, Eqr, and EqrC mechanisms these regression algorithms in combination with nonlinear kernel/covariance functions yielded diffusion coefficients with higher accuracy as compared to the standard approach of calculating diffusion coefficients relying on the Nicholson-Shain equation. The level of accuracy achieved by SVR and GPR is virtually independent of the rate constants governing the respective reaction steps. Further, the reduction of high-dimensional voltammetric signals by manual selection of typical voltammetric peak features decreased the performance of both regression algorithms compared to a reduction by downsampling or principal component analysis. After training on simulated data sets, diffusion coefficients were estimated by the regression algorithms for experimental data comprising voltammetric signals for three organometallic complexes. Conclusions Estimated diffusion coefficients closely matched the values determined by the parameter fitting method, but reduced the required computational time considerably for one of the reaction mechanisms. The automated processing of voltammograms according to the regression algorithms yields better results than the conventional analysis of peak-related data. PMID:24987463
Diffusive processes in a stochastic magnetic field
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, H.; Vlad, M.; Vanden Eijnden, E.
1995-05-01
The statistical representation of a fluctuating (stochastic) magnetic field configuration is studied in detail. The Eulerian correlation functions of the magnetic field are determined, taking into account all geometrical constraints: these objects form a nondiagonal matrix. The Lagrangian correlations, within the reasonable Corrsin approximation, are reduced to a single scalar function, determined by an integral equation. The mean square perpendicular deviation of a geometrical point moving along a perturbed field line is determined by a nonlinear second-order differential equation. The separation of neighboring field lines in a stochastic magnetic field is studied. We find exponentiation lengths of both signs describing,more » in particular, a decay (on the average) of any initial anisotropy. The vanishing sum of these exponentiation lengths ensures the existence of an invariant which was overlooked in previous works. Next, the separation of a particle`s trajectory from the magnetic field line to which it was initially attached is studied by a similar method. Here too an initial phase of exponential separation appears. Assuming the existence of a final diffusive phase, anomalous diffusion coefficients are found for both weakly and strongly collisional limits. The latter is identical to the well known Rechester-Rosenbluth coefficient, which is obtained here by a more quantitative (though not entirely deductive) treatment than in earlier works.« less
Current interactions from the one-form sector of nonlinear higher-spin equations
NASA Astrophysics Data System (ADS)
Gelfond, O. A.; Vasiliev, M. A.
2018-06-01
The form of higher-spin current interactions in the sector of one-forms is derived from the nonlinear higher-spin equations in AdS4. Quadratic corrections to higher-spin equations are shown to be independent of the phase of the parameter η = exp iφ in the full nonlinear higher-spin equations. The current deformation resulting from the nonlinear higher-spin equations is represented in the canonical form with the minimal number of space-time derivatives. The non-zero spin-dependent coupling constants of the resulting currents are determined in terms of the higher-spin coupling constant η η bar . Our results confirm the conjecture that (anti-)self-dual nonlinear higher-spin equations result from the full system at (η = 0) η bar = 0.
Numerical solution of special ultra-relativistic Euler equations using central upwind scheme
NASA Astrophysics Data System (ADS)
Ghaffar, Tayabia; Yousaf, Muhammad; Qamar, Shamsul
2018-06-01
This article is concerned with the numerical approximation of one and two-dimensional special ultra-relativistic Euler equations. The governing equations are coupled first-order nonlinear hyperbolic partial differential equations. These equations describe perfect fluid flow in terms of the particle density, the four-velocity and the pressure. A high-resolution shock-capturing central upwind scheme is employed to solve the model equations. To avoid excessive numerical diffusion, the considered scheme avails the specific information of local propagation speeds. By using Runge-Kutta time stepping method and MUSCL-type initial reconstruction, we have obtained 2nd order accuracy of the proposed scheme. After discussing the model equations and the numerical technique, several 1D and 2D test problems are investigated. For all the numerical test cases, our proposed scheme demonstrates very good agreement with the results obtained by well-established algorithms, even in the case of highly relativistic 2D test problems. For validation and comparison, the staggered central scheme and the kinetic flux-vector splitting (KFVS) method are also implemented to the same model. The robustness and efficiency of central upwind scheme is demonstrated by the numerical results.
Nonlinear Poisson equation for heterogeneous media.
Hu, Langhua; Wei, Guo-Wei
2012-08-22
The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Dynamics of a Class of HIV Infection Models with Cure of Infected Cells in Eclipse Stage.
Maziane, Mehdi; Lotfi, El Mehdi; Hattaf, Khalid; Yousfi, Noura
2015-12-01
In this paper, we propose two HIV infection models with specific nonlinear incidence rate by including a class of infected cells in the eclipse phase. The first model is described by ordinary differential equations (ODEs) and generalizes a set of previously existing models and their results. The second model extends our ODE model by taking into account the diffusion of virus. Furthermore, the global stability of both models is investigated by constructing suitable Lyapunov functionals. Finally, we check our theoretical results with numerical simulations.
Mixed Convection Flow of Nanofluid in Presence of an Inclined Magnetic Field
Noreen, Saima; Ahmed, Bashir; Hayat, Tasawar
2013-01-01
This research is concerned with the mixed convection peristaltic flow of nanofluid in an inclined asymmetric channel. The fluid is conducting in the presence of inclined magnetic field. The governing equations are modelled. Mathematical formulation is completed through long wavelength and low Reynolds number approach. Numerical solution to the nonlinear analysis is made by shooting technique. Attention is mainly focused to the effects of Brownian motion and thermophoretic diffusion of nanoparticle. Results for velocity, temperature, concentration, pumping and trapping are obtained and analyzed in detail. PMID:24086276
Relations between nonlinear Riccati equations and other equations in fundamental physics
NASA Astrophysics Data System (ADS)
Schuch, Dieter
2014-10-01
Many phenomena in the observable macroscopic world obey nonlinear evolution equations while the microscopic world is governed by quantum mechanics, a fundamental theory that is supposedly linear. In order to combine these two worlds in a common formalism, at least one of them must sacrifice one of its dogmas. Linearizing nonlinear dynamics would destroy the fundamental property of this theory, however, it can be shown that quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown that the information about the dynamics of quantum systems with analytical solutions can not only be obtainable from the time-dependent Schrödinger equation but equally-well from a complex Riccati equation. Comparison with supersymmetric quantum mechanics shows that even additional information can be obtained from the nonlinear formulation. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation for any potential. Extension of the Riccati formulation to include irreversible dissipative effects is straightforward. Via (real and complex) Riccati equations, other fields of physics can also be treated within the same formalism, e.g., statistical thermodynamics, nonlinear dynamical systems like those obeying a logistic equation as well as wave equations in classical optics, Bose- Einstein condensates and cosmological models. Finally, the link to abstract "quantizations" such as the Pythagorean triples and Riccati equations connected with trigonometric and hyperbolic functions will be shown.
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.
Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel Antonio; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Marin-Hernandez, Antonio; Herrera-May, Agustin Leobardo; Diaz-Sanchez, Alejandro; Huerta-Chua, Jesus
2014-01-01
In this article, we propose the application of a modified Taylor series method (MTSM) for the approximation of nonlinear problems described on finite intervals. The issue of Taylor series method with mixed boundary conditions is circumvented using shooting constants and extra derivatives of the problem. In order to show the benefits of this proposal, three different kinds of problems are solved: three-point boundary valued problem (BVP) of third-order with a hyperbolic sine nonlinearity, two-point BVP for a second-order nonlinear differential equation with an exponential nonlinearity, and a two-point BVP for a third-order nonlinear differential equation with a radical nonlinearity. The result shows that the MTSM method is capable to generate easily computable and highly accurate approximations for nonlinear equations. 34L30.
Thermobaricity, cabbeling, and water-mass conversion
NASA Astrophysics Data System (ADS)
McDougall, Trevor J.
1987-05-01
The efficient mixing of heat and salt along neutral surfaces (by mesoscale eddies) is shown to lead to vertical advection through these neutral surfaces. This is due to the nonlinearities of the equation of state of seawater through terms like ∂2ρ/∂θ∂p (thermobaric effect) and ∂2ρ/∂ θ2 (cabbeling). Cabbeling always causes a sinking or downwelling of fluid through neutral surfaces, whereas thermobaricity can lead to a vertical velocity (relative to neutral surfaces) of either sign. In this paper it is shown that for reasonable values of the lateral scalar diffusivity (especially below a depth of 1000 m), these two processes cause vertical velocities of the order of 10-7 m s-1 through neutral surfaces (usually downward!) and cause water-mass conversion of a magnitude equal to that caused by a vertical diffusivity of 10-4 m2 s-1 (often equivalent to a negative diffusivity). Both thermobaricity and cabbeling can occur in the presence of any nonzero amount of small-scale turbulence and so will not be detected by microstructure measurements. The conservation equations for tracers are considered in a nonorthogonal coordinate frame that moves with neutral surfaces in the ocean. Since only mixing processes cause advection across neutral surfaces, it is useful to regard this vertical advection as a symptom of various mixing processes rather than as a separate physical process. It is possible to derive conservative equations for scalars that do not contain the vertical advective term explicity. In these conservation equations, the terms that represent mixing processes are substantially altered. It is argued that this form of the conservation equations is the most appropriate when considering water-mass transformation, and some examples are given of its application in the North Atlantic. It is shown that the variation of the vertical diffusivity with height does not cause water-mass transformation. Also, salt fingering is often 3-4 times more effective at changing the potential temperature of a water mass than would be implied by simply calculating the vertical derivative of the fingering heat flux.
Nonlinear ionic transport through microstructured solid electrolytes: homogenization estimates
NASA Astrophysics Data System (ADS)
Curto Sillamoni, Ignacio J.; Idiart, Martín I.
2016-10-01
We consider the transport of multiple ionic species by diffusion and migration through microstructured solid electrolytes in the presence of strong electric fields. The assumed constitutive relations for the constituent phases follow from convex energy and dissipation potentials which guarantee thermodynamic consistency. The effective response is heuristically deduced from a multi-scale convergence analysis of the relevant field equations. The resulting homogenized response involves an effective dissipation potential per species. Each potential is mathematically akin to that of a standard nonlinear heterogeneous conductor. A ‘linear-comparison’ homogenization technique is then used to generate estimates for these nonlinear potentials in terms of available estimates for corresponding linear conductors. By way of example, use is made of the Maxwell-Garnett and effective-medium linear approximations to generate estimates for two-phase systems with power-law dissipation. Explicit formulas are given for some limiting cases. In the case of threshold-type behavior, the estimates exhibit non-analytical dilute limits and seem to be consistent with fields localized in low energy paths.
NASA Astrophysics Data System (ADS)
Droghei, Riccardo; Salusti, Ettore
2013-04-01
Control of drilling parameters, as fluid pressure, mud weight, salt concentration is essential to avoid instabilities when drilling through shale sections. To investigate shale deformation, fundamental for deep oil drilling and hydraulic fracturing for gas extraction ("fracking"), a non-linear model of mechanic and chemo-poroelastic interactions among fluid, solute and the solid matrix is here discussed. The two equations of this model describe the isothermal evolution of fluid pressure and solute density in a fluid saturated porous rock. Their solutions are quick non-linear Burger's solitary waves, potentially destructive for deep operations. In such analysis the effect of diffusion, that can play a particular role in fracking, is investigated. Then, following Civan (1998), both diffusive and shock waves are applied to fine particles filtration due to such quick transients , their effect on the adjacent rocks and the resulting time-delayed evolution. Notice how time delays in simple porous media dynamics have recently been analyzed using a fractional derivative approach. To make a tentative comparison of these two deeply different methods,in our model we insert fractional time derivatives, i.e. a kind of time-average of the fluid-rocks interactions. Then the delaying effects of fine particles filtration is compared with fractional model time delays. All this can be seen as an empirical check of these fractional models.
NASA Astrophysics Data System (ADS)
Hattam, Laura; Greetham, Danica Vukadinović
2018-01-01
Haynes et al. (1977) derived a nonlinear differential equation to determine the spread of innovations within a social network across space and time. This model depends upon the imitators and the innovators within the social system, where the imitators respond to internal influences, whilst the innovators react to external factors. Here, this differential equation is applied to simulate the uptake of a low-carbon technology (LCT) within a real local electricity network that is situated in the UK. This network comprises of many households that are assigned to certain feeders. Firstly, travelling wave solutions of Haynes' model are used to predict adoption times as a function of the imitation and innovation influences. Then, the grid that represents the electricity network is created so that the finite element method (FEM) can be implemented. Next, innovation diffusion is modelled with Haynes' equation and the FEM, where varying magnitudes of the internal and external pressures are imposed. Consequently, the impact of these model parameters is investigated. Moreover, LCT adoption trajectories at fixed feeder locations are calculated, which give a macroscopic understanding of the uptake behaviour at specific network sites. Lastly, the adoption of LCTs at a household level is examined, where microscopic and macroscopic approaches are combined.
Malkyarenko, Dariya I; Chenevert, Thomas L
2014-12-01
To describe an efficient procedure to empirically characterize gradient nonlinearity and correct for the corresponding apparent diffusion coefficient (ADC) bias on a clinical magnetic resonance imaging (MRI) scanner. Spatial nonlinearity scalars for individual gradient coils along superior and right directions were estimated via diffusion measurements of an isotropicic e-water phantom. Digital nonlinearity model from an independent scanner, described in the literature, was rescaled by system-specific scalars to approximate 3D bias correction maps. Correction efficacy was assessed by comparison to unbiased ADC values measured at isocenter. Empirically estimated nonlinearity scalars were confirmed by geometric distortion measurements of a regular grid phantom. The applied nonlinearity correction for arbitrarily oriented diffusion gradients reduced ADC bias from 20% down to 2% at clinically relevant offsets both for isotropic and anisotropic media. Identical performance was achieved using either corrected diffusion-weighted imaging (DWI) intensities or corrected b-values for each direction in brain and ice-water. Direction-average trace image correction was adequate only for isotropic medium. Empiric scalar adjustment of an independent gradient nonlinearity model adequately described DWI bias for a clinical scanner. Observed efficiency of implemented ADC bias correction quantitatively agreed with previous theoretical predictions and numerical simulations. The described procedure provides an independent benchmark for nonlinearity bias correction of clinical MRI scanners.
Computer simulation of population dynamics inside the urban environment
NASA Astrophysics Data System (ADS)
Andreev, A. S.; Inovenkov, I. N.; Echkina, E. Yu.; Nefedov, V. V.; Ponomarenko, L. S.; Tikhomirov, V. V.
2017-12-01
In this paper using a mathematical model of the so-called “space-dynamic” approach we investigate the problem of development and temporal dynamics of different urban population groups. For simplicity we consider an interaction of only two population groups inside a single urban area with axial symmetry. This problem can be described qualitatively by a system of two non-stationary nonlinear differential equations of the diffusion type with boundary conditions of the third type. The results of numerical simulations show that with a suitable choice of the diffusion coefficients and interaction functions between different population groups we can receive different scenarios of population dynamics: from complete displacement of one population group by another (originally more “aggressive”) to the “peaceful” situation of co-existence of them together.
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).
Turing instability in reaction-diffusion systems with nonlinear diffusion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zemskov, E. P., E-mail: zemskov@ccas.ru
2013-10-15
The Turing instability is studied in two-component reaction-diffusion systems with nonlinear diffusion terms, and the regions in parametric space where Turing patterns can form are determined. The boundaries between super- and subcritical bifurcations are found. Calculations are performed for one-dimensional brusselator and oregonator models.
Solutions of the cylindrical nonlinear Maxwell equations.
Xiong, Hao; Si, Liu-Gang; Ding, Chunling; Lü, Xin-You; Yang, Xiaoxue; Wu, Ying
2012-01-01
Cylindrical nonlinear optics is a burgeoning research area which describes cylindrical electromagnetic wave propagation in nonlinear media. Finding new exact solutions for different types of nonlinearity and inhomogeneity to describe cylindrical electromagnetic wave propagation is of great interest and meaningful for theory and application. This paper gives exact solutions for the cylindrical nonlinear Maxwell equations and presents an interesting connection between the exact solutions for different cylindrical nonlinear Maxwell equations. We also provide some examples and discussion to show the application of the results we obtained. Our results provide the basis for solving complex systems of nonlinearity and inhomogeneity with simple systems.
Chirped solitary pulses for a nonic nonlinear Schrödinger equation on a continuous-wave background
NASA Astrophysics Data System (ADS)
Triki, Houria; Porsezian, K.; Choudhuri, Amitava; Dinda, P. Tchofo
2016-06-01
A class of derivative nonlinear Schrödinger equation with cubic-quintic-septic-nonic nonlinear terms describing the propagation of ultrashort optical pulses through a nonlinear medium with higher-order Kerr responses is investigated. An intensity-dependent chirp ansatz is adopted for solving the two coupled amplitude-phase nonlinear equations of the propagating wave. We find that the dynamics of field amplitude in this system is governed by a first-order nonlinear ordinary differential equation with a tenth-degree nonlinear term. We demonstrate that this system allows the propagation of a very rich variety of solitary waves (kink, dark, bright, and gray solitary pulses) which do not coexist in the conventional nonlinear systems that have appeared so far in the literature. The stability of the solitary wave solution under some violation on the parametric conditions is investigated. Moreover, we show that, unlike conventional systems, the nonlinear Schrödinger equation considered here meets the special requirements for the propagation of a chirped solitary wave on a continuous-wave background, involving a balance among group velocity dispersion, self-steepening, and higher-order nonlinearities of different nature.
NASA Astrophysics Data System (ADS)
Hosseini, Kamyar; Mayeli, Peyman; Ansari, Reza
2018-07-01
Finding the exact solutions of nonlinear fractional differential equations has gained considerable attention, during the past two decades. In this paper, the conformable time-fractional Klein-Gordon equations with quadratic and cubic nonlinearities are studied. Several exact soliton solutions, including the bright (non-topological) and singular soliton solutions are formally extracted by making use of the ansatz method. Results demonstrate that the method can efficiently handle the time-fractional Klein-Gordon equations with different nonlinearities.
Prieur, Fabrice; Vilenskiy, Gregory; Holm, Sverre
2012-10-01
A corrected derivation of nonlinear wave propagation equations with fractional loss operators is presented. The fundamental approach is based on fractional formulations of the stress-strain and heat flux definitions but uses the energy equation and thermodynamic identities to link density and pressure instead of an erroneous fractional form of the entropy equation as done in Prieur and Holm ["Nonlinear acoustic wave equations with fractional loss operators," J. Acoust. Soc. Am. 130(3), 1125-1132 (2011)]. The loss operator of the obtained nonlinear wave equations differs from the previous derivations as well as the dispersion equation, but when approximating for low frequencies the expressions for the frequency dependent attenuation and velocity dispersion remain unchanged.
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.
Study of salt transport processes in Delaware Bay
Walters, Roy
1992-01-01
The study described here is a subset of a broader climate-related study, and is focused primarily on salinity intrusion into Delaware Bay and River. Given changes in freshwater discharge into the Delaware River as determined from the larger study, and given probable sea level rise estimates, the purpose here is to calculate the distribution of salinity within Delaware Bay and River. The approach adopted for this study is composed of two parts: an analysis of existing physical data in order to derive a basic understanding of the salt dynamics, and numerical simulation of future conditions based on this analysis. There are two important constraints in the model used: it must resolve the spatial scales important to the salt dynamics, and it must be sufficiently efficient to allow extensive sensitivity studies. This has led to the development of a 3D model that uses harmonic decomposition in time and irregular finite elements in space. All nonlinear terms are retained in the governing equations, including quadratic bottom stress, advection, and wave transport (continuity nonlinearity). These equations are coupled to the advection-diffusion equation for salt so that density gradient forcing is included in the momentum equations. Although this study is still in progress, the model has reproduced sea level variations and the 3D structure of tidal and residual currents very well. In addition, the study has addressed the effects of a 1-meter rise in mean sea level on hydrodynamics of the study area. Current work is focused on salt dynamics.
Fluid equations with nonlinear wave-particle resonances^
NASA Astrophysics Data System (ADS)
Mattor, Nathan
1997-11-01
We have derived fluid equations that include linear and nonlinear wave-particle resonance effects. This greatly extends previous ``Landau-fluid'' closures, which include linear Landau damping. (G.W. Hammett and F.W. Perkins, Phys. Rev. Lett. 64,) 3019 (1990).^, (Z. Chang and J. D. Callen, Phys. Fluids B 4,) 1167 (1992). The new fluid equations are derived with no approximation regarding nonlinear kinetic interaction, and so additionally include numerous nonlinear kinetic effects. The derivation starts with the electrostatic drift kinetic equation for simplicity, with a Maxwellian distribution function. Fluid closure is accomplished through a simple integration trick applied to the drift kinetic equation, using the property that the nth moment of Maxwellian distribution is related to the nth derivative. The result is a compact closure term appearing in the highest moment equation, a term which involves a plasma dispersion function of the electrostatic field and its derivatives. The new term reduces to the linear closures in appropriate limits, so both approaches retain linear Landau damping. But the nonlinearly closed equations have additional desirable properties. Unlike linear closures, the nonlinear closure retains the time-reversibility of the original kinetic equation. We have shown directly that the nonlinear closure retains at least two nonlinear resonance effects: wave-particle trapping and Compton scattering. Other nonlinear kinetic effects are currently under investigation. The new equations correct two previous discrepancies between kinetic and Landau-fluid predictions, including a propagator discrepancy (N. Mattor, Phys. Fluids B 4,) 3952 (1992). and a numerical discrepancy for the 3-mode shearless bounded slab ITG problem. (S. E. Parker et al.), Phys. Plasmas 1, 1461 (1994). ^* In collaboration with S. E. Parker, Department of Physics, University of Colorado, Boulder. ^ Work performed at LLNL under DoE contract No. W7405-ENG-48.
NASA Astrophysics Data System (ADS)
Yang, Xiao; Du, Dianlou
2010-08-01
The Poisson structure on CN×RN is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schrödinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.
Lipschitz regularity results for nonlinear strictly elliptic equations and applications
NASA Astrophysics Data System (ADS)
Ley, Olivier; Nguyen, Vinh Duc
2017-10-01
Most of Lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic growth power in gradient, one usually uses weak Bernstein-type arguments which require regularity and/or convex-type assumptions on the gradient nonlinearity. In this article, we obtain new Lipschitz regularity results for a large class of nonlinear strictly elliptic equations with possibly arbitrary growth power of the Hamiltonian with respect to the gradient variable using some ideas coming from Ishii-Lions' method. We use these bounds to solve an ergodic problem and to study the regularity and the large time behavior of the solution of the evolution equation.
Fluorescence Correlation Spectroscopy and Nonlinear Stochastic Reaction-Diffusion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Del Razo, Mauricio; Pan, Wenxiao; Qian, Hong
2014-05-30
The currently existing theory of fluorescence correlation spectroscopy (FCS) is based on the linear fluctuation theory originally developed by Einstein, Onsager, Lax, and others as a phenomenological approach to equilibrium fluctuations in bulk solutions. For mesoscopic reaction-diffusion systems with nonlinear chemical reactions among a small number of molecules, a situation often encountered in single-cell biochemistry, it is expected that FCS time correlation functions of a reaction-diffusion system can deviate from the classic results of Elson and Magde [Biopolymers (1974) 13:1-27]. We first discuss this nonlinear effect for reaction systems without diffusion. For nonlinear stochastic reaction-diffusion systems there are no closedmore » solutions; therefore, stochastic Monte-Carlo simulations are carried out. We show that the deviation is small for a simple bimolecular reaction; the most significant deviations occur when the number of molecules is small and of the same order. Extending Delbrück-Gillespie’s theory for stochastic nonlinear reactions with rapidly stirring to reaction-diffusion systems provides a mesoscopic model for chemical and biochemical reactions at nanometric and mesoscopic level such as a single biological cell.« less
NASA Astrophysics Data System (ADS)
Demina, Maria V.; Kudryashov, Nikolay A.
2011-03-01
Meromorphic solutions of autonomous nonlinear ordinary differential equations are studied. An algorithm for constructing meromorphic solutions in explicit form is presented. General expressions for meromorphic solutions (including rational, periodic, elliptic) are found for a wide class of autonomous nonlinear ordinary differential equations.
Islam, Md Hamidul; Khan, Kamruzzaman; Akbar, M Ali; Salam, Md Abdus
2014-01-01
Mathematical modeling of many physical systems leads to nonlinear evolution equations because most physical systems are inherently nonlinear in nature. The investigation of traveling wave solutions of nonlinear partial differential equations (NPDEs) plays a significant role in the study of nonlinear physical phenomena. In this article, we construct the traveling wave solutions of modified KDV-ZK equation and viscous Burgers equation by using an enhanced (G '/G) -expansion method. A number of traveling wave solutions in terms of unknown parameters are obtained. Derived traveling wave solutions exhibit solitary waves when special values are given to its unknown parameters. 35C07; 35C08; 35P99.
Diffuse-charge dynamics of ionic liquids in electrochemical systems.
Zhao, Hui
2011-11-01
We employ a continuum theory of solvent-free ionic liquids accounting for both short-range electrostatic correlations and steric effects (finite ion size) [Bazant et al., Phys. Rev. Lett. 106, 046102 (2011)] to study the response of a model microelectrochemical cell to a step voltage. The model problem consists of a 1-1 symmetric ionic liquid between two parallel blocking electrodes, neglecting any transverse transport phenomena. Matched asymptotic expansions in the limit of thin double layers are applied to analyze the resulting one-dimensional equations and study the overall charge-time relation in the weakly nonlinear regime. One important conclusion is that our simple scaling analysis suggests that the length scale √(λ*(D)l*(c)) accurately characterizes the double-layer structure of ionic liquids with strong electrostatic correlations where l*(c) is the electrostatic correlation length (in contrast, the Debye screening length λ*(D) is the primary double-layer length for electrolytes) and the response time of λ(D)(*3/2)L*/(D*l(c)(1/2)) (not λ*(D)L*/D* that is the primary charging time of electrolytes) is the correct charging time scale of ionic liquids with strong electrostatic correlations where D* is the diffusivity and L* is the separation length of the cell. With these two new scales, data of both electric potential versus distance from the electrode and the total diffuse charge versus time collapse onto each individual master curve in the presence of strong electrostatic correlations. In addition, the dependance of the total diffuse charge on steric effects, short-range correlations, and driving voltages is thoroughly examined. The results from the asymptotic analysis are compared favorably with those from full numerical simulations. Finally, the absorption of excess salt by the double layer creates a depletion region outside the double layer. Such salt depletion may bring a correction to the leading order terms and break down the weakly nonlinear analysis. A criterion which justifies the weakly nonlinear analysis is verified with numerical simulations.
Oscillating solutions for nonlinear Helmholtz equations
NASA Astrophysics Data System (ADS)
Mandel, Rainer; Montefusco, Eugenio; Pellacci, Benedetta
2017-12-01
Existence results for radially symmetric oscillating solutions for a class of nonlinear autonomous Helmholtz equations are given and their exact asymptotic behaviour at infinity is established. Some generalizations to nonautonomous radial equations as well as existence results for nonradial solutions are found. Our theorems prove the existence of standing waves solutions of nonlinear Klein-Gordon or Schrödinger equations with large frequencies.
Carasso, Alfred S
2013-01-01
Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930’s, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes. PMID:26401430
Carasso, Alfred S
2013-01-01
Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930's, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes.
NASA Astrophysics Data System (ADS)
Hayat, Tasawar; Ahmed, Sohail; Muhammad, Taseer; Alsaedi, Ahmed
2017-10-01
This article examines homogeneous-heterogeneous reactions and internal heat generation in Darcy-Forchheimer flow of nanofluids with different base fluids. Flow is generated due to a nonlinear stretchable surface of variable thickness. The characteristics of nanofluid are explored using CNTs (single and multi walled carbon nanotubes). Equal diffusion coefficients are considered for both reactants and auto catalyst. The conversion of partial differential equations (PDEs) to ordinary differential equations (ODEs) is done via appropriate transformations. Optimal homotopy approach is implemented for solutions development of governing problems. Averaged square residual errors are computed. The optimal solution expressions of velocity, temperature and concentration are explored through plots by using several values of physical parameters. Further the coefficient of skin friction and local Nusselt number are examined through graphs.
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.
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: (
Nonlinear Problems in Fluid Dynamics and Inverse Scattering
1993-05-31
nonlinear Kadomtsev - Petviashvili (KP) equations , have solutions which will become infinite in finite time. This phenomenon is sometimes referred to as...40 (November 1992). 4 7. Wave Collapse and Instability of Solitary Waves of a Generalized Nonlinear Kaoiomtsev- Petviashvili Equation , X.P. Wang, M.J...words) The inverse scattering of a class of differential-difference equations and multidimensional operators has been constructed. Solutions of nonlinear
NASA Astrophysics Data System (ADS)
Fendzi-Donfack, Emmanuel; Nguenang, Jean Pierre; Nana, Laurent
2018-02-01
We use the fractional complex transform with the modified Riemann-Liouville derivative operator to establish the exact and generalized solutions of two fractional partial differential equations. We determine the solutions of fractional nonlinear electrical transmission lines (NETL) and the perturbed nonlinear Schroedinger (NLS) equation with the Kerr law nonlinearity term. The solutions are obtained for the parameters in the range (0<α≤1) of the derivative operator and we found the traditional solutions for the limiting case of α =1. We show that according to the modified Riemann-Liouville derivative, the solutions found can describe physical systems with memory effect, transient effects in electrical systems and nonlinear transmission lines, and other systems such as optical fiber.
Motsa, S. S.; Magagula, V. M.; Sibanda, P.
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252
Motsa, S S; Magagula, V M; Sibanda, P
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.
NASA Astrophysics Data System (ADS)
Ma, Li-Yuan; Ji, Jia-Liang; Xu, Zong-Wei; Zhu, Zuo-Nong
2018-03-01
We study a nonintegrable discrete nonlinear Schrödinger (dNLS) equation with the term of nonlinear nearest-neighbor interaction occurred in nonlinear optical waveguide arrays. By using discrete Fourier transformation, we obtain numerical approximations of stationary and travelling solitary wave solutions of the nonintegrable dNLS equation. The analysis of stability of stationary solitary waves is performed. It is shown that the nonlinear nearest-neighbor interaction term has great influence on the form of solitary wave. The shape of solitary wave is important in the electric field propagating. If we neglect the nonlinear nearest-neighbor interaction term, much important information in the electric field propagating may be missed. Our numerical simulation also demonstrates the difference of chaos phenomenon between the nonintegrable dNLS equation with nonlinear nearest-neighbor interaction and another nonintegrable dNLS equation without the term. Project supported by the National Natural Science Foundation of China (Grant Nos. 11671255 and 11701510), the Ministry of Economy and Competitiveness of Spain (Grant No. MTM2016-80276-P (AEI/FEDER, EU)), and the China Postdoctoral Science Foundation (Grant No. 2017M621964).
A mixed-order nonlinear diffusion compressed sensing MR image reconstruction.
Joy, Ajin; Paul, Joseph Suresh
2018-03-07
Avoid formation of staircase artifacts in nonlinear diffusion-based MR image reconstruction without compromising computational speed. Whereas second-order diffusion encourages the evolution of pixel neighborhood with uniform intensities, fourth-order diffusion considers smooth region to be not necessarily a uniform intensity region but also a planar region. Therefore, a controlled application of fourth-order diffusivity function is used to encourage second-order diffusion to reconstruct the smooth regions of the image as a plane rather than a group of blocks, while not being strong enough to introduce the undesirable speckle effect. Proposed method is compared with second- and fourth-order nonlinear diffusion reconstruction, total variation (TV), total generalized variation, and higher degree TV using in vivo data sets for different undersampling levels with application to dictionary learning-based reconstruction. It is observed that the proposed technique preserves sharp boundaries in the image while preventing the formation of staircase artifacts in the regions of smoothly varying pixel intensities. It also shows reduced error measures compared with second-order nonlinear diffusion reconstruction or TV and converges faster than TV-based methods. Because nonlinear diffusion is known to be an effective alternative to TV for edge-preserving reconstruction, the crucial aspect of staircase artifact removal is addressed. Reconstruction is found to be stable for the experimentally determined range of fourth-order regularization parameter, and therefore not does not introduce a parameter search. Hence, the computational simplicity of second-order diffusion is retained. © 2018 International Society for Magnetic Resonance in Medicine.
NASA Technical Reports Server (NTRS)
Zhou, YE; Vahala, George
1993-01-01
The advection of a passive scalar by incompressible turbulence is considered using recursive renormalization group procedures in the differential sub grid shell thickness limit. It is shown explicitly that the higher order nonlinearities induced by the recursive renormalization group procedure preserve Galilean invariance. Differential equations, valid for the entire resolvable wave number k range, are determined for the eddy viscosity and eddy diffusivity coefficients, and it is shown that higher order nonlinearities do not contribute as k goes to 0, but have an essential role as k goes to k(sub c) the cutoff wave number separating the resolvable scales from the sub grid scales. The recursive renormalization transport coefficients and the associated eddy Prandtl number are in good agreement with the k-dependent transport coefficients derived from closure theories and experiments.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Adcock, T. A. A.; Taylor, P. H.
2016-01-15
The non-linear Schrödinger equation and its higher order extensions are routinely used for analysis of extreme ocean waves. This paper compares the evolution of individual wave-packets modelled using non-linear Schrödinger type equations with packets modelled using fully non-linear potential flow models. The modified non-linear Schrödinger Equation accurately models the relatively large scale non-linear changes to the shape of wave-groups, with a dramatic contraction of the group along the mean propagation direction and a corresponding extension of the width of the wave-crests. In addition, as extreme wave form, there is a local non-linear contraction of the wave-group around the crest whichmore » leads to a localised broadening of the wave spectrum which the bandwidth limited non-linear Schrödinger Equations struggle to capture. This limitation occurs for waves of moderate steepness and a narrow underlying spectrum.« less
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 Astrophysics Data System (ADS)
Seadawy, Aly R.
2017-09-01
Nonlinear two-dimensional Kadomtsev-Petviashvili (KP) equation governs the behaviour of nonlinear waves in dusty plasmas with variable dust charge and two temperature ions. By using the reductive perturbation method, the two-dimensional dust-acoustic solitary waves (DASWs) in unmagnetized cold plasma consisting of dust fluid, ions and electrons lead to a KP equation. We derived the solitary travelling wave solutions of the two-dimensional nonlinear KP equation by implementing sech-tanh, sinh-cosh, extended direct algebraic and fraction direct algebraic methods. We found the electrostatic field potential and electric field in the form travelling wave solutions for two-dimensional nonlinear KP equation. The solutions for the KP equation obtained by using these methods can be demonstrated precisely and efficiency. As an illustration, we used the readymade package of Mathematica program 10.1 to solve the original problem. These solutions are in good agreement with the analytical one.
Optical analogue of relativistic Dirac solitons in binary waveguide arrays
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tran, Truong X., E-mail: truong.tran@mpl.mpg.de; Max Planck Institute for the Science of Light, Günther-Scharowsky str. 1, 91058 Erlangen; Longhi, Stefano
2014-01-15
We study analytically and numerically an optical analogue of Dirac solitons in binary waveguide arrays in the presence of Kerr nonlinearity. Pseudo-relativistic soliton solutions of the coupled-mode equations describing dynamics in the array are analytically derived. We demonstrate that with the found soliton solutions, the coupled mode equations can be converted into the nonlinear relativistic 1D Dirac equation. This paves the way for using binary waveguide arrays as a classical simulator of quantum nonlinear effects arising from the Dirac equation, something that is thought to be impossible to achieve in conventional (i.e. linear) quantum field theory. -- Highlights: •An opticalmore » analogue of Dirac solitons in nonlinear binary waveguide arrays is suggested. •Analytical solutions to pseudo-relativistic solitons are presented. •A correspondence of optical coupled-mode equations with the nonlinear relativistic Dirac equation is established.« less
NASA Astrophysics Data System (ADS)
Khater, Mostafa M. A.; Seadawy, Aly R.; Lu, Dianchen
2018-01-01
In this research, we apply new technique for higher order nonlinear Schrödinger equation which is representing the propagation of short light pulses in the monomode optical fibers and the evolution of slowly varying packets of quasi-monochromatic waves in weakly nonlinear media that have dispersion. Nonlinear Schrödinger equation is one of the basic model in fiber optics. We apply new auxiliary equation method for nonlinear Sasa-Satsuma equation to obtain a new optical forms of solitary traveling wave solutions. Exact and solitary traveling wave solutions are obtained in different kinds like trigonometric, hyperbolic, exponential, rational functions, …, etc. These forms of solutions that we represent in this research prove the superiority of our new technique on almost thirteen powerful methods. The main merits of this method over the other methods are that it gives more general solutions with some free parameters.
Modified harmonic balance method for the solution of nonlinear jerk equations
NASA Astrophysics Data System (ADS)
Rahman, M. Saifur; Hasan, A. S. M. Z.
2018-03-01
In this paper, a second approximate solution of nonlinear jerk equations (third order differential equation) can be obtained by using modified harmonic balance method. The method is simpler and easier to carry out the solution of nonlinear differential equations due to less number of nonlinear equations are required to solve than the classical harmonic balance method. The results obtained from this method are compared with those obtained from the other existing analytical methods that are available in the literature and the numerical method. The solution shows a good agreement with the numerical solution as well as the analytical methods of the available literature.
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 Technical Reports Server (NTRS)
Simon, M. K.
1980-01-01
A technique is presented for generating phase plane plots on a digital computer which circumvents the difficulties associated with more traditional methods of numerical solving nonlinear differential equations. In particular, the nonlinear differential equation of operation is formulated.
Capillary waves in the subcritical nonlinear Schroedinger equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kozyreff, G.
2010-01-15
We expand recent results on the nonlinear Schroedinger equation with cubic-quintic nonlinearity to show that some solutions are described by the Bernoulli equation in the presence of surface tension. As a consequence, capillary waves are predicted and found numerically at the interface between regions of large and low amplitude.
Finding all solutions of nonlinear equations using the dual simplex method
NASA Astrophysics Data System (ADS)
Yamamura, Kiyotaka; Fujioka, Tsuyoshi
2003-03-01
Recently, an efficient algorithm has been proposed for finding all solutions of systems of nonlinear equations using linear programming. This algorithm is based on a simple test (termed the LP test) for nonexistence of a solution to a system of nonlinear equations using the dual simplex method. In this letter, an improved version of the LP test algorithm is proposed. By numerical examples, it is shown that the proposed algorithm could find all solutions of a system of 300 nonlinear equations in practical computation time.
Universal and integrable nonlinear evolution systems of equations in 2+1 dimensions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maccari, A.
1997-08-01
Integrable systems of nonlinear partial differential equations (PDEs) are obtained from integrable equations in 2+1 dimensions, by means of a reduction method of broad applicability based on Fourier expansion and spatio{endash}temporal rescalings, which is asymptotically exact in the limit of weak nonlinearity. The integrability by the spectral transform is explicitly demonstrated, because the corresponding Lax pairs have been derived, applying the same reduction method to the Lax pair of the initial equation. These systems of nonlinear PDEs are likely to be of applicative relevance and have a {open_quotes}universal{close_quotes} character, inasmuch as they may be derived from a very large classmore » of nonlinear evolution equations with a linear dispersive part. {copyright} {ital 1997 American Institute of Physics.}« less
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
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.
A Bifurcation Problem for a Nonlinear Partial Differential Equation of Parabolic Type,
NONLINEAR DIFFERENTIAL EQUATIONS, INTEGRATION), (*PARTIAL DIFFERENTIAL EQUATIONS, BOUNDARY VALUE PROBLEMS), BANACH SPACE , MAPPING (TRANSFORMATIONS), SET THEORY, TOPOLOGY, ITERATIONS, STABILITY, THEOREMS
The nonlinear modified equation approach to analyzing finite difference schemes
NASA Technical Reports Server (NTRS)
Klopfer, G. H.; Mcrae, D. S.
1981-01-01
The nonlinear modified equation approach is taken in this paper to analyze the generalized Lax-Wendroff explicit scheme approximation to the unsteady one- and two-dimensional equations of gas dynamics. Three important applications of the method are demonstrated. The nonlinear modified equation analysis is used to (1) generate higher order accurate schemes, (2) obtain more accurate estimates of the discretization error for nonlinear systems of partial differential equations, and (3) generate an adaptive mesh procedure for the unsteady gas dynamic equations. Results are obtained for all three areas. For the adaptive mesh procedure, mesh point requirements for equal resolution of discontinuities were reduced by a factor of five for a 1-D shock tube problem solved by the explicit MacCormack scheme.
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
Evolution of basic equations for nearshore wave field
ISOBE, Masahiko
2013-01-01
In this paper, a systematic, overall view of theories for periodic waves of permanent form, such as Stokes and cnoidal waves, is described first with their validity ranges. To deal with random waves, a method for estimating directional spectra is given. Then, various wave equations are introduced according to the assumptions included in their derivations. The mild-slope equation is derived for combined refraction and diffraction of linear periodic waves. Various parabolic approximations and time-dependent forms are proposed to include randomness and nonlinearity of waves as well as to simplify numerical calculation. Boussinesq equations are the equations developed for calculating nonlinear wave transformations in shallow water. Nonlinear mild-slope equations are derived as a set of wave equations to predict transformation of nonlinear random waves in the nearshore region. Finally, wave equations are classified systematically for a clear theoretical understanding and appropriate selection for specific applications. PMID:23318680
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.
NASA Astrophysics Data System (ADS)
Macías-Díaz, J. E.
2018-06-01
In this work, we investigate numerically a model governed by a multidimensional nonlinear wave equation with damping and fractional diffusion. The governing partial differential equation considers the presence of Riesz space-fractional derivatives of orders in (1, 2], and homogeneous Dirichlet boundary data are imposed on a closed and bounded spatial domain. The model under investigation possesses an energy function which is preserved in the undamped regime. In the damped case, we establish the property of energy dissipation of the model using arguments from functional analysis. Motivated by these results, we propose an explicit finite-difference discretization of our fractional model based on the use of fractional centered differences. Associated to our discrete model, we also propose discretizations of the energy quantities. We establish that the discrete energy is conserved in the undamped regime, and that it dissipates in the damped scenario. Among the most important numerical features of our scheme, we show that the method has a consistency of second order, that it is stable and that it has a quadratic order of convergence. Some one- and two-dimensional simulations are shown in this work to illustrate the fact that the technique is capable of preserving the discrete energy in the undamped regime. For the sake of convenience, we provide a Matlab implementation of our method for the one-dimensional scenario.
The nonlinear evolution of modes on unstable stratified shear layers
NASA Technical Reports Server (NTRS)
Blackaby, Nicholas; Dando, Andrew; Hall, Philip
1993-01-01
The nonlinear development of disturbances in stratified shear flows (having a local Richardson number of value less than one quarter) is considered. Such modes are initially fast growing but, like related studies, we assume that the viscous, non-parallel spreading of the shear layer results in them evolving in a linear fashion until they reach a position where their amplitudes are large enough and their growth rates have diminished sufficiently so that amplitude equations can be derived using weakly nonlinear and non-equilibrium critical-layer theories. Four different basic integro-differential amplitude equations are possible, including one due to a novel mechanism; the relevant choice of amplitude equation, at a particular instance, being dependent on the relative sizes of the disturbance amplitude, the growth rate of the disturbance, its wavenumber, and the viscosity of the fluid. This richness of choice of possible nonlinearities arises mathematically from the indicial Frobenius roots of the governing linear inviscid equation (the Taylor-Goldstein equation) not, in general, differing by an integer. The initial nonlinear evolution of a mode will be governed by an integro-differential amplitude equations with a cubic nonlinearity but the resulting significant increase in the size of the disturbance's amplitude leads on to the next stage of the evolution process where the evolution of the mode is governed by an integro-differential amplitude equations with a quintic nonlinearity. Continued growth of the disturbance amplitude is expected during this stage, resulting in the effects of nonlinearity spreading to outside the critical level, by which time the flow has become fully nonlinear.
Nonlinear modes of the tensor Dirac equation and CPT violation
NASA Technical Reports Server (NTRS)
Reifler, Frank J.; Morris, Randall D.
1993-01-01
Recently, it has been shown that Dirac's bispinor equation can be expressed, in an equivalent tensor form, as a constrained Yang-Mills equation in the limit of an infinitely large coupling constant. It was also shown that the free tensor Dirac equation is a completely integrable Hamiltonian system with Lie algebra type Poisson brackets, from which Fermi quantization can be derived directly without using bispinors. The Yang-Mills equation for a finite coupling constant is investigated. It is shown that the nonlinear Yang-Mills equation has exact plane wave solutions in one-to-one correspondence with the plane wave solutions of Dirac's bispinor equation. The theory of nonlinear dispersive waves is applied to establish the existence of wave packets. The CPT violation of these nonlinear wave packets, which could lead to new observable effects consistent with current experimental bounds, is investigated.
Nonlinear 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.
Model coupling intraparticle diffusion/sorption, nonlinear sorption, and biodegradation processes
Karapanagioti, Hrissi K.; Gossard, Chris M.; Strevett, Keith A.; Kolar, Randall L.; Sabatini, David A.
2001-01-01
Diffusion, sorption and biodegradation are key processes impacting the efficiency of natural attenuation. While each process has been studied individually, limited information exists on the kinetic coupling of these processes. In this paper, a model is presented that couples nonlinear and nonequilibrium sorption (intraparticle diffusion) with biodegradation kinetics. Initially, these processes are studied independently (i.e., intraparticle diffusion, nonlinear sorption and biodegradation), with appropriate parameters determined from these independent studies. Then, the coupled processes are studied, with an initial data set used to determine biodegradation constants that were subsequently used to successfully predict the behavior of a second data set. The validated model is then used to conduct a sensitivity analysis, which reveals conditions where biodegradation becomes desorption rate-limited. If the chemical is not pre-equilibrated with the soil prior to the onset of biodegradation, then fast sorption will reduce aqueous concentrations and thus biodegradation rates. Another sensitivity analysis demonstrates the importance of including nonlinear sorption in a coupled diffusion/sorption and biodegradation model. While predictions based on linear sorption isotherms agree well with solution concentrations, for the conditions evaluated this approach overestimates the percentage of contaminant biodegraded by as much as 50%. This research demonstrates that nonlinear sorption should be coupled with diffusion/sorption and biodegradation models in order to accurately predict bioremediation and natural attenuation processes. To our knowledge this study is unique in studying nonlinear sorption coupled with intraparticle diffusion and biodegradation kinetics with natural media.
Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables
ERIC Educational Resources Information Center
Song, Xin-Yuan; Lee, Sik-Yum
2005-01-01
In this article, a maximum likelihood approach is developed to analyze structural equation models with dichotomous variables that are common in behavioral, psychological and social research. To assess nonlinear causal effects among the latent variables, the structural equation in the model is defined by a nonlinear function. The basic idea of the…
Robust iterative method for nonlinear Helmholtz equation
NASA Astrophysics Data System (ADS)
Yuan, Lijun; Lu, Ya Yan
2017-08-01
A new iterative method is developed for solving the two-dimensional nonlinear Helmholtz equation which governs polarized light in media with the optical Kerr nonlinearity. In the strongly nonlinear regime, the nonlinear Helmholtz equation could have multiple solutions related to phenomena such as optical bistability and symmetry breaking. The new method exhibits a much more robust convergence behavior than existing iterative methods, such as frozen-nonlinearity iteration, Newton's method and damped Newton's method, and it can be used to find solutions when good initial guesses are unavailable. Numerical results are presented for the scattering of light by a nonlinear circular cylinder based on the exact nonlocal boundary condition and a pseudospectral method in the polar coordinate system.
NASA Astrophysics Data System (ADS)
Lin, Tai-Chia; Wang, Xiaoming; Wang, Zhi-Qiang
2017-10-01
Conventionally, the existence and orbital stability of ground states of nonlinear Schrödinger (NLS) equations with power-law nonlinearity (subcritical case) can be proved by an argument using strict subadditivity of the ground state energy and the concentration compactness method of Cazenave and Lions [4]. However, for saturable nonlinearity, such an argument is not applicable because strict subadditivity of the ground state energy fails in this case. Here we use a convexity argument to prove the existence and orbital stability of ground states of NLS equations with saturable nonlinearity and intensity functions in R2. Besides, we derive the energy estimate of ground states of saturable NLS equations with intensity functions using the eigenvalue estimate of saturable NLS equations without intensity function.
NASA Astrophysics Data System (ADS)
Seadawy, Aly R.
2017-01-01
The propagation of three-dimensional nonlinear irrotational flow of an inviscid and incompressible fluid of the long waves in dispersive shallow-water approximation is analyzed. The problem formulation of the long waves in dispersive shallow-water approximation lead to fifth-order Kadomtsev-Petviashvili (KP) dynamical equation by applying the reductive perturbation theory. By using an extended auxiliary equation method, the solitary travelling-wave solutions of the two-dimensional nonlinear fifth-order KP dynamical equation are derived. An analytical as well as a numerical solution of the two-dimensional nonlinear KP equation are obtained and analyzed with the effects of external pressure flow.
Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhu, Hongyu; Petra, Noemi; Stadler, Georg
We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less
Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model
Zhu, Hongyu; Petra, Noemi; Stadler, Georg; ...
2016-07-13
We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less
Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model
NASA Astrophysics Data System (ADS)
Zhu, Hongyu; Petra, Noemi; Stadler, Georg; Isaac, Tobin; Hughes, Thomas J. R.; Ghattas, Omar
2016-07-01
We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection-diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations and model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov-Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems - i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian - we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. We show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.
Dynamic Nonlinear Elastic Stability of Helicopter Rotor Blades in Hover and in Forward Flight
NASA Technical Reports Server (NTRS)
Friedmann, P.; Tong, P.
1972-01-01
Equations for large coupled flap-lag motion of hingeless elastic helicopter blades are consistently derived. Only torsionally-rigid blades excited by quasi-steady aerodynamic loads are considered. The nonlinear equations of motion in the time and space variables are reduced to a system of coupled nonlinear ordinary differential equations with periodic coefficients, using Galerkin's method for the space variables. The nonlinearities present in the equations are those arising from the inclusion of moderately large deflections in the inertia and aerodynamic loading terms. The resulting system of nonlinear equations has been solved, using an asymptotic expansion procedure in multiple time scales. The stability boundaries, amplitudes of nonlinear response, and conditions for existence of limit cycles are obtained analytically. Thus, the different roles played by the forcing function, parametric excitation, and nonlinear coupling in affecting the solution can be easily identified, and the basic physical mechanism of coupled flap-lag response becomes clear. The effect of forward flight is obtained with the requirement of trimmed flight at fixed values of the thrust coefficient.
Low-Dispersion Scheme for Nonlinear Acoustic Waves in Nonuniform Flow
NASA Technical Reports Server (NTRS)
Baysal, Oktay; Kaushik, Dinesh K.; Idres, Moumen
1997-01-01
The linear dispersion-relation-preserving scheme and its boundary conditions have been extended to the nonlinear Euler equations. This allowed computing, a nonuniform flowfield and a nonlinear acoustic wave propagation in such a medium, by the same scheme. By casting all the equations, boundary conditions, and the solution scheme in generalized curvilinear coordinates, the solutions were made possible for non-Cartesian domains and, for the better deployment of the grid points, nonuniform grid step sizes could be used. It has been tested for a number of simple initial-value and periodic-source problems. A simple demonstration of the difference between a linear and nonlinear propagation was conducted. The wall boundary condition, derived from the momentum equations and implemented through a pressure at a ghost point, and the radiation boundary condition, derived from the asymptotic solution to the Euler equations, have proven to be effective for the nonlinear equations and nonuniform flows. The nonreflective characteristic boundary conditions also have shown success but limited to the nonlinear waves in no mean flow, and failed for nonlinear waves in nonuniform flow.
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.
On Diffusive Climatological Models.
NASA Astrophysics Data System (ADS)
Griffel, D. H.; Drazin, P. G.
1981-11-01
A simple, zonally and annually averaged, energy-balance climatological model with diffusive heat transport and nonlinear albedo feedback is solved numerically. Some parameters of the model are varied, one by one, to find the resultant effects on the steady solution representing the climate. In particular, the outward radiation flux, the insulation distribution and the albedo parameterization are varied. We have found an accurate yet simple analytic expression for the mean annual insolation as a function of latitude and the obliquity of the Earth's rotation axis; this has enabled us to consider the effects of the oscillation of the obliquity. We have used a continuous albedo function which fits the observed values; it considerably reduces the sensitivity of the model. Climatic cycles, calculated by solving the time-dependent equation when parameters change slowly and periodically, are compared qualitatively with paleoclimatic records.
Evolution Nonlinear Diffusion-Convection PDE Models for Spectrogram Enhancement
NASA Astrophysics Data System (ADS)
Dugnol, B.; Fernández, C.; Galiano, G.; Velasco, J.
2008-09-01
In previous works we studied the application of PDE-based image processing techniques applied to the spectrogram of audio signals in order to improve the readability of the signal. In particular we considered the implementation of the nonlinear diffusive model proposed by Álvarez, Lions and Morel [1](ALM) combined with a convective term inspired by the differential reassignment proposed by Chassandre-Mottin, Daubechies, Auger and Flandrin [2]-[3]. In this work we consider the possibility of replacing the diffusive model of ALM by diffusive terms in divergence form. In particular we implement finite element approximations of nonlinear diffusive terms studied by Chen, Levine, Rao [4] and Antontsev, Shmarev [5]-[8] with a convective term.
Nonlinear ordinary difference equations
NASA Technical Reports Server (NTRS)
Caughey, T. K.
1979-01-01
Future space vehicles will be relatively large and flexible, and active control will be necessary to maintain geometrical configuration. While the stresses and strains in these space vehicles are not expected to be excessively large, their cumulative effects will cause significant geometrical nonlinearities to appear in the equations of motion, in addition to the nonlinearities caused by material properties. Since the only effective tool for the analysis of such large complex structures is the digital computer, it will be necessary to gain a better understanding of the nonlinear ordinary difference equations which result from the time discretization of the semidiscrete equations of motion for such structures.
Khan, Kamruzzaman; Akbar, M Ali; Islam, S M Rayhanul
2014-01-01
In this work, recently developed modified simple equation (MSE) method is applied to find exact traveling wave solutions of nonlinear evolution equations (NLEEs). To do so, we consider the (1 + 1)-dimensional nonlinear dispersive modified Benjamin-Bona-Mahony (DMBBM) equation and coupled Klein-Gordon (cKG) equations. Two classes of explicit exact solutions-hyperbolic and trigonometric solutions of the associated equations are characterized with some free parameters. Then these exact solutions correspond to solitary waves for particular values of the parameters. 02.30.Jr; 02.70.Wz; 05.45.Yv; 94.05.Fg.
Reduction of the equation for lower hybrid waves in a plasma to a nonlinear Schroedinger equation
NASA Technical Reports Server (NTRS)
Karney, C. F. F.
1977-01-01
Equations describing the nonlinear propagation of waves in an anisotropic plasma are rarely exactly soluble. However it is often possible to make approximations that reduce the exact equations into a simpler equation. The use of MACSYMA to make such approximations, and so reduce the equation describing lower hybrid waves into the nonlinear Schrodinger equation which is soluble by the inverse scattering method is demonstrated. MACSYMA is used at several stages in the calculation only because there is a natural division between calculations that are easiest done by hand, and those that are easiest done by machine.
Zhi, Z. L.; Craster, R. V.
2018-01-01
Graphene oxide (GO) is increasingly used for controlling mass diffusion in hydrogel-based drug delivery applications. On the macro-scale, the density of GO in the hydrogel is a critical parameter for modulating drug release. Here, we investigate the diffusion of a peptide drug through a network of GO membranes and GO-embedded hydrogels, modelled as porous matrices resembling both laminated and ‘house of cards’ structures. Our experiments use a therapeutic peptide and show a tunable nonlinear dependence of the peptide concentration upon time. We establish models using numerical simulations with a diffusion equation accounting for the photo-thermal degradation of fluorophores and an effective percolation model to simulate the experimental data. The modelling yields an interpretation of the control of drug diffusion through GO membranes, which is extended to the diffusion of the peptide in GO-embedded agarose hydrogels. Varying the density of micron-sized GO flakes allows for fine control of the drug diffusion. We further show that both GO density and size influence the drug release rate. The ability to tune the density of hydrogel-like GO membranes to control drug release rates has exciting implications to offer guidelines for tailoring drug release rates in hydrogel-based therapeutic delivery applications. PMID:29445040
Exact finite difference schemes for the non-linear unidirectional wave equation
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1985-01-01
Attention is given to the construction of exact finite difference schemes for the nonlinear unidirectional wave equation that describes the nonlinear propagation of a wave motion in the positive x-direction. The schemes constructed for these equations are compared with those obtained by using the usual procedures of numerical analysis. It is noted that the order of the exact finite difference models is equal to the order of the differential equation.
Chaotic structures of nonlinear magnetic fields. I - Theory. II - Numerical results
NASA Technical Reports Server (NTRS)
Lee, Nam C.; Parks, George K.
1992-01-01
A study of the evolutionary properties of nonlinear magnetic fields in flowing MHD plasmas is presented to illustrate that nonlinear magnetic fields may involve chaotic dynamics. It is shown how a suitable transformation of the coupled equations leads to Duffing's form, suggesting that the behavior of the general solution can also be chaotic. Numerical solutions of the nonlinear magnetic field equations that have been cast in the form of Duffing's equation are presented.
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.
NASA Technical Reports Server (NTRS)
Le Roux, J. A.; Ptuskin, V. S.
1995-01-01
Realistic models of the outer heliosphere should consider that the interstellar cosmic-ray pressure becomes comparable to pressures in the solar wind at distances more than 100 AU from the Sun. The cosmic-ray pressure dynamically affects solar wind flow through deceleration. This effect, which occurs over a scale length of the order of the effective diffusion length at large radial distances, has important implications for cosmic-ray modulation and acceleration. As a first step toward solution of this nonlinear problem, a steady state numerical model was developed for a relatively cold spherical solar wind flow which encounters the confining isotropic pressure of the surrounding Galactic medium. This pressure is assumed to be dominated by energetic particles (Galactic cosmic rays). The system of equations, which are solved self-consistently, includes the relevant hydrodynamical equations for the solar wind flow and the spherical cosmic-ray transport equation. To avoid the closure parameter problem of the two-fluid model, the latter equation is solved for the energy-dependent cosmic-ray distribution function.
Talaei, Behzad; Jagannathan, Sarangapani; Singler, John
2018-04-01
In this paper, neurodynamic programming-based output feedback boundary control of distributed parameter systems governed by uncertain coupled semilinear parabolic partial differential equations (PDEs) under Neumann or Dirichlet boundary control conditions is introduced. First, Hamilton-Jacobi-Bellman (HJB) equation is formulated in the original PDE domain and the optimal control policy is derived using the value functional as the solution of the HJB equation. Subsequently, a novel observer is developed to estimate the system states given the uncertain nonlinearity in PDE dynamics and measured outputs. Consequently, the suboptimal boundary control policy is obtained by forward-in-time estimation of the value functional using a neural network (NN)-based online approximator and estimated state vector obtained from the NN observer. Novel adaptive tuning laws in continuous time are proposed for learning the value functional online to satisfy the HJB equation along system trajectories while ensuring the closed-loop stability. Local uniformly ultimate boundedness of the closed-loop system is verified by using Lyapunov theory. The performance of the proposed controller is verified via simulation on an unstable coupled diffusion reaction process.
Application of Central Upwind Scheme for Solving Special Relativistic Hydrodynamic Equations
Yousaf, Muhammad; Ghaffar, Tayabia; Qamar, Shamsul
2015-01-01
The accurate modeling of various features in high energy astrophysical scenarios requires the solution of the Einstein equations together with those of special relativistic hydrodynamics (SRHD). Such models are more complicated than the non-relativistic ones due to the nonlinear relations between the conserved and state variables. A high-resolution shock-capturing central upwind scheme is implemented to solve the given set of equations. The proposed technique uses the precise information of local propagation speeds to avoid the excessive numerical diffusion. The second order accuracy of the scheme is obtained with the use of MUSCL-type initial reconstruction and Runge-Kutta time stepping method. After a discussion of the equations solved and of the techniques employed, a series of one and two-dimensional test problems are carried out. To validate the method and assess its accuracy, the staggered central and the kinetic flux-vector splitting schemes are also applied to the same model. The scheme is robust and efficient. Its results are comparable to those obtained from the sophisticated algorithms, even in the case of highly relativistic two-dimensional test problems. PMID:26070067
Bayesian parameter estimation for nonlinear modelling of biological pathways.
Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang
2011-01-01
The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Hosseini, Kamyar; Samadani, Farzan; Raza, Nauman
2018-07-01
A wide range of problems in different fields of the applied sciences especially non-linear optics is described by non-linear Schrödinger's equations (NLSEs). In the present paper, a specific type of NLSEs known as the cubic-quintic non-linear Schrödinger's equation including an anti-cubic term has been studied. The generalized Kudryashov method along with symbolic computation package has been exerted to carry out this objective. As a consequence, a series of optical soliton solutions have formally been retrieved. It is corroborated that the generalized form of Kudryashov method is a direct, effectual, and reliable technique to deal with various types of non-linear Schrödinger's equations.
Corrected Implicit Monte Carlo
Cleveland, Mathew Allen; Wollaber, Allan Benton
2018-01-02
Here in this work we develop a set of nonlinear correction equations to enforce a consistent time-implicit emission temperature for the original semi-implicit IMC equations. We present two possible forms of correction equations: one results in a set of non-linear, zero-dimensional, non-negative, explicit correction equations, and the other results in a non-linear, non-negative, Boltzman transport correction equation. The zero-dimensional correction equations adheres to the maximum principle for the material temperature, regardless of frequency-dependence, but does not prevent maximum principle violation in the photon intensity, eventually leading to material overheating. The Boltzman transport correction guarantees adherence to the maximum principle formore » frequency-independent simulations, at the cost of evaluating a reduced source non-linear Boltzman equation. Finally, we present numerical evidence suggesting that the Boltzman transport correction, in its current form, significantly improves time step limitations but does not guarantee adherence to the maximum principle for frequency-dependent simulations.« less
Roshid, Harun-Or; Kabir, Md Rashed; Bhowmik, Rajandra Chadra; Datta, Bimal Kumar
2014-01-01
In this paper, we have described two dreadfully important methods to solve nonlinear partial differential equations which are known as exp-function and the exp(-ϕ(ξ)) -expansion method. Recently, there are several methods to use for finding analytical solutions of the nonlinear partial differential equations. The methods are diverse and useful for solving the nonlinear evolution equations. With the help of these methods, we are investigated the exact travelling wave solutions of the Vakhnenko- Parkes equation. The obtaining soliton solutions of this equation are described many physical phenomena for weakly nonlinear surface and internal waves in a rotating ocean. Further, three-dimensional plots of the solutions such as solitons, singular solitons, bell type solitary wave i.e. non-topological solitons solutions and periodic solutions are also given to visualize the dynamics of the equation.
Corrected implicit Monte Carlo
NASA Astrophysics Data System (ADS)
Cleveland, M. A.; Wollaber, A. B.
2018-04-01
In this work we develop a set of nonlinear correction equations to enforce a consistent time-implicit emission temperature for the original semi-implicit IMC equations. We present two possible forms of correction equations: one results in a set of non-linear, zero-dimensional, non-negative, explicit correction equations, and the other results in a non-linear, non-negative, Boltzman transport correction equation. The zero-dimensional correction equations adheres to the maximum principle for the material temperature, regardless of frequency-dependence, but does not prevent maximum principle violation in the photon intensity, eventually leading to material overheating. The Boltzman transport correction guarantees adherence to the maximum principle for frequency-independent simulations, at the cost of evaluating a reduced source non-linear Boltzman equation. We present numerical evidence suggesting that the Boltzman transport correction, in its current form, significantly improves time step limitations but does not guarantee adherence to the maximum principle for frequency-dependent simulations.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cleveland, Mathew Allen; Wollaber, Allan Benton
Here in this work we develop a set of nonlinear correction equations to enforce a consistent time-implicit emission temperature for the original semi-implicit IMC equations. We present two possible forms of correction equations: one results in a set of non-linear, zero-dimensional, non-negative, explicit correction equations, and the other results in a non-linear, non-negative, Boltzman transport correction equation. The zero-dimensional correction equations adheres to the maximum principle for the material temperature, regardless of frequency-dependence, but does not prevent maximum principle violation in the photon intensity, eventually leading to material overheating. The Boltzman transport correction guarantees adherence to the maximum principle formore » frequency-independent simulations, at the cost of evaluating a reduced source non-linear Boltzman equation. Finally, we present numerical evidence suggesting that the Boltzman transport correction, in its current form, significantly improves time step limitations but does not guarantee adherence to the maximum principle for frequency-dependent simulations.« less
NASA Astrophysics Data System (ADS)
Masood, W.; Hamid, Naira; Ilyas, Iffat; Siddiq, M.
2017-06-01
In this paper, we have investigated electrostatic solitary and shock waves in an unmagnetized relativistic electron-ion (ei) plasma in the presence of warm ions and trapped electrons. In this regard, we have derived the trapped Korteweg-de Vries Burgers (TKdVB) equation using the small amplitude approximation method, which to the best of our knowledge has not been investigated in plasmas. Since the TKdVB equation involves fractional nonlinearity on account of trapped electrons, we have employed a smartly crafted extension of the tangent hyperbolic method and presented the solution of the TKdVB equation in this paper. The limiting cases of the TKdVB equation yield trapped Burgers (TB) and trapped Korteweg-de Vries (TKdV) equations. We have also presented the solutions of TB and TKdV equations. We have also explored how the plasma parameters affect the propagation characteristics of the nonlinear structures obtained for these modified nonlinear partial differential equations. We hope that the present work will open new vistas of research in the nonlinear plasma theory both in classical and quantum plasmas.
Toward a Nonlinear Acoustic Analogy: Turbulence as a Source of Sound and Nonlinear Propagation
NASA Technical Reports Server (NTRS)
Miller, Steven A. E.
2015-01-01
An acoustic analogy is proposed that directly includes nonlinear propagation effects. We examine the Lighthill acoustic analogy and replace the Green's function of the wave equation with numerical solutions of the generalized Burgers' equation. This is justified mathematically by using similar arguments that are the basis of the solution of the Lighthill acoustic analogy. This approach is superior to alternatives because propagation is accounted for directly from the source to the far-field observer instead of from an arbitrary intermediate point. Validation of a numerical solver for the generalized Burgers' equation is performed by comparing solutions with the Blackstock bridging function and measurement data. Most importantly, the mathematical relationship between the Navier- Stokes equations, the acoustic analogy that describes the source, and canonical nonlinear propagation equations is shown. Example predictions are presented for nonlinear propagation of jet mixing noise at the sideline angle
Toward a Nonlinear Acoustic Analogy: Turbulence as a Source of Sound and Nonlinear Propagation
NASA Technical Reports Server (NTRS)
Miller, Steven A. E.
2015-01-01
An acoustic analogy is proposed that directly includes nonlinear propagation effects. We examine the Lighthill acoustic analogy and replace the Green's function of the wave equation with numerical solutions of the generalized Burgers' equation. This is justified mathematically by using similar arguments that are the basis of the solution of the Lighthill acoustic analogy. This approach is superior to alternatives because propagation is accounted for directly from the source to the far-field observer instead of from an arbitrary intermediate point. Validation of a numerical solver for the generalized Burgers' equation is performed by comparing solutions with the Blackstock bridging function and measurement data. Most importantly, the mathematical relationship between the Navier-Stokes equations, the acoustic analogy that describes the source, and canonical nonlinear propagation equations is shown. Example predictions are presented for nonlinear propagation of jet mixing noise at the sideline angle.
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
An extended harmonic balance method based on incremental nonlinear control parameters
NASA Astrophysics Data System (ADS)
Khodaparast, Hamed Haddad; Madinei, Hadi; Friswell, Michael I.; Adhikari, Sondipon; Coggon, Simon; Cooper, Jonathan E.
2017-02-01
A new formulation for calculating the steady-state responses of multiple-degree-of-freedom (MDOF) non-linear dynamic systems due to harmonic excitation is developed. This is aimed at solving multi-dimensional nonlinear systems using linear equations. Nonlinearity is parameterised by a set of 'non-linear control parameters' such that the dynamic system is effectively linear for zero values of these parameters and nonlinearity increases with increasing values of these parameters. Two sets of linear equations which are formed from a first-order truncated Taylor series expansion are developed. The first set of linear equations provides the summation of sensitivities of linear system responses with respect to non-linear control parameters and the second set are recursive equations that use the previous responses to update the sensitivities. The obtained sensitivities of steady-state responses are then used to calculate the steady state responses of non-linear dynamic systems in an iterative process. The application and verification of the method are illustrated using a non-linear Micro-Electro-Mechanical System (MEMS) subject to a base harmonic excitation. The non-linear control parameters in these examples are the DC voltages that are applied to the electrodes of the MEMS devices.