An Efficient Numerical Approach for Nonlinear Fokker-Planck equations
NASA Astrophysics Data System (ADS)
Otten, Dustin; Vedula, Prakash
2009-03-01
Fokker-Planck equations which are nonlinear with respect to their probability densities that occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, classical fermions and bosons can be challenging to solve numerically. To address some underlying challenges in obtaining numerical solutions, we propose a quadrature based moment method for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations. In this approach the distribution function is represented as a collection of Dirac delta functions with corresponding quadrature weights and locations, that are in turn determined from constraints based on evolution of generalized moments. Properties of the distribution function can be obtained by solution of transport equations for quadrature weights and locations. We will apply this computational approach to study a wide range of problems, including the Desai-Zwanzig Model (for nonlinear muscular contraction) and multivariate nonlinear Fokker-Planck equations describing classical fermions and bosons, and will also demonstrate good agreement with results obtained from Monte Carlo and other standard numerical methods.
A quadrature based method of moments for nonlinear Fokker-Planck equations
NASA Astrophysics Data System (ADS)
Otten, Dustin L.; Vedula, Prakash
2011-09-01
Fokker-Planck equations which are nonlinear with respect to their probability densities and occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, fermions and bosons can be challenging to solve numerically. To address some underlying challenges, we propose the application of the direct quadrature based method of moments (DQMOM) for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations (NLFPEs). In DQMOM, probability density (or other distribution) functions are represented using a finite collection of Dirac delta functions, characterized by quadrature weights and locations (or abscissas) that are determined based on constraints due to evolution of generalized moments. Three particular examples of nonlinear Fokker-Planck equations considered in this paper include descriptions of: (i) the Shimizu-Yamada model, (ii) the Desai-Zwanzig model (both of which have been developed as models of muscular contraction) and (iii) fermions and bosons. Results based on DQMOM, for the transient and stationary solutions of the nonlinear Fokker-Planck equations, have been found to be in good agreement with other available analytical and numerical approaches. It is also shown that approximate reconstruction of the underlying probability density function from moments obtained from DQMOM can be satisfactorily achieved using a maximum entropy method.
Study of Bunch Instabilities By the Nonlinear Vlasov-Fokker-Planck Equation
Warnock, Robert L.; /SLAC
2006-07-11
Instabilities of the bunch form in storage rings may be induced through the wake field arising from corrugations in the vacuum chamber, or from the wake and precursor fields due to coherent synchrotron radiation (CSR). For over forty years the linearized Vlasov equation has been applied to calculate the threshold in current for an instability, and the initial growth rate. Increasing interest in nonlinear aspects of the motion has led to numerical solutions of the nonlinear Vlasov equation, augmented with Fokker-Planck terms to describe incoherent synchrotron radiation in the case of electron storage rings. This opens the door to much deeper studies of coherent instabilities, revealing a rich variety of nonlinear phenomena. Recent work on this topic by the author and collaborators is reviewed.
How accurate are the nonlinear chemical Fokker-Planck and chemical Langevin equations?
Grima, Ramon; Thomas, Philipp; Straube, Arthur V
2011-08-28
The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order Ω(-3∕2) for reaction systems which do not obey detailed balance and at least accurate to order Ω(-2) for systems obeying detailed balance, where Ω is the characteristic size of the system. Hence, the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order Ω(-1∕2) and variance estimates accurate to order Ω(-3∕2). This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.
NASA Astrophysics Data System (ADS)
Trigger, S. A.; Ebeling, W.; van Heijst, G. J. F.; Litinski, D.
2015-04-01
The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular chains, lattices, conducting polymers, and semiconductor layers. Exploring the role of noise we introduce the generalized Fokker-Planck equation. Second, one-dimensional models are considered on the basis of the Fokker-Planck equation with active and passive velocity-dependent friction including an external electrical field. On this basis, it is possible to find the linear and nonlinear conductivities for electrons and other charged particles in a homogeneous external field. It is shown that the velocity dependence of the friction coefficient can lead to an essential increase of the electron average velocity and the corresponding conductivity in comparison with the usual model of constant friction, which is described by the Drude-type conductivity. Applications including novel forms of controlled charge transfer and non-Ohmic conductance are discussed.
Trigger, S. A.; Ebeling, W.; Heijst, G. J. F. van; Litinski, D.
2015-04-15
The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular chains, lattices, conducting polymers, and semiconductor layers. Exploring the role of noise we introduce the generalized Fokker-Planck equation. Second, one-dimensional models are considered on the basis of the Fokker-Planck equation with active and passive velocity-dependent friction including an external electrical field. On this basis, it is possible to find the linear and nonlinear conductivities for electrons and other charged particles in a homogeneous external field. It is shown that the velocity dependence of the friction coefficient can lead to an essential increase of the electron average velocity and the corresponding conductivity in comparison with the usual model of constant friction, which is described by the Drude-type conductivity. Applications including novel forms of controlled charge transfer and non-Ohmic conductance are discussed.
Renormalization of transport equations in Fokker-Planck models
NASA Astrophysics Data System (ADS)
Grabert, Hermann; Weidlich, Wolfgang
1980-06-01
This paper is concerned with the derivation of nonlinear fluctuation-renormalized transport equations of a fluctuating thermodynamic system, on the assumption that the macroscopic variables defining a state undergo a Fokker-Planck process. It is shown that the renormalization effect may consist of two parts: a renormalization of the thermodynamic forces and a renormalization of the transport coefficients. Closed analytical expressions for the renormalized quantities in terms of the bare quantities appearing in the Fokker-Planck equation are derived. A scheme for the approximate evaluation of these expressions is given.
NASA Astrophysics Data System (ADS)
Ribeiro, Mauricio S.; Tsallis, Constantino; Nobre, Fernando D.
2013-11-01
Under the assumption that the physically appropriate entropy of generic complex systems satisfies thermodynamic extensivity, we investigate the recently introduced entropy Sδ (which recovers the usual Boltzmann-Gibbs form for δ=1) and establish the microcanonical and canonical extremizing distributions. Using a generalized version of the H theorem, we find the nonlinear Fokker-Planck equation associated with that entropic functional and calculate the stationary-state probability distributions. We demonstrate that both approaches yield one and the same equation, which in turn uniquely determines the probability distribution. We show that the equilibrium distributions asymptotically behave like stretched exponentials, and that, in appropriate probability-energy variables, an interesting return occurs at δ=4/3. As a mathematically simple illustration, we consider the one-dimensional harmonic oscillator and calculate the generalized chemical potential for different values of δ.
Fokker-Planck equation in mirror research
Post, R.F.
1983-08-11
Open confinement systems based on the magnetic mirror principle depend on the maintenance of particle distributions that may deviate substantially from Maxwellian distributions. Mirror research has therefore from the beginning relied on theoretical predictions of non-equilibrium rate processes obtained from solutions to the Fokker-Planck equation. The F-P equation plays three roles: Design of experiments, creation of classical standards against which to compare experiment, and predictions concerning mirror based fusion power systems. Analytical and computational approaches to solving the F-P equation for mirror systems will be reviewed, together with results and examples that apply to specific mirror systems, such as the tandem mirror.
Problems with the linear q-Fokker Planck equation
NASA Astrophysics Data System (ADS)
Yano, Ryosuke
2015-05-01
In this letter, we discuss the linear q-Fokker Planck equation, whose solution follows Tsallis distribution, from the viewpoint of kinetic theory. Using normal definitions of moments, we can expand the distribution function with infinite moments for 0 ⩽ q < 1, whereas we cannot expand the distribution function with infinite moments for 1 < q owing to emergences of characteristic points in moments. From Grad's 13 moment equations for the linear q-Fokker Planck equation, the dissipation rate of the heat flux via the linear q-Fokker Planck equation diverges at 0 ⩽ q < 2/3. In other words, the thermal conductivity, which defines the heat flux with the spatial gradient of the temperature and the thermal conductivity, which defines the heat flux with the spacial gradient of the density, jumps to zero at q = 2/3, discontinuously.
Chaotic universe dynamics using a Fokker-Planck equation
Coule, D.H.; Olynyk, K.O.
1987-07-01
A Fokker-Planck equation that accounts for fluctuations in field and its conjugate momentum is solved numerically for the case of a lambda phi/sup 4/ potential. Although the amount of inflation agrees closely with that expected classically, in certain cases (large initial fields or large dispersions),the ''slow rolling'' approximation appears invalid. In such cases inflation would stop prematurely before possibly restarting. 18 refs., 2 figs.
NASA Astrophysics Data System (ADS)
Che, Rui; Huang, Wen; Li, Yao; Tetali, Prasad
2016-08-01
In 2012, Chow, Huang, Li and Zhou [7] proposed the Fokker-Planck equations for the free energy on a finite graph, in which they showed that the corresponding Fokker-Planck equation is a nonlinear ODE defined on a Riemannian manifold of probability distributions. Different choices for inner products result in different Fokker-Planck equations. The unique global equilibrium of each equation is a Gibbs distribution. In this paper we proved that the exponential rate of convergence towards the global equilibrium of these Fokker-Planck equations. The rate is measured by both the decay of the L2 norm and that of the (relative) entropy. With the convergence result, we also prove two Talagrand-type inequalities relating relative entropy and Wasserstein metric, based on two different metrics introduced in [7]. The first one is a local inequality, while the second is a global inequality with respect to the "lower bound metric" from [7].
State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions.
Er, Guo-Kang; Iu, Vai Pan
2012-06-01
The state-space-split method for solving the Fokker-Planck-Kolmogorov equations in high dimensions is extended to solving the generalized Fokker-Planck-Kolmogorov equations in high dimensions for stochastic dynamical systems with a polynomial type of nonlinearity and excited by Poissonian white noise. The probabilistic solution of the motion of the stretched Euler-Bernoulli beam with cubic nonlinearity and excited by uniformly distributed Poissonian white noise is analyzed with the presented solution procedure. The numerical analysis shows that the results obtained with the state-space-split method together with the exponential polynomial closure method are close to those obtained with the Monte Carlo simulation when the relative value of the basic system relaxation time and the mean arrival time of the Poissonian impulse is in some limited range.
Quantum Fokker-Planck-Kramers equation and entropy production.
de Oliveira, Mário J
2016-07-01
We use a canonical quantization procedure to set up a quantum Fokker-Planck-Kramers equation that accounts for quantum dissipation in a thermal environment. The dissipation term is chosen to ensure that the thermodynamic equilibrium is described by the Gibbs state. An expression for the quantum entropy production that properly describes quantum systems in a nonequilibrium stationary state is also provided. The time-dependent solution is given for a quantum harmonic oscillator in contact with a heat bath. We also obtain the stationary solution for a system of two coupled harmonic oscillators in contact with reservoirs at distinct temperatures, from which we obtain the entropy production and the quantum thermal conductance. PMID:27575097
Fokker-Planck equation in the presence of a uniform magnetic field
NASA Astrophysics Data System (ADS)
Dong, Chao; Zhang, Wenlu; Li, Ding
2016-08-01
The Fokker-Planck equation in the presence of a uniform magnetic field is derived which has the same form as the case of no magnetic field but with different Fokker-Planck coefficients. The coefficients are calculated explicitly within the binary collision model, which are free from infinite sums of Bessel functions. They can be used to investigate relaxation and transport phenomena conveniently. The kinetic equation is also manipulated into the Landau form from which it is straightforward to compare with previous results and prove the conservation laws.
Fokker Planck equations for globally coupled many-body systems with time delays
NASA Astrophysics Data System (ADS)
Frank, T. D.; Beek, P. J.
2005-10-01
A Fokker-Planck description for globally coupled many-body systems with time delays was developed by integrating previously derived Fokker-Planck equations for many-body systems and for time-delayed systems. By means of the Fokker-Planck description developed, we examined the dependence of the variability of many-body systems on attractive coupling forces and time delays. For a fundamental class of systems exemplified by a time-delayed Shimizu-Yamada model for muscular contractions, we established that the variability is an invertible one-to-one mapping of coupling forces and time delays and that coupling forces and time delays have opposite effects on system variability, allowing time delays to annihilate the impact of coupling forces. Furthermore, we showed how variability measures could be used to determine coupling parameters and time delays from experimental data.
Analytical solutions of a class of multidimensional Fokker-Planck equations
NASA Technical Reports Server (NTRS)
Zhang, Weijian
1988-01-01
Analytical representations of the solutions of Kolmogorov's forward (i.e., Fokker-Planck) and backward partial differential equations are obtained by employing Girsanov's (1960) transformation. The equations considered are restricted to those with the drift vector being the gradient of a function and the diffusion matrix being nonsingular and dependent upon time only.
Conservative differencing of the electron Fokker-Planck transport equation
Langdon, A.B.
1981-01-12
We need to extend the applicability and improve the accuracy of kinetic electron transport codes. In this paper, special attention is given to modelling of e-e collisions, including the dominant contributions arising from anisotropy. The electric field and spatial gradient terms are also considered. I construct finite-difference analogues to the Fokker-Planck integral-differential collision operator, which conserve the particle number, momentum and energy integrals (sums) regardless of the coarseness of the velocity zoning. Such properties are usually desirable, but are especially useful, for example, when there are spatial regions and/or time intervals in which the plasma is cool, so that the collision operator acts rapidly and the velocity distribution is poorly resolved, yet it is crucial that gross conservation properties be respected in hydro-transport applications, such as in the LASNEX code. Some points are raised concerning spatial differencing and time integration.
Analytical and Numerical Solutions of Generalized Fokker-Planck Equations - Final Report
Prinja, Anil K.
2000-12-31
The overall goal of this project was to develop advanced theoretical and numerical techniques to quantitatively describe the spreading of a collimated beam of charged particles in space, in angle, and in energy, as a result of small deflection, small energy transfer Coulomb collisions with the target nuclei and electrons. Such beams arise in several applications of great interest in nuclear engineering, and include electron and ion radiotherapy, ion beam modification of materials, accelerator transmutation of waste, and accelerator production of tritium, to name some important candidates. These applications present unique and difficult modeling challenges, but from the outset are amenable to the language of ''transport theory'', which is very familiar to nuclear engineers and considerably less-so to physicists and material scientists. Thus, our approach has been to adopt a fundamental description based on transport equations, but the forward peakedness associated with charged particle interactions precludes a direct application of solution methods developed for neutral particle transport. Unique problem formulations and solution techniques are necessary to describe the transport and interaction of charged particles. In particular, we have developed the Generalized Fokker-Planck (GFP) approach to describe the angular and radial spreading of a collimated beam and a renormalized transport model to describe the energy-loss straggling of an initially monoenergetic distribution. Both analytic and numerical solutions have been investigated and in particular novel finite element numerical methods have been developed. In the first phase of the project, asymptotic methods were used to develop closed form solutions to the GFP equation for different orders of expansion, and was described in a previous progress report. In this final report we present a detailed description of (i) a novel energy straggling model based on a Fokker-Planck approximation but which is adapted for a
An accurate scheme to solve cluster dynamics equations using a Fokker-Planck approach
NASA Astrophysics Data System (ADS)
Jourdan, T.; Stoltz, G.; Legoll, F.; Monasse, L.
2016-10-01
We present a numerical method to accurately simulate particle size distributions within the formalism of rate equation cluster dynamics. This method is based on a discretization of the associated Fokker-Planck equation. We show that particular care has to be taken to discretize the advection part of the Fokker-Planck equation, in order to avoid distortions of the distribution due to numerical diffusion. For this purpose we use the Kurganov-Noelle-Petrova scheme coupled with the monotonicity-preserving reconstruction MP5, which leads to very accurate results. The interest of the method is highlighted in the case of loop coarsening in aluminum. We show that the choice of the models to describe the energetics of loops does not significantly change the normalized loop distribution, while the choice of the models for the absorption coefficients seems to have a significant impact on it.
Moment-Preserving SN Discretizations for the One-Dimensional Fokker-Planck Equation
Warsa, James S.; Prinja, Anil K.
2012-06-14
The Fokker-Planck equation: (1) Describes the transport and interactions of charged particles, (2) Many small-angle scattering collisions, (3) Asymptotic limit of the Boltzmann equation (Pomraning, 1992), and (4) The Boltzmann collision operator becomes the angular Laplacian. SN angular discretization: (1) Angular flux is collocated at the SN quadrature points, (2) The second-order derivatives in the Laplacian term must be discretized, and (3) Weighted finite-difference method preserves zeroth and first moments (Morel, 1985). Moment-preserving methods: (1) Collocate the Fokker-Planck operator at the SN quadrature points, (2) Develop several related and/or equivalent methods, and (3) Motivated by discretizations for the angular derivative appearing in the transport equation in one-dimensional spherical coordinates.
Danos, Rebecca J.; Fiege, Jason D.; Shalchi, Andreas E-mail: fiege@physics.umanitoba.ca
2013-07-20
We present numerical solutions to both the standard and modified two-dimensional Fokker-Planck equations with adiabatic focusing and isotropic pitch-angle scattering. With the numerical solution of the particle distribution function, we then discuss the related numerical issues, calculate the parallel diffusion coefficient using several different methods, and compare our numerical solutions for the parallel diffusion coefficient to the analytical forms derived earlier. We find the numerical solution to the diffusion coefficient for both the standard and modified Fokker-Planck equations agrees with that of Shalchi for the mean squared displacement method of computing the diffusion coefficient. However, we also show the numerical solution agrees with that of Litvinenko and Shalchi and Danos when calculating the diffusion coefficient via the velocity correlation function.
Multi-dimensional Fokker-Planck equation analysis using the modified finite element method
NASA Astrophysics Data System (ADS)
Náprstek, J.; Král, R.
2016-09-01
The Fokker-Planck equation (FPE) is a frequently used tool for the solution of cross probability density function (PDF) of a dynamic system response excited by a vector of random processes. FEM represents a very effective solution possibility, particularly when transition processes are investigated or a more detailed solution is needed. Actual papers deal with single degree of freedom (SDOF) systems only. So the respective FPE includes two independent space variables only. Stepping over this limit into MDOF systems a number of specific problems related to a true multi-dimensionality must be overcome. Unlike earlier studies, multi-dimensional simplex elements in any arbitrary dimension should be deployed and rectangular (multi-brick) elements abandoned. Simple closed formulae of integration in multi-dimension domain have been derived. Another specific problem represents the generation of multi-dimensional finite element mesh. Assembling of system global matrices should be subjected to newly composed algorithms due to multi-dimensionality. The system matrices are quite full and no advantages following from their sparse character can be profited from, as is commonly used in conventional FEM applications in 2D/3D problems. After verification of partial algorithms, an illustrative example dealing with a 2DOF non-linear aeroelastic system in combination with random and deterministic excitations is discussed.
Formulation of a moment method for multidimensional Fokker-Planck equations
NASA Astrophysics Data System (ADS)
Huang, Hanchen; Ghoniem, Nasr M.
1995-06-01
A moment method for general n-dimensional (n>=1) Fokker-Planck equations in semi-infinite domains with mixed boundary conditions is developed in this paper. Generally, time evolution equations of moments include terms with reduced distribution functions. With mixed boundary conditions in n-dimensional phase spaces, the reduced distribution functions are not explicitly known. This adds an openness to the time evolution equations of moments. We develop an auxiliary set of variables that allow the removal of this type of openness by introducing it into a general moment truncation scheme. The other openness of moment equations caused by the general phase space dependence of drift and diffusion coefficients is removed by using the conventional central moment truncation scheme. The closed set of time evolution equations of moments is numerically solved with the lsoda\\} package of computer programs [A. Hindmarsh, in Scientific Computing, edited by R. Stepleman et al. (North-Holland, Amsterdam, 1983), pp. 55-64]. The method is applied to three examples. The coupling of moments and reduced moments is first demonstrated by an interstitial clustering process in diatomic materials. Then, the moment equations for a one-dimensional Fokker-Planck equation in a semi-infinite domain are derived as a special case of the present method. The moment equations of the one-dimensional Fokker-Planck equation derived by Ghoniem [Phys. Rev. B 39, 11 810 (1989)] for atomic clustering are thus recovered in the second example. Finally, the moment method is also tested by applying it to a two-dimensional Ornstein-Uhlenbeck process, which can be solved analytically. Numerical calculations of the first three moments with truncation only at second-order moments are in very good agreement with the analytical results. Truncation at fourth-order moments is found to give similar results for the first three moments.
Kleinert, H; Zatloukal, V
2013-11-01
The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.
Indispensable finite time corrections for Fokker-Planck equations from time series data.
Ragwitz, M; Kantz, H
2001-12-17
The reconstruction of Fokker-Planck equations from observed time series data suffers strongly from finite sampling rates. We show that previously published results are degraded considerably by such effects. We present correction terms which yield a robust estimation of the diffusion terms, together with a novel method for one-dimensional problems. We apply these methods to time series data of local surface wind velocities, where the dependence of the diffusion constant on the state variable shows a different behavior than previously suggested.
Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma
NASA Astrophysics Data System (ADS)
Bakhtiyari-Ramezani, M.; Mahmoodi, J.; Alinejad, N.
2015-11-01
In the fusion devices, ions, H atoms, and H2 molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H2 molecules, and desorption of the recombined H2 molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.
Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma
Bakhtiyari-Ramezani, M. Alinejad, N.; Mahmoodi, J.
2015-11-15
In the fusion devices, ions, H atoms, and H{sub 2} molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H{sub 2} molecules, and desorption of the recombined H{sub 2} molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.
Solving the Fokker-Planck equation with the finite-element method
Galán, Roberto F.; Ermentrout, G. Bard; Urban, Nathaniel N.
2008-01-01
We apply an efficient approach from computational engineering, the finite-element method, to numerically solve the Fokker-Planck equation in two dimensions. This approach permits us to find the solution to stochastic problems that cannot be solved analytically. We illustrate our strategy with an example from neuroscience that recently has attracted considerable attention - synchronization of neural oscillators. In particular, we show that resonators (type II neural oscillators) respond and synchronize more reliably when provided correlated stochastic inputs than do integrators (type I neural oscillators). This result is consistent with recent experimental and computational work. We briefly discuss its relevance for neuroscience. PMID:18233721
NASA Astrophysics Data System (ADS)
Shizgal, Bernie D.
2016-09-01
The Fokker-Planck equation with a constant diffusion coefficient and a particular polynomial drift coefficient can exhibit a bistable equilibrium distribution. Such model systems have been used to study chemical reactions, nucleation, climate, optical bistability and other phenomena. In this paper, we consider a particular choice for the drift coefficient of the form A(x) = x^5 - x^3 to exemplify the statistical behaviour of such systems. The transformation of the Fokker-Planck equation to a Schrödinger equation leads to a potential that belongs to the class of potentials in supersymmetric (SUSY) quantum mechanics. A pseudospectral method based on nonclassical polynomials is used to determine the spectrum of the Fokker-Planck operator and of the Schrödinger equation. The converged numerical eigenvalues are compared with WKB and SWKB approximations of the eigenvalues.
Yoon, E. S.; Chang, C. S.
2014-03-15
An approximate two-dimensional solver of the nonlinear Fokker-Planck-Landau collision operator has been developed using the assumption that the particle probability distribution function is independent of gyroangle in the limit of strong magnetic field. The isotropic one-dimensional scheme developed for nonlinear Fokker-Planck-Landau equation by Buet and Cordier [J. Comput. Phys. 179, 43 (2002)] and for linear Fokker-Planck-Landau equation by Chang and Cooper [J. Comput. Phys. 6, 1 (1970)] have been modified and extended to two-dimensional nonlinear equation. In addition, a method is suggested to apply the new velocity-grid based collision solver to Lagrangian particle-in-cell simulation by adjusting the weights of marker particles and is applied to a five dimensional particle-in-cell code to calculate the neoclassical ion thermal conductivity in a tokamak plasma. Error verifications show practical aspects of the present scheme for both grid-based and particle-based kinetic codes.
Boltzmann-like and Boltzmann-Fokker-Planck equations as a foundation of behavioral models
NASA Astrophysics Data System (ADS)
Helbing, Dirk
1993-07-01
It is shown that the Boltzmann-like equations allow the formulation of a very general model for behavioral changes. This model takes into account spontaneous (or externally induced) behavioral changes and behavioral changes by pair interactions. As most important social pair interactions, imitative and avoidance processes are distinguished. The resulting model turns out to include as special cases many theoretical concepts of the social sciences. A Kramers-Moyal expansion of the Boltzmann-like equations leads to the Boltzmann- Fokker-Planck equations, which allows the introduction of “social forces” and “social fields”. A social field reflects the influence of the public opinion, social norms and trends on behavioural changes. It is not only given by external factors (the environment) but also by the interactions of the individuals. Variations of the individual behavior are taken into account by diffusion coefficients.
Deterministic proton transport solving a one dimensional Fokker-Planck equation
Marr, D.; Prael, R.; Adams, K.; Alcouffe, R.
1997-10-01
The transport of protons through matter is characterized by many interactions which cause small deflections and slight energy losses. The few which are catastrophic or cause large angle scattering can be viewed as extinction for many applications. The transport of protons at this level of approximation can be described by a Fokker Planck Equation. This equation is solved using a deterministic multigroup differencing scheme with a highly resolved set of discrete ordinates centered around the beam direction which is adequate to properly account for deflections and energy losses due to multiple Coulomb scattering. Comparisons with LAHET for a large variety of problems ranging from 800 MeV protons on a copper step wedge to 10 GeV protons on a sandwich of material are presented. The good agreement with the Monte Carlo code shows that the solution method is robust and useful for approximate solutions of selected proton transport problems.
An analytical solution of the Fokker-Planck equation in the phase-locked loop transient analysis
NASA Technical Reports Server (NTRS)
Zhang, Weijian
1987-01-01
A probabilistic approach is used to obtain an analytical solution to the Fokker-Planck equation used in the transient analysis of the phase-locked loop phase error process of the first-order phase-locked loop. The solution procedure, which is based on the Girsanov transformation, is described.
Noise-intensity fluctuation in Langevin model and its higher-order Fokker-Planck equation
NASA Astrophysics Data System (ADS)
Hasegawa, Yoshihiko; Arita, Masanori
2011-03-01
In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker-Planck equation (HFPE) of the system, taking into account the effect of SIN by the adiabatic elimination technique. Stationary distributions of the HFPE are calculated by using the perturbation expansion. We investigate the effect of SIN in three cases: (a) parabolic and quartic bistable potentials with additive noise, (b) a quartic potential with multiplicative noise, and (c) a stochastic gene expression model. We find that the existence of noise-intensity fluctuations induces an intriguing phenomenon of a bimodal-to-trimodal transition in probability distributions. These results are validated with Monte Carlo simulations.
Fokker-Planck equation with linear and time dependent load forces
NASA Astrophysics Data System (ADS)
Sau Fa, Kwok
2016-11-01
The motion of a particle described by the Fokker-Planck equation with constant diffusion coefficient, linear force (-γ (t)x) and time dependent load force (β (t)) is investigated. The solution for the probability density function is obtained and it has the Gaussian form; it is described by the solution of the linear force with the translation of the position coordinate x. The constant load force preserves the stationary state of the harmonic potential system, however the time dependent load force may not preserve the stationary state of the harmonic potential system. Moreover, the n-moment and variance are also investigated. The solutions are obtained in a direct and pedagogical manner readily understandable by undergraduate and graduate students.
NASA Astrophysics Data System (ADS)
Hager, Robert; Yoon, E. S.; Ku, S.; D'Azevedo, E. F.; Worley, P. H.; Chang, C. S.
2016-06-01
Fusion edge plasmas can be far from thermal equilibrium and require the use of a non-linear collision operator for accurate numerical simulations. In this article, the non-linear single-species Fokker-Planck-Landau collision operator developed by Yoon and Chang (2014) [9] is generalized to include multiple particle species. The finite volume discretization used in this work naturally yields exact conservation of mass, momentum, and energy. The implementation of this new non-linear Fokker-Planck-Landau operator in the gyrokinetic particle-in-cell codes XGC1 and XGCa is described and results of a verification study are discussed. Finally, the numerical techniques that make our non-linear collision operator viable on high-performance computing systems are described, including specialized load balancing algorithms and nested OpenMP parallelization. The collision operator's good weak and strong scaling behavior are shown.
Fokker-Planck description for a linear delayed Langevin equation with additive Gaussian noise
NASA Astrophysics Data System (ADS)
Giuggioli, Luca; McKetterick, Thomas John; Kenkre, V. M.; Chase, Matthew
2016-09-01
We construct an equivalent probability description of linear multi-delay Langevin equations subject to additive Gaussian white noise. By exploiting the time-convolutionless transform and a time variable transformation we are able to write a Fokker-Planck equation (FPE) for the 1-time and for the 2-time probability distributions valid irrespective of the regime of stability of the Langevin equations. We solve exactly the derived FPEs and analyze the aging dynamics by studying analytically the conditional probability distribution. We discuss explicitly why the initially conditioned distribution is not sufficient to describe fully out a non-Markov process as both preparation and observation times have bearing on its dynamics. As our analytic procedure can also be applied to linear Langevin equations with memory kernels, we compare the non-Markov dynamics of a one-delay system with that of a generalized Langevin equation with an exponential as well as a power law memory. Application to a generalization of the Green-Kubo formula is also presented.
Dirac(-Pauli), Fokker-Planck equations and exceptional Laguerre polynomials
Ho, Choon-Lin
2011-04-15
Research Highlights: > Physical examples involving exceptional orthogonal polynomials. > Exceptional polynomials as deformations of classical orthogonal polynomials. > Exceptional polynomials from Darboux-Crum transformation. - Abstract: An interesting discovery in the last two years in the field of mathematical physics has been the exceptional X{sub l} Laguerre and Jacobi polynomials. Unlike the well-known classical orthogonal polynomials which start with constant terms, these new polynomials have lowest degree l = 1, 2, and ..., and yet they form complete set with respect to some positive-definite measure. While the mathematical properties of these new X{sub l} polynomials deserve further analysis, it is also of interest to see if they play any role in physical systems. In this paper we indicate some physical models in which these new polynomials appear as the main part of the eigenfunctions. The systems we consider include the Dirac equations coupled minimally and non-minimally with some external fields, and the Fokker-Planck equations. The systems presented here have enlarged the number of exactly solvable physical systems known so far.
FPPAC94: A two-dimensional multispecies nonlinear Fokker-Planck package for UNIX systems
NASA Astrophysics Data System (ADS)
Mirin, A. A.; McCoy, M. G.; Tomaschke, G. P.; Killeen, J.
1994-07-01
FPPAC94 solves the complete nonlinear multispecies Fokker-Planck collison operator for a plasma in two-dimensional velocity space. The operator is expressed in terms of spherical coordinates (speed and pitch angle) under the assumption of azimuthal symmetry. Provision is made for additional physics contributions (e.g. rf heating, electric field acceleration). The charged species, referred to as general species, are assumed to be in the presence of an arbitrary number of fixed Maxwellian species. The electrons may be treated either as one of these Maxwellian species or as a general species. Coulomb interactions among all charged species are considered This program is a new version of FPPAC. FPPAC was last published in Computer Physics Communications in 1988. This new version is identical in scope to the previous version. However, it is written in standard Fortran 77 and is able to execute on a variety of Unix systems. The code has been tested on the Cray-C90, HP-755 and Sun Sparc-1. The answers agree on all platforms where the code has been tested. The test problems are the same as those provided in 1988. This version also corrects a bug in the 1988 version.
Morel, J.E.; Lorence, L.J. Jr.; Kensek, R.P.; Halbleib, J.A.; Sloan, D.P.
1996-11-01
A hybrid multigroup/continuous-energy Monte Carlo algorithm is developed for solving the Boltzmann-Fokker-Planck equation. This algorithm differs significantly from previous charged-particle Monte Carlo algorithms. Most importantly, it can be used to perform both forward and adjoint transport calculations, using the same basic multigroup cross-section data. The new algorithm is fully described, computationally tested, and compared with a standard condensed history algorithm for coupled electron-photon transport calculations.
Computations of ion diffusion coefficients from the Boltzmann-Fokker-Planck equation
NASA Technical Reports Server (NTRS)
Roussel-Dupre, R.
1981-01-01
The Boltzmann-Fokker-Planck equation is solved with the Chapman-Enskog method of analysis for the velocity distribution functions of helium, carbon, nitrogen, and oxygen. The analysis is a perturbation scheme based on the assumption of a collision-dominated gas, and the calculations are carried out to first order. The elements considered are treated as trace constituents in an electron-proton gas. From the resulting distribution functions, diffusion coefficients are computed which are found to be 20-30% less than those obtained by Chapman and Burgers. In addition, it is shown that the return current of cold electrons needed to maintain quasi-neutrality in a plasma with a temperature gradient contributes a term in the thermal diffusion coefficient omitted erroneously in previous works. This added term resolves the longstanding controversy over the discrepancy between the coefficients of Chapman and Burgers, which are seen to be completely equivalent in the light of this analysis. The viscosity coefficient for an electron-proton gas is also computed and found to be 7% less than that obtained by Braginskii.
NASA Astrophysics Data System (ADS)
Jang, Seogjoo
2016-06-01
This work provides a detailed derivation of a generalized quantum Fokker-Planck equation (GQFPE) appropriate for photo-induced quantum dynamical processes. The path integral method pioneered by Caldeira and Leggett (CL) [Physica A 121, 587 (1983)] is extended by utilizing a nonequilibrium influence functional applicable to different baths for the ground and the excited electronic states. Both nonequilibrium and non-Markovian effects are accounted for consistently by expanding the paths in the exponents of the influence functional up to the second order with respect to time. This procedure results in approximations involving only single time integrations for the exponents of the influence functional but with additional time dependent boundary terms that have been ignored in previous works. The boundary terms complicate the derivation of a time evolution equation but do not affect position dependent physical observables or the dynamics in the steady state limit. For an effective density operator with the boundary terms factored out, a time evolution equation is derived, through short time expansion of the effective action and Gaussian integration in analytically continued complex domain of space. This leads to a compact form of the GQFPE with time dependent kernels and additional terms, which renders the resulting equation to be in the Dekker form [Phys. Rep. 80, 1 (1981)]. Major terms of the equation are analyzed for the case of Ohmic spectral density with Drude cutoff, which shows that the new GQFPE satisfies the positive definiteness condition in medium to high temperature limit. Steady state limit of the GQFPE is shown to approach the well-known expression derived by CL in the high temperature and Markovian bath limit and also provides additional corrections due to quantum and non-Markovian effects of the bath.
Real-time and imaginary-time quantum hierarchal Fokker-Planck equations
Tanimura, Yoshitaka
2015-04-14
We consider a quantum mechanical system represented in phase space (referred to hereafter as “Wigner space”), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for the hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material.
Real-time and imaginary-time quantum hierarchal Fokker-Planck equations.
Tanimura, Yoshitaka
2015-04-14
We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for the hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material. PMID:25877565
Real-time and imaginary-time quantum hierarchal Fokker-Planck equations.
Tanimura, Yoshitaka
2015-04-14
We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for the hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material.
Real-time and imaginary-time quantum hierarchal Fokker-Planck equations
NASA Astrophysics Data System (ADS)
Tanimura, Yoshitaka
2015-04-01
We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for the hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material.
NASA Astrophysics Data System (ADS)
Polson, James M.; Dunn, Taylor R.
2014-05-01
Brownian dynamics (BD) simulations are used to study the translocation dynamics of a coarse-grained polymer through a cylindrical nanopore. We consider the case of short polymers, with a polymer length, N, in the range N = 21-61. The rate of translocation is controlled by a tunable friction coefficient, γ0p, for monomers inside the nanopore. In the case of unforced translocation, the mean translocation time scales with polymer length as ⟨τ1⟩ ˜ (N - Np)α, where Np is the average number of monomers in the nanopore. The exponent approaches the value α = 2 when the pore friction is sufficiently high, in accord with the prediction for the case of the quasi-static regime where pore friction dominates. In the case of forced translocation, the polymer chain is stretched and compressed on the cis and trans sides, respectively, for low γ0p. However, the chain approaches conformational quasi-equilibrium for sufficiently large γ0p. In this limit the observed scaling of ⟨τ1⟩ with driving force and chain length supports the Fokker-Planck (FP) prediction that ⟨τ⟩ ∝ N/fd for sufficiently strong driving force. Monte Carlo simulations are used to calculate translocation free energy functions for the system. The free energies are used with the FP equation to calculate translocation time distributions. At sufficiently high γ0p, the predicted distributions are in excellent agreement with those calculated from the BD simulations. Thus, the FP equation provides a valid description of translocation dynamics for sufficiently high pore friction for the range of polymer lengths considered here. Increasing N will require a corresponding increase in pore friction to maintain the validity of the FP approach. Outside the regime of low N and high pore friction, the polymer is out of equilibrium, and the FP approach is not valid.
NASA Astrophysics Data System (ADS)
Taitano, W. T.; Chacón, L.; Simakov, A. N.; Molvig, K.
2015-09-01
In this study, we demonstrate a fully implicit algorithm for the multi-species, multidimensional Rosenbluth-Fokker-Planck equation which is exactly mass-, momentum-, and energy-conserving, and which preserves positivity. Unlike most earlier studies, we base our development on the Rosenbluth (rather than Landau) form of the Fokker-Planck collision operator, which reduces complexity while allowing for an optimal fully implicit treatment. Our discrete conservation strategy employs nonlinear constraints that force the continuum symmetries of the collision operator to be satisfied upon discretization. We converge the resulting nonlinear system iteratively using Jacobian-free Newton-Krylov methods, effectively preconditioned with multigrid methods for efficiency. Single- and multi-species numerical examples demonstrate the advertised accuracy properties of the scheme, and the superior algorithmic performance of our approach. In particular, the discretization approach is numerically shown to be second-order accurate in time and velocity space and to exhibit manifestly positive entropy production. That is, H-theorem behavior is indicated for all the examples we have tested. The solution approach is demonstrated to scale optimally with respect to grid refinement (with CPU time growing linearly with the number of mesh points), and timestep (showing very weak dependence of CPU time with time-step size). As a result, the proposed algorithm delivers several orders-of-magnitude speedup vs. explicit algorithms.
NASA Astrophysics Data System (ADS)
Weidlich, W.; Haag, G.
1980-03-01
A systematic algorithm for finding solutions of Fokker Planck systems with time-dependent drift and fluctuation coefficients is developed. The solutions lag behind the adiabatic quasistationary distribution. This delay effect vanishes for slowly varying control parameters. In a first example the evolution of the phase transition from a monostable to a bistable system is treated. There is a fluctuation enhancement and the delay of the probability distribution leads to a transient central peak. In a second example a linear model with time-dependently shifted drift is considered. The introduced approximation scheme reproduces the exact solution already in first order.
Weibull Statistics for Upper Ocean Currents with the Fokker-Planck Equation
NASA Astrophysics Data System (ADS)
Chu, P. C.
2012-12-01
Upper oceans typically exhibit of a surface mixed layer with a thickness of a few to several hundred meters. This mixed layer is a key component in studies of climate, biological productivity and marine pollution. It is the link between the atmosphere and the deep ocean and directly affects the air-sea exchange of heat, momentum and gases. Vertically averaged horizontal currents across the mixed layer are driven by the residual between the Ekman transport and surface wind stress, and damped by the Rayleigh friction. A set of stochastic differential equations are derived for the two components of the current vector (u, v). The joint probability distribution function of (u, v) satisfies the Fokker-Planck equation (Chu, 2008, 2009), with the Weibull distribution as the solution for the current speed. To prove it, the PDF of the upper (0-50 m) tropical Pacific current speeds (w) was calculated from hourly ADCP data (1990-2007) at six stations for the Tropical Atmosphere Ocean project. In fact, it satisfies the two-parameter Weibull distribution reasonably well with different characteristics between El Nino and La Nina events: In the western Pacific, the PDF of w has a larger peakedness during the La Nina events than during the El Nino events; and vice versa in the eastern Pacific. However, the PDF of w for the lower layer (100-200 m) does not fit the Weibull distribution so well as the upper layer. This is due to the different stochastic differential equations between upper and lower layers in the tropical Pacific. For the upper layer, the stochastic differential equations, established on the base of the Ekman dynamics, have analytical solution, i.e., the Rayleigh distribution (simplest form of the Weibull distribution), for constant eddy viscosity K. Knowledge on PDF of w during the El Nino and La Nina events will improve the ensemble horizontal flux calculation, which contributes to the climate studies. Besides, the Weibull distribution is also identified from the
Energy-Conservative Newton-Krylov Implicit Solver for the Fokker-Planck Equation
NASA Astrophysics Data System (ADS)
Knoll, D. A.; Barnes, D. C.; Chacón, L.
1998-11-01
Energy conservation in 1D Fokker-Planck problems has been addressed by Epperlein,(Epperlein, J. Comp. Phys.), 112, 291-297 (1994) who proposed an implicit method that preserves energy exactly for any time step, provided the energy moment cancels exactly. Although this method can be generalized for several dimensions, standard discretization techniques in multidimensional geometries generally do not guarantee the numerical cancellation of the energy moment, hence precluding exact energy conservation. Furthermore, its numerical implementation is non-trivial, as it involves a dense, non-symmetric matrix of coefficients. It is the objective of this poster to describe the implementation of an implicit energy-conservative scheme for multidimensional Fokker-Planck problems. A new discretization procedure that ensures the numerical cancellation of the energy moment will be discussed. The dense algebraic problem that results from this formulation is solved efficiently by the multigrid preconditioned matrix-free GMRES(Saad, Schultz, SIAM J. Scientific and Stat. Comp.), 7, 856-869 (1986) iterative technique, which minimizes storage and runtime requirements, and allows implicit time steps of the order of the collisional time scale of the problem, τ. Results will show that the method preserves particles and energy exactly.
Numerical Methods for Nonlinear Fokker-Planck Collision Operator in TEMPEST
NASA Astrophysics Data System (ADS)
Kerbel, G.; Xiong, Z.
2006-10-01
Early implementations of Fokker-Planck collision operator and moment computations in TEMPEST used low order polynomial interpolation schemes to reuse conservative operators developed for speed/pitch-angle (v, θ) coordinates. When this approach proved to be too inaccurate we developed an alternative higher order interpolation scheme for the Rosenbluth potentials and a high order finite volume method in TEMPEST (,) coordinates. The collision operator is thus generated by using the expansion technique in (v, θ) coordinates for the diffusion coefficients only, and then the fluxes for the conservative differencing are computed directly in the TEMPEST (,) coordinates. Combined with a cut-cell treatment at the turning-point boundary, this new approach is shown to have much better accuracy and conservation properties.
NASA Astrophysics Data System (ADS)
Lukassen, Laura J.; Oberlack, Martin
2014-05-01
In the literature, it is pointed out that non-Brownian particles tend to show shear-induced diffusive behavior due to hydrodynamic interactions. Several authors indicate a long correlation time of the particle velocities in comparison to Brownian particle velocities modeled by a white noise. This work deals with the derivation of a Fokker-Planck equation both in position and velocity space which describes the process of shear-induced self-diffusion, whereas, so far, this problem has been described by Fokker-Planck equations restricted to position space. The long velocity correlation times actually would necessitate large time-step sizes in the mathematical description of the problem in order to capture the diffusive regime. In fact, time steps of specific lengths pose problems to the derivation of the corresponding Fokker-Planck equation because the whole particle configuration changes during long time-step sizes. On the other hand, small time-step sizes, i.e., in the range of the velocity correlation time, violate the Markov property of the position variable. In this work we regard the problem of shear-induced self-diffusion with respect to the Markov property and reformulate the problem with respect to small time-step sizes. In this derivation, we regard the nondimensionalized Langevin equation and develop a new compact form which allows us to analyze the Langevin equation for all time scales of interest for both Brownian and non-Brownian particles starting from a single equation. This shows that the Fokker-Planck equation in position space should be extended to a colored-noise Fokker-Planck equation in both position and colored-noise velocity space, which we will derive.
Fokker-Planck/Transport model for neutral beam driven tokamaks
Killeen, J.; Mirin, A.A.; McCoy, M.G.
1980-01-01
The application of nonlinear Fokker-Planck models to the study of beam-driven plasmas is briefly reviewed. This evolution of models has led to a Fokker-Planck/Transport (FPT) model for neutral-beam-driven Tokamaks, which is described in detail. The FPT code has been applied to the PLT, PDX, and TFTR Tokamaks, and some representative results are presented.
Ferrari, Leonardo
2008-07-28
The problem of the derivation of the diffusion equation exactly following from the Fokker-Planck (or Klein-Kramers) equation for heavy (or large) particles in a fluid in an external force field is solved in the case in which the particles are ions subject to a uniform (but in general time-varying) electric field. It is found that such a diffusion equation maintains memory of the initial ion velocity distribution, unless sufficiently large values of time are considered. In such temporal asymptotic limit, the diffusion equation exactly becomes (i) the Smoluchowski equation when the electric field is constant in time, and (ii) a new equation generalizing the Smoluchowski equation, when the electric field is arbitrarily time varying. Finally, it is shown that the obtained exact (or asymptotic) results make questionable the procedures and the results of approximate theories developed in the past to get a "corrected" Smoluchowski equation when the external force can also be, in general, position dependent.
NASA Astrophysics Data System (ADS)
Fan, Niannian; Zhong, Deyu; Wu, Baosheng; Foufoula-Georgiou, Efi; Guala, Michele
2014-03-01
Bed load transport is a highly complex process. The probability density function (PDF) of particle velocities results from the local particle momentum variability in response to fluid drag and interactions with the bed. Starting from the forces exerted on a single particle under low transport rates (i.e., rolling and sliding regimes), we derive here the nonlinear stochastic Langevin equation (LE) to describe the dynamics of a single particle, accounting for both the deterministic and the stochastic components of such forces. Then, the Fokker-Planck equation (FPE), which describes the evolution of the PDF of the ensemble particle velocities, is derived from the LE. We show that the theoretical PDFs of both streamwise and cross-stream velocities obtained by solving the FPE under equilibrium conditions have exponential form (PDFs of both positive and negative velocities decay exponentially), consistent with the experimental data by Roseberry et al. Moreover, we theoretically show how the exponential-like PDF of an ensemble of particle velocities results from the forces exerted on a single particle. We also show that the simulated particle motions using the proposed Langevin model exhibit an emergent nonlinear relationship between hop distances and travel times (power law with exponent 5/3), in agreement with the experimental data, providing a statistical description of the particles' random motion in the context of a stochastic transport process. Finally, our study emphasizes that the motion of individual particles, described by the LE, and the behavior of the ensemble, described by the FPE, are connected within a statistical mechanics framework.
Effects of the Tempered Aging and the Corresponding Fokker-Planck Equation
NASA Astrophysics Data System (ADS)
Deng, Weihua; Wang, Wanli; Tian, Xinchun; Wu, Yujiang
2016-07-01
In the renewal processes, if the waiting time probability density function is a tempered power-law distribution, then the process displays a transition dynamics; and the transition time depends on the parameter λ of the exponential cutoff. In this paper, we discuss the aging effects of the renewal process with the tempered power-law waiting time distribution. By using the aging renewal theory, the p-th moment of the number of renewal events n_a(t_a, t) in the interval (t_a, t_a+t) is obtained for both the weakly and strongly aged systems; and the corresponding surviving probabilities are also investigated. We then further analyze the tempered aging continuous time random walk and its Einstein relation, and the mean square displacement is attained. Moreover, the tempered aging diffusion equation is derived.
Fokker-Planck response of stochastic satellites
NASA Technical Reports Server (NTRS)
Huang, T. C.; Das, A.
1982-01-01
The present investigation is concerned with the effects of stochastic geometry and random environmental torques on the pointing accuracy of spinning and three-axis stabilized satellites. The study of pointing accuracies requires a knowledge of the rates of error growth over and above any criteria for the asymptotic stability of the satellites. For this reason the investigation is oriented toward the determination of the statistical properties of the responses of the satellites. The geometries of the satellites are considered stochastic so as to have a phenomenological model of the motions of the flexible structural elements of the satellites. A widely used method of solving stochastic equations is the Fokker-Planck approach where the equations are assumed to define a Markoff process and the transition probability densities of the responses are computed directly as a function of time. The Fokker-Planck formulation is used to analyze the response vector of a rigid satellite.
Fokker-Planck formalism in magnetic resonance simulations
NASA Astrophysics Data System (ADS)
Kuprov, Ilya
2016-09-01
This paper presents an overview of the Fokker-Planck formalism for non-biological magnetic resonance simulations, describes its existing applications and proposes some novel ones. The most attractive feature of Fokker-Planck theory compared to the commonly used Liouville - von Neumann equation is that, for all relevant types of spatial dynamics (spinning, diffusion, stationary flow, etc.), the corresponding Fokker-Planck Hamiltonian is time-independent. Many difficult NMR, EPR and MRI simulation problems (multiple rotation NMR, ultrafast NMR, gradient-based zero-quantum filters, diffusion and flow NMR, off-resonance soft microwave pulses in EPR, spin-spin coupling effects in MRI, etc.) are simplified significantly in Fokker-Planck space. The paper also summarises the author's experiences with writing and using the corresponding modules of the Spinach library - the methods described below have enabled a large variety of simulations previously considered too complicated for routine practical use.
NASA Astrophysics Data System (ADS)
Joglekar, Archis; Thomas, Alec
2013-10-01
Here, we present 2D numerical modeling of near critical density plasma using a fully implicit Vlasov-Fokker-Planck code, IMPACTA, which includes self-consistent magnetic fields as well as anisotropic electron pressure terms in the expansion of the distribution function, as well as an implementation of the Boris CYLRAD algorithm through a ray tracing add-on package. This allows to model inverse brehmsstrahlung heating as a laser travels through a plasma by solving the ray tracing equations. Generated magnetic fields (eg. the Biermann battery effect) as well as field advection through heat fluxes from the laser heating is shown. Additionally, perturbations in the plasma density profile arise as a result of the high pressures and flows in the plasma. These perturbations in the plasma density affect the path of the laser traveling through the plasma and modify the heating profile accordingly. The interplay between these effects is discussed in this study.
Sliusarenko, O. Yu.; Chechkin, A. V.; Slyusarenko, Yu. V.
2015-04-15
By generalizing Bogolyubov’s reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamilton’s equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the single-particle distribution function, we use a regular cutoff procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation, we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases are discussed by assuming either Gaussian statistics of external perturbation or homogeneity of the system.
ICPP: Numerical Fokker-Planck calculations in nonuniform grids
NASA Astrophysics Data System (ADS)
Bizarro, João P. S.
2000-10-01
The Fokker-Planck equation arises in a wide class of problems in plasma physics, so numerical schemes that provide efficient, accurate, and stable solutions to that equation are always welcome. One way to accomplish this is via nonuniform grids, which allow the use of different mesh sizes according to the real needs of the physical problem under consideration. The extension of the standard finite-difference approach to general nonuniform grids, taking into account proper weighting coefficients, has already been presented, and the results have been rather conclusive [J. P. S. Bizarro and P. Rodrigues, Nucl. Fusion Vol. 37, 1509 (1997)]. Besides reviewing what has been achieved with nonuniform grids, a numerical scheme that is accurate to second order (both in time step and mesh size) is here extended and detailed. Such an analysis is rigourous for one-dimensional Fokker-Planck equations, and is generalized to two-dimensional equations. The constraints on the design of the nonuniform grid are discussed, as well as the particle and energy conservation properties. The conditions under which the nonuniformity correction in the weighting coefficients is essential to secure physically meaningful solutions are also analyzed. The proposed scheme is shown to efficiently handle both linear and weakly nonlinear problems and, in addition, its ability to provide solutions to stronger nonlinear situations is demonstrated. Some particular problems in the field of plasma physics (e.g., Coulomb collisions, Compton scattering by an electronic population, and the rf heating and current drive of thermonuclear reactors) are solved in order to illustrate several features, most particularly the usefulness of nonuniform grids in reducing computational effort and in increasing accuracy.
Bounce-averaged Fokker-Planck code for stellarator transport
Mynick, H.E.; Hitchon, W.N.G.
1985-07-01
A computer code for solving the bounce-averaged Fokker-Planck equation appropriate to stellarator transport has been developed, and its first applications made. The code is much faster than the bounce-averaged Monte-Carlo codes, which up to now have provided the most efficient numerical means for studying stellarator transport. Moreover, because the connection to analytic kinetic theory of the Fokker-Planck approach is more direct than for the Monte-Carlo approach, a comparison of theory and numerical experiment is now possible at a considerably more detailed level than previously.
Karpov, S. A.; Potapenko, I. F.
2015-10-15
A stochastic method of simulation of Coulomb interaction is considered. The main idea of the method is to approximate the nonlinear Landau kinetic collision integral by the Boltzmann integral. In its realization, the method can be attributed to a wide class of Monte Carlo-type methods. It is easily combined with the existing particle methods used to simulate collisionless plasmas. This is important for simulation of the dynamics of both laboratory and space plasmas when the mean free path of plasma particles is comparable with the plasma inhomogeneity scale length. Illustrative examples of relaxation of two-temperature plasma being subject to a high-frequency alternating electric field are given, and differences from their classical description are considered. The method satisfies the conservation laws for the number of particles, momentum, and energy and is simple and efficient in implementation.
NASA Astrophysics Data System (ADS)
Bianucci, Marco
2015-05-01
In this paper using a projection approach and defining the adjoint-Lie time evolution of differential operators, that generalizes the ordinary time evolution of functions, we obtain a Fokker-Planck equation for the distribution function of a part of interest of a large class of dynamical systems. The main assumptions are the weak interaction between the part of interest and the rest of the system (typically non linear) and the average linear response to external perturbations of the irrelevant part. We do not use ad hoc statistical assumptions to introduce as given a priori phenomenological equilibrium or transport coefficients. The drift terms induced by the interaction with the irrelevant part is obtained with a procedure that is reminiscent of that developed some years ago by Bianucci and Grigolini (see for example (Bianucci et al 1995 Phys. Rev. E 51 3002)) to derive in a ‘genuine’ way thermodynamics and statistical mechanics of macroscopic variables of interest starting from microscopic dynamics. However here we stay in a more broad and formal context where the system of interest could be dissipative and the interaction between the two systems could be non Hamiltonian, thus the approach of the cited paper can not be used to obtain the diffusion part of the Fokker-Planck equation. To face the problem of dealing with the series of differential operators stemming from the projection approach applied to this general case, we introduce the formalism of the Lie derivative and the corresponding adjoint-Lie time evolution of differential operators. In this theoretical framework we are able to obtain well defined analytic functions both for the drift and the diffusion coefficients of the Fokker-Planck equation. We think that the basic elements of Lie algebra introduced in our projection approach can be useful to achieve even more general and more formally elegant results than those here presented. Thus we consider this paper as a first step of this formal path to
Prinja, A.K.
1995-08-01
We have developed and successfully implemented a two-dimensional bilinear discontinuous in space and time, used in conjunction with the S{sub N} angular approximation, to numerically solve the time dependent, one-dimensional, one-speed, slab geometry, (ion) transport equation. Numerical results and comparison with analytical solutions have shown that the bilinear-discontinuous (BLD) scheme is third-order accurate in the space ad time dimensions independently. Comparison of the BLD results with diamond-difference methods indicate that the BLD method is both quantitavely and qualitatively superior to the DD scheme. We note that the form of the transport operator is such that these conclusions carry over to energy dependent problems that include the constant-slowing-down-approximation term, and to multiple space dimensions or combinations thereof. An optimized marching or inversion scheme or a parallel algorithm should be investigated to determine if the increased accuracy can compensate for the extra overhead required for a BLD solution, and then could be compared to other discretization methods such as nodal or characteristic schemes.
Fokker Planck theory for energetic electron deposition in laser fusion
NASA Astrophysics Data System (ADS)
Manheimer, Wallace; Colombant, Denis
2014-10-01
We have developed a Fokker Planck model to calculate the transport and deposition of energetic electrons, produced for instance by the two plasmon decay instability at the quarter critical surface. In steady state, the Fokker Planck equation reduces to a single universal equation in energy and space, an equation which appears to be quite simple, but which has a rather unconventional boundary condition. The equation is equally valid in planar and spherical geometry, and it depends on only a single parameter, the charge state Z. Hence one can solve for a universal solution, valid for each Z. An asymptotic solution to this equation will be presented, which allows the heating of the main plasma to be calculated from a simple analytical expression. A more accurate solution in terms of a Bessel function expansion will also be presented. From this, one obtains a heating rate which can be simply incorporated into fluid simulations.
Fokker-Planck description of conductance-based integrate-and-fire neuronal networks
Kovacic, Gregor; Tao, Louis; Rangan, Aaditya V.; Cai, David
2009-08-15
Steady dynamics of coupled conductance-based integrate-and-fire neuronal networks in the limit of small fluctuations is studied via the equilibrium states of a Fokker-Planck equation. An asymptotic approximation for the membrane-potential probability density function is derived and the corresponding gain curves are found. Validity conditions are discussed for the Fokker-Planck description and verified via direct numerical simulations.
NASA Technical Reports Server (NTRS)
Englert, G. W.
1971-01-01
A model of the random walk is formulated to allow a simple computing procedure to replace the difficult problem of solution of the Fokker-Planck equation. The step sizes and probabilities of taking steps in the various directions are expressed in terms of Fokker-Planck coefficients. Application is made to many particle systems with Coulomb interactions. The relaxation of a highly peaked velocity distribution of particles to equilibrium conditions is illustrated.
NASA Astrophysics Data System (ADS)
Taitano, W. T.; Chacón, L.; Simakov, A. N.
2016-08-01
In this study, we propose an adaptive velocity-space discretization scheme for the multi-species, multidimensional Rosenbluth-Fokker-Planck (RFP) equation, which is exactly mass-, momentum-, and energy-conserving. Unlike most earlier studies, our approach normalizes the velocity-space coordinate to the temporally varying individual plasma species' local thermal velocity, vth (t), and explicitly considers the resulting inertial terms in the Fokker-Planck equation. Our conservation strategy employs nonlinear constraints to enforce discretely the conservation properties of these inertial terms and the Fokker-Planck collision operator. To deal with situations of extreme thermal velocity disparities among different species, we employ an asymptotic vth-ratio-based expansion of the Rosenbluth potentials that only requires the computation of several velocity-space integrals. Numerical examples demonstrate the favorable efficiency and accuracy properties of the scheme. In particular, we show that the combined use of the velocity-grid adaptivity and asymptotic expansions delivers many orders-of-magnitude savings in mesh resolution requirements compared to a single, static uniform mesh.
Fokker-Planck modeling of current penetration during electron cyclotron current drive
Merkulov, A.; Westerhof, E.; Schueller, F. C.
2007-05-15
The current penetration during electron cyclotron current drive (ECCD) on the resistive time scale is studied with a Fokker-Planck simulation, which includes a model for the magnetic diffusion that determines the parallel electric field evolution. The existence of the synergy between the inductive electric field and EC driven current complicates the process of the current penetration and invalidates the standard method of calculation in which Ohm's law is simply approximated by j-j{sub cd}={sigma}E. Here it is proposed to obtain at every time step a self-consistent approximation to the plasma resistivity from the Fokker-Planck code, which is then used in a concurrent calculation of the magnetic diffusion equation in order to obtain the inductive electric field at the next time step. A series of Fokker-Planck calculations including a self-consistent evolution of the inductive electric field has been performed. Both the ECCD power and the electron density have been varied, thus varying the well known nonlinearity parameter for ECCD P{sub rf}[MW/m{sup -3}]/n{sub e}{sup 2}[10{sup 19} m{sup -3}] [R. W. Harvey et al., Phys. Rev. Lett 62, 426 (1989)]. This parameter turns out also to be a good predictor of the synergetic effects. The results are then compared with the standard method of calculations of the current penetration using a transport code. At low values of the Harvey parameter, the standard method is in quantitative agreement with Fokker-Planck calculations. However, at high values of the Harvey parameter, synergy between ECCD and E{sub parallel} is found. In the case of cocurrent drive, this synergy leads to the generation of large amounts of nonthermal electrons and a concomitant increase of the electrical conductivity and current penetration time. In the case of countercurrent drive, the ECCD efficiency is suppressed by the synergy with E{sub parallel} while only a small amount of nonthermal electrons is produced.
Boltzmann-Fokker-Planck calculations using standard discrete-ordinates codes
Morel, J.E.
1987-01-01
The Boltzmann-Fokker-Planck (BFP) equation can be used to describe both neutral and charged-particle transport. Over the past several years, the author and several collaborators have developed methods for representing Fokker-Planck operators with standard multigroup-Legendre cross-section data. When these data are input to a standard S/sub n/ code such as ONETRAN, the code actually solves the Boltzmann-Fokker-Planck equation rather than the Boltzmann equation. This is achieved wihout any modification to the S/sub n/ codes. Because BFP calculations can be more demanding from a numerical viewpoint than standard neutronics calculations, we have found it useful to implement new quadrature methods ad convergence acceleration methods in the standard discrete-ordinates code, ONETRAN. We discuss our BFP cross-section representation techniques, our improved quadrature and acceleration techniques, and present results from BFP coupled electron-photon transport calculations performed with ONETRAN. 19 refs., 7 figs.
Fokker-Planck description of wealth dynamics and the origin of Pareto's law
NASA Astrophysics Data System (ADS)
Boghosian, Bruce
2014-05-01
The so-called "Yard-Sale Model" of wealth distribution posits that wealth is transferred between economic agents as a result of transactions whose size is proportional to the wealth of the less wealthy agent. In recent work [B. M. Boghosian, Phys. Rev. E89, 042804 (2014)], it was shown that this results in a Fokker-Planck equation governing the distribution of wealth. With the addition of a mechanism for wealth redistribution, it was further shown that this model results in stationary wealth distributions that are very similar in form to Pareto's well-known law. In this paper, a much simpler derivation of that Fokker-Planck equation is presented.
Dimensional interpolation for nonlinear filters
NASA Astrophysics Data System (ADS)
Daum, Fred
2005-09-01
Dimensional interpolation has been used successfully by physicists and chemists to solve the Schroedinger equation for atoms and complex molecules. The same basic idea can be used to solve the Fokker-Planck equation for nonlinear filters. In particular, it is well known (by physicists) that two Schroedinger equations are equivalent to two Fokker-Planck equations. Moreover, we can avoid the Schroedinger equation altogether and use dimensional interpolation directly on the Fokker-Planck equation. Dimensional interpolation sounds like a crazy idea, but it works. We will attempt to make this paper accessible to normal engineers who do not have quantum mechanics for breakfast.
Fokker-Planck approach to the pulse packet propagation in synfire chain.
Câteau, H; Fukai, T
2001-01-01
We applied the Fokker-Planck method to the so-called 'synfire chain' network model and showed how a synchronous population spike (pulse packet) evolves to a narrow pulse packet (width < 1 ms) or fades away, depending on its initial size and width. The results of numerical integration of the Fokker-Planck equation are in good agreement with those of simulations on a network of leaky integrate-and-fire neurons. For a narrow input pulse packet, the integration of the Fokker-Planck equation requires careful numerical treatment. However, we can construct a precise analytical waveform of an output packet, which proves valid for narrow input pulse packets, from the stationary solution to the Fokker-Planck equation and a previously proposed approximate input-output relationship. Our methods enable us also to understand an essential role of the synaptic noise in the evolution, the peculiar temporal evolution of a broader pulse packets, and the irrelevance of the refractory period in determining the waveform of a pulse packet. Furthermore, we elucidate possible functional roles of multiple interactive pulse packets in spatiotemporal information processing, i.e. the association of information and the temporal competition. PMID:11665762
Noise on resistive switching: a Fokker-Planck approach
NASA Astrophysics Data System (ADS)
Patterson, G. A.; Grosz, D. F.; Fierens, P. I.
2016-05-01
We study the effect of internal and external noise on the phenomenon of resistive switching. We consider a non-harmonic external driving signal and provide a theoretical framework to explain the observed behavior in terms of the related Fokker-Planck equations. It is found that internal noise causes an enhancement of the resistive contrast and that noise proves to be advantageous when considering short driving pulses. In the case of external noise, however, noise only has the effect of degrading the resistive contrast. Furthermore, we find a relationship between the noise amplitude and the driving signal pulsewidth that constrains the persistence of the resistive state. In particular, results suggest that strong and short driving pulses favor a longer persistence time, an observation that may find applications in the field of high-integration high-speed resistive memory devices.
Escape from a Crisis in Fokker-Planck Models
NASA Astrophysics Data System (ADS)
Portegies Zwart, Simon F.; Takahashi, Koji
1999-01-01
Recent N-body simulations have shown that there is a serious discrepancy between the results of N-body simulations and the results of Fokker-Planck simulations for the evolution of globular and rich open clusters under the influence of the galactic tidal field. In some cases, the lifetime obtained from Fokker-Planck calculations is more than an order of magnitude smaller than those from N-body simulations. In this paper we show that the principal cause for this discrepancy is an over-simplified treatment of the tidal field used in previous Fokker-Planck simulations. We performed new Fokker-Planck calculations using a more appropriate implementation for the boundary condition of the tidal field. The implementation is only possible with anisotropic Fokker-Planck models, while all previous Fokker-Planck calculations rely on the assumption of isotropy. Our new Fokker-Planck results agree well with N-body results. Comparison of the two types of simulations gives a better understanding of the evolution of such clusters.
Two temperature gas equilibration model with a Fokker-Planck type collision operator
NASA Astrophysics Data System (ADS)
Méndez, A. R.; Chacón-Acosta, G.; García-Perciante, A. L.
2014-01-01
The equilibration process of a binary mixture of gases with two different temperatures is revisited using a Fokker-Planck type equation. The collision integral term of the Boltzmann equation is approximated by a Fokker-Planck differential collision operator by assuming that one of the constituents can be considered as a background gas in equilibrium while the other species diffuses through it. As a main result the coefficients of the linear term and of the first derivative are modified by the temperature and kinetic energy difference of the two species. These modifications are expected to influence the form of the solution for the distribution function and the corresponding transport equations. When temperatures are equal, the usual result of a Rayleigh gas is recovered.
Simulating transient dynamics of the time-dependent time fractional Fokker-Planck systems
NASA Astrophysics Data System (ADS)
Kang, Yan-Mei
2016-09-01
For a physically realistic type of time-dependent time fractional Fokker-Planck (FP) equation, derived as the continuous limit of the continuous time random walk with time-modulated Boltzmann jumping weight, a semi-analytic iteration scheme based on the truncated (generalized) Fourier series is presented to simulate the resultant transient dynamics when the external time modulation is a piece-wise constant signal. At first, the iteration scheme is demonstrated with a simple time-dependent time fractional FP equation on finite interval with two absorbing boundaries, and then it is generalized to the more general time-dependent Smoluchowski-type time fractional Fokker-Planck equation. The numerical examples verify the efficiency and accuracy of the iteration method, and some novel dynamical phenomena including polarized motion orientations and periodic response death are discussed.
Fokker Planck and Krook theory for energetic electron deposition in laser fusion
NASA Astrophysics Data System (ADS)
Manheimer, Wallace; Colombant, Denis
2015-11-01
We have developed a Fokker Planck and Krook model to calculate the transport and deposition of energetic electrons, produced for instance by the two plasmon decay instability at the quarter critical surface of a laser produced plasma. In steady state, the Fokker Planck equation reduces to a single universal equation in energy and space, an equation which whose asymptotic solution we calculate. The Krook theory also gives rise to an analytic expression solution. From each, one can calculate the spatially dependent heating of the interior plasma, which can be implemented at each time step in a fluid simulation. The equation is equally valid in planar and spherical geometry, and it depends on only a single parameter, the charge state Z. Hence one can solve for a universal solution, valid for each Z. the two approaches will be compared and discussed. We look to cooperate with anyone having a more advanced simulation capability, Direct Simulation Monte Carlo or Fokker Planck, who is willing to test our results. Work supported by the NRL Laser fusion program, DOE- NNSA and ONR.
Suprathermal electron energy deposition in plasmas with the Fokker-Planck method
Wienke, B.R.
1983-08-01
A one-dimensional, multigroup, discrete-ordinates technique for computing electron energy deposition in plasmas is detailed. The Fokker-Planck collision operator is employed in the continuous approximation and electric fields (considered external) are included in the equation. Bremsstrahlung processes are not treated. Comparisons with analytic and Monte Carlo results are given. Fits to deposition and energy scaling are proposed and discussed for monoenergetic and Maxwellian sources in the rnge 0--150 keV, with and without uniform fields.
Current dependence of spin torque switching rate based on Fokker-Planck approach
Taniguchi, Tomohiro Imamura, Hiroshi
2014-05-07
The spin torque switching rate of an in-plane magnetized system in the presence of an applied field is derived by solving the Fokker-Planck equation. It is found that three scaling currents are necessary to describe the current dependence of the switching rate in the low-current limit. The dependences of these scaling currents on the applied field strength are also studied.
Fokker Planck and Krook theory of energetic electron transport in a laser produced plasma
Manheimer, Wallace; Colombant, Denis
2015-09-15
Various laser plasma instabilities, such as the two plasma decay instability and the stimulated Raman scatter instability, produce large quantities of energetic electrons. How these electrons are transported and heat the plasma are crucial questions for laser fusion. This paper works out a Fokker Planck and Krook theory for such transport and heating. The result is a set of equations, for which one can find a simple asymptotic approximation for the solution, for the Fokker Planck case, and an exact solution for the Krook case. These solutions are evaluated and compared with one another. They give rise to expressions for the spatially dependent heating of the background plasma, as a function of the instantaneous laser and plasma parameters, in either planar or spherical geometry. These formulas are simple, universal (depending weakly only on the single parameter Z, the charge state), and can be easily be incorporated into a fluid simulation.
The Fokker-Planck law of diffusion and pattern formation in heterogeneous environments.
Bengfort, Michael; Malchow, Horst; Hilker, Frank M
2016-09-01
We analyze the influence of spatially inhomogeneous diffusion on several common ecological problems. Diffusion is modeled with Fick's law and the Fokker-Planck law of diffusion. We discuss the differences between the two formalisms and when to use either the one or the other. In doing so, we start with a pure diffusion equation, then turn to a reaction-diffusion system with one logistically growing component which invades the spatial domain. We also look at systems of two reacting components, namely a trimolecular oscillating chemical model system and an excitable predator-prey model. Contrary to Fickian diffusion, spatial inhomogeneities promote spatial and spatiotemporal pattern formation in case of Fokker-Planck diffusion.
Relaxation of terrace-width distributions: Physical information from Fokker Planck time
NASA Astrophysics Data System (ADS)
Hamouda, Ajmi BH.; Pimpinelli, Alberto; Einstein, T. L.
2008-12-01
Recently some of us have constructed a Fokker-Planck formalism to describe the equilibration of the terrace-width distribution of a vicinal surface from an arbitrary initial configuration. However, the meaning of the associated relaxation time, related to the strength of the random noise in the underlying Langevin equation, was rather unclear. Here we present a set of careful kinetic Monte Carlo simulations that demonstrate convincingly that the time constant shows activated behavior with a barrier that has a physically plausible dependence on the energies of the governing microscopic model. Remarkably, the rate-limiting step for relaxation in the far-from-equilibrium regime is the generation of kink-antikink pairs, involving the breaking of three lateral bonds on a cubic {0 0 1} surface, in contrast to the processes breaking two bonds that dominate equilibrium fluctuations. After an initial regime, the Fokker-Planck time at least semiquantitatively tracks the actual physical time.
Orbit-averaged guiding-center Fokker-Planck operator for numerical applications
Decker, J.; Peysson, Y.; Duthoit, F.-X.; Brizard, A. J.
2010-11-15
A guiding-center Fokker-Planck operator is derived in a coordinate system that is well suited for the implementation in a numerical code. This differential operator is transformed such that it can commute with the orbit-averaging operation. Thus, in the low-collisionality approximation, a three-dimensional Fokker-Planck evolution equation for the orbit-averaged distribution function in a space of invariants is obtained. This transformation is applied to a collision operator with nonuniform isotropic field particles. Explicit neoclassical collisional transport diffusion and convection coefficients are derived, and analytical expressions are obtained in the thin orbit approximation. To illustrate this formalism and validate our results, the bootstrap current is analytically calculated in the Lorentz limit.
Use and Abuse of a Fractional Fokker-Planck Dynamics for Time-Dependent Driving
NASA Astrophysics Data System (ADS)
Heinsalu, E.; Patriarca, M.; Goychuk, I.; Hänggi, P.
2007-09-01
We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in an ad hoc manner to time-dependent forces. A modified FFPE (MFFPE) is rigorously derived, being valid for a family of dichotomously alternating force fields. This MFFPE is numerically validated for a rectangular time-dependent force with zero average bias. For this case, subdiffusion is shown to become enhanced as compared to the force free case. We question, however, the existence of any physically valid FFPE for arbitrary varying time-dependent fields that differ from this dichotomous varying family.
Fokker Planck and Krook theory of energetic electron transport in a laser produced plasma
NASA Astrophysics Data System (ADS)
Manheimer, Wallace; Colombant, Denis
2015-09-01
Various laser plasma instabilities, such as the two plasma decay instability and the stimulated Raman scatter instability, produce large quantities of energetic electrons. How these electrons are transported and heat the plasma are crucial questions for laser fusion. This paper works out a Fokker Planck and Krook theory for such transport and heating. The result is a set of equations, for which one can find a simple asymptotic approximation for the solution, for the Fokker Planck case, and an exact solution for the Krook case. These solutions are evaluated and compared with one another. They give rise to expressions for the spatially dependent heating of the background plasma, as a function of the instantaneous laser and plasma parameters, in either planar or spherical geometry. These formulas are simple, universal (depending weakly only on the single parameter Z, the charge state), and can be easily be incorporated into a fluid simulation.
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.
Fokker-Planck-DSMC algorithm for simulations of rarefied gas flows
NASA Astrophysics Data System (ADS)
Gorji, M. Hossein; Jenny, Patrick
2015-04-01
A Fokker-Planck based particle Monte Carlo algorithm was devised recently for simulations of rarefied gas flows by the authors [1-3]. The main motivation behind the Fokker-Planck (FP) model is computational efficiency, which could be gained due to the fact that the resulting stochastic processes are continuous in velocity space. This property of the model leads to simulations where the computational cost becomes independent of the Knudsen number (Kn) [3]. However, the Fokker-Planck model which can be seen as a diffusion approximation of the Boltzmann equation, becomes less accurate as Kn increases. In this study we propose a hybrid Fokker-Planck-Direct Simulation Monte Carlo (FP-DSMC) solution method, which is applicable for the whole range of Kn. The objective of this algorithm is to retain the efficiency of the FP scheme at low Kn (Kn ≪ 1) and to employ conventional DSMC at high Kn (Kn ≫ 1). Since the computational particles employed by the FP model represent the same data as in DSMC, the coupling between the two methods is straightforward. The new ingredient is a switching criterion which would ideally result in a hybrid scheme with the efficiency of the FP method and the accuracy of DSMC for the whole Kn-range. Here, we adopt the number of collisions in a given computational cell and for a given time step size as a decision criterion in order to switch between the FP model and DSMC. For assessment of the hybrid algorithm, different test cases including flow impingement and flow expansion through a slit were studied. Both accuracy and efficiency of the model are shown to be excellent for the presented test cases.
NASA Astrophysics Data System (ADS)
Tang, Xian-Zhu; Berk, H. L.; Guo, Zehua; McDevitt, C. J.
2014-03-01
Across a transition layer of disparate plasma temperatures, the high energy tail of the plasma distribution can have appreciable deviations from the local Maxwellian distribution due to the Knudson layer effect. The Fokker-Planck equation for the tail particle population can be simplified in a series of practically useful limiting cases. The first is the approximation of background Maxwellian distribution for linearizing the collision operator. The second is the supra-thermal particle speed ordering of vTi ≪ v ≪ vTe for the tail ions and vTi ≪ vTe ≪ v for the tail electrons. Keeping both the collisional drag and energy scattering is essential for the collision operator to produce a Maxwellian tail distribution. The Fokker-Planck model for following the tail ion distribution for a given background plasma profile is explicitly worked out for systems of one spatial dimension, in both slab and spherical geometry. A third simplification is an expansion of the tail particle distribution using the spherical harmonics, which are eigenfunctions of the pitch angle scattering operator. This produces a set of coupled Fokker-Planck equations that contain energy-dependent spatial diffusion terms in two coordinates (position and energy), which originate from pitch angle scattering in the original Fokker-Planck equation. It is shown that the well-known diffusive Fokker-Planck model is a poor approximation of the two-mode truncation model, which itself has fundamental deficiency compared with the three-mode truncation model. The cause is the lack of even-symmetry representation in pitch dependence in the two-mode truncation model.
Fokker-Planck transport in solid state accelerator concepts
Newberger, B.; Tajima, T.
1989-01-01
Particle transport in a crystalline solid under channeling conditions is considered by means of a Fokker-Planck description. The model includes electron multiple scattering, radiation damping and an accelerating electric field. Analytic solutions have been obtained using a harmonic potential model to describe the channeling forces. These solutions will be described.
Hamiltonian chaos acts like a finite energy reservoir: accuracy of the Fokker-Planck approximation.
Riegert, Anja; Baba, Nilüfer; Gelfert, Katrin; Just, Wolfram; Kantz, Holger
2005-02-11
The Hamiltonian dynamics of slow variables coupled to fast degrees of freedom is modeled by an effective stochastic differential equation. Formal perturbation expansions, involving a Markov approximation, yield a Fokker-Planck equation in the slow subspace which respects conservation of energy. A detailed numerical and analytical analysis of suitable model systems demonstrates the feasibility of obtaining the system specific drift and diffusion terms and the accuracy of the stochastic approximation on all time scales. Non-Markovian and non-Gaussian features of the fast variables are negligible.
Galan, Roberto F.; Urban, Nathaniel N.; Ermentrout, G. Bard
2007-11-15
We have investigated the effect of the phase response curve on the dynamics of oscillators driven by noise in two limit cases that are especially relevant for neuroscience. Using the finite element method to solve the Fokker-Planck equation we have studied (i) the impact of noise on the regularity of the oscillations quantified as the coefficient of variation, (ii) stochastic synchronization of two uncoupled phase oscillators driven by correlated noise, and (iii) their cross-correlation function. We show that, in general, the limit of type II oscillators is more robust to noise and more efficient at synchronizing by correlated noise than type I.
Equilibrium distribution of heavy quarks in fokker-planck dynamics
Walton; Rafelski
2000-01-01
We obtain an explicit generalization, within Fokker-Planck dynamics, of Einstein's relation between drag, diffusion, and the equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion for dimension n>1. We provide a complete characterization of the equilibrium distribution in terms of the drag and diffusion transport coefficients. We apply this analysis to charm quark dynamics in a thermal quark-gluon plasma for the case of collisional equilibration.
Fokker-Planck description for the queue dynamics of large tick stocks.
Garèche, A; Disdier, G; Kockelkoren, J; Bouchaud, J-P
2013-09-01
Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation. Our description explicitly includes state dependence, i.e., the fact that the drift and diffusion depend on the volume present on both sides of the spread. "Jump" events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on the best quotes. One of our central findings is that the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.
Fokker-Planck description for the queue dynamics of large tick stocks
NASA Astrophysics Data System (ADS)
Garèche, A.; Disdier, G.; Kockelkoren, J.; Bouchaud, J.-P.
2013-09-01
Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation. Our description explicitly includes state dependence, i.e., the fact that the drift and diffusion depend on the volume present on both sides of the spread. “Jump” events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on the best quotes. One of our central findings is that the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.
Multi-group Fokker-Planck proton transport in MCNP{trademark}
Adams, K.J.
1997-11-01
MCNP has been enhanced to perform proton transport using a multigroup Fokker Planck (MGFP) algorithm with primary emphasis on proton radiography simulations. The new method solves the Fokker Planck approximation to the Boltzmann transport equation for the small angle multiple scattering portion of proton transport. Energy loss is accounted for by applying a group averaged stopping power over each transport step. Large angle scatter and non-inelastic events are treated as extinction. Comparisons with the more rigorous LAHET code show agreement to a few per cent for the total transmitted currents. The angular distributions through copper and low Z compounds show good agreement between LAHET and MGFP with the MGFP method being slightly less forward peaked and without the large angle tails apparent in the LAHET simulation. Suitability of this method for proton radiography simulations is shown for a simple problem of a hole in a copper slab. LAHET and MGFP calculations of position, angle and energy through more complex objects are presented.
A fractional Fokker-Planck model for anomalous diffusion
Anderson, Johan; Kim, Eun-jin; Moradi, Sara
2014-12-15
In this paper, we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality of the stable Lévy distribution. The statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy in terms of Tsallis statistical mechanics. We find that the ratio of the generalized entropy and expectation is increasing with decreasing fractionality towards the well known so-called sub-diffusive domain, indicating a self-organising behavior.
Bayesian inference based on stationary Fokker-Planck sampling.
Berrones, Arturo
2010-06-01
A novel formalism for bayesian learning in the context of complex inference models is proposed. The method is based on the use of the stationary Fokker-Planck (SFP) approach to sample from the posterior density. Stationary Fokker-Planck sampling generalizes the Gibbs sampler algorithm for arbitrary and unknown conditional densities. By the SFP procedure, approximate analytical expressions for the conditionals and marginals of the posterior can be constructed. At each stage of SFP, the approximate conditionals are used to define a Gibbs sampling process, which is convergent to the full joint posterior. By the analytical marginals efficient learning methods in the context of artificial neural networks are outlined. Offline and incremental bayesian inference and maximum likelihood estimation from the posterior are performed in classification and regression examples. A comparison of SFP with other Monte Carlo strategies in the general problem of sampling from arbitrary densities is also presented. It is shown that SFP is able to jump large low-probability regions without the need of a careful tuning of any step-size parameter. In fact, the SFP method requires only a small set of meaningful parameters that can be selected following clear, problem-independent guidelines. The computation cost of SFP, measured in terms of loss function evaluations, grows linearly with the given model's dimension.
A High-Order Finite-Volume Algorithm for Fokker-Planck Collisions in Magnetized Plasmas
Xiong, Z; Cohen, R H; Rognlien, T D; Xu, X Q
2007-04-18
A high-order finite volume algorithm is developed for the Fokker-Planck Operator (FPO) describing Coulomb collisions in strongly magnetized plasmas. The algorithm is based on a general fourth-order reconstruction scheme for an unstructured grid in the velocity space spanned by parallel velocity and magnetic moment. The method provides density conservation and high-order-accurate evaluation of the FPO independent of the choice of the velocity coordinates. As an example, a linearized FPO in constant-of-motion coordinates, i.e. the total energy and the magnetic moment, is developed using the present algorithm combined with a cut-cell merging procedure. Numerical tests include the Spitzer thermalization problem and the return to isotropy for distributions initialized with velocity space loss cones. Utilization of the method for a nonlinear FPO is straightforward but requires evaluation of the Rosenbluth potentials.
Fokker-Planck simulations of X3 EC wave absorption experiments in the TCV tokamak
NASA Astrophysics Data System (ADS)
Nikkola, P.; Alberti, S.; Coda, S.; Goodman, T. P.; Harvey, R. W.; Nelson-Melby, E.; Sauter, O.
2003-12-01
Fokker-Planck modeling of the absorption of third harmonic electron cyclotron waves is presented. In the TCV tokamak an advanced electron cyclotron heating system is used to both heat the plasma (ECRH) and drive current (ECCD). Two frequencies are available for heating, 3 MW at 82.7 GHz in X-mode matching the second harmonic of the cyclotron frequency(X2), and 1.5 MW at 117.7GHz which couples to the third harmonic (X3). The X3 waves have a smaller absorption coefficient as the optical thickness of the plasma strongly decreases with the harmonic number. In order to maximize the damping, waves are launched vertically from the top of the vacuum vessel, following the cold X3 resonance. This method alone has been measured to lead to 66% absorption. The Fokker-Planck (F-P) modeling is in agreement with the linear ray tracing code TORAY-GA and both satisfactory reproduce the experimental results. A second method is based on nonlinear enhancement of the absorption coefficient. A suprathermal electron population with a temperature of about 5 times the bulk temperature is created with the X2 waves. The X3 waves are efficiently damped by this electron population, leading to the measured full absorption of the X3 waves. In this scenario, nonlinear modeling is required, and the F-P calculations are in qualitative agreement with the experiments. However, the simulations suffer from numerical difficulties, and require a large number of mesh points in 3 dimensions (velocity, pitch angle, and radial coordinates). Work is in progress for a better quantitative comparison with the experiment.
Generalized Fokker-Planck models of light propagation in layered media
NASA Astrophysics Data System (ADS)
Phillips, Kevin G.; Jacques, Steven L.
2009-02-01
We present a numerical procedure using the PN-method to model light distributions in layered structures such as the epithelium. In contrast to previous studies of layered media using Monte Carlo methods and discrete ordinates, the PN-method provides the flexibility to not only vary tissue optical properties across layers but also allows one to vary the tissue light interaction without changes to the numerical method. This includes the collection of generalized Fokker-Planck equations used in forward scattering approximations. Example calculations are performed for a model of the head consisting of a skull layer, cerebrospinal fluid layer, and cortex layer and a model of a port wine stain consisting of epidermis, dermis, and vascular malformation layers. Results obtained with the PN-method are shown to agree with Monte Carlo simulation but are obtained in a fraction of the time needed for accurate Monte Carlo results.
Importance sampling variance reduction for the Fokker-Planck rarefied gas particle method
NASA Astrophysics Data System (ADS)
Collyer, B. S.; Connaughton, C.; Lockerby, D. A.
2016-11-01
The Fokker-Planck approximation to the Boltzmann equation, solved numerically by stochastic particle schemes, is used to provide estimates for rarefied gas flows. This paper presents a variance reduction technique for a stochastic particle method that is able to greatly reduce the uncertainty of the estimated flow fields when the characteristic speed of the flow is small in comparison to the thermal velocity of the gas. The method relies on importance sampling, requiring minimal changes to the basic stochastic particle scheme. We test the importance sampling scheme on a homogeneous relaxation, planar Couette flow and a lid-driven-cavity flow, and find that our method is able to greatly reduce the noise of estimated quantities. Significantly, we find that as the characteristic speed of the flow decreases, the variance of the noisy estimators becomes independent of the characteristic speed.
Fokker-Planck approach to the theory of the magnon-driven spin Seebeck effect
NASA Astrophysics Data System (ADS)
Chotorlishvili, L.; Toklikishvili, Z.; Dugaev, V. K.; Barnaś, J.; Trimper, S.; Berakdar, J.
2013-10-01
Following the theoretical approach by J. Xiao [Phys. Rev. BPRBMDO1098-012110.1103/PhysRevB.81.214418 81, 214418 (2010)] to the spin Seebeck effect, we calculate the mean value of the total spin current flowing through a normal metal/ferromagnet interface. The spin current emitted from the ferromagnet to the normal metal is evaluated in the framework of the Fokker-Planck approach for the stochastic Landau-Lifshitz-Gilbert equation. We show that the total spin current depends not only on the temperature difference between the electron and the magnon baths, but also on the external magnetic field and magnetic anisotropy. Apart from this, the spin current is shown to saturate with increasing magnon temperature, and the saturation temperature increases with increasing magnetic field and/or magnetic anisotropy.
Kinetic equation for nonlinear resonant wave-particle interaction
NASA Astrophysics Data System (ADS)
Artemyev, A. V.; Neishtadt, A. I.; Vasiliev, A. A.; Mourenas, D.
2016-09-01
We investigate the nonlinear resonant wave-particle interactions including the effects of particle (phase) trapping, detrapping, and scattering by high-amplitude coherent waves. After deriving the relationship between probability of trapping and velocity of particle drift induced by nonlinear scattering (phase bunching), we substitute this relation and other characteristic equations of wave-particle interaction into a kinetic equation for the particle distribution function. The final equation has the form of a Fokker-Planck equation with peculiar advection and collision terms. This equation fully describes the evolution of particle momentum distribution due to particle diffusion, nonlinear drift, and fast transport in phase-space via trapping. Solutions of the obtained kinetic equation are compared with results of test particle simulations.
Nonlinear Kramers equation associated with nonextensive statistical mechanics
NASA Astrophysics Data System (ADS)
Mendes, G. A.; Ribeiro, M. S.; Mendes, R. S.; Lenzi, E. K.; Nobre, F. D.
2015-05-01
Stationary and time-dependent solutions of a nonlinear Kramers equation, as well as its associated nonlinear Fokker-Planck equations, are investigated within the context of Tsallis nonextensive statistical mechanics. Since no general analytical time-dependent solutions are found for such a nonlinear Kramers equation, an ansatz is considered and the corresponding asymptotic behavior is studied and compared with those known for the standard linear Kramers equation. The H-theorem is analyzed for this equation and its connection with Tsallis entropy is investigated. An application is discussed, namely the motion of Hydra cells in two-dimensional cellular aggregates, for which previous measurements have verified q -Gaussian distributions for velocity components and superdiffusion. The present analysis is in quantitative agreement with these experimental results.
Compact Collision Kernels for Hard Sphere and Coulomb Cross Sections; Fokker-Planck Coefficients
Chang Yongbin; Shizgal, Bernie D.
2008-12-31
A compact collision kernel is derived for both hard sphere and Coulomb cross sections. The difference between hard sphere interaction and Coulomb interaction is characterized by a parameter {eta}. With this compact collision kernel, the calculation of Fokker-Planck coefficients can be done for both the Coulomb and hard sphere interactions. The results for arbitrary order Fokker-Planck coefficients are greatly simplified. An alternate form for the Coulomb logarithm is derived with concern to the temperature relaxation in a binary plasma.
Full linearized Fokker-Planck collisions in neoclassical transport simulations
NASA Astrophysics Data System (ADS)
Belli, E. A.; Candy, J.
2012-01-01
The complete linearized Fokker-Planck collision operator has been implemented in the drift-kinetic code NEO (Belli and Candy 2008 Plasma Phys. Control. Fusion 50 095010) for the calculation of neoclassical transport coefficients and flows. A key aspect of this work is the development of a fast numerical algorithm for treatment of the field particle operator. This Eulerian algorithm can accurately treat the disparate velocity scales that arise in the case of multi-species plasmas. Specifically, a Legendre series expansion in ξ (the cosine of the pitch angle) is combined with a novel Laguerre spectral method in energy to ameliorate the rapid numerical precision loss that occurs for traditional Laguerre spectral methods. We demonstrate the superiority of this approach to alternative spectral and finite-element schemes. The physical accuracy and limitations of more commonly used model collision operators, such as the Connor and Hirshman-Sigmar operators, are studied, and the effects on neoclassical impurity poloidal flows and neoclassical transport for experimental parameters are explored.
NASA Astrophysics Data System (ADS)
Jaeger, E. F.; Berry, L. A.; Ahern, S. D.; Barrett, R. F.; Batchelor, D. B.; Carter, M. D.; D'Azevedo, E. F.; Moore, R. D.; Harvey, R. W.; Myra, J. R.; D'Ippolito, D. A.; Dumont, R. J.; Phillips, C. K.; Okuda, H.; Smithe, D. N.; Bonoli, P. T.; Wright, J. C.; Choi, M.
2006-05-01
Magnetically confined plasmas can contain significant concentrations of nonthermal plasma particles arising from fusion reactions, neutral beam injection, and wave-driven diffusion in velocity space. Initial studies in one-dimensional and experimental results show that nonthermal energetic ions can significantly affect wave propagation and heating in the ion cyclotron range of frequencies. In addition, these ions can absorb power at high harmonics of the cyclotron frequency where conventional two-dimensional global-wave models are not valid. In this work, the all-orders global-wave solver AORSA [E. F. Jaeger et al., Phys. Rev. Lett. 90, 195001 (2003)] is generalized to treat non-Maxwellian velocity distributions. Quasilinear diffusion coefficients are derived directly from the wave fields and used to calculate energetic ion velocity distributions with the CQL3D Fokker-Planck code [R. W. Harvey and M. G. McCoy, Proceedings of the IAEA Technical Committee Meeting on Simulation and Modeling of Thermonuclear Plasmas, Montreal, Canada, 1992 (USDOC NTIS Document No. DE93002962)]. For comparison, the quasilinear coefficients can be calculated numerically by integrating the Lorentz force equations along particle orbits. Self-consistency between the wave electric field and resonant ion distribution function is achieved by iterating between the global-wave and Fokker-Planck solutions.
Híjar, Humberto
2015-02-01
We study the Brownian motion of a particle bound by a harmonic potential and immersed in a fluid with a uniform shear flow. We describe this problem first in terms of a linear Fokker-Planck equation which is solved to obtain the probability distribution function for finding the particle in a volume element of its associated phase space. We find the explicit form of this distribution in the stationary limit and use this result to show that both the equipartition law and the equation of state of the trapped particle are modified from their equilibrium form by terms increasing as the square of the imposed shear rate. Subsequently, we propose an alternative description of this problem in terms of a generalized Langevin equation that takes into account the effects of hydrodynamic correlations and sound propagation on the dynamics of the trapped particle. We show that these effects produce significant changes, manifested as long-time tails and resonant peaks, in the equilibrium and nonequilibrium correlation functions for the velocity of the Brownian particle. We implement numerical simulations based on molecular dynamics and multiparticle collision dynamics, and observe a very good quantitative agreement between the predictions of the model and the numerical results, thus suggesting that this kind of numerical simulations could be used as complement of current experimental techniques. PMID:25768490
Feedback-induced bistability of an optically levitated nanoparticle: A Fokker-Planck treatment
NASA Astrophysics Data System (ADS)
Ge, Wenchao; Rodenburg, Brandon; Bhattacharya, M.
2016-08-01
Optically levitated nanoparticles have recently emerged as versatile platforms for investigating macroscopic quantum mechanics and enabling ultrasensitive metrology. In this paper we theoretically consider two damping regimes of an optically levitated nanoparticle cooled by cavityless parametric feedback. Our treatment is based on a generalized Fokker-Planck equation derived from the quantum master equation presented recently and shown to agree very well with experiment [B. Rodenburg, L. P. Neukirch, A. N. Vamivakas, and M. Bhattacharya, Quantum model of cooling and force sensing with an optically trapped nanoparticle, Optica 3, 318 (2016), 10.1364/OPTICA.3.000318]. For low damping, we find that the resulting Wigner function yields the single-peaked oscillator position distribution and recovers the appropriate energy distribution derived earlier using a classical theory and verified experimentally [J. Gieseler, R. Quidant, C. Dellago, and L. Novotny, Dynamic relaxation of a levitated nanoparticle from a non-equilibrium steady state, Nat. Nano. 9, 358 (2014), 10.1038/nnano.2014.40]. For high damping, in contrast, we predict a double-peaked position distribution, which we trace to an underlying bistability induced by feedback. Unlike in cavity-based optomechanics, stochastic processes play a major role in determining the bistable behavior. To support our conclusions, we present analytical expressions as well as numerical simulations using the truncated Wigner function approach. Our work opens up the prospect of developing bistability-based devices, characterization of phase-space dynamics, and investigation of the quantum-classical transition using levitated nanoparticles.
Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.
Lund, Steven P; Hubbard, Joseph B; Halter, Michael
2014-11-01
Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.
NASA Technical Reports Server (NTRS)
Khazanov, George V.; Khabibrakhmanov, Ildar K.; Glocer, Alex
2012-01-01
We present the results of a finite difference implementation of the kinetic Fokker-Planck model with an exact form of the nonlinear collisional operator, The model is time dependent and three-dimensional; one spatial dimension and two in velocity space. The spatial dimension is aligned with the local magnetic field, and the velocity space is defined by the magnitude of the velocity and the cosine of pitch angle. An important new feature of model, the concept of integration along the particle trajectories, is discussed in detail. Integration along the trajectories combined with the operator time splitting technique results in a solution scheme which accurately accounts for both the fast convection of the particles along the magnetic field lines and relatively slow collisional process. We present several tests of the model's performance and also discuss simulation results of the evolution of the plasma distribution for realistic conditions in Earth's plasmasphere under different scenarios.
Multigroup Boltzmann Fokker Planck electron-photon transport capability in MCNP{sup trademark}
Adams, K.J.; Hart, M.
1995-07-01
The MCNP code system has a robust multigroup transport capability which includes a multigroup Boltzmann-Fokker-Planck (MGBFP) transport algorithm to perform coupled electron-photon or other coupled charged and neutral particle transport in either a forward or adjoint mode. This paper will discuss this capability and compare code results with other transport codes.
Multigroup Boltzmann-Fokker-Planck electron-photon transport capability in MCNP
Adams, K.J.; Hart, M.
1995-12-31
The MCNP code system has a robust multigroup transport capability that includes a Boltzmann-Fokker-Planck (MGBFP) transport algorithm to perform coupled electron-photon or other coupled charged and neutral particle transport in either a forward or adjoint mode. This paper discusses this capability.
NASA Astrophysics Data System (ADS)
Mohammadi, Masoumeh; Borzì, Alfio
2016-07-01
The Hermite spectral approximation of a hyperbolic Fokker-Planck (FP) optimality system arising in the control of an unbounded piecewise-deterministic process (PDP) is discussed. To control the probability density function (PDF) corresponding to the PDP process, an optimal control based on an FP strategy is considered. The resulting optimality system consists of a hyperbolic system with opposite-time orientation and an integral optimality condition equation. A Hermite spectral discretisation is investigated to approximate solutions to the optimality system in unbounded domains. It is proven that the proposed scheme satisfies the conservativity requirement of the PDFs. The spectral convergence rate of the discretisation scheme is proved and validated by numerical experiments.
Quasilinear simulation of auroral kilometric radiation by a relativistic Fokker-Planck code
Matsuda, Y.
1991-01-01
An intense terrestrial radiation called the auroral kilometric radiation (AKR) is believed to be generated by cyclotron maser instability. We study a quasilinear evolution of this instability by means of a two-dimensional relativistic Fokker-Planck code which treats waves and distributions self-consistently, including radiation loss and electron source and sink. We compare the distributions and wave amplitude with spacecraft observations to elucidate physical processes involved. 3 refs., 1 fig.
Variance reduction for Fokker-Planck based particle Monte Carlo schemes
NASA Astrophysics Data System (ADS)
Gorji, M. Hossein; Andric, Nemanja; Jenny, Patrick
2015-08-01
Recently, Fokker-Planck based particle Monte Carlo schemes have been proposed and evaluated for simulations of rarefied gas flows [1-3]. In this paper, the variance reduction for particle Monte Carlo simulations based on the Fokker-Planck model is considered. First, deviational based schemes were derived and reviewed, and it is shown that these deviational methods are not appropriate for practical Fokker-Planck based rarefied gas flow simulations. This is due to the fact that the deviational schemes considered in this study lead either to instabilities in the case of two-weight methods or to large statistical errors if the direct sampling method is applied. Motivated by this conclusion, we developed a novel scheme based on correlated stochastic processes. The main idea here is to synthesize an additional stochastic process with a known solution, which is simultaneously solved together with the main one. By correlating the two processes, the statistical errors can dramatically be reduced; especially for low Mach numbers. To assess the methods, homogeneous relaxation, planar Couette and lid-driven cavity flows were considered. For these test cases, it could be demonstrated that variance reduction based on parallel processes is very robust and effective.
NASA Astrophysics Data System (ADS)
Lin, XiaoHui; Zhang, ChiBin; Gu, Jun; Jiang, ShuYun; Yang, JueKuan
2014-11-01
A non-continuous electroosmotic flow model (PFP model) is built based on Poisson equation, Fokker-Planck equation and Navier-Stokse equation, and used to predict the DNA molecule translocation through nanopore. PFP model discards the continuum assumption of ion translocation and considers ions as discrete particles. In addition, this model includes the contributions of Coulomb electrostatic potential between ions, Brownian motion of ions and viscous friction to ion transportation. No ionic diffusion coefficient and other phenomenological parameters are needed in the PFP model. It is worth noting that the PFP model can describe non-equilibrium electroosmotic transportation of ions in a channel of a size comparable with the mean free path of ion. A modified clustering method is proposed for the numerical solution of PFP model, and ion current translocation through nanopore with a radius of 1 nm is simulated using the modified clustering method. The external electric field, wall charge density of nanopore, surface charge density of DNA, as well as ion average number density, influence the electroosmotic velocity profile of electrolyte solution, the velocity of DNA translocation through nanopore and ion current blockade. Results show that the ion average number density of electrolyte and surface charge density of nanopore have a significant effect on the translocation velocity of DNA and the ion current blockade. The translocation velocity of DNA is proportional to the surface charge density of nanopore, and is inversely proportional to ion average number density of electrolyte solution. Thus, the translocation velocity of DNAs can be controlled to improve the accuracy of sequencing by adjusting the external electric field, ion average number density of electrolyte and surface charge density of nanopore. Ion current decreases when the ion average number density is larger than the critical value and increases when the ion average number density is lower than the
Calculation of ESR spectra and related Fokker-Planck forms by the use of the Lanczos algorithm
NASA Astrophysics Data System (ADS)
Moro, Giorgio; Freed, Jack H.
1981-04-01
The applicability of the Lanczos algorithm in the general ESR (and NMR) line shape problem is investigated in detail. This algorithm is generalized to permit tridiagonalization of complex symmetric matrices characteristic of this problem. It is found to yield very accurate numerical solutions with at least order of magnitude reductions in computation time compared to previous methods. It is shown that this great efficiency is a function of the sparsity of the matrix structure in these problems as well as the efficiency of selecting an approximation to the optimal basis set for representing the line shape problem as distinct from actually solving for the eigenvalues. Furthermore, it is found to aid in the analysis of truncation to minimize the basis set (MTS), which becomes nontrivial in complex problems, although the efficiency of the method is not very strongly dependent upon the MTS. It is also found that typical Fokker-Planck equations arising from stochastic modeling of molecular dynamics have the property of being representable by complex-symmetric matrices that are very sparse, so calculation of associated correlation functions can be very effectively implemented by the Lanczos algorithm. It is pointed out that large problems leading to matrices of very large dimension can be efficiently handled by the Lanczos algorithm.
A fully-neoclassical finite-orbit-width version of the CQL3D Fokker-Planck code
NASA Astrophysics Data System (ADS)
Petrov, Yu V.; Harvey, R. W.
2016-11-01
The time-dependent bounce-averaged CQL3D flux-conservative finite-difference Fokker-Planck equation (FPE) solver has been upgraded to include finite-orbit-width (FOW) capabilities which are necessary for an accurate description of neoclassical transport, losses to the walls, and transfer of particles, momentum, and heat to the scrape-off layer. The FOW modifications are implemented in the formulation of the neutral beam source, collision operator, RF quasilinear diffusion operator, and in synthetic particle diagnostics. The collisional neoclassical radial transport appears naturally in the FOW version due to the orbit-averaging of local collision coefficients coupled with transformation coefficients from local (R, Z) coordinates along each guiding-center orbit to the corresponding midplane computational coordinates, where the FPE is solved. In a similar way, the local quasilinear RF diffusion terms give rise to additional radial transport of orbits. We note that the neoclassical results are obtained for ‘full’ orbits, not dependent on a common small orbit-width approximation. Results of validation tests for the FOW version are also presented.
NASA Technical Reports Server (NTRS)
Goldstein, M. L.; Klimas, A. J.; Sandri, G.
1975-01-01
The Fokker-Planck coefficient for pitch-angle scattering, appropriate for cosmic rays in homogeneous stationary magnetic turbulence is computed without making any specific assumptions concerning the statistical symmetries of the random field. The Fokker-Planck coefficient obtained can be used to compute the parallel diffusion coefficient for high-energy cosmic rays propagating in the presence of strong turbulence, or for low-energy cosmic rays in the presence of weak turbulence. Because of the generality of magnetic turbulence allowed for in the analysis, special interplanetary magnetic field features, such as discontinuities or particular wave modes, can be included rigorously.
Sloan, D.P.
1983-05-01
Morel (1981) has developed multigroup Legendre cross sections suitable for input to standard discrete ordinates transport codes for performing charged-particle Fokker-Planck calculations in one-dimensional slab and spherical geometries. Since the Monte Carlo neutron transport code, MORSE, uses the same multigroup cross section data that discrete ordinates codes use, it was natural to consider whether Fokker-Planck calculations could be performed with MORSE. In order to extend the unique three-dimensional forward or adjoint capability of MORSE to Fokker-Planck calculations, the MORSE code was modified to correctly treat the delta-function scattering of the energy operator, and a new set of physically acceptable cross sections was derived to model the angular operator. Morel (1979) has also developed multigroup Legendre cross sections suitable for input to standard discrete ordinates codes for performing electron Boltzmann calculations. These electron cross sections may be treated in MORSE with the same methods developed to treat the Fokker-Planck cross sections. The large magnitude of the elastic scattering cross section, however, severely increases the computation or run time. It is well-known that approximate elastic cross sections are easily obtained by applying the extended transport (or delta function) correction to the Legendre coefficients of the exact cross section. An exact method for performing the extended transport cross section correction produces cross sections which are physically acceptable. Sample calculations using electron cross sections have demonstrated this new technique to be very effective in decreasing the large magnitude of the cross sections.
Coupling the beam tracing code TORBEAM and the Fokker-Planck solver RELAX for fast electrons
NASA Astrophysics Data System (ADS)
Maj, O.; Poli, E.; Westerhof, E.
2012-12-01
In this paper the interface between the beam tracing code TORBEAM [Poli, Peeters and Pereverzev, Comp. Phys. Comm. 136, 90 (2001)] and the quasi-linear Fokker-Planck solver RELAX [Westerhof, Peeters and Schippers, Rijnhuizen Report No. RR 92-211 CA, 1992] is presented together with preliminary testing results for electron cyclotron waves in ITER plasmas and their effects on the electron distribution function. The resulting numerical package allows us to account for diffraction effects in the construction of the quasi-linear wave-particle diffusion operator. The coupling of the paraxial-WKB code TORBEAM to the ray-based code RELAX requires a reinterpretation of the paraxial wave field in terms of extended rays, which are addressed in details.
Ion Fokker-Planck simulation of D-3He gas target implosions
NASA Astrophysics Data System (ADS)
Larroche, O.
2012-12-01
Recently performed inertial confinement fusion implosion experiments involving D-3He gas-filled microballoons have shown discrepancies between expected and measured nuclear fusion yields as the relative abundances of D and 3He are varied. The latter have been tentatively attributed to a sedimentation, or stratification phenomenon occurring in the target core. This work investigates the possibility of ion species sedimentation in a detailed way through multi-species ion-kinetic Vlasov-Fokker-Planck simulations of the implosion process. A noticeable amount of sedimentation is found to build up during the main shock propagation to the target center, but then disappears as the implosion proceeds. As a result, only the yield of the first burst of neutrons, associated with shock convergence, is appreciably modified, leaving the main neutron production phase during fuel compression and stagnation unaffected. The sedimentation of fuel ion species found, thus, cannot explain the experimental discrepancies.
Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems
NASA Astrophysics Data System (ADS)
Marston, J. B.; Hastings, M. B.
2005-03-01
The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.
NASA Technical Reports Server (NTRS)
Fisk, L. A.; Goldstein, M. L.; Klimas, A. J.; Sandri, G.
1973-01-01
For the case of homogeneous, isotropic magnetic field fluctuations, it is shown that most theories which are based on the quasi-linear and adiabatic approximation yield the same integral for the Fokker-Planck coefficient for the pitch angle scattering of cosmic rays. For example, despite apparent differences, the theories due to Jokipii and to Klimas and Sandri yield the same integral. It is also shown, however, that this integral in most cases has been evaluated incorrectly in the past. For large pitch angles these errors become significant, and for pitch angles of 90 deg the actual Fokker-Planck coefficient contains a delta function. The implications for these corrections relating cosmic ray diffusion coefficients to observed properties of the interplanetary magnetic field are discussed.
NASA Technical Reports Server (NTRS)
Goldstein, M. L.; Klimas, A. J.; Sandri, G.
1974-01-01
The Fokker-Planck coefficient for pitch angle scattering, appropriate for cosmic rays in homogeneous, stationary, magnetic turbulence, is computed from first principles. No assumptions are made concerning any special statistical symmetries the random field may have. This result can be used to compute the parallel diffusion coefficient for high energy cosmic rays moving in strong turbulence, or low energy cosmic rays moving in weak turbulence. Becuase of the generality of the magnetic turbulence which is allowed in this calculation, special interplanetary magnetic field features such as discontinuities, or particular wave modes, can be included rigorously. The reduction of this results to previously available expressions for the pitch angle scattering coefficient in random field models with special symmetries is discussed. The general existance of a Dirac delta function in the pitch angle scattering coefficient is demonstrated. It is proved that this delta function is the Fokker-Planck prediction for pitch angle scattering due to mirroring in the magnetic field.
Fokker-Planck model for collisional loss of fast ions in tokamaks
NASA Astrophysics Data System (ADS)
Yavorskij, V.; Goloborod'ko, V.; Schoepf, K.
2016-11-01
Modelling of the collisional loss of fast ions from tokamak plasmas is important from the point of view of the impact of fusion alphas and neutral beam injection ions on plasma facing components as well as for the development of diagnostics of fast ion losses [1-3]. This paper develops a Fokker-Planck (FP) method for the assessment of distributions of collisional loss of fast ions as depending on the coordinates of the first wall surface and on the velocities of lost ions. It is shown that the complete 4D drift FP approach for description of fast ions in axisymmetric tokamak plasmas can be reduced to a 2D FP problem for lost ions with a boundary condition delivered by the solution of a 3D boundary value problem for confined ions. Based on this newly developed FP approach the poloidal distribution of neoclassical loss, depending on pitch-angle and energy, of fast ions from tokamak plasma may be examined as well as the contribution of this loss to the signal detected by the scintillator probe may be evaluated. It is pointed out that the loss distributions obtained with the novel FP treatment may serve as an alternative approach with respect to Monte-Carlo models [4, 5] commonly used for simulating fast ion loss from toroidal plasmas.
A finite volume Fokker-Planck collision operator in constants-of-motion coordinates
NASA Astrophysics Data System (ADS)
Xiong, Z.; Xu, X. Q.; Cohen, B. I.; Cohen, R.; Dorr, M. R.; Hittinger, J. A.; Kerbel, G.; Nevins, W. M.; Rognlien, T.
2006-04-01
TEMPEST is a 5D gyrokinetic continuum code for edge plasmas. Constants of motion, namely, the total energy E and the magnetic moment μ, are chosen as coordinate s because of their advantage in minimizing numerical diffusion in advection operato rs. Most existing collision operators are written in other coordinates; using them by interpolating is shown to be less satisfactory in maintaining overall numerical accuracy and conservation. Here we develop a Fokker-Planck collision operator directly in (E,μ) space usin g a finite volume approach. The (E, μ) grid is Cartesian, and the turning point boundary represents a straight line cutting through the grid that separates the ph ysical and non-physical zones. The resulting cut-cells are treated by a cell-mergin g technique to ensure a complete particle conservation. A two dimensional fourth or der reconstruction scheme is devised to achieve good numerical accuracy with modest number of grid points. The new collision operator will be benchmarked by numerical examples.
Bounce-averaged Fokker-Planck Simulation of Runaway Avalanche from Secondary Knock-on Production
NASA Astrophysics Data System (ADS)
Chiu, S. C.; Chan, V. S.; Harvey, R. W.; Rosenbluth, M. N.
1996-11-01
It has been pointed out that secondary production of runaway electrons by knock-on collisions with very energetic confined electrons can significantly change the runaway rate,(M.N. Rosenbluth, Bull. Amer. Phys. Soc. 40), 1804 (1995).^,(N.T. Besedin, I.M. Pankratov, Nucl. Fusion 26), 807 (1986).^,(R. Jaspers, K.H. Finden, G. Mank et al.), Nucl. Fusion 33, 1775 (1993). and is potentially a serious problem in reactors. Previous calculations of the effect have only partially included important effects such as toroidal trapping, synchrotron radiation, and bremsstrahlung. Furthermore, in a normal constant current operation, the increase of the density of runaway electrons causes a decrease of the ohmic field and all these effects can balance to a steady-state. The purpose of the present paper is to present results on bounce-averaged Fokker-Planck simulations of knock-on avalanching runaways including these effects. Initially, an energetic seed component is inserted to initiate knock-on avalanching. Results on the dependence of the steady-state runaway current on Z_eff, density, and radial location will be presented.
Wang, Chi-Jen
2013-01-01
In this thesis, we analyze both the spatiotemporal behavior of: (A) non-linear “reaction” models utilizing (discrete) reaction-diffusion equations; and (B) spatial transport problems on surfaces and in nanopores utilizing the relevant (continuum) diffusion or Fokker-Planck equations. Thus, there are some common themes in these studies, as they all involve partial differential equations or their discrete analogues which incorporate a description of diffusion-type processes. However, there are also some qualitative differences, as shall be discussed below.
Bizarro, J.P.; Peysson, Y.; Bonoli, P.T.; Carrasco, J.; de Wit, T.D.; Fuchs, V.; Hoang, G.T.; Litaudon, X.; Moreau, D.; Pocheau, C.; Shkarofsky, I.P. )
1993-09-01
A detailed investigation is presented on the ability of combined ray-tracing and Fokker--Planck calculations to predict the hard x-ray (HXR) emission during lower-hybrid (LH) current drive in tokamaks when toroidally induced ray stochasticity is important. A large number of rays is used and the electron distribution function is obtained by self-consistently iterating the appropriate power deposition and Fokker--Planck calculations. It is shown that effects due to radial diffusion of suprathermal electrons and to radiation scattering by the inner wall can be significant. The experimentally observed features of the HXR emission are fairly well predicted, thus confirming that combined ray-tracing and Fokker--Planck codes are capable of correctly modeling the physics of LH current drive in tokamaks.
Heikkinen, J.A. ); Paettikangas, T.J.H. )
1994-09-01
The evolution of a one-dimensional velocity distribution is studied in the presence of a monochromatic large-amplitude periodic force which is turned on adiabatically. The periodic Vlasov-Poisson equations are solved in the presence of a linearized Fokker-Planck collision term. For a constant driving force, the system is found to approach, after transient oscillations, a steady state which is maintained by one wave at the driving frequency. This is in contrast to the result in the absence of collisions where the steady state tends to be supported by several waves. An analytical solution for the steady-state distribution function in the presence of a driven large-amplitude wave is obtained by a Hamiltonian approach. The distribution function is expanded in powers of a small parameter [Gamma] proportional to the collision strength. From the expansion, the zeroth order term is shown to give the space-averaged distribution function correct to first order in [Gamma]. Comparison with the results of the simulations and of the harmonics expansion method shows that the solution estimates the distribution with good accuracy. The plateau in the wave trapping regime is analyzed, and the current driven by the large-amplitude traveling wave is determined.
Exponential Stability of Slowly Decaying Solutions to the Kinetic-Fokker-Planck Equation
NASA Astrophysics Data System (ADS)
Mischler, S.; Mouhot, C.
2016-08-01
The aim of the present paper is twofold: 1. We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so as to consider the shrinkage of the functional space. Roughly speaking, we consider a class of operators written as a dissipative part plus a mild perturbation, and we prove that if the associated semigroup satisfies a decay estimate in some reference space then it satisfies the same decay estimate in another—smaller or larger—Banach space under the condition that a certain iterate of the "mild perturbation" part of the operator combined with the dissipative part of the semigroup maps the larger space to the smaller space in a bounded way. The cornerstone of our approach is a factorization argument, reminiscent of the Dyson series.
Fokker-Planck/Ray Tracing for Electron Bernstein and Fast Wave Modeling in Support of NSTX
Harvey, R. W.
2009-11-12
This DOE grant supported fusion energy research, a potential long-term solution to the world's energy needs. Magnetic fusion, exemplified by confinement of very hot ionized gases, i.e., plasmas, in donut-shaped tokamak vessels is a leading approach for this energy source. Thus far, a mixture of hydrogen isotopes has produced 10's of megawatts of fusion power for seconds in a tokamak reactor at Princeton Plasma Physics Laboratory in New Jersey. The research grant under consideration, ER54684, uses computer models to aid in understanding and projecting efficacy of heating and current drive sources in the National Spherical Torus Experiment, a tokamak variant, at PPPL. The NSTX experiment explores the physics of very tight aspect ratio, almost spherical tokamaks, aiming at producing steady-state fusion plasmas. The current drive is an integral part of the steady-state concept, maintaining the magnetic geometry in the steady-state tokamak. CompX further developed and applied models for radiofrequency (rf) heating and current drive for applications to NSTX. These models build on a 30 year development of rf ray tracing (the all-frequencies GENRAY code) and higher dimensional Fokker-Planck rf-collisional modeling (the 3D collisional-quasilinear CQL3D code) at CompX. Two mainline current-drive rf modes are proposed for injection into NSTX: (1) electron Bernstein wave (EBW), and (2) high harmonic fast wave (HHFW) modes. Both these current drive systems provide a means for the rf to access the especially high density plasma--termed high beta plasma--compared to the strength of the required magnetic fields. The CompX studies entailed detailed modeling of the EBW to calculate the efficiency of the current drive system, and to determine its range of flexibility for driving current at spatial locations in the plasma cross-section. The ray tracing showed penetration into NSTX bulk plasma, relatively efficient current drive, but a limited ability to produce current over the whole
Transport equation for plasmas in a stationary-homogeneous turbulence
NASA Astrophysics Data System (ADS)
Wang, Shaojie
2016-02-01
For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose symmetry has been proved, can be computed in a straightforward way when the fluctuating particle trajectories are provided. As an application, it has been shown that a mean parallel electric filed can drive a particle flux through the Stokes-Einstein relation, independent of the details of the fluctuations.
NASA Technical Reports Server (NTRS)
Hizanidis, Kyriakos; Vlahos, L.; Polymilis, C.
1989-01-01
The relativistic motion of an ensemble of electrons in an intense monochromatic electromagnetic wave propagating obliquely in a uniform external magnetic field is studied. The problem is formulated from the viewpoint of Hamiltonian theory and the Fokker-Planck-Kolmogorov approach analyzed by Hizanidis (1989), leading to a one-dimensional diffusive acceleration along paths of constant zeroth-order generalized Hamiltonian. For values of the wave amplitude and the propagating angle inside the analytically predicted stochastic region, the numerical results suggest that the diffusion probes proceeds in stages. In the first stage, the electrons are accelerated to relatively high energies by sampling the first few overlapping resonances one by one. During that stage, the ensemble-average square deviation of the variable involved scales quadratically with time. During the second stage, they scale linearly with time. For much longer times, deviation from linear scaling slowly sets in.
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.
Neoclassical Transport Including Collisional Nonlinearity
Candy, J.; Belli, E. A.
2011-06-10
In the standard {delta}f theory of neoclassical transport, the zeroth-order (Maxwellian) solution is obtained analytically via the solution of a nonlinear equation. The first-order correction {delta}f is subsequently computed as the solution of a linear, inhomogeneous equation that includes the linearized Fokker-Planck collision operator. This equation admits analytic solutions only in extreme asymptotic limits (banana, plateau, Pfirsch-Schlueter), and so must be solved numerically for realistic plasma parameters. Recently, numerical codes have appeared which attempt to compute the total distribution f more accurately than in the standard ordering by retaining some nonlinear terms related to finite-orbit width, while simultaneously reusing some form of the linearized collision operator. In this work we show that higher-order corrections to the distribution function may be unphysical if collisional nonlinearities are ignored.
NASA Astrophysics Data System (ADS)
Zhu, Liqiang; Lai, Ying-Cheng; Hoppensteadt, Frank C.; He, Jiping
2006-06-01
It is believed that both Hebbian and homeostatic mechanisms are essential in neural learning. While Hebbian plasticity selectively modifies synaptic connectivity according to activity experienced, homeostatic plasticity constrains this change so that neural activity is always within reasonable physiological limits. Recent experiments reveal spike timing-dependent plasticity (STDP) as a new type of Hebbian learning with high time precision and heterosynaptic plasticity (HSP) as a new homeostatic mechanism acting directly on synapses. Here, we study the effect of STDP and HSP on randomly connected neural networks. Despite the reported successes of STDP to account for neural activities at the single-cell level, we find that, surprisingly, at the network level, networks trained using STDP alone cannot seem to generate realistic neural activities. For instance, STDP would stipulate that past sensory experience be maintained forever if it is no longer activated. To overcome this difficulty, motivated by the fact that HSP can induce strong competition between sensory experiences, we propose a biophysically plausible learning rule by combining STDP and HSP. Based on the Fokker-Planck theory and extensive numerical computations, we demonstrate that HSP and STDP operated on different time scales can complement each other, resulting in more realistic network activities. Our finding may provide fresh insight into the learning mechanism of the brain.
Physics-based computational complexity of nonlinear filters
NASA Astrophysics Data System (ADS)
Daum, Frederick E.; Huang, Jim
2004-08-01
Our theory is based on the mapping between two Fokker-Planck equations and two Schroedinger equations (see [1] & [2]), which is well known in physics, but which has not been exploited in filtering theory. This theory expands Brockett's Lie algebra homomorphism conjecture for characterizing finite dimensional filters. In particular, the Schroedinger equation generates a group, whereas the Zakai equation (as well as the Fokker-Planck equation) does not, owing to the lack of a smooth inverse. Simple non-pathological low-dimensional linear-Gaussian timeinvariant counterexamples show that Brockett's conjecture does not reliably predict when a nonlinear filtering problem will have an exact finite dimensional solution. That is, there are manifestly finite dimensional filters for estimation problems with infinite dimensional Lie algebras. There are three reasons that the Lie algebraic approach as originally formulated by Brockett is incomplete: (1) the Zakai equation does not generate a group; (2) Lie algebras are coordinate free, whereas separation of variables in PDEs is not coordinate free, and (3) Brockett's theory aims to characterize finite dimensional filters for any initial condition of the Zakai equation, whereas SOV for PDEs generally depends on the initial condition. We will attempt to make this paper accessible to normal engineers who do not have Lie algebras for breakfast.
Nonlinear gyrokinetic equations
Dubin, D.H.E.; Krommes, J.A.; Oberman, C.; Lee, W.W.
1983-03-01
Nonlinear gyrokinetic equations are derived from a systematic Hamiltonian theory. The derivation employs Lie transforms and a noncanonical perturbation theory first used by Littlejohn for the simpler problem of asymptotically small gyroradius. For definiteness, we emphasize the limit of electrostatic fluctuations in slab geometry; however, there is a straight-forward generalization to arbitrary field geometry and electromagnetic perturbations. An energy invariant for the nonlinear system is derived, and various of its limits are considered. The weak turbulence theory of the equations is examined. In particular, the wave kinetic equation of Galeev and Sagdeev is derived from an asystematic truncation of the equations, implying that this equation fails to consider all gyrokinetic effects. The equations are simplified for the case of small but finite gyroradius and put in a form suitable for efficient computer simulation. Although it is possible to derive the Terry-Horton and Hasegawa-Mima equations as limiting cases of our theory, several new nonlinear terms absent from conventional theories appear and are discussed.
Nonlinear differential equations
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 is 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.
Keanini, R.G.
2011-04-15
Research Highlights: > Systematic approach for physically probing nonlinear and random evolution problems. > Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. > Organization of near-molecular scale vorticity mediated by hydrodynamic modes. > Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the motion
NASA Astrophysics Data System (ADS)
Landreman, Matt; Ernst, Darin R.
2012-11-01
In transport barriers, particularly H-mode edge pedestals, radial scale lengths can become comparable to the ion orbit width, causing neoclassical physics to become radially nonlocal. In this work, the resulting changes to neoclassical flow and current are examined both analytically and numerically. Steep density gradients are considered, with scale lengths comparable to the poloidal ion gyroradius, together with strong radial electric fields sufficient to electrostatically confine the ions. Attention is restricted to relatively weak ion temperature gradients (but permitting arbitrary electron temperature gradients), since in this limit a δf (small departures from a Maxwellian distribution) rather than full-f approach is justified. This assumption is in fact consistent with measured inter-ELM H-Mode edge pedestal density and ion temperature profiles in many present experiments, and is expected to be increasingly valid in future lower collisionality experiments. In the numerical analysis, the distribution function and Rosenbluth potentials are solved for simultaneously, allowing use of the exact field term in the linearized Fokker-Planck-Landau collision operator. In the pedestal, the parallel and poloidal flows are found to deviate strongly from the best available conventional neoclassical prediction, with large poloidal variation of a different form than in the local theory. These predicted effects may be observable experimentally. In the local limit, the Sauter bootstrap current formulae appear accurate at low collisionality, but they can overestimate the bootstrap current in the plateau regime. In the pedestal ordering, ion contributions to the bootstrap and Pfirsch-Schlüter currents are also modified.
Mesh-free adjoint methods for nonlinear filters
NASA Astrophysics Data System (ADS)
Daum, Fred
2005-09-01
We apply a new industrial strength numerical approximation, called the "mesh-free adjoint method", to solve the nonlinear filtering problem. This algorithm exploits the smoothness of the problem, unlike particle filters, and hence we expect that mesh-free adjoints are superior to particle filters for many practical applications. The nonlinear filter problem is equivalent to solving the Fokker-Planck equation in real time. The key idea is to use a good adaptive non-uniform quantization of state space to approximate the solution of the Fokker-Planck equation. In particular, the adjoint method computes the location of the nodes in state space to minimize errors in the final answer. This use of an adjoint is analogous to optimal control algorithms, but it is more interesting. The adjoint method is also analogous to importance sampling in particle filters, but it is better for four reasons: (1) it exploits the smoothness of the problem; (2) it explicitly minimizes the errors in the relevant functional; (3) it explicitly models the dynamics in state space; and (4) it can be used to compute a corrected value for the desired functional using the residuals. We will attempt to make this paper accessible to normal engineers who do not have PDEs for breakfast.
NASA Astrophysics Data System (ADS)
Barrett, John W.; Süli, Endre
2016-07-01
We prove the existence of global-in-time weak solutions to a general class of models that arise from the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains with finitely extensible nonlinear elastic (FENE) type spring potentials. The class of models under consideration involves the unsteady, compressible, isentropic, isothermal Navier-Stokes system in a bounded domain Ω in Rd, d = 2, for the density ρ, the velocity u ˜ and the pressure p of the fluid, with an equation of state of the form p (ρ) =cpργ, where cp is a positive constant and γ > 1. The right-hand side of the Navier-Stokes momentum equation includes an elastic extra-stress tensor, which is the classical Kramers expression. The elastic extra-stress tensor stems from the random movement of the polymer chains and is defined through the associated probability density function that satisfies a Fokker-Planck-type parabolic equation, a crucial feature of which is the presence of a centre-of-mass diffusion term. This extends the result in our paper J.W. Barrett and E. Süli (2016) [9], which established the existence of global-in-time weak solutions to the system for d ∈ { 2 , 3 } and γ >3/2, but the elastic extra-stress tensor required there the addition of a quadratic interaction term to the classical Kramers expression to complete the compactness argument on which the proof was based. We show here that in the case of d = 2 and γ > 1 the existence of global-in-time weak solutions can be proved in the absence of the quadratic interaction term. Our results require no structural assumptions on the drag term in the Fokker-Planck equation; in particular, the drag term need not be corotational. With a nonnegative initial density ρ0 ∈L∞ (Ω) for the continuity equation; a square-integrable initial velocity datum u˜0 for the Navier-Stokes momentum equation; and a nonnegative initial probability density function ψ0
Isostable reduction with applications to time-dependent partial differential equations
NASA Astrophysics Data System (ADS)
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.
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. PMID:27575127
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.
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.
Solitons and nonlinear wave equations
Dodd, Roger K.; Eilbeck, J. Chris; Gibbon, John D.; Morris, Hedley C.
1982-01-01
A discussion of the theory and applications of classical solitons is presented with a brief treatment of quantum mechanical effects which occur in particle physics and quantum field theory. The subjects addressed include: solitary waves and solitons, scattering transforms, the Schroedinger equation and the Korteweg-de Vries equation, and the inverse method for the isospectral Schroedinger equation and the general solution of the solvable nonlinear equations. Also considered are: isolation of the Korteweg-de Vries equation in some physical examples, the Zakharov-Shabat/AKNS inverse method, kinks and the sine-Gordon equation, the nonlinear Schroedinger equation and wave resonance interactions, amplitude equations in unstable systems, and numerical studies of solitons. 45 references.
Critical behavior of a class of nonlinear stochastic models of diffusion of information
NASA Astrophysics Data System (ADS)
Sharma, C. L.; Pathria, R. K.; Karmeshu
1982-12-01
A theoretical analysis based on the concepts and techniques of statistical physics is carried out for two nonlinear models of diffusion of information-one in a closed population and the other in an open one. Owing to interpersonal contacts among the members of the population, the models exhibit a cooperative behavior when a certain parameter of the problem approaches a critical value. Mathematical similarities in the behavior of the two models, in the vicinity of the critical point, are so impelling that one is tempted to investigate the corresponding behavior of a generalized model, which can be done by carrying out a systematic system-size expansion of the master equation of the process and thereby deriving a nonlinear Fokker-Planck equation for the relevant probability distribution. This establishes a broader class of systems displaying identical behavior in the critical region and also elucidates the role played by fluctuations in bringing about the cooperative phenomenon.
On the conditions for the onset of nonlinear chirping structures in NSTX
NASA Astrophysics Data System (ADS)
Duarte, Vinicius; Podesta, Mario; Berk, Herbert; Gorelenkov, Nikolai
2015-11-01
The nonlinear dynamics of phase space structures is a topic of interest in tokamak physics in connection with fast ion loss mechanisms. The onset of phase-space holes and clumps has been theoretically shown to be associated with an explosive solution of an integro-differential, nonlocal cubic equation that governs the early mode amplitude evolution in the weakly nonlinear regime. The existence and stability of the solutions of the cubic equation have been theoretically studied as a function of Fokker-Planck coefficients for the idealized case of a single resonant point of a localized mode. From realistic computations of NSTX mode structures and resonant surfaces, we calculate effective pitch angle scattering and slowing-down (drag) collisional coefficients and analyze NSTX discharges for different cases with respect to chirping experimental observation. Those results are confronted to the theory that predicts the parameters region that allow for chirping to take place.
NASA Technical Reports Server (NTRS)
Lee, L. C.
1974-01-01
The propagation of waves in a random medium is studied in the 'quasi-optics' and the 'Markov random process' approximations. Under these assumptions, a Fokker-Planck equation satisfied by the characteristic functional of the random wave field is derived. A complete set of moment equations with different transverse coordinates and different wave numbers is then obtained from the Fokker-Planck equation of the characteristic functional. The application of those results to the pulse smearing of the pulsar signal and the frequency correlation function of the wave intensity in interstellar scintillation is briefly discussed.
Brownian motion from Boltzmann's equation.
NASA Technical Reports Server (NTRS)
Montgomery, D.
1971-01-01
Two apparently disparate lines of inquiry in kinetic theory are shown to be equivalent: (1) Brownian motion as treated by the (stochastic) Langevin equation and Fokker-Planck equation; and (2) Boltzmann's equation. The method is to derive the kinetic equation for Brownian motion from the Boltzmann equation for a two-component neutral gas by a simultaneous expansion in the density and mass ratios.
Duffing's Equation and Nonlinear Resonance
ERIC Educational Resources Information Center
Fay, Temple H.
2003-01-01
The phenomenon of nonlinear resonance (sometimes called the "jump phenomenon") is examined and second-order van der Pol plane analysis is employed to indicate that this phenomenon is not a feature of the equation, but rather the result of accumulated round-off error, truncation error and algorithm error that distorts the true bounded solution onto…
An H Theorem for Boltzmann's Equation for the Yard-Sale Model of Asset Exchange
NASA Astrophysics Data System (ADS)
Boghosian, Bruce M.; Johnson, Merek; Marcq, Jeremy A.
2015-12-01
In recent work (Boghosian, Phys Rev E 89:042804-042825, 2014; Boghosian, Int J Mod Phys 25:1441008-1441015, 2014), Boltzmann and Fokker-Planck equations were derived for the "Yard-Sale Model" of asset exchange. For the version of the model without redistribution, it was conjectured, based on numerical evidence, that the time-asymptotic state of the model was oligarchy—complete concentration of wealth by a single individual. In this work, we prove that conjecture by demonstrating that the Gini coefficient, a measure of inequality commonly used by economists, is an H function of both the Boltzmann and Fokker-Planck equations for the model.
Dynamics of a metastable state nonlinearly coupled to a heat bath driven by external noise.
Chaudhuri, Jyotipratim Ray; Barik, Debashis; Banik, Suman Kumar
2006-12-01
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space-dependent friction and multiplicative noise and construct the corresponding Fokker-Planck equation, valid for short correlation time, with space-dependent diffusion coefficient to study the escape rate from a metastable state in the moderate- to large-damping regime. By considering the dynamics in a model cubic potential we analyze the results numerically which are in good agreement with theoretical predictions. It has been shown numerically that enhancement of the rate is possible by properly tuning the correlation time of the external noise. PMID:17280050
Linear superposition in nonlinear equations.
Khare, Avinash; Sukhatme, Uday
2002-06-17
Several nonlinear systems such as the Korteweg-de Vries (KdV) and modified KdV equations and lambda phi(4) theory possess periodic traveling wave solutions involving Jacobi elliptic functions. We show that suitable linear combinations of these known periodic solutions yield many additional solutions with different periods and velocities. This linear superposition procedure works by virtue of some remarkable new identities involving elliptic functions. PMID:12059300
NASA Astrophysics Data System (ADS)
Westerhof, E.; Pratt, J.; Ayten, B.
2015-03-01
In the presence of electron cyclotron current drive (ECCD), the Ohm's law of single fluid magnetohydrodynamics (MHD) is modified as E + v × B = η(J - JECCD). This paper presents a new closure relation for the EC driven current density appearing in this modified Ohm's law. The new relation faithfully represents the nonlocal character of the EC driven current and its main origin in the Fisch-Boozer effect. The closure relation is validated on both an analytical solution of an approximated Fokker-Planck equation as well as on full bounce-averaged, quasi-linear Fokker-Planck code simulations of ECCD inside rotating magnetic islands.
Effect of background plasma nonlinearities on dissipation processes in plasmas
NASA Astrophysics Data System (ADS)
Nekrasov, F. M.; Elfimov, A. G.; de Azevedo, C. A.; de Assis, A. S.
1999-01-01
The Coulomb collision effect on the bounce-resonance dissipation is considered for toroidal magnetized plasmas. The solution of the Vlasov equation with a simplified Fokker-Planck collision operator is presented. The parallel components of the dielectric tensor are obtained. A collisionless limit of wave dissipation is found.
Global Weak Solutions for Kolmogorov-Vicsek Type Equations with Orientational Interactions
NASA Astrophysics Data System (ADS)
Gamba, Irene M.; Kang, Moon-Jin
2016-10-01
We study the global existence and uniqueness of weak solutions to kinetic Kolmogorov-Vicsek models that can be considered as non-local, non-linear, Fokker-Planck type equations describing the dynamics of individuals with orientational interactions. This model is derived from the discrete Couzin-Vicsek algorithm as mean-field limit (Bolley et al., Appl Math Lett, 25:339-343, 2012; Degond et al., Math Models Methods Appl Sci 18:1193-1215, 2008), which governs the interactions of stochastic agents moving with a velocity of constant magnitude, that is, the corresponding velocity space for these types of Kolmogorov-Vicsek models is the unit sphere. Our analysis for L p estimates and compactness properties take advantage of the orientational interaction property, meaning that the velocity space is a compact manifold.
Harvey, R. W.; Petrov, Yu. V.
2013-12-03
Within the US Department of Energy/Office of Fusion Energy magnetic fusion research program, there is an important whole-plasma-modeling need for a radio-frequency/neutral-beam-injection (RF/NBI) transport-oriented finite-difference Fokker-Planck (FP) code with combined capabilities for 4D (2R2V) geometry near the fusion plasma periphery, and computationally less demanding 3D (1R2V) bounce-averaged capabilities for plasma in the core of fusion devices. Demonstration of proof-of-principle achievement of this goal has been carried out in research carried out under Phase I of the SBIR award. Two DOE-sponsored codes, the CQL3D bounce-average Fokker-Planck code in which CompX has specialized, and the COGENT 4D, plasma edge-oriented Fokker-Planck code which has been constructed by Lawrence Livermore National Laboratory and Lawrence Berkeley Laboratory scientists, where coupled. Coupling was achieved by using CQL3D calculated velocity distributions including an energetic tail resulting from NBI, as boundary conditions for the COGENT code over the two-dimensional velocity space on a spatial interface (flux) surface at a given radius near the plasma periphery. The finite-orbit-width fast ions from the CQL3D distributions penetrated into the peripheral plasma modeled by the COGENT code. This combined code demonstrates the feasibility of the proposed 3D/4D code. By combining these codes, the greatest computational efficiency is achieved subject to present modeling needs in toroidally symmetric magnetic fusion devices. The more efficient 3D code can be used in its regions of applicability, coupled to the more computationally demanding 4D code in higher collisionality edge plasma regions where that extended capability is necessary for accurate representation of the plasma. More efficient code leads to greater use and utility of the model. An ancillary aim of the project is to make the combined 3D/4D code user friendly. Achievement of full-coupling of these two Fokker-Planck
Stochastic inflation and nonlinear gravity
NASA Astrophysics Data System (ADS)
Salopek, D. S.; Bond, J. R.
1991-02-01
We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background. We derive a Fokker-Planck equation which describes how the probability distribution of scalar field values at a given spatial point evolves in T. Analytic Green's-function solutions obtained for a single scalar field self-interacting through an exponential potential are used to demonstrate (1) if the initial condition of the Hubble parameter is chosen to be consistent with microwave-background limits, H(φ0)/mρ<~10-4, then the fluctuations obey Gaussian statistics to a high precision, independent of the time hypersurface choice and operator-ordering ambiguities in the Fokker-Planck equation, and (2) for scales much larger than our present observable patch of the Universe, the distribution is non-Gaussian, with a tail extending to large energy densities; although there are no observable manifestations, it does show eternal inflation. Lattice simulations of our Langevin network for the exponential potential demonstrate how spatial correlations are incorporated. An initially
Linear superposition solutions to nonlinear wave equations
NASA Astrophysics Data System (ADS)
Liu, Yu
2012-11-01
The solutions to a linear wave equation can satisfy the principle of superposition, i.e., the linear superposition of two or more known solutions is still a solution of the linear wave equation. We show in this article that many nonlinear wave equations possess exact traveling wave solutions involving hyperbolic, triangle, and exponential functions, and the suitable linear combinations of these known solutions can also constitute linear superposition solutions to some nonlinear wave equations with special structural characteristics. The linear superposition solutions to the generalized KdV equation K(2,2,1), the Oliver water wave equation, and the k(n, n) equation are given. The structure characteristic of the nonlinear wave equations having linear superposition solutions is analyzed, and the reason why the solutions with the forms of hyperbolic, triangle, and exponential functions can form the linear superposition solutions is also discussed.
Numerical methods for high-dimensional probability density function equations
NASA Astrophysics Data System (ADS)
Cho, H.; Venturi, D.; Karniadakis, G. E.
2016-01-01
In this paper we address the problem of computing the numerical solution to kinetic partial differential equations involving many phase variables. These types of equations arise naturally in many different areas of mathematical physics, e.g., in particle systems (Liouville and Boltzmann equations), stochastic dynamical systems (Fokker-Planck and Dostupov-Pugachev equations), random wave theory (Malakhov-Saichev equations) and coarse-grained stochastic systems (Mori-Zwanzig equations). We propose three different classes of new algorithms addressing high-dimensionality: The first one is based on separated series expansions resulting in a sequence of low-dimensional problems that can be solved recursively and in parallel by using alternating direction methods. The second class of algorithms relies on truncation of interaction in low-orders that resembles the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) framework of kinetic gas theory and it yields a hierarchy of coupled probability density function equations. The third class of algorithms is based on high-dimensional model representations, e.g., the ANOVA method and probabilistic collocation methods. A common feature of all these approaches is that they are reducible to the problem of computing the solution to high-dimensional equations via a sequence of low-dimensional problems. The effectiveness of the new algorithms is demonstrated in numerical examples involving nonlinear stochastic dynamical systems and partial differential equations, with up to 120 variables.
Nonlinear gyrokinetic equations for tokamak microturbulence
Hahm, T.S.
1988-05-01
A nonlinear electrostatic gyrokinetic Vlasov equation, as well as Poisson equation, has been derived in a form suitable for particle simulation studies of tokamak microturbulence and associated anomalous transport. This work differs from the existing nonlinear gyrokinetic theories in toroidal geometry, since the present equations conserve energy while retaining the crucial linear and nonlinear polarization physics. In the derivation, the action-variational Lie perturbation method is utilized in order to preserve the Hamiltonian structure of the original Vlasov-Poisson system. Emphasis is placed on the dominant physics of the collective fluctuations in toroidal geometry, rather than on details of particle orbits. 13 refs.
Spurious Solutions Of Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
The quasicontinuum Fokker-Plank equation
Alexander, Francis J
2008-01-01
We present a regularized Fokker-Planck equation with more accurate short-time and high-frequency behavior for continuous-time, discrete-state systems. The regularization preserves crucial aspects of state-space discreteness lost in the standard Kramers-Moyal expansion. We apply the method to a simple example of biochemical reaction kinetics and to a two-dimensional symmetric random walk, and suggest its application to more complex systerns.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
Nonlinear quantum equations: Classical field theory
Rego-Monteiro, M. A.; Nobre, F. D.
2013-10-15
An exact classical field theory for nonlinear quantum equations is presented herein. It has been applied recently to a nonlinear Schrödinger equation, and it is shown herein to hold also for a nonlinear generalization of the Klein-Gordon equation. These generalizations were carried by introducing nonlinear terms, characterized by exponents depending on an index q, in such a way that the standard, linear equations, are recovered in the limit q→ 1. The main characteristic of this field theory consists on the fact that besides the usual Ψ(x(vector sign),t), a new field Φ(x(vector sign),t) needs to be introduced in the Lagrangian, as well. The field Φ(x(vector sign),t), which is defined by means of an additional equation, becomes Ψ{sup *}(x(vector sign),t) only when q→ 1. The solutions for the fields Ψ(x(vector sign),t) and Φ(x(vector sign),t) are found herein, being expressed in terms of a q-plane wave; moreover, both field equations lead to the relation E{sup 2}=p{sup 2}c{sup 2}+m{sup 2}c{sup 4}, for all values of q. The fact that such a classical field theory works well for two very distinct nonlinear quantum equations, namely, the Schrödinger and Klein-Gordon ones, suggests that this procedure should be appropriate for a wider class nonlinear equations. It is shown that the standard global gauge invariance is broken as a consequence of the nonlinearity.
A Stochastic Differential Equation Approach To Multiphase Flow In Porous Media
NASA Astrophysics Data System (ADS)
Dean, D.; Russell, T.
2003-12-01
The motivation for using stochastic differential equations in multiphase flow systems stems from our work in developing an upscaling methodology for single phase flow. The long term goals of this project include: I. Extending this work to a nonlinear upscaling methodology II. Developing a macro-scale stochastic theory of multiphase flow and transport that accounts for micro-scale heterogeneities and interfaces. In this talk, we present a stochastic differential equation approach to multiphase flow, a typical example of which is flow in the unsaturated domain. Specifically, a two phase problem is studied which consists of a wetting phase and a non-wetting phase. The approach given results in a nonlinear stochastic differential equation describing the position of the non-wetting phase fluid particle. Our fundamental assumption is that the flow of fluid particles is described by a stochastic process and that the positions of the fluid particles over time are governed by the law of the process. It is this law which we seek to determine. The nonlinearity in the stochastic differential equation arises because both the drift and diffusion coefficients depend on the volumetric fraction of the phase which in turn depends on the position of the fluid particles in the experimental domain. The concept of a fluid particle is central to the development of the model described in this talk. Expressions for both saturation and volumetric fraction are developed using the fluid particle concept. Darcy's law and the continuity equation are then used to derive a Fokker-Planck equation using these expressions. The Ito calculus is then applied to derive a stochastic differential equation for the non-wetting phase. This equation has both drift and diffusion terms which depend on the volumetric fraction of the non-wetting phase. Standard stochastic theories based on the Ito calculus and the Wiener process and the equivalent Fokker-Planck PDE's are typically used to model dispersion
Renormalized transport equations for the bistable potential model
NASA Astrophysics Data System (ADS)
Weidlich, Wolfgang; Grabert, Hermann
1980-09-01
Renormalized transport equations for general Fokker-Planck systems are derived and applied to the bistable potential model. The exact equation for the expectation value < x> t can be evaluated in both domains < D>∈ x ± and < x>∈ D 0 outside and between the potential minima, leading to drastic differences of the dynamics prevailing in D ± and D 0, respectively.
Probabilistic characteristics of noisy Van der Pol type oscillator with nonlinear damping
NASA Astrophysics Data System (ADS)
Dubkov, A. A.; Litovsky, I. A.
2016-05-01
The exact Fokker-Planck equation for the joint probability distribution of amplitude and phase of a Van der Pol oscillator perturbed by both additive and multiplicative noise sources with arbitrary nonlinear damping is first derived by the method of functional splitting of averages. We truncate this equation in the usual manner using the smallness of the damping parameter and obtain a general expression for the stationary probability density function of oscillation amplitude, which is valid for any nonlinearity in the feedback loop of the oscillator. We analyze the dependence of this stationary solution on system parameters and intensities of noise sources for two different situations: (i) Van der Pol generator with soft and hard excitation regimes; (ii) Van der Pol oscillator with negative nonlinear damping. As shown, in the first case the probability distribution of amplitude demonstrates one characteristic maximum, which indicates the presence of a stable limit cycle in the system. The non-monotonic dependence of stationary probability density function on oscillation frequency is also detected. In the second case we examine separately three situations: linear oscillator with two noise sources, nonlinear oscillator with additive noise and nonlinear oscillator with frequency fluctuations. For the last two situations, noise-induced transitions in the system under consideration are found.
Nonlinear Behavior of Magnetic Fluid in Brownian Relaxation
Yoshida, Takashi; Ogawa, Koutaro; Bhuiya, Anwarul K.; Enpuku, Keiji
2010-12-02
This study investigated the nonlinear behavior of magnetic fluids under high excitation fields due to nonlinear Brownian relaxation. As a direct indication of nonlinear behavior, we characterized the higher harmonics of the magnetization signal generated by the magnetic fluid. The amplitudes of the fundamental to the ninth harmonic of the magnetization signal were measured as a function of the external field. The experimental results were compared with numerical simulations based on the Fokker-Planck equation, which describes nonlinear Brownian relaxation. To allow a quantitative comparison, we estimated the size distribution and size dependence of the magnetic moment in the sample. In the present magnetic fluid, composed of agglomerates of Fe{sub 3}O{sub 4} particles, the magnetic moment was estimated to be roughly proportional to the diameter of the particles, in contrast to the case of single-domain particles. When the size distribution and the size dependence of the magnetic moment were taken into account, there was good quantitative agreement between the experiment and simulation.
Algorithms For Integrating Nonlinear Differential Equations
NASA Technical Reports Server (NTRS)
Freed, A. D.; Walker, K. P.
1994-01-01
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
Two coupled nonlinear cavities in a driven-dissipative environment
NASA Astrophysics Data System (ADS)
Cao, Bin; Mahmud, Khan; Hafezi, Mohammad
We investigate two coupled nonlinear cavities that are driven coherently in a dissipative environment. This is the simplest setting containing a good number of features of an array of coupled cavity quantum simulator with Kerr nonlinearity which gives rise to many strongly correlated phases. We find analytical solution for the steady state using the generalized P representation and expressing the master equation in the form of Fokker-Planck equation. A comparison shows a good match of the analytical and numerical solutions across different regimes. We investigate the quantum correlations in the steady state by solving the full master equation numerically, analyzing its second-order coherence, entanglment entropy and Liouvillian gap as a function of drive and detuning. This gives us insights into the nature of bistability and how the tunneling-induced bistability emerges in coupled cavities when going beyond a single cavity. We can understand much of the semiclassical physics in terms of the underlying phase space dynamics of a driven and damped classical pendulum. Furthermore, in the semiclassical analysis, we find steady state solutions with different number density in the two wells that can be considered an analog of double well self-trapped states.
Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation
Bolivar, A.O.
2011-05-15
Highlights: > Classical Brownian motion described by a non-Markovian Fokker-Planck equation. > Quantization process. > Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. > A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.
Iterative performance of various formulations of the SPN equations
NASA Astrophysics Data System (ADS)
Zhang, Yunhuang; Ragusa, Jean C.; Morel, Jim E.
2013-11-01
In this paper, the Standard, Composite, and Canonical forms of the Simplified PN (SPN) equations are reviewed and their corresponding iterative properties are compared. The Gauss-Seidel (FLIP), Explicit, and preconditioned Source Iteration iterative schemes have been analyzed for both isotropic and highly anisotropic (Fokker-Planck) scattering. The iterative performance of the various SPN forms is assessed using Fourier analysis, corroborated with numerical experiments.
Exact solutions of the nonlinear Boltzmann equation
NASA Astrophysics Data System (ADS)
Ernst, Matthieu H.
1984-03-01
A review is given of research activities since 1976 on the nonlinear Boltzmann equation and related equations of Boltzmann type, in which several rediscoveries have been made and several conjectures have been disproved. Subjects are (i) the BKW solution of the Boltzmann equation for Maxwell molecules, first discovered by Krupp in 1967, and the Krook-Wu conjecture concerning the universal significance of the BKW solution for the large (v, t) behavior of the velocity distribution function f (v, t); (ii) moment equations and polynomial expansions of f (v, t); (iii) model Boltzmann equation for a spatially uniform system of very hard particles, that can be solved in closed form for general initial conditions; (iv) for Maxwell and non-Maxwell-type molecules there exist solutions of the nonlinear Boltzmann equation with algebraic decrease at υ→∞; connections with nonuniqueness and violation of conservation laws; (v) conjectured super- H-theorem and the BKW solution; (vi) exactly soluble one-dimensional Boltzmann equation with spatial dependence.
Transport equations for low-energy solar particles in evolving interplanetary magnetic fields
NASA Technical Reports Server (NTRS)
Ng, C. K.
1988-01-01
Two new forms of a simplified Fokker-Planck equation are derived for the transport of low-energy solar energetic particles in an evolving interplanetary magnetic field, carried by a variable radial solar wind. An idealized solution suggests that the 'invariant' anisotropy direction reported by Allum et al. (1974) may be explained within the conventional theoretical framework. The equations may be used to relate studies of solar particle propagation to solar wind transients, and vice versa.
Solitary waves in the nonlinear Dirac equation with arbitrary nonlinearity.
Cooper, Fred; Khare, Avinash; Mihaila, Bogdan; Saxena, Avadh
2010-09-01
We consider the nonlinear Dirac equations (NLDE's) in 1+1 dimension with scalar-scalar self interaction g{2}/k+1(ΨΨ){k+1} , as well as a vector-vector self interaction g{2}/k+1(Ψγ{μ}ΨΨγ{μ}Ψ){1/2(k+1)} . We find the exact analytic form for solitary waves for arbitrary k and find that they are a generalization of the exact solutions for the nonlinear Schrödinger equation (NLSE) and reduce to these solutions in a well defined nonrelativistic limit. We perform the nonrelativistic reduction and find the 1/2m correction to the NLSE, valid when |ω-m|<2m , where ω is the frequency of the solitary wave in the rest frame. We discuss the stability and blowup of solitary waves assuming the modified NLSE is valid and find that they should be stable for k<2 . PMID:21230200
Taming the nonlinearity of the Einstein equation.
Harte, Abraham I
2014-12-31
Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate all such nonlinearities beyond a particular order: Both Landau-Lifshitz and tetrad formulations of Einstein's equation are obtained that involve only finite products of the unknowns and their derivatives. Considerable additional simplifications arise in physically interesting cases where metrics become approximately Kerr or, e.g., plane waves, suggesting that the variables described here can be used to efficiently reformulate perturbation theory in a variety of contexts. In all cases, these variables are shown to have simple geometrical interpretations that directly relate the local causal structure associated with the metric of interest to the causal structure associated with a prescribed background. A new method to search for exact solutions is outlined as well.
Taming the nonlinearity of the Einstein equation.
Harte, Abraham I
2014-12-31
Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate all such nonlinearities beyond a particular order: Both Landau-Lifshitz and tetrad formulations of Einstein's equation are obtained that involve only finite products of the unknowns and their derivatives. Considerable additional simplifications arise in physically interesting cases where metrics become approximately Kerr or, e.g., plane waves, suggesting that the variables described here can be used to efficiently reformulate perturbation theory in a variety of contexts. In all cases, these variables are shown to have simple geometrical interpretations that directly relate the local causal structure associated with the metric of interest to the causal structure associated with a prescribed background. A new method to search for exact solutions is outlined as well. PMID:25615299
Taming the Nonlinearity of the Einstein Equation
NASA Astrophysics Data System (ADS)
Harte, Abraham I.
2014-12-01
Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate all such nonlinearities beyond a particular order: Both Landau-Lifshitz and tetrad formulations of Einstein's equation are obtained that involve only finite products of the unknowns and their derivatives. Considerable additional simplifications arise in physically interesting cases where metrics become approximately Kerr or, e.g., plane waves, suggesting that the variables described here can be used to efficiently reformulate perturbation theory in a variety of contexts. In all cases, these variables are shown to have simple geometrical interpretations that directly relate the local causal structure associated with the metric of interest to the causal structure associated with a prescribed background. A new method to search for exact solutions is outlined as well.
Explicit integration of Friedmann's equation with nonlinear equations of state
NASA Astrophysics Data System (ADS)
Chen, Shouxin; Gibbons, Gary W.; Yang, Yisong
2015-05-01
In this paper we study the integrability of the Friedmann equations, when the equation of state for the perfect-fluid universe is nonlinear, in the light of the Chebyshev theorem. A series of important, yet not previously touched, problems will be worked out which include the generalized Chaplygin gas, two-term energy density, trinomial Friedmann, Born-Infeld, two-fluid models, and Chern-Simons modified gravity theory models. With the explicit integration, we are able to understand exactly the roles of the physical parameters in various models play in the cosmological evolution which may also offer clues to a profound understanding of the problems in general settings. For example, in the Chaplygin gas universe, a few integrable cases lead us to derive a universal formula for the asymptotic exponential growth rate of the scale factor, of an explicit form, whether the Friedmann equation is integrable or not, which reveals the coupled roles played by various physical sectors and it is seen that, as far as there is a tiny presence of nonlinear matter, conventional linear matter makes contribution to the dark matter, which becomes significant near the phantom divide line. The Friedmann equations also arise in areas of physics not directly related to cosmology. We provide some examples ranging from geometric optics and central orbits to soap films and the shape of glaciated valleys to which our results may be applied.
Lattice Boltzmann model for nonlinear convection-diffusion equations.
Shi, Baochang; Guo, Zhaoli
2009-01-01
A lattice Boltzmann model for convection-diffusion equation with nonlinear convection and isotropic-diffusion terms is proposed through selecting equilibrium distribution function properly. The model can be applied to the common real and complex-valued nonlinear evolutionary equations, such as the nonlinear Schrödinger equation, complex Ginzburg-Landau equation, Burgers-Fisher equation, nonlinear heat conduction equation, and sine-Gordon equation, by using a real and complex-valued distribution function and relaxation time. Detailed simulations of these equations are performed, and it is found that the numerical results agree well with the analytical solutions and the numerical solutions reported in previous studies.
Solving Nonlinear Euler Equations with Arbitrary Accuracy
NASA Technical Reports Server (NTRS)
Dyson, Rodger W.
2005-01-01
A computer program that efficiently solves the time-dependent, nonlinear Euler equations in two dimensions to an arbitrarily high order of accuracy has been developed. The program implements a modified form of a prior arbitrary- accuracy simulation algorithm that is a member of the class of algorithms known in the art as modified expansion solution approximation (MESA) schemes. Whereas millions of lines of code were needed to implement the prior MESA algorithm, it is possible to implement the present MESA algorithm by use of one or a few pages of Fortran code, the exact amount depending on the specific application. The ability to solve the Euler equations to arbitrarily high accuracy is especially beneficial in simulations of aeroacoustic effects in settings in which fully nonlinear behavior is expected - for example, at stagnation points of fan blades, where linearizing assumptions break down. At these locations, it is necessary to solve the full nonlinear Euler equations, and inasmuch as the acoustical energy is of the order of 4 to 5 orders of magnitude below that of the mean flow, it is necessary to achieve an overall fractional error of less than 10-6 in order to faithfully simulate entropy, vortical, and acoustical waves.
Forces Associated with Nonlinear Nonholonomic Constraint Equations
NASA Technical Reports Server (NTRS)
Roithmayr, Carlos M.; Hodges, Dewey H.
2010-01-01
A concise method has been formulated for identifying a set of forces needed to constrain the behavior of a mechanical system, modeled as a set of particles and rigid bodies, when it is subject to motion constraints described by nonholonomic equations that are inherently nonlinear in velocity. An expression in vector form is obtained for each force; a direction is determined, together with the point of application. This result is a consequence of expressing constraint equations in terms of dot products of vectors rather than in the usual way, which is entirely in terms of scalars and matrices. The constraint forces in vector form are used together with two new analytical approaches for deriving equations governing motion of a system subject to such constraints. If constraint forces are of interest they can be brought into evidence in explicit dynamical equations by employing the well-known nonholonomic partial velocities associated with Kane's method; if they are not of interest, equations can be formed instead with the aid of vectors introduced here as nonholonomic partial accelerations. When the analyst requires only the latter, smaller set of equations, they can be formed directly; it is not necessary to expend the labor to form the former, larger set first and subsequently perform matrix multiplications.
Dark soliton solutions of (N+1)-dimensional nonlinear evolution equations
NASA Astrophysics Data System (ADS)
Demiray, Seyma Tuluce; Bulut, Hasan
2016-06-01
In this study, we investigate exact solutions of (N+1)-dimensional double sinh-Gordon equation and (N+1)-dimensional generalized Boussinesq equation by using generalized Kudryashov method. (N+1)-dimensional double sinh-Gordon equation and (N+1)-dimensional generalized Boussinesq equation can be returned to nonlinear ordinary differential equation by suitable transformation. Then, generalized Kudryashov method has been used to seek exact solutions of the (N+1)-dimensional double sinh-Gordon equation and (N+1)-dimensional generalized Boussinesq equation. Also, we obtain dark soliton solutions for these (N+1)-dimensional nonlinear evolution equations. Finally, we denote that this method can be applied to solve other nonlinear evolution equations.
Using the scalable nonlinear equations solvers package
Gropp, W.D.; McInnes, L.C.; Smith, B.F.
1995-02-01
SNES (Scalable Nonlinear Equations Solvers) is a software package for the numerical solution of large-scale systems of nonlinear equations on both uniprocessors and parallel architectures. SNES also contains a component for the solution of unconstrained minimization problems, called SUMS (Scalable Unconstrained Minimization Solvers). Newton-like methods, which are known for their efficiency and robustness, constitute the core of the package. As part of the multilevel PETSc library, SNES incorporates many features and options from other parts of PETSc. In keeping with the spirit of the PETSc library, the nonlinear solution routines are data-structure-neutral, making them flexible and easily extensible. This users guide contains a detailed description of uniprocessor usage of SNES, with some added comments regarding multiprocessor usage. At this time the parallel version is undergoing refinement and extension, as we work toward a common interface for the uniprocessor and parallel cases. Thus, forthcoming versions of the software will contain additional features, and changes to parallel interface may result at any time. The new parallel version will employ the MPI (Message Passing Interface) standard for interprocessor communication. Since most of these details will be hidden, users will need to perform only minimal message-passing programming.
Uniqueness of Bounded Solutions for the Homogeneous Landau Equation with a Coulomb Potential
NASA Astrophysics Data System (ADS)
Fournier, Nicolas
2010-11-01
We prove the uniqueness of bounded solutions for the spatially homogeneous Fokker-Planck-Landau equation with a Coulomb potential. Since the local (in time) existence of such solutions has been proved by Arsen’ev-Peskov (Z. Vycisl. Mat. i Mat. Fiz. 17:1063-1068, 1977), we deduce a local well-posedness result. The stability with respect to the initial condition is also checked.
Orthogonal collocation of the nonlinear Boltzman equation
NASA Astrophysics Data System (ADS)
Morin, T. J.; Hawley, M. C.
1985-07-01
A numerical solution to the nonlinear Boltzmann equation for Maxwell molecules, including the momentum conserving kernel by the method of orthogonal collocation, is presented and compared with the similarity solution of Krupp (1967), Bobylev (1975), Krook and Wu (1976) (KBKW). Excellent agreement is found between the two for KBKW initial values. The calculations of the evolution of a distribution function from nonKBKW initial conditions are examined. The correlation of the nonKBKW trajectories to the presence of a robust unstable manifold in the eigenspace of the linearized Boltzmann equation is considered. The results of a linear analysis are compared with the work of Wang Chang and Uhlenbeck (1952). The implications of the results for the relaxation of nonequilibrium distribution functions are discussed.
Exact and explicit solitary wave solutions to some nonlinear equations
Jiefang Zhang
1996-08-01
Exact and explicit solitary wave solutions are obtained for some physically interesting nonlinear evolutions and wave equations in physics and other fields by using a special transformation. These equations include the KdV-Burgers equation, the MKdV-Burgers equation, the combined KdV-MKdV equation, the Newell-Whitehead equation, the dissipative {Phi}{sup 4}-model equation, the generalized Fisher equation, and the elastic-medium wave equation.
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.
Solution spectrum of nonlinear diffusion equations
Ulmer, W.
1992-08-01
The stationary version of the nonlinear diffusion equation -{partial_derivative}c/{partial_derivative}t+D{Delta}c=A{sub 1}c-A{sub 2}c{sup 2} can be solved with the ansatz c={summation}{sub p=1}{sup {infinity}} A{sub p}(cosh kx){sup -p}, inducing a band structure with regard to the ratio {lambda}{sub 1}/{lambda}{sub 2}. The resulting solution manifold can be related to an equilibrium of fluxes of nonequilibrium thermodynamics. The modification of this ansatz yielding the expansion c={summation}{sub p,q=1}{sup infinity}A{sub pa}(cosh kx){sup -p}[(cosh {alpha}t){sup -q-1} sinh {alpha}t+b(cosh {alpha}t){sup -q}] represents a solution spectrum of the time-dependent nonlinear equations, and the stationary version can be found from the asymptotic behaviour of the expansion. The solutions can be associated with reactive processes such as active transport phenomena and control circuit problems is discussed. There are also applications to cellular kinetics of clonogenic cell assays and spheriods. 33 refs., 1 tab.
Westerhof, E. Pratt, J.
2014-10-15
In the presence of electron cyclotron current drive (ECCD), the Ohm's law of single fluid magnetohydrodynamics is modified as E + v × B = η(J – J{sub EC}). This paper presents a new closure relation for the EC driven current density appearing in this modified Ohm's law. The new relation faithfully represents the nonlocal character of the EC driven current and its main origin in the Fisch-Boozer effect. The closure relation is validated on both an analytical solution of an approximated Fokker-Planck equation as well as on full bounce-averaged, quasi-linear Fokker-Planck code simulations of ECCD inside rotating magnetic islands. The new model contains the model put forward by Giruzzi et al. [Nucl. Fusion 39, 107 (1999)] in one of its limits.
Nonlinear trajectory navigation
NASA Astrophysics Data System (ADS)
Park, Sang H.
Trajectory navigation entails the solution of many different problems that arise due to uncertain knowledge of the spacecraft state, including orbit prediction, correction maneuver design, and trajectory estimation. In practice, these problems are usually solved based on an assumption that linear dynamical models sufficiently approximate the local trajectory dynamics and their associated statistics. However, astrodynamics problems are nonlinear in general and linear spacecraft dynamics models can fail to characterize the true trajectory dynamics when the system is subject to a highly unstable environment or when mapped over a long time period. This limits the performance of traditional navigation techniques and can make it difficult to perform precision analysis or robust navigation. This dissertation presents an alternate method for spacecraft trajectory navigation based on a nonlinear local trajectory model and their statistics in an analytic framework. For a given reference trajectory, we first solve for the higher order Taylor series terms that describe the localized nonlinear motion and develop an analytic expression for the relative solution flow. We then discuss the nonlinear dynamical mapping of a spacecraft's probability density function by solving the Fokker-Planck equation for a deterministic system. From this result we derive an analytic method for orbit uncertainty propagation which can replicate Monte-Carlo simulations with the benefit of added flexibility in initial orbit statistics. Using this approach, we introduce the concept of the statistically correct trajectory where we directly incorporate statistical information about an orbit state into the trajectory design process. As an extension of this concept, we define a nonlinear statistical targeting method where we solve for a correction maneuver which intercepts the desired target on average. Then we apply our results to a Bayesian filtering problem to obtain a general filtering algorithm for
Complex PT-symmetric nonlinear Schrödinger equation and Burgers equation.
Yan, Zhenya
2013-04-28
The complex -symmetric nonlinear wave models have drawn much attention in recent years since the complex -symmetric extensions of the Korteweg-de Vries (KdV) equation were presented in 2007. In this review, we focus on the study of the complex -symmetric nonlinear Schrödinger equation and Burgers equation. First of all, we briefly introduce the basic property of complex symmetry. We then report on exact solutions of one- and two-dimensional nonlinear Schrödinger equations (known as the Gross-Pitaevskii equation in Bose-Einstein condensates) with several complex -symmetric potentials. Finally, some complex -symmetric extension principles are used to generate some complex -symmetric nonlinear wave equations starting from both -symmetric (e.g. the KdV equation) and non- -symmetric (e.g. the Burgers equation) nonlinear wave equations. In particular, we discuss exact solutions of some representative ones of the complex -symmetric Burgers equation in detail. PMID:23509385
Effenberger, Frederic; Litvinenko, Yuri E.
2014-03-01
The diffusion approximation to the Fokker-Planck equation is commonly used to model the transport of solar energetic particles in interplanetary space. In this study, we present exact analytical predictions of a higher order telegraph approximation for particle transport and compare them with the corresponding predictions of the diffusion approximation and numerical solutions of the full Fokker-Planck equation. We specifically investigate the role of the adiabatic focusing effect of a spatially varying magnetic field on an evolving particle distribution. Comparison of the analytical and numerical results shows that the telegraph approximation reproduces the particle intensity profiles much more accurately than does the diffusion approximation, especially when the focusing is strong. However, the telegraph approximation appears to offer no significant advantage over the diffusion approximation for calculating the particle anisotropy. The telegraph approximation can be a useful tool for describing both diffusive and wave-like aspects of the cosmic-ray transport.
Exact Travelling Wave Solutions of the Nonlinear Evolution Equations by Auxiliary Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2015-10-01
The auxiliary equation method presents wide applicability to handling nonlinear wave equations. In this article, we establish new exact travelling wave solutions of the nonlinear Zoomeron equation, coupled Higgs equation, and equal width wave equation. The travelling wave solutions are expressed by the hyperbolic functions, trigonometric functions, and rational functions. It is shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering. Throughout the article, all calculations are made with the aid of the Maple packet program.
Forced nonlinear Schrödinger equation with arbitrary nonlinearity.
Cooper, Fred; Khare, Avinash; Quintero, Niurka R; Mertens, Franz G; Saxena, Avadh
2012-04-01
We consider the nonlinear Schrödinger equation (NLSE) in 1+1 dimension with scalar-scalar self-interaction g(2)/κ+1(ψ*ψ)(κ+1) in the presence of the external forcing terms of the form re(-i(kx+θ))-δψ. We find new exact solutions for this problem and show that the solitary wave momentum is conserved in a moving frame where v(k)=2k. These new exact solutions reduce to the constant phase solutions of the unforced problem when r→0. In particular we study the behavior of solitary wave solutions in the presence of these external forces in a variational approximation which allows the position, momentum, width, and phase of these waves to vary in time. We show that the stationary solutions of the variational equations include a solution close to the exact one and we study small oscillations around all the stationary solutions. We postulate that the dynamical condition for instability is that dp(t)/dq ̇(t)<0, where p(t) is the normalized canonical momentum p(t)=1/M(t)∂L/∂q ̇, and q ̇(t) is the solitary wave velocity. Here M(t)=∫dxψ*(x,t)ψ(x,t). Stability is also studied using a "phase portrait" of the soliton, where its dynamics is represented by two-dimensional projections of its trajectory in the four-dimensional space of collective coordinates. The criterion for stability of a soliton is that its trajectory is a closed single curve with a positive sense of rotation around a fixed point. We investigate the accuracy of our variational approximation and these criteria using numerical simulations of the NLSE. We find that our criteria work quite well when the magnitude of the forcing term is small compared to the amplitude of the unforced solitary wave. In this regime the variational approximation captures quite well the behavior of the solitary wave. PMID:22680598
A numerical method for solving the Vlasov-Poisson equation based on the conservative IDO scheme
NASA Astrophysics Data System (ADS)
Imadera, Kenji; Kishimoto, Yasuaki; Saito, Daisuke; Li, Jiquan; Utsumi, Takayuki
2009-12-01
We have applied the conservative form of the Interpolated Differential Operator (IDO-CF) scheme in order to solve the Vlasov-Poisson equation, which is one of the multi-moment schemes. Through numerical tests of the nonlinear Landau damping and two-stream instability, we compared the present scheme with other schemes such as the Spline and CIP ones. We mainly investigated the conservation property of the L1-norm, energy, entropy and phase space area for each scheme, and demonstrated that the IDO-CF scheme is capable of performing stable long time scale simulation while maintaining high accuracy. The scheme is based on an Eulerian approach, and it can thus be directly used for Fokker-Planck, high dimensional Vlasov-Poisson and also guiding-center drift simulations, aiming at particular problems of plasma physics. The benchmark tests for such simulations have shown that the IDO-CF scheme is superior in keeping the conservation properties without causing serious phase error.
Acceleration of High Energy Cosmic Rays in the Nonlinear Shock Precursor
NASA Astrophysics Data System (ADS)
Derzhinsky, F.; Diamond, P. H.; Malkov, M. A.
2006-10-01
The problem of understanding acceleration of very energetic cosmic rays to energies above the 'knee' in the spectrum at 10^15-10^16eV remains one of the great challenges in modern physics. Recently, we have proposed a new approach to understanding high energy acceleration, based on exploiting scattering of cosmic rays by inhomogenities in the compressive nonlinear shock precursor, rather than by scattering across the main shock, as is conventionally assumed. We extend that theory by proposing a mechanism for the generation of mesoscale magnetic fields (krg<1, where rg is the cosmic ray gyroradius). The mechanism is the decay or modulational instability of resonantly generated Alfven waves scattering off ambient density perturbations in the precursors. Such perturbations can be produced by Drury instability. This mechanism leads to the generation of longer wavelength Alfven waves, thus enabling the confinement of higher energy particles. A simplified version of the theory, cast in the form of a Fokker-Planck equation for the Alfven population, will also be presented. This process also limits field generation on rg scales.
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
Collocation Method for Numerical Solution of Coupled Nonlinear Schroedinger Equation
Ismail, M. S.
2010-09-30
The coupled nonlinear Schroedinger equation models several interesting physical phenomena presents a model equation for optical fiber with linear birefringence. In this paper we use collocation method to solve this equation, we test this method for stability and accuracy. Numerical tests using single soliton and interaction of three solitons are used to test the resulting scheme.
The zero dispersion limits of nonlinear wave equations
Tso, T.
1992-01-01
In chapter 2 the author uses functional analytic methods and conservation laws to solve the initial-value problem for the Korteweg-de Vries equation, the Benjamin-Bona-Mahony equation, and the nonlinear Schroedinger equation for initial data that satisfy some suitable conditions. In chapter 3 the energy estimates are used to show that the strong convergence of the family of the solutions of the KdV equation obtained in chapter 2 in H[sup 3](R) as [epsilon] [yields] 0; also, it is shown that the strong L[sup 2](R)-limit of the solutions of the BBM equation as [epsilon] [yields] 0 before a critical time. In chapter 4 the author uses the Whitham modulation theory and averaging method to find the 2[pi]-periodic solutions and the modulation equations of the KdV equation, the BBM equation, the Klein-Gordon equation, the NLS equation, the mKdV equation, and the P-system. It is shown that the modulation equations of the KdV equation, the K-G equation, the NLS equation, and the mKdV equation are hyperbolic but those of the BBM equation and the P-system are not hyperbolic. Also, the relations are studied of the KdV equation and the mKdV equation. Finally, the author studies the complex mKdV equation to compare with the NLS equation, and then study the complex gKdV equation.
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.
An integrable shallow water equation with linear and nonlinear dispersion.
Dullin, H R; Gottwald, G A; Holm, D D
2001-11-01
We use asymptotic analysis and a near-identity normal form transformation from water wave theory to derive a 1+1 unidirectional nonlinear wave equation that combines the linear dispersion of the Korteweg-deVries (KdV) equation with the nonlinear/nonlocal dispersion of the Camassa-Holm (CH) equation. This equation is one order more accurate in asymptotic approximation beyond KdV, yet it still preserves complete integrability via the inverse scattering transform method. Its traveling wave solutions contain both the KdV solitons and the CH peakons as limiting cases. PMID:11690414
Effective mass Schrödinger equation and nonlinear algebras
NASA Astrophysics Data System (ADS)
Roy, B.; Roy, P.
2005-06-01
Using supersymmetry we obtain solutions of Schrödinger equation with a position dependent effective mass exhibiting a harmonic oscillator like spectrum. We also discuss the underlying nonlinear algebraic symmetry of the problem.
Comparative study of homotopy continuation methods for nonlinear algebraic equations
NASA Astrophysics Data System (ADS)
Nor, Hafizudin Mohamad; Ismail, Ahmad Izani Md.; Majid, Ahmad Abd.
2014-07-01
We compare some recent homotopy continuation methods to see which method has greater applicability and greater accuracy. We test the methods on systems of nonlinear algebraic equations. The results obtained indicate the superior accuracy of Newton Homotopy Continuation Method (NHCM).
Late-time attractor for the cubic nonlinear wave equation
Szpak, Nikodem
2010-08-15
We apply our recently developed scaling technique for obtaining late-time asymptotics to the cubic nonlinear wave equation and explain the appearance and approach to the two-parameter attractor found recently by Bizon and Zenginoglu.
An identification problem for nonlinear Schrödinger equation
NASA Astrophysics Data System (ADS)
Aksoy, Nigar Yildirim; Yagub, Gabil; Aksoy, Eray
2016-04-01
In this paper, an identification problem on determining the unknown coefficients of nonlinear time-dependent Schrödinger equation is studied. The existence and uniqueness of solutions of identification problem with variational method are proved.
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.
Option pricing formulas and nonlinear filtering: a Feynman path integral perspective
NASA Astrophysics Data System (ADS)
Balaji, Bhashyam
2013-05-01
Many areas of engineering and applied science require the solution of certain parabolic partial differential equa tions, such as the Fokker-Planck and Kolmogorov equations. The fundamental solution, or the Green's function, for such PDEs can be written in terms of the Feynman path integral (FPI). The partial differential equation arising in the valuing of options is the Kolmogorov backward equation that is referred to as the Black-Scholes equation. The utility of this is demonstrated and numerical examples that illustrate the high accuracy of option price calculation even when using a fairly coarse grid.
Invariant tori for a class of nonlinear evolution equations
Kolesov, A Yu; Rozov, N Kh
2013-06-30
The paper looks at quite a wide class of nonlinear evolution equations in a Banach space, including the typical boundary value problems for the main wave equations in mathematical physics (the telegraph equation, the equation of a vibrating beam, various equations from the elastic stability and so on). For this class of equations a unified approach to the bifurcation of invariant tori of arbitrary finite dimension is put forward. Namely, the problem of the birth of such tori from the zero equilibrium is investigated under the assumption that in the stability problem for this equilibrium the situation arises close to an infinite-dimensional degeneracy. Bibliography: 28 titles.
Nonlinear acoustic wave equations with fractional loss operators.
Prieur, Fabrice; Holm, Sverre
2011-09-01
Fractional derivatives are well suited to describe wave propagation in complex media. When introduced in classical wave equations, they allow a modeling of attenuation and dispersion that better describes sound propagation in biological tissues. Traditional constitutive equations from solid mechanics and heat conduction are modified using fractional derivatives. They are used to derive a nonlinear wave equation which describes attenuation and dispersion laws that match observations. This wave equation is a generalization of the Westervelt equation, and also leads to a fractional version of the Khokhlov-Zabolotskaya-Kuznetsov and Burgers' equations.
Lattice Boltzmann model for generalized nonlinear wave equations
NASA Astrophysics Data System (ADS)
Lai, Huilin; Ma, Changfeng
2011-10-01
In this paper, a lattice Boltzmann model is developed to solve a class of the nonlinear wave equations. Through selecting equilibrium distribution function and an amending function properly, the governing evolution equation can be recovered correctly according to our proposed scheme, in which the Chapman-Enskog expansion is employed. We validate the algorithm on some problems where analytic solutions are available, including the second-order telegraph equation, the nonlinear Klein-Gordon equation, and the damped, driven sine-Gordon equation. It is found that the numerical results agree well with the analytic solutions, which indicates that the present algorithm is very effective and can be used to solve more general nonlinear problems.
Solutions to Class of Linear and Nonlinear Fractional Differential Equations
NASA Astrophysics Data System (ADS)
Abdel-Salam, Emad A.-B.; Hassan, Gamal F.
2016-02-01
In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag–Leffler function methods. The obtained results recover the well-know solutions when α = 1.
Linear integral transformations and hierarchies of integrable nonlinear evolution equations
NASA Astrophysics Data System (ADS)
Nijhoff, Frank W.
1988-07-01
Integrable hierarchies of nonlinear evolution equations are investigated on the basis of linear integral equations. These are (Riemann-Hilbert type of) integral transformations which leave invariant an infinite sequence of ordinary differential matrix equations of increasing order in an (indefinite) parameter k. The potential matrices in these equations obey a set of nonlinear recursion relations, leading to a heirarchy of nonlinear partial differential equations. In decreasing order the same equations give rise to a “reciprocal” hierarchy, associated with Heisenberg ferromagnet type of equations. Central in the treatment is an embedding of the hierarchy into an infinite-matrix structure, which is constructed on the basis of the integral equations. In terms of this infinite-matrix structure the equations governing the hierarchies become quite simple. Furthermore, it leads in a straightforward way to various generalizations, such as to other types of linear spectral problems, multicomponent system and lattice equations. Generalizations to equations associated with noncommuting flows follow as a direct consequence of the treatment. Finally, some results on conserved densities and the Hamiltonian structure are briefly discussed.
Derivation of an applied nonlinear Schroedinger equation
Pitts, Todd Alan; Laine, Mark Richard; Schwarz, Jens; Rambo, Patrick K.; Karelitz, David B.
2015-01-01
We derive from first principles a mathematical physics model useful for understanding nonlinear optical propagation (including filamentation). All assumptions necessary for the development are clearly explained. We include the Kerr effect, Raman scattering, and ionization (as well as linear and nonlinear shock, diffraction and dispersion). We explain the phenomenological sub-models and each assumption required to arrive at a complete and consistent theoretical description. The development includes the relationship between shock and ionization and demonstrates why inclusion of Drude model impedance effects alters the nature of the shock operator. Unclassified Unlimited Release
Entropy and convexity for nonlinear partial differential equations.
Ball, John M; Chen, Gui-Qiang G
2013-12-28
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.
Entropy and convexity for nonlinear partial differential equations
Ball, John M.; Chen, Gui-Qiang G.
2013-01-01
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768
Nonlinear flap-lag axial equations of a rotating beam
NASA Technical Reports Server (NTRS)
Kaza, K. R. V.; Kvaternik, R. G.
1977-01-01
It is possible to identify essentially four approaches by which analysts have established either the linear or nonlinear governing equations of motion for a particular problem related to the dynamics of rotating elastic bodies. The approaches include the effective applied load artifice in combination with a variational principle and the use of Newton's second law, written as D'Alembert's principle, applied to the deformed configuration. A third approach is a variational method in which nonlinear strain-displacement relations and a first-degree displacement field are used. The method introduced by Vigneron (1975) for deriving the linear flap-lag equations of a rotating beam constitutes the fourth approach. The reported investigation shows that all four approaches make use of the geometric nonlinear theory of elasticity. An alternative method for deriving the nonlinear coupled flap-lag-axial equations of motion is also discussed.
Noise in Nonlinear Dynamical Systems 3 Volume Paperback Set
NASA Astrophysics Data System (ADS)
Moss, Frank; McClintock, P. V. E.
2011-11-01
Volume 1: List of contributors; Preface; Introduction to volume one; 1. Noise-activated escape from metastable states: an historical view Rolf Landauer; 2. Some Markov methods in the theory of stochastic processes in non-linear dynamical systems R. L. Stratonovich; 3. Langevin equations with coloured noise J. M. Sancho and M. San Miguel; 4. First passage time problems for non-Markovian processes Katja Lindenberg, Bruce J. West and Jaume Masoliver; 5. The projection approach to the Fokker-Planck equation: applications to phenomenological stochastic equations with coloured noises Paolo Grigolini; 6. Methods for solving Fokker-Planck equations with applications to bistable and periodic potentials H. Risken and H. D. Vollmer; 7. Macroscopic potentials, bifurcations and noise in dissipative systems Robert Graham; 8. Transition phenomena in multidimensional systems - models of evolution W. Ebeling and L. Schimansky-Geier; 9. Coloured noise in continuous dynamical systems: a functional calculus approach Peter Hanggi; Appendix. On the statistical treatment of dynamical systems L. Pontryagin, A. Andronov and A. Vitt; Index. Volume 2: List of contributors; Preface; Introduction to volume two; 1. Stochastic processes in quantum mechanical settings Ronald F. Fox; 2. Self-diffusion in non-Markovian condensed-matter systems Toyonori Munakata; 3. Escape from the underdamped potential well M. Buttiker; 4. Effect of noise on discrete dynamical systems with multiple attractors Edgar Knobloch and Jeffrey B. Weiss; 5. Discrete dynamics perturbed by weak noise Peter Talkner and Peter Hanggi; 6. Bifurcation behaviour under modulated control parameters M. Lucke; 7. Period doubling bifurcations: what good are they? Kurt Wiesenfeld; 8. Noise-induced transitions Werner Horsthemke and Rene Lefever; 9. Mechanisms for noise-induced transitions in chemical systems Raymond Kapral and Edward Celarier; 10. State selection dynamics in symmetry-breaking transitions Dilip K. Kondepudi; 11. Noise in a
The numerical dynamic for highly nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Lafon, A.; Yee, H. C.
1992-01-01
Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.
The Jeffcott equations in nonlinear rotordynamics
NASA Technical Reports Server (NTRS)
Zalik, R. A.
1987-01-01
The Jeffcott equations are a system of coupled differential equations representing the behavior of a rotating shaft. This is a simple model which allows investigation of the basic dynamic behavior of rotating machinery. Nolinearities can be introduced by taking into consideration deadband, side force, and rubbing, among others. The properties of the solutions of the Jeffcott equations with deadband are studied. In particular, it is shown how bounds for the solution of these equations can be obtained from bounds for the solutions of the linearized equations. By studying the behavior of the Fourier transforms of the solutions, we are also able to predict the onset of destructive vibrations. These conclusions are verified by means of numerical solutions of the equations, and of power spectrum density (PSD) plots. This study offers insight into a possible detection method to determine pump stability margins during flight and hot fire tests, and was motivated by the need to explain a phenomenon observed in the development phase of the cryogenic pumps of the Space Shuttle, during hot fire ground testing; namely, the appearance of vibrations at frequencies that could not be accounted for by means of linear models.
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.
Generalized nonlinear Proca equation and its free-particle solutions
NASA Astrophysics Data System (ADS)
Nobre, F. D.; Plastino, A. R.
2016-06-01
We introduce a nonlinear extension of Proca's field theory for massive vector (spin 1) bosons. The associated relativistic nonlinear wave equation is related to recently advanced nonlinear extensions of the Schrödinger, Dirac, and Klein-Gordon equations inspired on the non-extensive generalized thermostatistics. This is a theoretical framework that has been applied in recent years to several problems in nuclear and particle physics, gravitational physics, and quantum field theory. The nonlinear Proca equation investigated here has a power-law nonlinearity characterized by a real parameter q (formally corresponding to the Tsallis entropic parameter) in such a way that the standard linear Proca wave equation is recovered in the limit q → 1. We derive the nonlinear Proca equation from a Lagrangian, which, besides the usual vectorial field Ψ ^{μ }(ěc {x},t), involves an additional field Φ ^{μ }(ěc {x},t). We obtain exact time-dependent soliton-like solutions for these fields having the form of a q-plane wave, and we show that both field equations lead to the relativistic energy-momentum relation E2 = p2c2 + m2c4 for all values of q. This suggests that the present nonlinear theory constitutes a new field theoretical representation of particle dynamics. In the limit of massless particles the present q-generalized Proca theory reduces to Maxwell electromagnetism, and the q-plane waves yield localized, transverse solutions of Maxwell equations. Physical consequences and possible applications are discussed.
An iterative method for systems of nonlinear hyperbolic equations
NASA Technical Reports Server (NTRS)
Scroggs, Jeffrey S.
1989-01-01
An iterative algorithm for the efficient solution of systems of nonlinear hyperbolic equations is presented. Parallelism is evident at several levels. In the formation of the iteration, the equations are decoupled, thereby providing large grain parallelism. Parallelism may also be exploited within the solves for each equation. Convergence of the interation is established via a bounding function argument. Experimental results in two-dimensions are presented.
Stochastic Calculus and Differential Equations for Physics and Finance
NASA Astrophysics Data System (ADS)
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
Nonlinear Resonance and Duffing's Spring Equation
ERIC Educational Resources Information Center
Fay, Temple H.
2006-01-01
This note discusses the boundary in the frequency--amplitude plane for boundedness of solutions to the forced spring Duffing type equation. For fixed initial conditions and fixed parameter [epsilon] results are reported of a systematic numerical investigation on the global stability of solutions to the initial value problem as the parameters F and…
Nonlinear Resonance and Duffing's Spring Equation II
ERIC Educational Resources Information Center
Fay, T. H.; Joubert, Stephan V.
2007-01-01
The paper discusses the boundary in the frequency-amplitude plane for boundedness of solutions to the forced spring Duffing type equation x[umlaut] + x + [epsilon]x[cubed] = F cos[omega]t. For fixed initial conditions and for representative fixed values of the parameter [epsilon], the results are reported of a systematic numerical investigation…
A Procedure to Construct Conservation Laws of Nonlinear Evolution Equations
NASA Astrophysics Data System (ADS)
Yaşar, Emrullah; San, Sait
2016-05-01
In this article, we established abundant local conservation laws to some nonlinear evolution equations by a new combined approach, which is a union of multiplier and Ibragimov's new conservation theorem method. One can conclude that the solutions of the adjoint equations corresponding to the new conservation theorem can be obtained via multiplier functions. Many new families of conservation laws of the Pochammer-Chree (PC) equation and the Kaup-Boussinesq type of coupled KdV system are successfully obtained. The combined method presents a wider applicability for handling the conservation laws of nonlinear wave equations. The conserved vectors obtained here can be important for the explanation of some practical physical problems, reductions, and solutions of the underlying equations.
Evolution equation for non-linear cosmological perturbations
Brustein, Ram; Riotto, Antonio E-mail: Antonio.Riotto@cern.ch
2011-11-01
We present a novel approach, based entirely on the gravitational potential, for studying the evolution of non-linear cosmological matter perturbations. Starting from the perturbed Einstein equations, we integrate out the non-relativistic degrees of freedom of the cosmic fluid and obtain a single closed equation for the gravitational potential. We then verify the validity of the new equation by comparing its approximate solutions to known results in the theory of non-linear cosmological perturbations. First, we show explicitly that the perturbative solution of our equation matches the standard perturbative solutions. Next, using the mean field approximation to the equation, we show that its solution reproduces in a simple way the exponential suppression of the non-linear propagator on small scales due to the velocity dispersion. Our approach can therefore reproduce the main features of the renormalized perturbation theory and (time)-renormalization group approaches to the study of non-linear cosmological perturbations, with some possibly important differences. We conclude by a preliminary discussion of the nature of the full solutions of the equation and their significance.
Exact solutions for two nonlinear wave equations with nonlinear terms of any order
NASA Astrophysics Data System (ADS)
Chen, Yong; Li, Biao; Zhang, Hongqing
2005-03-01
In this paper, based on a variable-coefficient balancing-act method, by means of an appropriate transformation and with the help of Mathematica, we obtain some new types of solitary-wave solutions to the generalized Benjamin-Bona-Mahony (BBM) equation and the generalized Burgers-Fisher (BF) equation with nonlinear terms of any order. These solutions fully cover the various solitary waves of BBM equation and BF equation previously reported.
Transport equations for subdiffusion with nonlinear particle interaction.
Straka, P; Fedotov, S
2015-02-01
We show how the nonlinear interaction effects 'volume filling' and 'adhesion' can be incorporated into the fractional subdiffusive transport of cells and individual organisms. To this end, we use microscopic random walk models with anomalous trapping and systematically derive generic non-Markovian and nonlinear governing equations for the mean concentrations of the subdiffusive cells or organisms. We uncover an interesting interaction between the nonlinearities and the non-Markovian nature of the transport. In the subdiffusive case, this interaction manifests itself in a nontrivial combination of nonlinear terms with fractional derivatives. In the long time limit, however, these equations simplify to a form without fractional operators. This provides an easy method for the study of aggregation phenomena. In particular, this enables us to show that volume filling can prevent "anomalous aggregation," which occurs in subdiffusive systems with a spatially varying anomalous exponent.
NASA Astrophysics Data System (ADS)
Tchinang Tchameu, J. D.; Togueu Motcheyo, A. B.; Tchawoua, C.
2016-09-01
The discrete multi-rogue waves (DMRW) as solution of the discrete nonlinear Schrödinger (DNLS) equation with saturable nonlinearities is studied numerically. These biological rogue waves represent the complex probability amplitude of finding an amide-I vibrational quantum at a site. We observe that the growth in the higher order saturable nonlinearity implies the formation of DMRW including an increase in the short-living DMRW and a decrease in amplitude of the long-living DMRW.
Quenching phenomena for second-order nonlinear parabolic equation with nonlinear source
NASA Astrophysics Data System (ADS)
Mingyou, Zhang; Huichao, Xu; Runzhang, Xu
2012-09-01
In this paper, we investigate the quenching phenomena of the Cauchy problem for the second-order nonlinear parabolic equation on unbounded domain. It is shown that the solution quenches in finite time under some assumptions on the exponents and the initial data. Our main tools are comparison principle and maximum principle. We extend the result to the case of more generally nonlinear absorption.
Cylindrical nonlinear Schroedinger equation versus cylindrical Korteweg-de Vries equation
Fedele, Renato; De Nicola, Sergio; Grecu, Dan; Visinescu, Anca; Shukla, Padma K.
2008-10-15
A correspondence between the family of cylindrical nonlinear Schroedinger (cNLS) equations and the one of cylindrical Korteweg-de Vries (cKdV) equations is constructed. It associates non stationary solutions of the first family with the ones of the second family. This is done by using a correspondence, recently found, between the families of generalized NLS equation and generalized KdV equation, and their solutions in the form of travelling waves, respectively. In particular, non-stationary soliton-like solutions of the cNLS equation can be associated with non-stationary soliton-like solutions of cKdV equation.
On the Dirichlet problem for a nonlinear elliptic equation
NASA Astrophysics Data System (ADS)
Egorov, Yu V.
2015-04-01
We prove the existence of an infinite set of solutions to the Dirichlet problem for a nonlinear elliptic equation of the second order. Such a problem for a nonlinear elliptic equation with Laplace operator was studied earlier by Krasnosel'skii, Bahri, Berestycki, Lions, Rabinowitz, Struwe and others. We study the spectrum of this problem and prove the weak convergence to 0 of the sequence of normed eigenfunctions. Moreover, we obtain some estimates for the 'Fourier coefficients' of functions in W^1p,0(Ω). This allows us to improve the preceding results. Bibliography: 8 titles.
Cosmological post-Newtonian equations from nonlinear perturbation theory
Noh, Hyerim; Hwang, Jai-chan E-mail: jchan@knu.ac.kr
2013-08-01
We derive the basic equations of the cosmological first-order post-Newtonian approximation from the recently formulated fully nonlinear and exact cosmological perturbation theory in Einstein's gravity. Apparently the latter, being exact, should include the former, and here we use this fact as a new derivation of the former. The complete sets of equations in both approaches are presented without fixing the temporal gauge conditions so that we can use the gauge choice as an advantage. Comparisons between the two approaches are made. Both are potentially important in handling relativistic aspects of nonlinear processes occurring in cosmological structure formation. We consider an ideal fluid and include the cosmological constant.
New forms of two-particle and one-particle kinetic equations
NASA Astrophysics Data System (ADS)
Saveliev, V. L.; Yonemura, S.
2012-11-01
Pair collisions are the main interaction process in the Boltzmann gas dynamics. By making use of exactly the same physical assumptions as was done by Ludwig Boltzmann we wrote the kinetic equation for two-particle distribution function of molecules in gas mixtures. Instead of the collision integral, there are the linear scattering operator and the chaos projector in the right part of this equation. We developed a new technique for factorization of the scattering operator on the bases of right inverses to the Casimir operator of the group of rotations. We exactly transformed the Boltzmann collision integral to the Landau-Fokker-Planck like form.
Blow-up of the solution of a nonlinear system of equations with positive energy
NASA Astrophysics Data System (ADS)
Korpusov, M. O.
2012-06-01
We consider the Dirichlet problem for a nonlinear system of equations, continuing our study of nonlinear hyperbolic equations and systems of equations with an arbitrarily large positive energy. We use a modified Levine method to prove the blow-up.
Multiply scaled constrained nonlinear equation solvers. [for nonlinear heat conduction problems
NASA Technical Reports Server (NTRS)
Padovan, Joe; Krishna, Lala
1986-01-01
To improve the numerical stability of nonlinear equation solvers, a partitioned multiply scaled constraint scheme is developed. This scheme enables hierarchical levels of control for nonlinear equation solvers. To complement the procedure, partitioned convergence checks are established along with self-adaptive partitioning schemes. Overall, such procedures greatly enhance the numerical stability of the original solvers. To demonstrate and motivate the development of the scheme, the problem of nonlinear heat conduction is considered. In this context the main emphasis is given to successive substitution-type schemes. To verify the improved numerical characteristics associated with partitioned multiply scaled solvers, results are presented for several benchmark examples.
Conservation laws of inviscid Burgers equation with nonlinear damping
NASA Astrophysics Data System (ADS)
Abdulwahhab, Muhammad Alim
2014-06-01
In this paper, the new conservation theorem presented in Ibragimov (2007) [14] is used to find conservation laws of the inviscid Burgers equation with nonlinear damping ut+g(u)ux+λh(u)=0. We show that this equation is both quasi self-adjoint and self-adjoint, and use these concepts to simplify conserved quantities for various choices of g(u) and h(u).
Quenching phenomena for fourth-order nonlinear parabolic equations
NASA Astrophysics Data System (ADS)
Yi, Niu; Xiaotong, Qiu; Runzhang, Xu
2012-09-01
In this paper, we investigate the quenching phenomena of the initial boundary value problem for the fourth-order nonlinear parabolic equation in bounded domain. By some assumptions on the exponents and initial data for a class of equations with the general source term, we not only obtain the quenching phenomena in finite time but also estimate the quenching time. Our main tools are maximum principle, comparison principle and eigenfunction method.
Surh, M P; Sturgeon, J B; Wolfer, W G
2005-01-03
We have recently discovered an error in our void nucleation code used in three prior publications [1-3]. A term was omitted in the model for vacancy re-emission that (especially at high temperature) affects void nucleation and growth during irradiation as well as void annealing and Ostwald ripening of the size distribution after irradiation. The omission was not immediately detected because the calculations predict reasonable void densities and swelling behaviors when compared to experiment at low irradiation temperatures, where void swelling is prominent. (Comparable neutron irradiation experiments are less prevalent at higher temperatures, e.g., > 500 C.)
The chaotic effects in a nonlinear QCD evolution equation
NASA Astrophysics Data System (ADS)
Zhu, Wei; Shen, Zhenqi; Ruan, Jianhong
2016-10-01
The corrections of gluon fusion to the DGLAP and BFKL equations are discussed in a united partonic framework. The resulting nonlinear evolution equations are the well-known GLR-MQ-ZRS equation and a new evolution equation. Using the available saturation models as input, we find that the new evolution equation has the chaos solution with positive Lyapunov exponents in the perturbative range. We predict a new kind of shadowing caused by chaos, which blocks the QCD evolution in a critical small x range. The blocking effect in the evolution equation may explain the Abelian gluon assumption and even influence our expectations to the projected Large Hadron Electron Collider (LHeC), Very Large Hadron Collider (VLHC) and the upgrade (CppC) in a circular e+e- collider (SppC).
Stochastic differential equation model to Prendiville processes
Granita; Bahar, Arifah
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
He's iteration formulation for solving nonlinear algebraic equations
NASA Astrophysics Data System (ADS)
Qian, W.-X.; Ye, Y.-H.; Chen, J.; Mo, L.-F.
2008-02-01
Newton iteration method is sensitive to initial guess and its slope. To overcome the shortcoming, He's iteration method is used to solve nonlinear algebraic equations where Newton iteration method becomes invalid. Some examples are given, showing that the method is effective.
Solutions to Some Nonlinear Equations from Nonmetric Data.
ERIC Educational Resources Information Center
Rule, Stanley J.
1979-01-01
A method to provide estimates of parameters of specified nonlinear equations from ordinal data generated from a crossed design is presented. The statistical basis for the method, called NOPE (nonmetric parameter estimation), as well as examples using artifical data, are presented. (Author/JKS)
Topological horseshoes in travelling waves of discretized nonlinear wave equations
Chen, Yi-Chiuan; Chen, Shyan-Shiou; Yuan, Juan-Ming
2014-04-15
Applying the concept of anti-integrable limit to coupled map lattices originated from space-time discretized nonlinear wave equations, we show that there exist topological horseshoes in the phase space formed by the initial states of travelling wave solutions. In particular, the coupled map lattices display spatio-temporal chaos on the horseshoes.
Local Influence Analysis of Nonlinear Structural Equation Models
ERIC Educational Resources Information Center
Lee, Sik-Yum; Tang, Nian-Sheng
2004-01-01
By regarding the latent random vectors as hypothetical missing data and based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm, we investigate assessment of local influence of various perturbation schemes in a nonlinear structural equation model. The basic building blocks of local influence analysis…
Painleve analysis for a nonlinear Schroedinger equation in three dimensions
Chowdhury, A.R.; Chanda, P.K.
1987-09-01
A Painleve analysis is performed for the nonlinear Schroedinger equation in (2 + 1) dimensions following the methodology of Weiss et al. simplified in the sense of Kruskal. At least for one branch it is found that the required number of arbitrary functions (as demanded by the Cauchy-Kovalevskaya theorem) exists, signalling complete integrability.
Forced oscillations of nonlinear damped equation of suspended string
NASA Astrophysics Data System (ADS)
Yamaguchi, Masaru; Nagai, Tohru; Matsukane, Katsuya
2008-06-01
We shall study the existence of time-periodic solutions of nonlinear damped equation of suspended string to which a periodic nonlinear force works. We shall be conterned with weak, strong and classical time-periodic solutions and also the regularity of the solutions. To formulate our results, we shall take suitable weighted Sobolev-type spaces introduced by [M. Yamaguchi, Almost periodic oscillations of suspended string under quasiperiodic linear force, J. Math. Anal. Appl. 303 (2) (2005) 643-660; M. Yamaguchi, Infinitely many time-periodic solutions of nonlinear equation of suspended string, Funkcial. Ekvac., in press]. We shall study properties of the function spaces and show inequalities on the function spaces. To show our results we shall apply the Schauder fixed point theorem and the fixed point continuation theorem in the function spaces.
A nonlinear wave equation in nonadiabatic flame propagation
Booty, M.R.; Matalon, M.; Matkowsky, B.J.
1988-06-01
The authors derive a nonlinear wave equation from the diffusional thermal model of gaseous combustion to describe the evolution of a flame front. The equation arises as a long wave theory, for values of the volumeric heat loss in a neighborhood of the extinction point (beyond which planar uniformly propagating flames cease to exist), and for Lewis numbers near the critical value beyond which uniformly propagating planar flames lose stability via a degenerate Hopf bifurcation. Analysis of the equation suggests the possibility of a singularity developing in finite time.
Optimal analytic method for the nonlinear Hasegawa-Mima equation
NASA Astrophysics Data System (ADS)
Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle
2014-05-01
The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.
A new perturbative approach to nonlinear partial differential equations
Bender, C.M.; Boettcher, S. ); Milton, K.A. )
1991-11-01
This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accurate and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.
Transformation matrices between non-linear and linear differential equations
NASA Technical Reports Server (NTRS)
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
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
NASA Astrophysics Data System (ADS)
Olivares-Rivas, Wilmer; Colmenares, Pedro J.
2016-09-01
The non-static generalized Langevin equation and its corresponding Fokker-Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external force was obtained analytically. The non-Markovian stochastic differential equation, associated to the dynamics of the position under a colored noise, was then applied to the description of the dynamics and persistence time of particles constrained within absorbing barriers. Comparisons with molecular dynamics were very satisfactory.
Numerical solution of control problems governed by nonlinear differential equations
Heinkenschloss, M.
1994-12-31
In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.
Multi-soliton rational solutions for some nonlinear evolution equations
NASA Astrophysics Data System (ADS)
Osman, Mohamed S.
2016-01-01
The Korteweg-de Vries equation (KdV) and the (2+ 1)-dimensional Nizhnik-Novikov-Veselov system (NNV) are presented. Multi-soliton rational solutions of these equations are obtained via the generalized unified method. The analysis emphasizes the power of this method and its capability of handling completely (or partially) integrable equations. Compared with Hirota's method and the inverse scattering method, the proposed method gives more general exact multi-wave solutions without much additional effort. The results show that, by virtue of symbolic computation, the generalized unified method may provide us with a straightforward and effective mathematical tool for seeking multi-soliton rational solutions for solving many nonlinear evolution equations arising in different branches of sciences.
Generalized creation and annihilation operators via complex nonlinear Riccati equations
NASA Astrophysics Data System (ADS)
Schuch, Dieter; Castaños, Octavio; Rosas-Ortiz, Oscar
2013-06-01
Based on Gaussian wave packet solutions of the time-dependent Schrödinger equation, a generalization of the conventional creation and annihilation operators and the corresponding coherent states can be obtained. This generalization includes systems where also the width of the coherent states is time-dependent as they occur for harmonic oscillators with time-dependent frequency or systems in contact with a dissipative environment. The key point is the replacement of the frequency ω0 that occurs in the usual definition of the creation/annihilation operator by a complex time-dependent function that fulfils a nonlinear Riccati equation. This equation and its solutions depend on the system under consideration and on the (complex) initial conditions. Formal similarities also exist with supersymmetric quantum mechanics. The generalized creation and annihilation operators also allow to construct exact analytic solutions of the free motion Schrödinger equation in terms of Hermite polynomials with time-dependent variable.
Nonzero solutions of nonlinear integral equations modeling infectious disease
Williams, L.R.; Leggett, R.W.
1982-01-01
Sufficient conditions to insure the existence of periodic solutions to the nonlinear integral equation, x(t) = ..integral../sup t//sub t-tau/f(s,x(s))ds, are given in terms of simple product and product integral inequalities. The equation can be interpreted as a model for the spread of infectious diseases (e.g., gonorrhea or any of the rhinovirus viruses) if x(t) is the proportion of infectives at time t and f(t,x(t)) is the proportion of new infectives per unit time.
Solving nonlinear evolution equation system using two different methods
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.
2015-12-01
This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.
Unitary qubit extremely parallelized algorithms for coupled nonlinear Schrodinger equations
NASA Astrophysics Data System (ADS)
Oganesov, Armen; Flint, Chris; Vahala, George; Vahala, Linda; Yepez, Jeffrey; Soe, Min
2015-11-01
The nonlinear Schrodinger equation (NLS) is a ubiquitous equation occurring in plasma physics, nonlinear optics and in Bose Einstein condensates. Viewed from the BEC standpoint of phase transitions, the wave function is the order parameter and topological defects in that manifold are simply the vortices, which for a scalar NLS have quantized circulation. In multi-species NLS the topological nature of the vortices are radically different with some classes of vortices no longer having quantized circulation as in classical turbulence. Moreover, some of the vortex equivalence classes need no longer be Abelian. This strongly effects the permitted vortex reconnections. The effect of these structures on the spectral properties of the ensuing turbulence will be investigated. Our 3D algorithm is based on a novel unitary qubit lattice scheme that is ideally parallelized - tested up to 780 000 cores on Mira. This scheme is mesoscopic (like lattice Boltzmann), but fully unitary (unlike LB). Supported by NSF, DoD.
Numerical study of fractional nonlinear Schrödinger equations
Klein, Christian; Sparber, Christof; Markowich, Peter
2014-01-01
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604
The exotic conformal Galilei algebra and nonlinear partial differential equations
NASA Astrophysics Data System (ADS)
Cherniha, Roman; Henkel, Malte
2010-09-01
The conformal Galilei algebra (CGA) and the exotic conformal Galilei algebra (ECGA) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single second-order PDEs invariant under the CGA but systems of PDEs can admit this algebra. Moreover, a wide class of nonlinear PDEs exists, which are conditionally invariant under CGA. It is further shown that there are systems of non-linear PDEs admitting ECGA with the realisation obtained very recently in [D. Martelli and Y. Tachikawa, arXiv:0903.5184v2 [hep-th] (2009)]. Moreover, wide classes of non-linear systems, invariant under two different 10-dimensional subalgebras of ECGA are explicitly constructed and an example with possible physical interpretation is presented.
Parallel iterative methods for sparse linear and nonlinear equations
NASA Technical Reports Server (NTRS)
Saad, Youcef
1989-01-01
As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.
Fast neural solution of a nonlinear wave equation
NASA Technical Reports Server (NTRS)
Toomarian, Nikzad; Barhen, Jacob
1992-01-01
A neural algorithm for rapidly simulating a certain class of nonlinear wave phenomena using analog VLSI neural hardware is presented and applied to the Korteweg-de Vries partial differential equation. The corresponding neural architecture is obtained from a pseudospectral representation of the spatial dependence, along with a leap-frog scheme for the temporal evolution. Numerical simulations demonstrated the robustness of the proposed approach.
Nonlinear Generalized Hydrodynamic Wave Equations in Strongly Coupled Dusty Plasmas
Veeresha, B. M.; Sen, A.; Kaw, P. K.
2008-09-07
A set of nonlinear equations for the study of low frequency waves in a strongly coupled dusty plasma medium is derived using the phenomenological generalized hydrodynamic (GH) model and is used to study the modulational stability of dust acoustic waves to parallel perturbations. Dust compressibility contributions arising from strong Coulomb coupling effects are found to introduce significant modifications in the threshold and range of the instability domain.
Fast Neural Solution Of A Nonlinear Wave Equation
NASA Technical Reports Server (NTRS)
Barhen, Jacob; Toomarian, Nikzad
1996-01-01
Neural algorithm for simulation of class of nonlinear wave phenomena devised. Numerically solves special one-dimensional case of Korteweg-deVries equation. Intended to be executed rapidly by neural network implemented as charge-coupled-device/charge-injection device, very-large-scale integrated-circuit analog data processor of type described in "CCD/CID Processors Would Offer Greater Precision" (NPO-18972).
Dispersion relation equation preserving FDTD method for nonlinear cubic Schrödinger equation
NASA Astrophysics Data System (ADS)
Sheu, Tony W. H.; Le Lin
2015-10-01
In this study we aim to solve the cubic nonlinear Schrödinger (CNLS) equation by the method of fractional steps. Over a time step from tn to tn+1, the linear part of the Schrödinger equation is solved firstly through four time integration steps. In this part of the simulation, the explicit symplectic scheme of fourth order accuracy is adopted to approximate the time derivative term. The second-order spatial derivative term in the linear Schrödinger equation is approximated by centered scheme. The resulting symplectic and space centered difference scheme renders an optimized numerical dispersion relation equation. In the second part of the simulation, the solution of the nonlinear equation is computed exactly thanks to the embedded invariant nature within each time increment. The proposed semi-discretized difference scheme underlying the modified equation analysis of second kind and the method of dispersion error minimization has been assessed in terms of the spatial modified wavenumber or the temporal angular frequency resolution. Several problems have been solved to show that application of this new finite difference scheme for the calculation of one- and two-dimensional Schrödinger equations can deemed conserve Hamiltonian quantities and preserve dispersion relation equation (DRE).
NASA Astrophysics Data System (ADS)
Lu, Bin
2012-06-01
In this Letter, the fractional derivatives in the sense of modified Riemann-Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations.
Improved algorithm for solving nonlinear parabolized stability equations
NASA Astrophysics Data System (ADS)
Zhao, Lei; Zhang, Cun-bo; Liu, Jian-xin; Luo, Ji-sheng
2016-08-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. Project supported by the National Natural Science Foundation of China (Grant Nos. 11332007 and 11402167).
Improved algorithm for solving nonlinear parabolized stability equations
NASA Astrophysics Data System (ADS)
Zhao, Lei; Zhang, Cun-bo; Liu, Jian-xin; Luo, Ji-sheng
2016-08-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. Project supported by the National Natural Science Foundation of China (Grant Nos. 11332007 and 11402167).
NASA Astrophysics Data System (ADS)
Nguyen, L.-H.; Tan, H.-S.; Parwani, R. R.
2008-08-01
A nonlinear Schrodinger equation, that had been obtained within the context of the maximum uncertainty principle, has the form of a difference-differential equation and exhibits some interesting properties. Here we discuss that equation in the regime where the nonlinearity length scale is large compared to the deBroglie wavelength; just as in the perturbative regime, the equation again displays some universality. We also briefly discuss stationary solutions to a naturally induced discretisation of that equation.
NASA Astrophysics Data System (ADS)
Liu, Hanze
2016-07-01
In this paper, the combination of generalized symmetry classification and recursion operator method is developed for dealing with nonlinear diffusion equations (NLDEs). Through the combination approach, all of the second and third-order generalized symmetries of the general nonlinear diffusion equation are obtained. As its special case, the recursion operators of the nonlinear heat conduction equation are constructed, and the integrable properties of the nonlinear equations are considered. Furthermore, the exact and explicit solutions generated from the generalized symmetries are investigated.
Fast numerical treatment of nonlinear wave equations by spectral methods
Skjaeraasen, Olaf; Robinson, P. A.; Newman, D. L.
2011-02-15
A method is presented that accelerates spectral methods for numerical solution of a broad class of nonlinear partial differential wave equations that are first order in time and that arise in plasma wave theory. The approach involves exact analytical treatment of the linear part of the wave evolution including growth and damping as well as dispersion. After introducing the method for general scalar and vector equations, we discuss and illustrate it in more detail in the context of the coupling of high- and low-frequency plasma wave modes, as modeled by the electrostatic and electromagnetic Zakharov equations in multiple dimensions. For computational efficiency, the method uses eigenvector decomposition, which is particularly advantageous when the wave damping is mode-dependent and anisotropic in wavenumber space. In this context, it is shown that the method can significantly speed up numerical integration relative to standard spectral or finite difference methods by allowing much longer time steps, especially in the limit in which the nonlinear Schroedinger equation applies.
A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
NASA Astrophysics Data System (ADS)
Delgado-Vences, Francisco; Flandoli, Franco
2016-08-01
We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the Ornstein-Uhlenbeck semigroup associated to the Kolmogorov equation. This allows us to write the solution of the Kolmogorov equation as a deterministic version of the Wiener-Chaos Expansion. By using this expansion we reformulate the Kolmogorov equation as an infinite system of ordinary differential equations, and by truncating it we set a linear finite system of differential equations. The solution of such system allow us to build an approximation to the solution of the Kolmogorov equations. We test the numerical method with the Kolmogorov equations associated with a stochastic diffusion equation, a Fisher-KPP stochastic equation and a stochastic Burgers equation in dimension 1.
Traveling kinks in cubic nonlinear Ginzburg-Landau equations.
Rosu, H C; Cornejo-Pérez, O; Ojeda-May, P
2012-03-01
Nonlinear cubic Euler-Lagrange equations of motion in the traveling variable are usually derived from Ginzburg-Landau free energy functionals frequently encountered in several fields of physics. Many authors considered in the past damped versions of such equations, with the damping term added by hand simulating the friction due to the environment. It is known that even in this damped case kink solutions can exist. By means of a factorization method, we provide analytic formulas for several possible kink solutions of such equations of motion in the undriven and constant field driven cases, including the recently introduced Riccati parameter kinks, which were not considered previously in such a context. The latter parameter controls the delay of the switching stage of the kinks. The delay is caused by antikink components that are introduced in the structure of the solution through this parameter. PMID:22587214
Equations for Nonlinear MHD Convection in Shearless Magnetic Systems
Pastukhov, V.P.
2005-07-15
A closed set of reduced dynamic equations is derived that describe nonlinear low-frequency flute MHD convection and resulting nondiffusive transport processes in weakly dissipative plasmas with closed or open magnetic field lines. The equations obtained make it possible to self-consistently simulate transport processes and the establishment of the self-consistent plasma temperature and density profiles for a large class of axisymmetric nonparaxial shearless magnetic devices: levitated dipole configurations, mirror systems, compact tori, etc. Reduced equations that are suitable for modeling the long-term evolution of the plasma on time scales comparable to the plasma lifetime are derived by the method of the adiabatic separation of fast and slow motions.
Nonlinear electromagnetic gyrokinetic equations for rotating axisymmetric plasmas
Artun, M.; Tang, W.M.
1994-03-01
The influence of sheared equilibrium flows on the confinement properties of tokamak plasmas is a topic of much current interest. A proper theoretical foundation for the systematic kinetic analysis of this important problem has been provided here by presented the derivation of a set of nonlinear electromagnetic gyrokinetic equations applicable to low frequency microinstabilities in a rotating axisymmetric plasma. The subsonic rotation velocity considered is in the direction of symmetry with the angular rotation frequency being a function of the equilibrium magnetic flux surface. In accordance with experimental observations, the rotation profile is chosen to scale with the ion temperature. The results obtained represent the shear flow generalization of the earlier analysis by Frieman and Chen where such flows were not taken into account. In order to make it readily applicable to gyrokinetic particle simulations, this set of equations is cast in a phase-space-conserving continuity equation form.
Solovchuk, Maxim; Sheu, Tony W H; Thiriet, Marc
2013-11-01
This study investigates the influence of blood flow on temperature distribution during high-intensity focused ultrasound (HIFU) ablation of liver tumors. A three-dimensional acoustic-thermal-hydrodynamic coupling model is developed to compute the temperature field in the hepatic cancerous region. The model is based on the nonlinear Westervelt equation, bioheat equations for the perfused tissue and blood flow domains. The nonlinear Navier-Stokes equations are employed to describe the flow in large blood vessels. The effect of acoustic streaming is also taken into account in the present HIFU simulation study. A simulation of the Westervelt equation requires a prohibitively large amount of computer resources. Therefore a sixth-order accurate acoustic scheme in three-point stencil was developed for effectively solving the nonlinear wave equation. Results show that focused ultrasound beam with the peak intensity 2470 W/cm(2) can induce acoustic streaming velocities up to 75 cm/s in the vessel with a diameter of 3 mm. The predicted temperature difference for the cases considered with and without acoustic streaming effect is 13.5 °C or 81% on the blood vessel wall for the vein. Tumor necrosis was studied in a region close to major vessels. The theoretical feasibility to safely necrotize the tumors close to major hepatic arteries and veins was shown. PMID:24180802
Nonlinear damping model for flexible structures. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Zang, Weijian
1990-01-01
The study of nonlinear damping problem of flexible structures is addressed. Both passive and active damping, both finite dimensional and infinite dimensional models are studied. In the first part, the spectral density and the correlation function of a single DOF nonlinear damping model is investigated. A formula for the spectral density is established with O(Gamma(sub 2)) accuracy based upon Fokker-Planck technique and perturbation. The spectral density depends upon certain first order statistics which could be obtained if the stationary density is known. A method is proposed to find the approximate stationary density explicitly. In the second part, the spectral density of a multi-DOF nonlinear damping model is investigated. In the third part, energy type nonlinear damping model in an infinite dimensional setting is studied.
On the nonlinear Schrodinger equation with nonzero boundary conditions
NASA Astrophysics Data System (ADS)
Fagerstrom, Emily
This thesis is concerned with the study of the nonlinear Schrodinger (NLS) equation, which is important both from a physical and a mathematical point of view. In physics, it is a universal model for the evolutions of weakly nonlinear dispersive wave trains. As such it appears in many physical contexts, such as optics, acoustics, plasmas, biology, etc. Mathematically, it is a completely integrable, infinite-dimensional Hamiltonian system, and possesses a surprisingly rich structure. This equation has been extensively studied in the last 50 years, but many important questions are still open. In particular, this thesis contains the following original contributions: NLS with real spectral singularities. First, the focusing NLS equation is considered with decaying initial conditions. This situation has been studied extensively before, but the assumption is almost always made that the scattering coefficients have no real zeros, and thus the scattering data had no poles on the real axis. However, it is easy to produce example potentials with this behavior. For example, by modifying parameters in Satsuma-Yajima's sech potential, or by choosing a "box" potential with a particular area, one can obtain corresponding scattering entries with real zeros. The inverse scattering transform can be implemented by formulating the modified Jost eigenfunctions and the scattering data as a Riemann Hilbert problem. But it can also be formulated by using integral kernels. Doing so produces the Gelf'and-Levitan-Marchenko (GLM) equations. Solving these integral equations requires integrating an expression containing the reflection coefficient over the real axis. Under the usual assumption, the reflection coefficient has no poles on the real axis. In general, the integration contour cannot be deformed to avoid poles, because the reflection coefficient may not admit analytic extension off the real axis. Here it is shown that the GLM equations may be (uniquely) solved using a principal value
Vortex Solutions of the Defocusing Discrete Nonlinear Schroedinger Equation
Cuevas, J.; Kevrekidis, P. G.; Law, K. J. H.
2009-09-09
We consider the existence, stability and dynamical evolution of dark vortex states in the two-dimensional defocusing DNLS equation, a model of interest both to atomic physics and to nonlinear optics. Our considerations are chiefly based on initializing such vortex configurations at the anti-continuum limit of zero coupling between adjacent sites, and continuing them to finite values of the coupling. Discrete defocusing vortices become unstable past a critical coupling strength and, subsequently feature a cascade of alternating stabilization-destabilization windows for any finite lattice.
Ramaswamy, Rajesh; Sbalzarini, Ivo F; González-Segredo, Nélido
2011-01-28
Stochastic effects from correlated noise non-trivially modulate the kinetics of non-linear chemical reaction networks. This is especially important in systems where reactions are confined to small volumes and reactants are delivered in bursts. We characterise how the two noise sources confinement and burst modulate the relaxation kinetics of a non-linear reaction network around a non-equilibrium steady state. We find that the lifetimes of species change with burst input and confinement. Confinement increases the lifetimes of all species that are involved in any non-linear reaction as a reactant. Burst monotonically increases or decreases lifetimes. Competition between burst-induced and confinement-induced modulation may hence lead to a non-monotonic modulation. We quantify lifetime as the integral of the time autocorrelation function (ACF) of concentration fluctuations around a non-equilibrium steady state of the reaction network. Furthermore, we look at the first and second derivatives of the ACF, each of which is affected in opposite ways by burst and confinement. This allows discriminating between these two noise sources. We analytically derive the ACF from the linear Fokker-Planck approximation of the chemical master equation in order to establish a baseline for the burst-induced modulation at low confinement. Effects of higher confinement are then studied using a partial-propensity stochastic simulation algorithm. The results presented here may help understand the mechanisms that deviate stochastic kinetics from its deterministic counterpart. In addition, they may be instrumental when using fluorescence-lifetime imaging microscopy (FLIM) or fluorescence-correlation spectroscopy (FCS) to measure confinement and burst in systems with known reaction rates, or, alternatively, to correct for the effects of confinement and burst when experimentally measuring reaction rates.
Superposition of elliptic functions as solutions for a large number of nonlinear equations
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 as 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.
NASA Astrophysics Data System (ADS)
Matsuno, Yoshimasa
2004-02-01
The multisoliton solution of the Benjamin-Ono equation is derived from the system of nonlinear algebraic equations. This finding is unexpected from the scheme of the inverse scattering transform method, which constructs the multisoliton solution through the system of linear algebraic equations. The anlaysis developed here is also applied to the rational multisoliton solution of the Kadomtsev-Petviashvili equation.
New variable separation solutions for the generalized nonlinear diffusion equations
NASA Astrophysics Data System (ADS)
Fei-Yu, Ji; Shun-Li, Zhang
2016-03-01
The functionally generalized variable separation of the generalized nonlinear diffusion equations ut = A(u,ux)uxx + B(u,ux) is studied by using the conditional Lie-Bäcklund symmetry method. The variant forms of the considered equations, which admit the corresponding conditional Lie-Bäcklund symmetries, are characterized. To construct functionally generalized separable solutions, several concrete examples defined on the exponential and trigonometric invariant subspaces are provided. Project supported by the National Natural Science Foundation of China (Grant Nos. 11371293, 11401458, and 11501438), the National Natural Science Foundation of China, Tian Yuan Special Foundation (Grant No. 11426169), and the Natural Science Basic Research Plan in Shaanxi Province of China (Grant No. 2015JQ1014).
Modifications of weighted Monte Carlo algorithms for nonlinear kinetic equations
NASA Astrophysics Data System (ADS)
Korotchenko, M. A.; Mikhailov, G. A.; Rogasinsky, S. V.
2007-12-01
Test problems for the nonlinear Boltzmann and Smoluchowski kinetic equations are used to analyze the efficiency of various versions of weighted importance modeling as applied to the evolution of multiparticle ensembles. For coagulation problems, a considerable gain in computational costs is achieved via the approximate importance modeling of the “free path” of the ensemble combined with the importance modeling of the index of a pair of interacting particles. A weighted modification of the modeling of the initial velocity distribution was found to be the most efficient for model solutions to the Boltzmann equation. The technique developed can be useful as applied to real-life coagulation and relaxation problems for which the model problems considered give approximate solutions.
Difference equation state approximations for nonlinear hereditary control problems
NASA Technical Reports Server (NTRS)
Rosen, I. G.
1984-01-01
Discrete approximation schemes for the solution of nonlinear hereditary control problems are constructed. The methods involve approximation by a sequence of optimal control problems in which the original infinite dimensional state equation has been approximated by a finite dimensional discrete difference equation. Convergence of the state approximations is argued using linear semigroup theory and is then used to demonstrate that solutions to the approximating optimal control problems in some sense approximate solutions to the original control problem. Two schemes, one based upon piecewise constant approximation, and the other involving spline functions are discussed. Numerical results are presented, analyzed and used to compare the schemes to other available approximation methods for the solution of hereditary control problems. Previously announced in STAR as N83-33589
Difference equation state approximations for nonlinear hereditary control problems
NASA Technical Reports Server (NTRS)
Rosen, I. G.
1982-01-01
Discrete approximation schemes for the solution of nonlinear hereditary control problems are constructed. The methods involve approximation by a sequence of optimal control problems in which the original infinite dimensional state equation has been approximated by a finite dimensional discrete difference equation. Convergence of the state approximations is argued using linear semigroup theory and is then used to demonstrate that solutions to the approximating optimal control problems in some sense approximate solutions to the original control problem. Two schemes, one based upon piecewise constant approximation, and the other involving spline functions are discussed. Numerical results are presented, analyzed and used to compare the schemes to other available approximation methods for the solution of hereditary control problems.
Analytic lyapunov exponents in a classical nonlinear field equation
Franzosi; Gatto; Pettini; Pettini
2000-04-01
It is shown that the nonlinear wave equation partial differential(2)(t)straight phi- partial differential2xstraight phi-&mgr;(0) partial differential(x)( partial differential(x)straight phi)(3)=0, which is the continuum limit of the Fermi-Pasta-Ulam beta model, has a positive Lyapunov exponent lambda(1), whose analytic energy dependence is given. The result (a first example for field equations) is achieved by evaluating the lattice-spacing dependence of lambda(1) for the FPU model within the framework of a Riemannian description of Hamiltonian chaos. We also discuss a difficulty of the statistical mechanical treatment of this classical field system, which is absent in the dynamical description.
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
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.
The Gaussian radial basis function method for plasma kinetic theory
NASA Astrophysics Data System (ADS)
Hirvijoki, E.; Candy, J.; Belli, E.; Embréus, O.
2015-10-01
Description of a magnetized plasma involves the Vlasov equation supplemented with the non-linear Fokker-Planck collision operator. For non-Maxwellian distributions, the collision operator, however, is difficult to compute. In this Letter, we introduce Gaussian Radial Basis Functions (RBFs) to discretize the velocity space of the entire kinetic system, and give the corresponding analytical expressions for the Vlasov and collision operator. Outlining the general theory, we also highlight the connection to plasma fluid theories, and give 2D and 3D numerical solutions of the non-linear Fokker-Planck equation. Applications are anticipated in both astrophysical and laboratory plasmas.
Nonlinear periodic waves solutions of the nonlinear self-dual network equations
Laptev, Denis V. Bogdan, Mikhail M.
2014-04-15
The new classes of periodic solutions of nonlinear self-dual network equations describing the breather and soliton lattices, expressed in terms of the Jacobi elliptic functions have been obtained. The dependences of the frequencies on energy have been found. Numerical simulations of soliton lattice demonstrate their stability in the ideal lattice and the breather lattice instability in the dissipative lattice. However, the lifetime of such structures in the dissipative lattice can be extended through the application of ac driving terms.
Charged anisotropic matter with linear or nonlinear equation of state
Varela, Victor; Rahaman, Farook; Ray, Saibal; Chakraborty, Koushik; Kalam, Mehedi
2010-08-15
Ivanov pointed out substantial analytical difficulties associated with self-gravitating, static, isotropic fluid spheres when pressure explicitly depends on matter density. Simplifications achieved with the introduction of electric charge were noticed as well. We deal with self-gravitating, charged, anisotropic fluids and get even more flexibility in solving the Einstein-Maxwell equations. In order to discuss analytical solutions we extend Krori and Barua's method to include pressure anisotropy and linear or nonlinear equations of state. The field equations are reduced to a system of three algebraic equations for the anisotropic pressures as well as matter and electrostatic energy densities. Attention is paid to compact sources characterized by positive matter density and positive radial pressure. Arising solutions satisfy the energy conditions of general relativity. Spheres with vanishing net charge contain fluid elements with unbounded proper charge density located at the fluid-vacuum interface. Notably the electric force acting on these fluid elements is finite, although the acting electric field is zero. Net charges can be huge (10{sup 19}C) and maximum electric field intensities are very large (10{sup 23}-10{sup 24} statvolt/cm) even in the case of zero net charge. Inward-directed fluid forces caused by pressure anisotropy may allow equilibrium configurations with larger net charges and electric field intensities than those found in studies of charged isotropic fluids. Links of these results with charged strange quark stars as well as models of dark matter including massive charged particles are highlighted. The van der Waals equation of state leading to matter densities constrained by cubic polynomial equations is briefly considered. The fundamental question of stability is left open.
NASA Astrophysics Data System (ADS)
Yao, Ruo-Xia; Wang, Wei; Chen, Ting-Hua
2014-11-01
Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.
NASA Astrophysics Data System (ADS)
Zhang, Jiefang; Dai, Chaoqing
2005-05-01
By the use of an auxiliary equation, we find bright and dark optical soliton and other soliton solutions for the higher-order nonlinear Schrodinger equation (NLSE) with fourth-order dispersion (FOD), cubic-quintic terms, self-steepening, and nonlinear dispersive terms. Moreover, we give the formation condition of the bright and dark solitons for this higher-order NLSE.
Belmonte-Beitia, J.; Cuevas, J.
2011-03-15
In this paper, we give a proof of the existence of stationary dark soliton solutions or heteroclinic orbits of nonlinear equations of Schroedinger type with periodic inhomogeneous nonlinearity. The result is illustrated with examples of dark solitons for cubic and photorefractive nonlinearities.
Numerical solution of the nonlinear Schrödinger equation with wave operator on unbounded domains.
Li, Hongwei; Wu, Xiaonan; Zhang, Jiwei
2014-09-01
In this paper, we generalize the unified approach proposed in Zhang et al. [J. Zhang, Z. Xu, and X. Wu, Phys. Rev. E 78, 026709 (2008)] to design the nonlinear local absorbing boundary conditions (LABCs) for the nonlinear Schrödinger equation with wave operator on unbounded domains. In fact, based on the methodology underlying the unified approach, we first split the original equation into two parts-the linear equation and the nonlinear equation-then achieve a one-way operator to approximate the linear equation to make the wave outgoing, and finally combine the one-way operator with the nonlinear equation to achieve the nonlinear LABCs. The stability of the equation with the nonlinear LABCs is also analyzed by introducing some auxiliary variables, and some numerical examples are presented to verify the accuracy and effectiveness of our proposed method.
An effective analytic approach for solving nonlinear fractional partial differential equations
NASA Astrophysics Data System (ADS)
Ma, Junchi; Zhang, Xiaolong; Liang, Songxin
2016-08-01
Nonlinear fractional differential equations are widely used for modelling problems in applied mathematics. A new analytic approach with two parameters c1 and c2 is first proposed for solving nonlinear fractional partial differential equations. These parameters are used to improve the accuracy of the resulting series approximations. It turns out that much more accurate series approximations are obtained by choosing proper values of c1 and c2. To demonstrate the applicability and effectiveness of the new method, two typical fractional partial differential equations, the nonlinear gas dynamics equation and the nonlinear KdV-Burgers equation, are solved.
Fully Electromagnetic Nonlinear Gyrokinetic Equations for Tokamak Edge Turbulence
Hahm, T. S.; Wang, Lu; Madsen, J.
2008-08-01
An energy conserving set of the fully electromagnetic nonlinear gyrokinetic Vlasov equation and Maxwell's equations, which is applicable to both L-mode turbulence with large amplitude and H-mode turbulence in the presence of high E Χ B shear has been derived. The phase-space action variational Lie perturbation method ensures the preservation of the conservation laws of the underlying Vlasov-Maxwell system. Our generalized ordering takes ρ_{i}<< ρ_{θ¡} ~ L_{E} ~ L_{p} << R (here ρ_{i} is the thermal ion Larmor radius and ρ_{θ¡} = B/B_{θ}] ρ_{i}), as typically observed in the tokamak H-mode edge, with LE and Lp being the radial electric field and pressure gradient lengths. We take κ perpendicular to ρ_{i} ~ 1 for generality, and keep the relative fluctuation amplitudes eδφ /Τ_{i} ~ δΒ / Β up to the second order. Extending the electrostatic theory in the presence of high E Χ B shear [Hahm, Phys. Plasmas 3, 4658 (1996)], contributions of electromagnetic fluctuations to the particle charge density and current are explicitly evaluated via pull-back transformation from the gyrocenter distribution function in the gyrokinetic Maxwell's equation.
NASA Astrophysics Data System (ADS)
Kengne, Emmanuel; Saydé, Michel; Ben Hamouda, Fathi; Lakhssassi, Ahmed
2013-11-01
Analytical entire traveling wave solutions to the 1+1 density-dependent nonlinear reaction-diffusion equation via the extended generalized Riccati equation mapping method are presented in this paper. This equation can be regarded as an extension case of the Fisher-Kolmogoroff equation, which is used for studying insect and animal dispersal with growth dynamics. The analytical solutions are then used to investigate the effect of equation parameters on the population distribution.
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. PMID:25013858
NASA Astrophysics Data System (ADS)
Martens, W.; von Wagner, U.; Litak, G.
2013-09-01
Recent years have shown increasing interest of researchers in energy harvesting systems designed to generate electrical energy from ambient energy sources, such as mechanical excitations. In a lot of cases excitation patterns of such systems exhibit random rather than deterministic behaviour with broad-band frequency spectra. In this paper, we study the efficiency of vibration energy harvesting systems with stochastic ambient excitations by solving corresponding Fokker-Planck equations. In the system under consideration, mechanical energy is transformed by a piezoelectric transducer in the presence of mechanical potential functions which are governed by magnetic fields applied to the device. Depending on the magnet positions and orientations the vibrating piezo beam system is subject to characteristic potential functions, including single and double well shapes. Considering random excitation, the probability density function (pdf) of the state variables can be calculated by solving the corresponding Fokker-Planck equation. For this purpose, the pdf is expanded into orthogonal polynomials specially adapted to the problem and the residual is minimized by a Galerkin procedure. The power output has been estimated as a function of basic potential function parameters determining the characteristic pdf shape.
Stability of solitary waves in the nonlinear Dirac equation with arbitrary nonlinearity.
Shao, Sihong; Quintero, Niurka R; Mertens, Franz G; Cooper, Fred; Khare, Avinash; Saxena, Avadh
2014-09-01
We consider the nonlinear Dirac equation in 1 + 1 dimension with scalar-scalar self interaction g(2)/κ+1(̅ΨΨ)(κ+1) and with mass m. Using the exact analytic form for rest frame solitary waves of the form Ψ(x,t)=ψ(x)e(-iωt) for arbitrary κ, we discuss the validity of various approaches to understanding stability that were successful for the nonlinear Schrödinger equation. In particular we study the validity of a version of Derrick's theorem and the criterion of Bogolubsky as well as the Vakhitov-Kolokolov criterion, and find that these criteria yield inconsistent results. Therefore, we study the stability by numerical simulations using a recently developed fourth-order operator splitting integration method. For different ranges of κ we map out the stability regimes in ω. We find that all stable nonlinear Dirac solitary waves have a one-hump profile, but not all one-hump waves are stable, while all waves with two humps are unstable. We also find that the time t(c), it takes for the instability to set in, is an exponentially increasing function of ω and t(c) decreases monotonically with increasing κ. PMID:25314512
Code System for Solving Nonlinear Systems of Equations via the Gauss-Newton Method.
1981-08-31
Version 00 REGN solves nonlinear systems of numerical equations in difficult cases: high nonlinearity, poor initial approximations, a large number of unknowns, ill condition or degeneracy of a problem.
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)
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)
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.
Islam, Md Shafiqul; Khan, Kamruzzaman; Akbar, M Ali; Mastroberardino, Antonio
2014-10-01
The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin-Bona-Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering.
NASA Astrophysics Data System (ADS)
Reyes, M. A.; Gutiérrez-Ruiz, D.; Mancas, S. C.; Rosu, H. C.
2016-01-01
We present an approach to the bright soliton solution of the nonlinear Schrödinger (NLS) equation from the standpoint of introducing a constant potential term in the equation. We discuss a “nongauge” bright soliton for which both the envelope and the phase depend only on the traveling variable. We also construct a family of generalized NLS equations with solitonic sechp solutions in the traveling variable and find an exact equivalence with other nonlinear equations, such as the Korteveg-de Vries (KdV) and Benjamin-Bona-Mahony (BBM) equations when p = 2.
Islam, Md. Shafiqul; Khan, Kamruzzaman; Akbar, M. Ali; Mastroberardino, Antonio
2014-01-01
The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin–Bona–Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering. PMID:26064530
Canonical equations of Hamilton for the nonlinear Schrödinger equation
NASA Astrophysics Data System (ADS)
Liang, Guo; Guo, Qi; Ren, Zhanmei
2015-09-01
We define two different systems of mathematical physics: the second order differential system (SODS) and the first order differential system (FODS). The Newton's second law of motion and the nonlinear Schrödinger equation (NLSE) are the exemplary SODS and FODS, respectively. We obtain a new kind of canonical equations of Hamilton (CEH), which exhibit some kind of symmetry in form and are formally different from the conventional CEH without symmetry [H. Goldstein, C. Poole, J. Safko, Classical Mechanics, third ed., Addison- Wesley, 2001]. We also prove that the number of the CEHs is equal to the number of the generalized coordinates for the FODS, but twice the number of the generalized coordinates for the SODS. We show that the FODS can only be expressed by the new CEH, but not introduced by the conventional CEH, while the SODS can be done by both the new and the conventional CEHs. As an example, we prove that the nonlinear Schrödinger equation can be expressed with the new CEH in a consistent way.
A globalization procedure for solving nonlinear systems of equations
NASA Astrophysics Data System (ADS)
Shi, Yixun
1996-09-01
A new globalization procedure for solving a nonlinear system of equationsF(x)D0 is proposed based on the idea of combining Newton step and the steepest descent step WITHIN each iteration. Starting with an arbitrary initial point, the procedure converges either to a solution of the system or to a local minimizer off(x)D1/2F(x)TF(x). Each iteration is chosen to be as close to a Newton step as possible and could be the Newton step itself. Asymptotically the Newton step will be taken in each iteration and thus the convergence is quadratic. Numerical experiments yield positive results. Further generalizations of this procedure are also discussed in this paper.
Standing waves for supercritical nonlinear Schrödinger equations
NASA Astrophysics Data System (ADS)
Dávila, Juan; del Pino, Manuel; Musso, Monica; Wei, Juncheng
Let V(x) be a non-negative, bounded potential in R, N⩾3 and p supercritical, p>{N+2}/{N-2}. We look for positive solutions of the standing-wave nonlinear Schrödinger equation Δu-V(x)u+u=0 in R, with u(x)→0 as |x|→+∞. We prove that if V(x)=o(|) as |x|→+∞, then for N⩾4 and p>{N+1}/{N-3} this problem admits a continuum of solutions. If in addition we have, for instance, V(x)=O(|) with μ>N, then this result still holds provided that N⩾3 and p>{N+2}/{N-2}. Other conditions for solvability, involving behavior of V at ∞, are also provided.
Hyperbolicity of the Nonlinear Models of Maxwell's Equations
NASA Astrophysics Data System (ADS)
Serre, Denis
. We consider the class of nonlinear models of electromagnetism that has been described by Coleman & Dill [7]. A model is completely determined by its energy density W(B,D). Viewing the electromagnetic field (B,D) as a 3×2 matrix, we show that polyconvexity of W implies the local well-posedness of the Cauchy problem within smooth functions of class Hs with s>1+d/2. The method follows that designed by Dafermos in his book [9] in the context of nonlinear elasticity. We use the fact that B×D is a (vectorial, non-convex) entropy, and we enlarge the system from 6 to 9 equations. The resulting system admits an entropy (actually the energy) that is convex. Since the energy conservation law does not derive from the system of conservation laws itself (Faraday's and Ampère's laws), but also needs the compatibility relations divB=divD=0 (the latter may be relaxed in order to take into account electric charges), the energy density is not an entropy in the classical sense. Thus the system cannot be symmetrized, strictly speaking. However, we show that the structure is close enough to symmetrizability, so that the standard estimates still hold true.
Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations
Kushner, Harold J.
2012-08-15
This two-part paper deals with 'foundational' issues that have not been previously considered in the modeling and numerical optimization of nonlinear stochastic delay systems. There are new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. There are two basic and interconnected themes for these models. The first, dealt with in this part, concerns the definition of admissible control. The classical definition of an admissible control as a nonanticipative relaxed control is inadequate for these models and needs to be extended. This is needed for the convergence proofs of numerical approximations for optimal controls as well as to have a well-defined model. It is shown that the new classes of admissible controls do not enlarge the range of the value functions, is closed (together with the associated paths) under weak convergence, and is approximatable by ordinary controls. The second theme, dealt with in Part II, concerns transportation equation representations, and their role in the development of numerical algorithms with much reduced memory and computational requirements.
Local error estimates for discontinuous solutions of nonlinear hyperbolic equations
NASA Technical Reports Server (NTRS)
Tadmor, Eitan
1989-01-01
Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.
The probability equation for the cosmological comoving curvature perturbation
Riotto, Antonio; Sloth, Martin S. E-mail: sloth@cern.ch
2011-10-01
Fluctuations of the comoving curvature perturbation with wavelengths larger than the horizon length are governed by a Langevin equation whose stochastic noise arise from the quantum fluctuations that are assumed to become classical at horizon crossing. The infrared part of the curvature perturbation performs a random walk under the action of the stochastic noise and, at the same time, it suffers a classical force caused by its self-interaction. By a path-interal approach and, alternatively, by the standard procedure in random walk analysis of adiabatic elimination of fast variables, we derive the corresponding Kramers-Moyal equation which describes how the probability distribution of the comoving curvature perturbation at a given spatial point evolves in time and is a generalization of the Fokker-Planck equation. This approach offers an alternative way to study the late time behaviour of the correlators of the curvature perturbation from infrared effects.
Nonlinear Dirac equation solitary waves in external fields.
Mertens, Franz G; Quintero, Niurka R; Cooper, Fred; Khare, Avinash; Saxena, Avadh
2012-10-01
We consider nonlinear Dirac equations (NLDE's) in the 1+1 dimension with scalar-scalar self-interaction g2/κ+1(Ψ[over ¯]Ψ)κ+1 in the presence of various external electromagnetic fields. We find exact solutions for special external fields and we study the behavior of solitary-wave solutions to the NLDE in the presence of a wide variety of fields in a variational approximation depending on collective coordinates which allows the position, width, and phase of these waves to vary in time. We find that in this approximation the position q(t) of the center of the solitary wave obeys the usual behavior of a relativistic point particle in an external field. For time-independent external fields, we find that the energy of the solitary wave is conserved but not the momentum, which becomes a function of time. We postulate that, similarly to the nonlinear Schrödinger equation (NLSE), a sufficient dynamical condition for instability to arise is that dP(t)/dq[over ̇](t)<0. Here P(t) is the momentum of the solitary wave, and q[over ̇] is the velocity of the center of the wave in the collective coordinate approximation. We found for our choices of external potentials that we always have dP(t)/dq[over ̇](t)>0, so, when instabilities do occur, they are due to a different source. We investigate the accuracy of our variational approximation using numerical simulations of the NLDE and find that, when the forcing term is small and we are in a regime where the solitary wave is stable, that the behavior of the solutions of the collective coordinate equations agrees very well with the numerical simulations. We found that the time evolution of the collective coordinates of the solitary wave in our numerical simulations, namely the position of the average charge density and the momentum of the solitary wave, provide good indicators for when the solitary wave first becomes unstable. When these variables stop being smooth functions of time (t), then the solitary wave starts to distort
Nonlinear Dirac equation solitary waves in external fields.
Mertens, Franz G; Quintero, Niurka R; Cooper, Fred; Khare, Avinash; Saxena, Avadh
2012-10-01
We consider nonlinear Dirac equations (NLDE's) in the 1+1 dimension with scalar-scalar self-interaction g2/κ+1(Ψ[over ¯]Ψ)κ+1 in the presence of various external electromagnetic fields. We find exact solutions for special external fields and we study the behavior of solitary-wave solutions to the NLDE in the presence of a wide variety of fields in a variational approximation depending on collective coordinates which allows the position, width, and phase of these waves to vary in time. We find that in this approximation the position q(t) of the center of the solitary wave obeys the usual behavior of a relativistic point particle in an external field. For time-independent external fields, we find that the energy of the solitary wave is conserved but not the momentum, which becomes a function of time. We postulate that, similarly to the nonlinear Schrödinger equation (NLSE), a sufficient dynamical condition for instability to arise is that dP(t)/dq[over ̇](t)<0. Here P(t) is the momentum of the solitary wave, and q[over ̇] is the velocity of the center of the wave in the collective coordinate approximation. We found for our choices of external potentials that we always have dP(t)/dq[over ̇](t)>0, so, when instabilities do occur, they are due to a different source. We investigate the accuracy of our variational approximation using numerical simulations of the NLDE and find that, when the forcing term is small and we are in a regime where the solitary wave is stable, that the behavior of the solutions of the collective coordinate equations agrees very well with the numerical simulations. We found that the time evolution of the collective coordinates of the solitary wave in our numerical simulations, namely the position of the average charge density and the momentum of the solitary wave, provide good indicators for when the solitary wave first becomes unstable. When these variables stop being smooth functions of time (t), then the solitary wave starts to distort
Finite time blowup of solutions to the nonlinear Schrödinger equation without gauge invariance
NASA Astrophysics Data System (ADS)
Fujiwara, Kazumasa; Ozawa, Tohru
2016-08-01
A lifespan estimate and a condition of the initial data for finite time blowup for the nonlinear Schrödinger equation are presented from a view point of ordinary differential equation (ODE) mechanism.
ON NONLINEAR EQUATIONS OF THE FORM F(x,\\, u,\\, Du,\\, \\Delta u) = 0
NASA Astrophysics Data System (ADS)
Soltanov, K. N.
1995-02-01
The Dirichlet problem for equations of the form F(x,\\, u,\\, Du,\\, \\Delta u) = 0 and also the initial boundary value problem for a parabolic equation with a nonlinearity are studied.Bibliography: 11 titles.
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.
Nonlinear diffusion equations as asymptotic limits of Cahn-Hilliard systems
NASA Astrophysics Data System (ADS)
Colli, Pierluigi; Fukao, Takeshi
2016-05-01
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media equation, Hele-Shaw profile, nonlinear diffusion of singular logarithmic type, nonlinear diffusion of Penrose-Fife type, fast diffusion equation and so on. Namely, by setting the suitable potential of the Cahn-Hilliard systems, all these problems can be obtained as limits of the Cahn-Hilliard related problems. Convergence results and error estimates are proved.
Extreme physical information and the nonlinear wave equation
NASA Astrophysics Data System (ADS)
Frieden, B. R.
1995-09-01
The nonlinear wave equation an be derived from a principle of extreme physical information (EPI) K. This is for a scenario where a probe electron moves through a medium in a weak magnetic field. The field is caused by a probabilistic line current source. Assume that the probability current density S of the electron is approximately constant, and directed parallel to the current source. Both the source probability amplitudes (rho) and the electron probability amplitudes (phi) are unknowns (called 'modes') of the problem. The net physical information K here consists of two components: functional K1[(phi) ] due to modes (phi) and K2[(rho) ] due to modes (rho) , respectively. To form K1[(phi) ], the Fisher information functional I1[(phi) ] for the electron modes is first constructed. This is of a fixed mathematical form. Then, a unitary transformation on (phi) to a physical space is sought that leaves I1 invariant, as form J1. This is, of course, the Fourier transformation, where the transform coordinates are momenta and I1 is essentially the mean-square electron momentum. Information K1[(phi) ] is then defined as (I1 - J1). Information K2 is formed similarly. The total information K is formed as the sum of the two components K1[(phi) ] and K2[(rho) ], by the additivity of Fisher information, and is then extremized in both (phi) and (rho) . Extremizing first in (rho) gives a Taylor series in powers of (phi) n*(phi) n, which is cut off at the quadratic term. Back-substituting this into the total Lagrangian gives one that is quadratic in (phi) n*(phi) n. Now varying (phi) * gives the required cubic wave equation in (phi) .
Higher-order nonlinear Schrodinger equations for simulations of surface wavetrains
NASA Astrophysics Data System (ADS)
Slunyaev, Alexey
2016-04-01
Numerous recent results of numerical and laboratory simulations of waves on the water surface claim that solutions of the weakly nonlinear theory for weakly modulated waves in many cases allow a smooth generalization to the conditions of strong nonlinearity and dispersion, even when the 'envelope' is difficult to determine. The conditionally 'strongly nonlinear' high-order asymptotic equations still imply the smallness of the parameter employed in the asymptotic series. Thus at some (unknown a priori) level of nonlinearity and / or dispersion the asymptotic theory breaks down; then the higher-order corrections become useless and may even make the description worse. In this paper we use the higher-order nonlinear Schrodinger (NLS) equation, derived in [1] (the fifth-order NLS equation, or next-order beyond the classic Dysthe equation [2]), for simulations of modulated deep-water wave trains, which attain very large steepness (below or beyond the breaking limit) due to the Benjamin - Feir instability. The results are compared with fully nonlinear simulations of the potential Euler equations as well as with the weakly nonlinear theories represented by the nonlinear Schrodinger equation and the classic Dysthe equation with full linear dispersion [2]. We show that the next-order Dysthe equation can significantly improve the description of strongly nonlinear wave dynamics compared with the lower-order asymptotic models. [1] A.V. Slunyaev, A high-order nonlinear envelope equation for gravity waves in finite-depth water. JETP 101, 926-941 (2005). [2] K. Trulsen, K.B. Dysthe, A modified nonlinear Schrödinger equation for broader bandwidth gravity waves on deep water. Wave Motion 24, 281-289 (1996).
New Traveling Wave Solutions for a Class of Nonlinear Evolution Equations
NASA Astrophysics Data System (ADS)
Bai, Cheng-Jie; Zhao, Hong; Xu, Heng-Ying; Zhang, Xia
The deformation mapping method is extended to solve a class of nonlinear evolution equations (NLEEs). Many types of explicit and exact traveling wave solutions, which contain solitary wave solutions, trigonometric function solutions, and Jacobian elliptic function solutions, are obtained by a simple algebraic transformation relation between the solutions of the NLEEs and those of the cubic nonlinear Klein-Gordon (NKG) equation.
Nonlinear self-adjointness and conservation laws for a porous medium equation with absorption
NASA Astrophysics Data System (ADS)
Gandarias, M. L.; Bruzón, M. S.
2013-10-01
We give conditions for a general porous medium equation to be nonlinear self-adjoint. By using the property of nonlinear self-adjointness we construct some conservation laws associated with classical and nonclassical generators of a porous medium equation with absorption.
Soliton Theory of Two-Dimensional Lattices: The Discrete Nonlinear Schroedinger Equation
Arevalo, Edward
2009-06-05
We theoretically investigate the motion of collective excitations in the two-dimensional nonlinear Schroedinger equation with cubic nonlinearity. The form of these excitations for a broad range of parameters is derived. Their evolution and interaction is numerically studied and the modulation instability is discussed. The case of saturable nonlinearity is revisited.
Analytical solutions for a nonlinear diffusion equation with convection and reaction
NASA Astrophysics Data System (ADS)
Valenzuela, C.; del Pino, L. A.; Curilef, S.
2014-12-01
Nonlinear diffusion equations with the convection and reaction terms are solved by using a power-law ansatz. This kind of equations typically appears in nonlinear problems of heat and mass transfer and flows in porous media. The solutions that we introduce in this work are analytical. At least, in the convection case, the result recovers its linear form as a special limit. In the reaction case, we define a class of nonlinearity to discuss the evolution of general solutions, we also add the Verhulst-like dynamics and global regulation. We think this method, based on this kind of ansatz, can also be applied to solve other nonlinear partial differential equations.
Linear homotopy solution of nonlinear systems of equations in geodesy
NASA Astrophysics Data System (ADS)
Paláncz, Béla; Awange, Joseph L.; Zaletnyik, Piroska; Lewis, Robert H.
2010-01-01
A fundamental task in geodesy is solving systems of equations. Many geodetic problems are represented as systems of multivariate polynomials. A common problem in solving such systems is improper initial starting values for iterative methods, leading to convergence to solutions with no physical meaning, or to convergence that requires global methods. Though symbolic methods such as Groebner bases or resultants have been shown to be very efficient, i.e., providing solutions for determined systems such as 3-point problem of 3D affine transformation, the symbolic algebra can be very time consuming, even with special Computer Algebra Systems (CAS). This study proposes the Linear Homotopy method that can be implemented easily in high-level computer languages like C++ and Fortran that are faster than CAS by at least two orders of magnitude. Using Mathematica, the power of Homotopy is demonstrated in solving three nonlinear geodetic problems: resection, GPS positioning, and affine transformation. The method enlarging the domain of convergence is found to be efficient, less sensitive to rounding of numbers, and has lower complexity compared to other local methods like Newton-Raphson.
Similarity solutions to nonlinear heat conduction and Burgers/Korteweg-deVries fractional equations
NASA Astrophysics Data System (ADS)
Djordjevic, Vladan D.; Atanackovic, Teodor M.
2008-12-01
We analyze self-similar solutions to a nonlinear fractional diffusion equation and fractional Burgers/Korteweg-deVries equation in one spatial variable. By using Lie-group scaling transformation, we determined the similarity solutions. After the introduction of the similarity variables, both problems are reduced to ordinary nonlinear fractional differential equations. In two special cases exact solutions to the ordinary fractional differential equation, which is derived from the diffusion equation, are presented. In several other cases the ordinary fractional differential equations are solved numerically, for several values of governing parameters. In formulating the numerical procedure, we use special representation of a fractional derivative that is recently obtained.
Is the Langevin phase equation an efficient model for oscillating neurons?
NASA Astrophysics Data System (ADS)
Ota, Keisuke; Tsunoda, Takamasa; Omori, Toshiaki; Watanabe, Shigeo; Miyakawa, Hiroyoshi; Okada, Masato; Aonishi, Toru
2009-12-01
The Langevin phase model is an important canonical model for capturing coherent oscillations of neural populations. However, little attention has been given to verifying its applicability. In this paper, we demonstrate that the Langevin phase equation is an efficient model for neural oscillators by using the machine learning method in two steps: (a) Learning of the Langevin phase model. We estimated the parameters of the Langevin phase equation, i.e., a phase response curve and the intensity of white noise from physiological data measured in the hippocampal CA1 pyramidal neurons. (b) Test of the estimated model. We verified whether a Fokker-Planck equation derived from the Langevin phase equation with the estimated parameters could capture the stochastic oscillatory behavior of the same neurons disturbed by periodic perturbations. The estimated model could predict the neural behavior, so we can say that the Langevin phase equation is an efficient model for oscillating neurons.
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.
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.
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
Konotop, V.V.; Pacciani, P.
2005-06-24
It is proven that periodically varying and sign definite nonlinearity in a general case does not prevent collapse in two-dimensional and three-dimensional nonlinear Schroedinger equations: at any oscillation frequency of the nonlinearity blowing up solutions exist. Contrary to the results known for a sign-alternating nonlinearity, an increase of the frequency of oscillations accelerates collapse. The effect is discussed from the viewpoint of scaling arguments. For the three-dimensional case a sufficient condition for the existence of collapse is rigorously established. The results are discussed in the context of the mean field theory of Bose-Einstein condensates with time-dependent scattering length.
A simple and direct method for generating travelling wave solutions for nonlinear equations
Bazeia, D. Das, Ashok; Silva, A.
2008-05-15
We propose a simple and direct method for generating travelling wave solutions for nonlinear integrable equations. We illustrate how nontrivial solutions for the KdV, the mKdV and the Boussinesq equations can be obtained from simple solutions of linear equations. We describe how using this method, a soliton solution of the KdV equation can yield soliton solutions for the mKdV as well as the Boussinesq equations. Similarly, starting with cnoidal solutions of the KdV equation, we can obtain the corresponding solutions for the mKdV as well as the Boussinesq equations. Simple solutions of linear equations can also lead to cnoidal solutions of nonlinear systems. Finally, we propose and solve some new families of KdV equations and show how soliton solutions are also obtained for the higher order equations of the KdV hierarchy using this method.
On the Stability of Self-Similar Solutions to Nonlinear Wave Equations
NASA Astrophysics Data System (ADS)
Costin, Ovidiu; Donninger, Roland; Glogić, Irfan; Huang, Min
2016-04-01
We consider an explicit self-similar solution to an energy-supercritical Yang-Mills equation and prove its mode stability. Based on earlier work by one of the authors, we obtain a fully rigorous proof of the nonlinear stability of the self-similar blowup profile. This is a large-data result for a supercritical wave equation. Our method is broadly applicable and provides a general approach to stability problems related to self-similar solutions of nonlinear wave equations.
New solitary wave solutions of some nonlinear evolution equations with distinct physical structures
NASA Astrophysics Data System (ADS)
Sakthivel, Rathinasamy; Chun, Changbum
2008-12-01
In this paper, we obtain solitary wave solutions for some nonlinear partial differential equations. The Exp-function method is used to establish solitary wave solutions for Calogero-Bogoyavlenskii-Schiff and general modified Degasperis-Procesi and Camassa-Holm equations. The result shows that the Exp-function method yields new and more general solutions. Moreover, this method with the aid of symbolic computation provides a very effective and powerful mathematical tool for solving nonlinear evolution equations arising in mathematical physics.
NASA Astrophysics Data System (ADS)
Mohammed, K. Elboree
2015-10-01
In this paper, we investigate the traveling wave solutions for the nonlinear dispersive equation, Korteweg-de Vries Zakharov-Kuznetsov (KdV-ZK) equation and complex coupled KdV system by using extended simplest equation method, and then derive the hyperbolic function solutions include soliton solutions, trigonometric function solutions include periodic solutions with special values for double parameters and rational solutions. The properties of such solutions are shown by figures. The results show that this method is an effective and a powerful tool for handling the solutions of nonlinear partial differential equations (NLEEs) in mathematical physics.
Hierarchies of nonlinear integrable equations and their symmetries in 2 + 1 dimensions
NASA Astrophysics Data System (ADS)
Cheng, Yi
1990-11-01
For a given nonlinear integrable equation in 2 + 1 dimensions, an approach is described to construct the hierarchies of equations and relevant Lie algebraic properties. The commutability and noncommutability of equations of the flow, their symmetries and mastersymmetries are then derived as direct results of these algebraic properties. The details for the modified Kadomtsev-Petviashvilli equation are shown as an example and the main results for the (2 + 1)-dimensional Caudrey-Dodd-Gibbon-Katera-Sawada equation are given.
On a hierarchy of nonlinearly dispersive generalized Korteweg - de Vries evolution equations
Christov, Ivan C.
2015-08-20
We propose a hierarchy of nonlinearly dispersive generalized Korteweg–de Vries (KdV) evolution equations based on a modification of the Lagrangian density whose induced action functional the KdV equation extremizes. Two recent nonlinear evolution equations describing wave propagation in certain generalized continua with an inherent material length scale are members of the proposed hierarchy. Like KdV, the equations from the proposed hierarchy possess Hamiltonian structure. Unlike KdV, the solutions to these equations can be compact (i.e., they vanish outside of some open interval) and, in addition, peaked. Implicit solutions for these peaked, compact traveling waves (“peakompactons”) are presented.
NASA Astrophysics Data System (ADS)
Teodoro, M. F.
2012-09-01
We are particularly interested in the numerical solution of the functional differential equations with symmetric delay and advance. In this work, we consider a nonlinear forward-backward equation, the Fitz Hugh-Nagumo equation. It is presented a scheme which extends the algorithm introduced in [1]. A computational method using Newton's method, finite element method and method of steps is developped.
Global solutions to two nonlinear perturbed equations by renormalization group method
NASA Astrophysics Data System (ADS)
Kai, Yue
2016-02-01
In this paper, according to the theory of envelope, the renormalization group (RG) method is applied to obtain the global approximate solutions to perturbed Burger's equation and perturbed KdV equation. The results show that the RG method is simple and powerful for finding global approximate solutions to nonlinear perturbed partial differential equations arising in mathematical physics.
Integrable pair-transition-coupled nonlinear Schrödinger equations.
Ling, Liming; Zhao, Li-Chen
2015-08-01
We study integrable coupled nonlinear Schrödinger equations with pair particle transition between components. Based on exact solutions of the coupled model with attractive or repulsive interaction, we predict that some new dynamics of nonlinear excitations can exist, such as the striking transition dynamics of breathers, new excitation patterns for rogue waves, topological kink excitations, and other new stable excitation structures. In particular, we find that nonlinear wave solutions of this coupled system can be written as a linear superposition of solutions for the simplest scalar nonlinear Schrödinger equation. Possibilities to observe them are discussed in a cigar-shaped Bose-Einstein condensate with two hyperfine states. The results would enrich our knowledge on nonlinear excitations in many coupled nonlinear systems with transition coupling effects, such as multimode nonlinear fibers, coupled waveguides, and a multicomponent Bose-Einstein condensate system. PMID:26382492
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.
Local absorbing boundary conditions for nonlinear wave equation on unbounded domain.
Li, Hongwei; Wu, Xiaonan; Zhang, Jiwei
2011-09-01
The numerical solution of the nonlinear wave equation on unbounded spatial domain is considered. The artificial boundary method is introduced to reduce the nonlinear problem on unbounded spatial domain to an initial boundary value problem on a bounded domain. Using the unified approach, which is based on the operator splitting method, we construct the efficient nonlinear local absorbing boundary conditions for the nonlinear wave equation, and give the stability analysis of the resulting boundary conditions. Finally, several numerical examples are given to demonstrate the effectiveness of our method.
Lump solitons in a higher-order nonlinear equation in 2 +1 dimensions
NASA Astrophysics Data System (ADS)
Estévez, P. G.; Díaz, E.; Domínguez-Adame, F.; Cerveró, Jose M.; Diez, E.
2016-06-01
We propose and examine an integrable system of nonlinear equations that generalizes the nonlinear Schrödinger equation to 2 +1 dimensions. This integrable system of equations is a promising starting point to elaborate more accurate models in nonlinear optics and molecular systems within the continuum limit. The Lax pair for the system is derived after applying the singular manifold method. We also present an iterative procedure to construct the solutions from a seed solution. Solutions with one-, two-, and three-lump solitons are thoroughly discussed.
Lump solitons in a higher-order nonlinear equation in 2+1 dimensions.
Estévez, P G; Díaz, E; Domínguez-Adame, F; Cerveró, Jose M; Diez, E
2016-06-01
We propose and examine an integrable system of nonlinear equations that generalizes the nonlinear Schrödinger equation to 2+1 dimensions. This integrable system of equations is a promising starting point to elaborate more accurate models in nonlinear optics and molecular systems within the continuum limit. The Lax pair for the system is derived after applying the singular manifold method. We also present an iterative procedure to construct the solutions from a seed solution. Solutions with one-, two-, and three-lump solitons are thoroughly discussed. PMID:27415266
Nonlinear self-adjointness and invariant solutions of a 2D Rossby wave equation
NASA Astrophysics Data System (ADS)
Cimpoiasu, Rodica; Constantinescu, Radu
2014-02-01
The paper investigates the nonlinear self-adjointness of the nonlinear inviscid barotropic nondivergent vorticity equation in a beta-plane. It is a particular form of Rossby equation which does not possess variational structure and it is studied using a recently method developed by Ibragimov. The conservation laws associated with the infinite-dimensional symmetry Lie algebra models are constructed and analyzed. Based on this Lie algebra, some classes of similarity invariant solutions with nonconstant linear and nonlinear shears are obtained. It is also shown how one of the conservation laws generates a particular wave solution of this equation.
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
Slyusarchuk, V. E. E-mail: V.Ye.Slyusarchuk@NUWM.rv.ua
2014-06-01
The well-known theorems of Favard and Amerio on the existence of almost periodic solutions to linear and nonlinear almost periodic differential equations depend to a large extent on the H-classes and the requirement that the bounded solutions of these equations be separated. The present paper provides different conditions for the existence of almost periodic solutions. These conditions, which do not depend on the H-classes of the equations, are formulated in terms of a special functional on the set of bounded solutions of the equations under consideration. This functional is used, in particular, to test whether solutions are separated. Bibliography: 24 titles. (paper)
NASA Astrophysics Data System (ADS)
Rashidi, M. M.; Erfani, E.
2009-09-01
In this study, we present a numerical comparison between the differential transform method (DTM) and the homotopy analysis method (HAM) for solving Burgers' and nonlinear heat transfer problems. The first differential equation is the Burgers' equation serves as a useful model for many interesting problems in applied mathematics. The second one is the modeling equation of a straight fin with a temperature dependent thermal conductivity. In order to show the effectiveness of the DTM, the results obtained from the DTM is compared with available solutions obtained using the HAM [M.M. Rashidi, G. Domairry, S. Dinarvand, Commun. Nonlinear Sci. Numer. Simul. 14 (2009) 708-717; G. Domairry, M. Fazeli, Commun. Nonlinear Sci. Numer. Simul. 14 (2009) 489-499] and whit exact solutions. The method can easily be applied to many linear and nonlinear problems. It illustrates the validity and the great potential of the differential transform method in solving nonlinear partial differential equations. The obtained results reveal that the technique introduced here is very effective and convenient for solving nonlinear partial differential equations and nonlinear ordinary differential equations that we are found to be in good agreement with the exact solutions.
NASA Astrophysics Data System (ADS)
Fokas, A. S.; De Lillo, S.
2014-03-01
So-called inverse scattering provides a powerful method for analyzing the initial value problem for a large class of nonlinear evolution partial differential equations which are called integrable. In the late 1990s, the first author, motivated by inverse scattering, introduced a new method for analyzing boundary value problems. This method provides a unified treatment for linear, linearizable and integrable nonlinear partial differential equations. Here, this method, which is often referred to as the unified transform, is illustrated for the following concrete cases: the heat equation on the half-line; the nonlinear Schrödinger equation on the half-line; Burger's equation on the half-line; and Burger's equation on a moving boundary.
Stationary states of extended nonlinear Schrödinger equation with a source
NASA Astrophysics Data System (ADS)
Borich, M. A.; Smagin, V. V.; Tankeev, A. P.
2007-02-01
Structure of nonlinear stationary states of the extended nonlinear Schrödinger equation (ENSE) with a source has been analyzed with allowance for both third-order and nonlinearity dispersion. A new class of particular solutions (solitary waves) of the ENSe has been obtained. The scenario of the destruction of these states under the effect of an external perturbation has been investigated analytically and numerically. The results obtained can be used to interpret experimental data on the weakly nonlinear dynamics of the magnetostatic envelope in heterophase ferromagnet-insulator-metal, metal-insulator-ferromagnet-insulator-metal, and other similar structures and upon the simulation of nonlinear processes in optical systems.
Some exact solutions of a system of nonlinear Schroedinger equations in three-dimensional space
Moskalyuk, S.S.
1988-02-01
Interactions that break the symmetry of systems of nonrelativistic Schroedinger equations but preserve their symmetry with respect to one-parameter subgroups of the Schroedinger group are described. Ansatzes for invariant solutions and the corresponding systems of reduced equations in invariant variables for Galileo-invariant Schroedinger equations are found. Exact solutions for the system of nonlinear Schroedinger equations in three-dimensional space for the generalized Hubbard model are obtained.
Similarity solutions of some two-space-dimensional nonlinear wave evolution equations
NASA Technical Reports Server (NTRS)
Redekopp, L. G.
1980-01-01
Similarity reductions of the two-space-dimensional versions of the Korteweg-de Vries, modified Korteweg-de Vries, Benjamin-Davis-Ono, and nonlinear Schroedinger equations are presented, and some solutions of the reduced equations are discussed. Exact dispersive solutions of the two-dimensional Korteweg-de Vries equation are obtained, and the similarity solution of this equation is shown to be reducible to the second Painleve transcendent.
Evolution of higher order nonlinear equation for the dust ion-acoustic waves in nonextensive plasma
Yasmin, S.; Asaduzzaman, M.; Mamun, A. A.
2012-10-15
There are three different types of nonlinear equations, namely, Korteweg-de Vries (K-dV), modified K-dV (mK-dV), and mixed modified K-dV (mixed mK-dV) equations, for the nonlinear propagation of the dust ion-acoustic (DIA) waves. The effects of electron nonextensivity on DIA solitary waves propagating in a dusty plasma (containing negatively charged stationary dust, inertial ions, and nonextensive q distributed electrons) are examined by solving these nonlinear equations. The basic features of mixed mK-dV (higher order nonlinear equation) solitons are found to exist beyond the K-dV limit. The properties of mK-dV solitons are compared with those of mixed mK-dV solitons. It is found that both positive and negative solitons are obtained depending on the q (nonextensive parameter).
Approximate solutions to the nonlinear Klein-Gordon equation in de Sitter spacetime
NASA Astrophysics Data System (ADS)
Yazici, Muhammet; Şengül, Süleyman
2016-09-01
We consider initial value problems for the nonlinear Klein-Gordon equation in de Sitter spacetime. We use the differential transform method for the solution of the initial value problem. In order to show the accuracy of results for the solutions, we use the variational iteration method with Adomian's polynomials for the nonlinearity. We show that the methods are effective and useful.
Nonlinear System Of Equations For Multicomponent Analysis Of Artificial Food Coloring
NASA Astrophysics Data System (ADS)
Santosa, I. E.; Budiasih, L. K.
2010-12-01
In multicomponent analysis of artificial food coloring (AFC), nonlinear relation of the absorbance and the concentration forms a nonlinear system of equations. The Newton's method based algorithm has been used to calculate individual AFC concentration in the mixture of two AFCs. The absorbance was measured using a spectrophotometer at two different wavelengths.
Generalized nonlinear Schrodinger equation as a model for turbulence, collapse, and inverse cascade
Zhao Dian; Yu, M. Y.
2011-03-15
A two-dimensional generalized cubic nonlinear Schroedinger equation with complex coefficients for the group dispersion and nonlinear terms is used to investigate the evolution of a finite-amplitude localized initial perturbation. It is found that modulation of the latter can lead to sideband formation, wave condensation, collapse, turbulence, and inverse energy cascade, although not all together and not in that order.
NASA Astrophysics Data System (ADS)
Schuch, Dieter
2015-06-01
It is shown that a nonlinear reformulation of time-dependent and time-independent quantum mechanics in terms of Riccati equations not only provides additional information about the physical system, but also allows for formal comparison with other nonlinear theories. This is demonstrated for the nonlinear Burgers and Korteweg-de Vries equations with soliton solutions. As Riccati equations can be linearized to corresponding Schrödinger equations, this also applies to the Riccati equations that can be obtained by integrating the nonlinear soliton equations, resulting in a time-independent Schrödinger equation with Rosen-Morse potential and its supersymmetric partner. Because both soliton equations lead to the same Riccati equation, relations between the Burgers and Korteweg-de Vries equations can be established. Finally, a connection with the inverse scattering method is mentioned.
Infinite hierarchy of nonlinear Schrödinger equations and their solutions
NASA Astrophysics Data System (ADS)
Ankiewicz, A.; Kedziora, D. J.; Chowdury, A.; Bandelow, U.; Akhmediev, N.
2016-01-01
We study the infinite integrable nonlinear Schrödinger equation hierarchy beyond the Lakshmanan-Porsezian-Daniel equation which is a particular (fourth-order) case of the hierarchy. In particular, we present the generalized Lax pair and generalized soliton solutions, plane wave solutions, Akhmediev breathers, Kuznetsov-Ma breathers, periodic solutions, and rogue wave solutions for this infinite-order hierarchy. We find that "even- order" equations in the set affect phase and "stretching factors" in the solutions, while "odd-order" equations affect the velocities. Hence odd-order equation solutions can be real functions, while even-order equation solutions are always complex.
Infinite hierarchy of nonlinear Schrödinger equations and their solutions.
Ankiewicz, A; Kedziora, D J; Chowdury, A; Bandelow, U; Akhmediev, N
2016-01-01
We study the infinite integrable nonlinear Schrödinger equation hierarchy beyond the Lakshmanan-Porsezian-Daniel equation which is a particular (fourth-order) case of the hierarchy. In particular, we present the generalized Lax pair and generalized soliton solutions, plane wave solutions, Akhmediev breathers, Kuznetsov-Ma breathers, periodic solutions, and rogue wave solutions for this infinite-order hierarchy. We find that "even- order" equations in the set affect phase and "stretching factors" in the solutions, while "odd-order" equations affect the velocities. Hence odd-order equation solutions can be real functions, while even-order equation solutions are always complex. PMID:26871072
Nonlinear equations of motion for the elastic bending and torsion of twisted nonuniform rotor blades
NASA Technical Reports Server (NTRS)
Hodges, D. H.; Dowell, E. H.
1974-01-01
The equations of motion are developed by two complementary methods, Hamilton's principle and the Newtonian method. The resulting equations are valid to second order for long, straight, slender, homogeneous, isotropic beams undergoing moderate displacements. The ordering scheme is based on the restriction that squares of the bending slopes, the torsion deformation, and the chord/radius and thickness/radius ratios are negligible with respect to unity. All remaining nonlinear terms are retained. The equations are valid for beams with mass centroid axis and area centroid (tension) axis offsets from the elastic axis, nonuniform mass and stiffness section properties, variable pretwist, and a small precone angle. The strain-displacement relations are developed from an exact transformation between the deformed and undeformed coordinate systems. These nonlinear relations form an important contribution to the final equations. Several nonlinear structural and inertial terms in the final equations are identified that can substantially influence the aeroelastic stability and response of hingeless helicopter rotor blades.
Parashar, R.; Cushman, J.H.
2008-06-20
Microbial motility is often characterized by 'run and tumble' behavior which consists of bacteria making sequences of runs followed by tumbles (random changes in direction). As a superset of Brownian motion, Levy motion seems to describe such a motility pattern. The Eulerian (Fokker-Planck) equation describing these motions is similar to the classical advection-diffusion equation except that the order of highest derivative is fractional, {alpha} element of (0, 2]. The Lagrangian equation, driven by a Levy measure with drift, is stochastic and employed to numerically explore the dynamics of microbes in a flow cell with sticky boundaries. The Eulerian equation is used to non-dimensionalize parameters. The amount of sorbed time on the boundaries is modeled as a random variable that can vary over a wide range of values. Salient features of first passage time are studied with respect to scaled parameters.
Differential geometry techniques for sets of nonlinear partial differential equations
NASA Technical Reports Server (NTRS)
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
NASA Astrophysics Data System (ADS)
Nakao, Mitsuhiro
We prove the existence of global decaying solutions to the exterior problem for the Klein-Gordon equation with a nonlinear localized dissipation and a derivative nonlinearity. To derive the required estimates of solutions we employ a 'loan' method.
The Poincaré-Bendixson Theorem and the non-linear Cauchy-Riemann equations
NASA Astrophysics Data System (ADS)
van den Berg, J. B.; Munaò, S.; Vandervorst, R. C. A. M.
2016-11-01
Fiedler and Mallet-Paret (1989) prove a version of the classical Poincaré-Bendixson Theorem for scalar parabolic equations. We prove that a similar result holds for bounded solutions of the non-linear Cauchy-Riemann equations. The latter is an application of an abstract theorem for flows with a(n) (unbounded) discrete Lyapunov function.
Asymptotic Analysis to Two Nonlinear Equations in Fluid Mechanics by Homotopy Renormalisation Method
NASA Astrophysics Data System (ADS)
Guan, Jiang; Kai, Yue
2016-09-01
By the homotopy renormalisation method, the global approximate solutions to Falkner-Skan equation and Von Kármá's problem of a rotating disk in an infinite viscous fluid are obtained. The homotopy renormalisation method is simple and powerful for finding global approximate solutions to nonlinear perturbed differential equations arising in mathematical physics.
Symmetry analysis and group-invariant solutions to inhomogeneous nonlinear diffusion equation
NASA Astrophysics Data System (ADS)
Feng, Wei; Ji, Lina
2015-11-01
A classification of point symmetries for inhomogeneous nonlinear diffusion equation is discussed. The optimal systems of one-dimensional subalgebra for the equation are constructed. Explicit group-invariant solutions are derived by corresponding symmetry reductions. These solutions include static solutions, separable solutions and functionally separable solutions. The behaviors of blow-up, extinction and asymptotical behavior for these solutions are also described.
State-Dependent Riccati Equation Regulation of Systems with State and Control Nonlinearities
NASA Technical Reports Server (NTRS)
Beeler, Scott C.; Cox, David E. (Technical Monitor)
2004-01-01
The state-dependent Riccati equations (SDRE) is the basis of a technique for suboptimal feedback control of a nonlinear quadratic regulator (NQR) problem. It is an extension of the Riccati equation used for feedback control of linear problems, with the addition of nonlinearities in the state dynamics of the system resulting in a state-dependent gain matrix as the solution of the equation. In this paper several variations on the SDRE-based method will be considered for the feedback control problem with control nonlinearities. The control nonlinearities may result in complications in the numerical implementation of the control, which the different versions of the SDRE method must try to overcome. The control methods will be applied to three test problems and their resulting performance analyzed.
Some Remarks on Similarity and Soliton Solutions of Nonlinear Klein-Gordon Equation
NASA Astrophysics Data System (ADS)
Tajiri, Masayoshi
1984-11-01
The three-dimensional nonlinear Klein-Gordon [, Higgs field and Yang-Milles] (3D-KG [, H and YM]) equation is first reduced to the 2D nonlinear Schrödinger (2D-NLS) and 2D-KG [, H and YM] equations, and secondly to the 1D-NLS and 1D-KG [, H and YM] equations by similarity transformations. It is shown that similar type soliton solutions of the 3D-KG, H and YM equations, which have singularity on a plane in (x, y, z, t) space, are obtained by substituting the soliton solutions of the 1D-NLS or 1D-KG (or H) equation into the similarity transformations. The soliton solutions of the YM equation are also investigated.
Equations of nonlinear dynamics of elastic shells in cylindrical Eulerian coordinates
NASA Astrophysics Data System (ADS)
Zubov, L. M.
2016-05-01
The equations of dynamics of elastic shells subjected to large deformations are formulated. The Eulerian coordinates on a circular cylinder and time are accepted as independent variables, and one of the unknown functions is the distance from a point of the shell surface to the cylinder axis. The equations of dynamics of nonlinearly elastic shells in the Eulerian coordinates are convenient for exact formulation of the problem on the interaction of strongly deformable shells with moving fluids and gases. The equations obtained can be used for dynamic calculations of fluids and gases flowings in pipelines, blood vessels, hoses, and other nonlinearly deformable thin-walled tubular elements of constructions.
Nonlinear Schroedinger equation and the Bogolyubov-Whitham method of averaging
Pavlov, M.V.
1987-12-01
An averaging is investigated for the nonlinear Schroedinger equation using the technique of finite-gap averaging. For the single-gap case, the results are given explicitly. Some characteristics of the original equation needed for applied calculations are averaged. Finally, recursion and functional formulas connecting the densities of the integrals of the motion of the Schroedinger equation, the fluxes, and the variational derivatives are given.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
NASA Technical Reports Server (NTRS)
Jameson, A.
1976-01-01
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process
NASA Astrophysics Data System (ADS)
Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi
2015-04-01
The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be
Nonlinear waves in compressible shallow water magnetohydrodynemic equations
NASA Astrophysics Data System (ADS)
Klimachkov, Dmitry; Petrosyan, Arakel
2016-04-01
Compressible magnetohydrodynamic equations for a plasma in a gravity field with a free surface in shallow water approximation are obtained. Compressibility means that the pressure is a function of height. It is shown that classical shallow water incompressible magnetohydrodynamic equations are modified with a new argument instead of a layer height. We found all the simple discontinuous and continuous wave solutions for these equations, the wave velocities are obtained. Rankine-Hugoniot jump conditions for the velocities and magnetic field in the discontinuity are obtained. The Riemann problem for the arbitrary discontinuity is solved. It was found that the decay of arbitrary discontinuity causes five different configurations. For each configuration, we found the conditions necessary and sufficient for its implementation.
NASA Astrophysics Data System (ADS)
Cheng, Xing; Miao, Changxing; Zhao, Lifeng
2016-09-01
We consider the Cauchy problem for the nonlinear Schrödinger equation with combined nonlinearities, one of which is defocusing mass-critical and the other is focusing energy-critical or energy-subcritical. The threshold is given by means of variational argument. We establish the profile decomposition in H1 (Rd) and then utilize the concentration-compactness method to show the global wellposedness and scattering versus blowup in H1 (Rd) below the threshold for radial data when d ≤ 4.
NASA Technical Reports Server (NTRS)
Nemeth, Michael P.
2010-01-01
A comprehensive development of nondimensional parameters and equations for nonlinear and bifurcations analyses of quasi-shallow shells, based on the Donnell-Mushtari-Vlasov theory for thin anisotropic shells, is presented. A complete set of field equations for geometrically imperfect shells is presented in terms general of lines-of-curvature coordinates. A systematic nondimensionalization of these equations is developed, several new nondimensional parameters are defined, and a comprehensive stress-function formulation is presented that includes variational principles for equilibrium and compatibility. Bifurcation analysis is applied to the nondimensional nonlinear field equations and a comprehensive set of bifurcation equations are presented. An extensive collection of tables and figures are presented that show the effects of lamina material properties and stacking sequence on the nondimensional parameters.
Polynomial elimination theory and non-linear stability analysis for the Euler equations
NASA Technical Reports Server (NTRS)
Kennon, S. R.; Dulikravich, G. S.; Jespersen, D. C.
1986-01-01
Numerical methods are presented that exploit the polynomial properties of discretizations of the Euler equations. It is noted that most finite difference or finite volume discretizations of the steady-state Euler equations produce a polynomial system of equations to be solved. These equations are solved using classical polynomial elimination theory, with some innovative modifications. This paper also presents some preliminary results of a new non-linear stability analysis technique. This technique is applicable to determining the stability of polynomial iterative schemes. Results are presented for applying the elimination technique to a one-dimensional test case. For this test case, the exact solution is computed in three iterations. The non-linear stability analysis is applied to determine the optimal time step for solving Burgers' equation using the MacCormack scheme. The estimated optimal time step is very close to the time step that arises from a linear stability analysis.
Dromion interactions of (2+1)-dimensional nonlinear evolution equations
Ruan; Chen
2000-10-01
Starting from two line solitons, the solution of integrable (2+1)-dimensional mKdV system and KdV system in bilinear form yields a dromion solution or a "Solitoff" solution. Such a dromion solution is localized in all directions and the Solitoff solution decays exponentially in all directions except a preferred one for the physical field or a suitable potential. The interactions between two dromions and between the dromion and Solitoff are studied by the method of figure analysis for a (2+1)-dimensional modified KdV equation and a (2+1)-dimensional KdV type equation. Our analysis shows that the interactions between two dromions may be elastic or inelastic for different forms of solutions. PMID:11089133
Freezing of nonlinear Bloch oscillations in the generalized discrete nonlinear Schrödinger equation.
Cao, F J
2004-09-01
The dynamics in a nonlinear Schrödinger chain in a homogeneous electric field is studied. We show that discrete translational invariant integrability-breaking terms can freeze the Bloch nonlinear oscillations and introduce new faster frequencies in their dynamics. These phenomena are studied by direct numerical integration and through an adiabatic approximation. The adiabatic approximation allows a description in terms of an effective potential that greatly clarifies the phenomena.
Coding of Nonlinear States for NLS-Type Equations with Periodic Potential
NASA Astrophysics Data System (ADS)
Alfimov, G. L.; Avramenko, A. I.
The problem of complete description of nonlinear states for NLS-type equations with periodic potential is considered. We show that in some cases all nonlinear states for equations of such kind can be coded by bi-infinite sequences of symbols of N-symbol alphabet (words). Sufficient conditions for one-to-one correspondence between the set of nonlinear states and the set of these bi-infinite words are given in the form convenient for numerical verification (Hypotheses 1-3). We report on numerical check of these hypotheses for the case of Gross-Pitaevskii equation with cosine potential and indicate regions in the space of governing parameters where this coding is possible.
An ansatz for solving nonlinear partial differential equations in mathematical physics.
Akbar, M Ali; Ali, Norhashidah Hj Mohd
2016-01-01
In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems. PMID:26783508
Initial Value Problem Solution of Nonlinear Shallow Water-Wave Equations
Kanoglu, Utku; Synolakis, Costas
2006-10-06
The initial value problem solution of the nonlinear shallow water-wave equations is developed under initial waveforms with and without velocity. We present a solution method based on a hodograph-type transformation to reduce the nonlinear shallow water-wave equations into a second-order linear partial differential equation and we solve its initial value problem. The proposed solution method overcomes earlier limitation of small waveheights when the initial velocity is nonzero, and the definition of the initial conditions in the physical and transform spaces is consistent. Our solution not only allows for evaluation of differences in predictions when specifying an exact initial velocity based on nonlinear theory and its linear approximation, which has been controversial in geophysical practice, but also helps clarify the differences in runup observed during the 2004 and 2005 Sumatran tsunamigenic earthquakes.
NASA Astrophysics Data System (ADS)
Grigorov, Igor V.
2009-12-01
In article the algorithm of numerical modelling of the nonlinear equation of Korteweg-de Vrieze which generates nonlinear algorithm of digital processing of signals is considered. For realisation of the specified algorithm it is offered to use a inverse scattering method (ISM). Algorithms of direct and return spectral problems, and also problems of evolution of the spectral data are in detail considered. Results of modelling are resulted.
Nonlinear disintegration of sine wave in the framework of the Gardner equation
NASA Astrophysics Data System (ADS)
Kurkin, Andrey; Talipova, Tatiana; Kurkina, Oxana; Rouvinskaya, Ekaterina; Pelinovsky, Efim
2016-04-01
Nonlinear disintegration of sine wave is studied in the framework of the Gardner equation (extended version of the Korteweg - de Vries equation with both quadratic and cubic nonlinear terms). Undular bores appear here as an intermediate stage of wave evolution. Our numerical computations demonstrate the features of undular bore developing for different signs of the cubic nonlinear term. If cubic nonlinear term is negative, and initial wave amplitude is large enough, two undular bores are generated from the two breaking points formed on both crest slopes (within dispersionless Gardner equation). Undular bore consists of one table-top soliton and a group of small soliton-like waves passing through the table-top soliton. If the cubic nonlinear term is positive and again the wave amplitude is large enough, the breaking points appear on crest and trough generating groups of positive and negative solitary-like pulses. It is shown that nonlinear interaction of waves happens according to one of scenarios of two-soliton interaction of "exchange" or "overtake" types with a phase shift. If small-amplitude pulses interact with large-amplitude soliton-like pulses, their speed in average is negative in the case when "free" velocity is positive. Nonlinear interaction leads to the generation of higher harmonics and spectrum width increases with amplitude increase independently of the sign of cubic nonlinear term. The breaking asymptotic k4/3 predicted within the dispersionless Gardner equation emerges during the process of undular bore development. The formation of soliton-like perturbations leads to appearance of several spectral peaks which are downshifting with time.
Analytical solutions and rogue waves in (3+1)-dimensional nonlinear Schrödinger equation
NASA Astrophysics Data System (ADS)
Ma, Zheng-Yi; Ma, Song-Hua
2012-03-01
Analytical solutions in terms of rational-like functions are presented for a (3+1)-dimensional nonlinear Schrödinger equation with time-varying coefficients and a harmonica potential using the similarity transformation and a direct ansatz. Several free functions of time t are involved to generate abundant wave structures. Three types of elementary functions are chosen to exhibit the corresponding nonlinear rogue wave propagations.
Nonlinear disintegration of sine wave in the framework of the Gardner equation
NASA Astrophysics Data System (ADS)
Kurkina, Oxana; Rouvinskaya, Ekaterina; Talipova, Tatiana; Kurkin, Andrey; Pelinovsky, Efim
2016-10-01
Internal tidal wave entering shallow waters transforms into an undular bore and this process can be described in the framework of the Gardner equation (extended version of the Korteweg-de Vries equation with both quadratic and cubic nonlinear terms). Our numerical computations demonstrate the features of undular bore developing for different signs of the cubic nonlinear term. If cubic nonlinear term is negative, and initial wave amplitude is large enough, two undular bores are generated from the two breaking points formed on both crest slopes (within dispersionless Gardner equation). Undular bore consists of one table-top soliton and a group of small soliton-like waves passing through the table-top soliton. If the cubic nonlinear term is positive and again the wave amplitude is large enough, the breaking points appear on crest and trough generating groups of positive and negative soliton-like pulses. This is the main difference with respect to the classic Korteweg-de Vries equation, where the breaking point is single. It is shown also that nonlinear interaction of waves happens similarly to one of scenarios of two-soliton interaction of "exchange" or "overtake" types with a phase shift. If small-amplitude pulses interact with large-amplitude soliton-like pulses, their speed in average is negative in the case when "free" velocity is positive. Nonlinear interaction leads to the generation of higher harmonics and spectrum width increases with amplitude increase independently of the sign of cubic nonlinear term. The breaking asymptotic k 4 / 3 predicted within the dispersionless Gardner equation emerges during the process of undular bore development. The formation of soliton-like perturbations leads to appearance of several spectral peaks which are downshifting with time.
On the solutions of a nonlinear ‘pseudo’-oscillator equation
NASA Astrophysics Data System (ADS)
Gadella, M.; Lara, L. P.
2014-10-01
The second-order nonlinear equation yy^{\\prime\\prime} +1=0 has been proposed as a simple model to describe the dynamics of electrons in plasma physics. This equation is assumed to have periodic solutions by many authors who argue physical reasons. A great variety of approximate methods have been used in the recent literature in order to detect these periodic solutions. It is the objective of this paper to show that this equation has no periodic solutions whatsoever. In addition, the general solution can be obtained by showing that the equation is equivalent to a planar solvable Hamiltonian system.
NASA Astrophysics Data System (ADS)
Huang, Qing; Wang, Li-Zhen; Zuo, Su-Li
2016-02-01
In this paper, a consistent Riccati expansion method is developed to solve nonlinear fractional partial differential equations involving Jumarie's modified Riemann-Liouville derivative. The efficiency and power of this approach are demonstrated by applying it successfully to some important fractional differential equations, namely, the time fractional Burgers, fractional Sawada-Kotera, and fractional coupled mKdV equation. A variety of new exact solutions to these equations under study are constructed. Supported by the National Natural Science Foundation of China under Grant Nos. 11101332, 11201371, 11371293 and the Natural Science Foundation of Shaanxi Province under Grant No. 2015JM1037
NASA Astrophysics Data System (ADS)
Ayhan, Burcu; Özer, M. Naci; Bekir, Ahmet
2016-08-01
In this article, we applied the method of multiple scales for Korteweg-de Vries (KdV) type equations and we derived nonlinear Schrödinger (NLS) type equations. So we get a relation between KdV type equations and NLS type equations. In addition, exact solutions were found for KdV type equations. The ( G'} over G )-expansion methods and the ( {G'} over G, {1 over G}} )-expansion methods were proposed to establish new exact solutions for KdV type differential equations. We obtained periodic and hyperbolic function solutions for these equations. These methods are very effective for getting travelling wave solutions of nonlinear evolution equations (NEEs).
Modeling taper charge with a non-linear equation
NASA Technical Reports Server (NTRS)
Mcdermott, P. P.
1985-01-01
Work aimed at modeling the charge voltage and current characteristics of nickel-cadmium cells subject to taper charge is presented. Work reported at previous NASA Battery Workshops has shown that the voltage of cells subject to constant current charge and discharge can be modeled very accurately with the equation: voltage = A + (B/(C-X)) + De to the -Ex where A, B, D, and E are fit parameters and x is amp-hr of charge removed during discharge or returned during charge. In a constant current regime, x is also equivalent to time on charge or discharge.
Nonlinear tunneling of optical soliton in 3 coupled NLS equation with symbolic computation
Mani Rajan, M.S.; Mahalingam, A.; Uthayakumar, A.
2014-07-15
We investigated the soliton solution for N coupled nonlinear Schrödinger (CNLS) equations. These equations are coupled due to the cross-phase-modulation (CPM). Lax pair of this system is obtained via the Ablowitz–Kaup–Newell–Segur (AKNS) scheme and the corresponding Darboux transformation is constructed to derive the soliton solution. One and two soliton solutions are generated. Using two soliton solutions of 3 CNLS equation, nonlinear tunneling of soliton for both with and without exponential background has been discussed. Finally cascade compression of optical soliton through multi-nonlinear barrier has been discussed. The obtained results may have promising applications in all-optical devices based on optical solitons, study of soliton propagation in birefringence fiber systems and optical soliton with distributed dispersion and nonlinearity management. -- Highlights: •We consider the nonlinear tunneling of soliton in birefringence fiber. •3-coupled NLS (CNLS) equation with variable coefficients is considered. •Two soliton solutions are obtained via Darboux transformation using constructed Lax pair. •Soliton tunneling through dispersion barrier and well are investigated. •Finally, cascade compression of soliton has been achieved.
Stability of Traveling Waves of Nonlinear Schrödinger Equation with Nonzero Condition at Infinity
NASA Astrophysics Data System (ADS)
Lin, Zhiwu; Wang, Zhengping; Zeng, Chongchun
2016-10-01
We study the stability of traveling waves of the nonlinear Schrödinger equation with nonzero condition at infinity obtained via a constrained variational approach. Two important physical models for this are the Gross-Pitaevskii (GP) equation and the cubic-quintic equation. First, under a non-degeneracy condition we prove a sharp instability criterion for 3D traveling waves of (GP), which had been conjectured in the physical literature. This result is also extended for general nonlinearity and higher dimensions, including 4D (GP) and 3D cubic-quintic equations. Second, for cubic-quintic type nonlinearity, we construct slow traveling waves and prove their nonlinear instability in any dimension. For dimension two, the non-degeneracy condition is also proved for these slow traveling waves. For general traveling waves without vortices (that is nonvanishing) and with general nonlinearity in any dimension, we find a sharp condition for linear instability. Third, we prove that any 2D traveling wave of (GP) is transversally unstable, and we find the sharp interval of unstable transversal wave numbers. Near unstable traveling waves of all of the above cases, we construct unstable and stable invariant manifolds.
NASA Astrophysics Data System (ADS)
Haddad, L. H.; Carr, Lincoln D.
2015-09-01
We present the theoretical and mathematical foundations of stability analysis for a Bose-Einstein condensate (BEC) at Dirac points of a honeycomb optical lattice. The combination of s-wave scattering for bosons and lattice interaction places constraints on the mean-field description, and hence on vortex configurations in the Bloch-envelope function near the Dirac point. A full derivation of the relativistic linear stability equations (RLSE) is presented by two independent methods to ensure veracity of our results. Solutions of the RLSE are used to compute fluctuations and lifetimes of vortex solutions of the nonlinear Dirac equation, which include Anderson-Toulouse skyrmions with lifetime ≈ 4 s. Beyond vortex stabilities the RLSE provide insight into the character of collective superfluid excitations, which we find to encode several established theories of physics. In particular, the RLSE reduce to the Andreev equations, in the nonrelativistic and semiclassical limits, the Majorana equation, inside vortex cores, and the Dirac-Bogoliubov-de Gennes equations, when nearest-neighbor interactions are included. Furthermore, by tuning a mass gap, relative strengths of various spinor couplings, for the small and large quasiparticle momentum regimes, we obtain weak-strong Bardeen-Cooper-Schrieffer superconductivity, as well as fundamental wave equations such as Schrödinger, Dirac, Klein-Gordon, and Bogoliubov-de Gennes equations. Our results apply equally to a strongly spin-orbit coupled BEC in which the Laplacian contribution can be neglected.
Relativistic superfluidity and vorticity from the nonlinear Klein-Gordon equation
NASA Astrophysics Data System (ADS)
Xiong, Chi; Good, Michael R. R.; Guo, Yulong; Liu, Xiaopei; Huang, Kerson
2014-12-01
We investigate superfluidity, and the mechanism for creation of quantized vortices, in the relativistic regime. The general framework is a nonlinear Klein-Gordon equation in curved spacetime for a complex scalar field, whose phase dynamics gives rise to superfluidity. The mechanisms discussed are local inertial forces (Coriolis and centrifugal), and current-current interaction with an external source. The primary application is to cosmology, but we also discuss the reduction to the nonrelativistic nonlinear Schrödinger equation, which is widely used in describing superfluidity and vorticity in liquid helium and cold-trapped atomic gases.
Nonlinear canonical gyrokinetic Vlasov equation and computation of the gyrocenter motion in tokamaks
Xu Yingfeng; Wang Shaojie
2013-01-15
The nonlinear canonical gyrokinetic Vlasov equation is obtained from the nonlinear noncanonical gyrokinetic theory using the property of the coordinate transform. In the linear approximation, it exactly recovers the previous linear canonical gyrokinetic equations derived by the Lie-transform perturbation method. The computation of the test particle gyrocenter motion in tokamaks with a large magnetic perturbation is presented and discussed. The numerical results indicate that the second-order gyrocenter Hamiltonian is important for the gyrocenter motion of the trapped electron in tokamaks with a large magnetic perturbation.
Universal Critical Power for Nonlinear Schroedinger Equations with a Symmetric Double Well Potential
Sacchetti, Andrea
2009-11-06
Here we consider stationary states for nonlinear Schroedinger equations in any spatial dimension n with symmetric double well potentials. These states may bifurcate as the strength of the nonlinear term increases and we observe two different pictures depending on the value of the nonlinearity power: a supercritical pitchfork bifurcation, and a subcritical pitchfork bifurcation with two asymmetric branches occurring as the result of saddle-node bifurcations. We show that in the semiclassical limit, or for a large barrier between the two wells, the first kind of bifurcation always occurs when the nonlinearity power is less than a critical value; in contrast, when the nonlinearity power is larger than such a critical value then we always observe the second scenario. The remarkable fact is that such a critical value is a universal constant in the sense that it does not depend on the shape of the double well potential and on the dimension n.
Nonparaxial elliptic waves and solitary waves in coupled nonlinear Helmholtz equations
NASA Astrophysics Data System (ADS)
Tamilselvan, K.; Kanna, T.; Khare, Avinash
2016-10-01
We obtain a class of elliptic wave solutions of coupled nonlinear Helmholtz (CNLH) equations describing nonparaxial ultra-broad beam propagation in nonlinear Kerr-like media, in terms of the Jacobi elliptic functions and also discuss their limiting forms (hyperbolic solutions). Especially, we show the existence of non-trivial solitary wave profiles in the CNLH system. The effect of nonparaxiality on speed, pulse width and amplitude of the nonlinear waves is analyzed in detail. Particularly, a mechanism for tuning the speed by altering the nonparaxial parameter is proposed. We also identify a novel phase-unlocking behavior due to the presence of nonparaxial parameter.
Pair-tunneling induced localized waves in a vector nonlinear Schrödinger equation
NASA Astrophysics Data System (ADS)
Zhao, Li-Chen; Ling, Liming; Yang, Zhan-Ying; Liu, Jie
2015-06-01
We investigate localized waves of coupled two-mode nonlinear Schrödinger equations with a pair-tunneling term representing strongly interacting particles can tunnel between the modes as a fragmented pair. Facilitated by Darboux transformation, we have derived exact solution of nonlinear vector waves such as bright solitons, Kuznetsov-Ma soliton, Akhmediev breathers and rogue waves and demonstrated their interesting temporal-spatial structures. A phase diagram that demarcates the parameter ranges of the nonlinear waves is obtained. Possibilities to observe these localized waves are discussed in a two species Bose-Einstein condensate.
Use of Picard and Newton iteration for solving nonlinear ground water flow equations
Mehl, S.
2006-01-01
This study examines the use of Picard and Newton iteration to solve the nonlinear, saturated ground water flow equation. Here, a simple three-node problem is used to demonstrate the convergence difficulties that can arise when solving the nonlinear, saturated ground water flow equation in both homogeneous and heterogeneous systems with and without nonlinear boundary conditions. For these cases, the characteristic types of convergence patterns are examined. Viewing these convergence patterns as orbits of an attractor in a dynamical system provides further insight. It is shown that the nonlinearity that arises from nonlinear head-dependent boundary conditions can cause more convergence difficulties than the nonlinearity that arises from flow in an unconfined aquifer. Furthermore, the effects of damping on both convergence and convergence rate are investigated. It is shown that no single strategy is effective for all problems and how understanding pitfalls and merits of several methods can be helpful in overcoming convergence difficulties. Results show that Picard iterations can be a simple and effective method for the solution of nonlinear, saturated ground water flow problems.
Use of Picard and Newton iteration for solving nonlinear ground water flow equations.
Mehl, Steffen
2006-01-01
This study examines the use of Picard and Newton iteration to solve the nonlinear, saturated ground water flow equation. Here, a simple three-node problem is used to demonstrate the convergence difficulties that can arise when solving the nonlinear, saturated ground water flow equation in both homogeneous and heterogeneous systems with and without nonlinear boundary conditions. For these cases, the characteristic types of convergence patterns are examined. Viewing these convergence patterns as orbits of an attractor in a dynamical system provides further insight. It is shown that the nonlinearity that arises from nonlinear head-dependent boundary conditions can cause more convergence difficulties than the nonlinearity that arises from flow in an unconfined aquifer. Furthermore, the effects of damping on both convergence and convergence rate are investigated. It is shown that no single strategy is effective for all problems and how understanding pitfalls and merits of several methods can be helpful in overcoming convergence difficulties. Results show that Picard iterations can be a simple and effective method for the solution of nonlinear, saturated ground water flow problems.
Detailed resolution of the nonlinear Schrodinger equation using the full adaptive wavelet transform
NASA Astrophysics Data System (ADS)
Stedham, Mark A.; Banerjee, Partha P.
2000-04-01
The propagation of optical pulses in nonlinear optical fibers is described by the nonlinear Schrodinger (NLS) equation. This equation can generally be solved exactly using the inverse scattering method, or for more detailed analysis, through the use of numerical techniques. Perhaps the best known numerical technique for solving he NLS equation is the split-step Fourier method, which effects a solution by assuming that the dispersion and nonlinear effects act independently during pulse propagation along the fiber. In this paper we describe an alternative numerical solution to the NLS equation using an adaptive wavelet transform technique, done entirely in the wavelet domain. This technique differs form previous work involving wavelet solutions tithe NLS equation in that these previous works used a 'split-step wavelet' method in which the linear analysis was performed in the wavelet domain while the nonlinear portion was done in the space domain. Our method takes ful advantage of the set of wavelet coefficients, thus allowing the flexibility to investigate pulse propagation entirely in either the wavelet or the space domain. Additionally, this method is fully adaptive in that it is capable of accurately tracking steep gradients which may occur during the numerical simulation.
NASA Astrophysics Data System (ADS)
Sharma, Dinkar; Singh, Prince; Chauhan, Shubha
2016-01-01
In this paper, a combined form of the Laplace transform method with the homotopy perturbation method (HPTM) is applied to solve nonlinear systems of partial differential equations viz. the system of third order KdV Equations and the systems of coupled Burgers' equations in one- and two- dimensions. The nonlinear terms can be easily handled by the use of He's polynomials. The results shows that the HPTM is very efficient, simple and avoids the round-off errors. Four test examples are considered to illustrate the present scheme. Further the results are compared with Homotopy perturbation method (HPM) which shows that this method is a suitable method for solving systems of partial differential equations.
Analytical solutions for non-linear differential equations with the help of a digital computer
NASA Technical Reports Server (NTRS)
Cromwell, P. C.
1964-01-01
A technique was developed with the help of a digital computer for analytic (algebraic) solutions of autonomous and nonautonomous equations. Two operational transform techniques have been programmed for the solution of these equations. Only relatively simple nonlinear differential equations have been considered. In the cases considered it has been possible to assimilate the secular terms into the solutions. For cases where f(t) is not a bounded function, a direct series solution is developed which can be shown to be an analytic function. All solutions have been checked against results obtained by numerical integration for given initial conditions and constants. It is evident that certain nonlinear differential equations can be solved with the help of a digital computer.
Grima, Ramon
2011-11-01
The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.
NASA Astrophysics Data System (ADS)
Fedotov, I. A.; Polyanin, A. D.
2011-09-01
Broad classes of nonlinear equations of mathematical physics are described that admit order reduction by applying the von Mises transformation (with the unknown function used as a new independent variable and with a suitable partial derivative used as a new dependent variable) and by applying the Crocco transformation (with the first and second partial derivatives used as new independent and dependent variables, respectively). Associated Bäcklund transformations are constructed that connect evolution equations of general form (their special cases include Burgers, Korteweg-de Vries, and Harry Dym type equations and many other nonlinear equations of mathematical physics). Transformations are indicated that reduce the order of hydrodynamic-type equations of higher orders. The generalized Calogero equation and a number of other new integrable nonlinear equations, reducible to linear equations, are considered.
Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method
Jerome L.V. Lewandowski
2005-01-25
A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details.
Quasi-periodic solutions of nonlinear beam equation with prescribed frequencies
NASA Astrophysics Data System (ADS)
Chang, Jing; Gao, Yixian; Li, Yong
2015-05-01
Consider the one dimensional nonlinear beam equation utt + uxxxx + mu + u3 = 0 under Dirichlet boundary conditions. We show that for any m > 0 but a set of small Lebesgue measure, the above equation admits a family of small-amplitude quasi-periodic solutions with n-dimensional Diophantine frequencies. These Diophantine frequencies are the small dilation of a prescribed Diophantine vector. The proofs are based on an infinite dimensional Kolmogorov-Arnold-Moser iteration procedure and a partial Birkhoff normal form.
Kinetic equations for a density matrix describing nonlinear effects in spectral line wings
Parkhomenko, A. I. Shalagin, A. M.
2011-11-15
Kinetic quantum equations are derived for a density matrix with collision integrals describing nonlinear effects in spectra line wings. These equations take into account the earlier established inequality of the spectral densities of Einstein coefficients for absorption and stimulated radiation emission by a two-level quantum system in the far wing of a spectral line in the case of frequent collisions. The relationship of the absorption and stimulated emission probabilities with the characteristics of radiation and an elementary scattering event is found.
NASA Astrophysics Data System (ADS)
Wang, Lin; Qu, Qixing; Qin, Liangjuan
2016-09-01
In this paper, two (3+1)-dimensional nonlinear evolution equations (NLEEs) are under investigation by employing the Hirota’s method and symbolic computation. We derive the bilinear form and bilinear Bäcklund transformation (BT) for the two NLEEs. Based on the bilinear form, we obtain the multi-soliton solutions for them. Furthermore, multi-soliton solutions in terms of Wronskian determinant for the first NLEE are constructed, whose validity is verified through direct substitution into the bilinear equations.
Parametric excitation of high-mode oscillations for a non-linear telegraph equation
Kolesov, Andrei Yu; Rozov, Nikolai Kh
2000-08-31
The problem of parametric excitation of high-mode oscillations is solved for a non-linear telegraph equation with a parametric external excitation and small diffusion. The equation is considered on a finite (spatial) interval with Neumann boundary conditions. It is shown that under a proper choice of parameters of the external excitation this boundary-value problem can have arbitrarily many exponentially stable solutions that are periodic in time and rapidly oscillate with respect to the spatial variable.
Chudnovsky, D. V.
1978-01-01
For systems of nonlinear equations having the form [Ln - (∂/∂t), Lm - (∂/∂y)] = 0 the class of meromorphic solutions obtained from the linear equations [Formula: see text] is presented. PMID:16592559
On a method for constructing the Lax pairs for nonlinear integrable equations
NASA Astrophysics Data System (ADS)
Habibullin, I. T.; Khakimova, A. R.; Poptsova, M. N.
2016-01-01
We suggest a direct algorithm for searching the Lax pairs for nonlinear integrable equations. It is effective for both continuous and discrete models. The first operator of the Lax pair corresponding to a given nonlinear equation is found immediately, coinciding with the linearization of the considered nonlinear equation. The second one is obtained as an invariant manifold to the linearized equation. A surprisingly simple relation between the second operator of the Lax pair and the recursion operator is discussed: the recursion operator can immediately be found from the Lax pair. Examples considered in the article are convincing evidence that the found Lax pairs differ from the classical ones. The examples also show that the suggested objects are true Lax pairs which allow the construction of infinite series of conservation laws and hierarchies of higher symmetries. In the case of the hyperbolic type partial differential equation our algorithm is slightly modified; in order to construct the Lax pairs from the invariant manifolds we use the cutting off conditions for the corresponding infinite Laplace sequence. The efficiency of the method is illustrated by application to some equations given in the Svinolupov-Sokolov classification list for which the Lax pairs and the recursion operators have not been found earlier.
The non-linear coupled spin 2-spin 3 Cotton equation in three dimensions
NASA Astrophysics Data System (ADS)
Linander, Hampus; Nilsson, Bengt E. W.
2016-07-01
In the context of three-dimensional conformal higher spin theory we derive, in the frame field formulation, the full non-linear spin 3 Cotton equation coupled to spin 2. This is done by solving the corresponding Chern-Simons gauge theory system of equations, that is, using F = 0 to eliminate all auxiliary fields and thus expressing the Cotton equation in terms of just the spin 3 frame field and spin 2 covariant derivatives and tensors (Schouten). In this derivation we neglect the spin 4 and higher spin sectors and approximate the star product commutator by a Poisson bracket. The resulting spin 3 Cotton equation is complicated but can be related to linearized versions in the metric formulation obtained previously by other authors. The expected symmetry (spin 3 "translation", "Lorentz" and "dilatation") properties are verified for Cotton and other relevant tensors but some perhaps unexpected features emerge in the process, in particular in relation to the non-linear equations. We discuss the structure of this non-linear spin 3 Cotton equation but its explicit form is only presented here, in an exact but not completely refined version, in appended files obtained by computer algebra methods. Both the frame field and metric formulations are provided.
The abundant symmetry structure of hierarchies of nonlinear equations obtained by reciprocal links
NASA Astrophysics Data System (ADS)
Carillo, Sandra; Fuchssteiner, Benno
1989-07-01
Explicit computation for a Kawamoto-type equation shows that there is a rich associated symmetry structure for four separate hierarchies of nonlinear integrodifferential equations. Contrary to the general belief that symmetry groups for nonlinear evolution equations in 1+1 dimensions have to be Abelian, it is shown that, in this case, the symmetry group is noncommutative. Its semisimple part is isomorphic to the affine Lie algebra A(1)1 associated to sl(2,C). In two of the additional hierarchies that were found, an explicit dependence of the independent variable occurs. Surprisingly, the generic invariance for the Kawamoto-type equation obtained in Rogers and Carillo [Phys. Scr. 36, 865 (1987)] via a reciprocal link to the Möbius invariance of the singularity equation of the Kaup-Kupershmidt (KK) equation only holds for one of the additional hierarchies of symmetry groups. Thus the generic invariance is not a universal property for the complete symmetry group of equations obtained by reciprocal links. In addition to these results, the bi-Hamiltonian formulation of the hierarchy is given. A direct Bäcklund transformation between the (KK) hierarchy and the hierarchy of singularity equation for the Caudrey-Dodd-Gibbon-Sawada-Kotera equation is exhibited: This shows that the abundant symmetry structure found for the Kawamoto equation must exist for all fifth-order equations, which are known to be completely integrable since these equations are connected either by Bäcklund transformations or reciprocal links. It is shown that similar results must hold for all hierarchies emerging out of singularity hierarchies via reciprocal links. Furthermore, general aspects of the results are discussed.
Rogue waves for a system of coupled derivative nonlinear Schrödinger equations
NASA Astrophysics Data System (ADS)
Chan, Hiu Ning; Malomed, Boris; Chow, Kwok Wing
2015-11-01
Previous works in the literature on water waves have demonstrated that the fourth-order evolution of gravity waves in deep water will be governed by a higher order nonlinear Schrödinger equation. In the presence of two wave trains, the system is described by a higher order coupled nonlinear Schrödinger system. Through a gauge transformation, these evolution equations are reduced to a coupled derivative nonlinear Schrödinger system. The goal here is to study rogue waves, unexpectedly large displacements from an equilibrium position, through the Hirota bilinear transformation theoretically. The connections between the onset of rogue waves and modulation instability are investigated. The range of cubic nonlinearity allowing rogue wave formation is elucidated. Under a finite group velocity mismatch between the two components, the existence regime for rogue waves is extended as compared to the case with a single wave train. The amplification ratio of the amplitude can be higher than that of the single component nonlinear Schrödinger equation. Partial financial support has been provided by the Research Grants Council through contracts HKU711713E and HKU17200815.
Impulsive two-point boundary value problems for nonlinear qk-difference equations
NASA Astrophysics Data System (ADS)
Mardanov, Misir J.; Sharifov, Yagub A.
2016-08-01
In this study, impulsive two-point boundary value problems for nonlinear qk -difference equations is considered. Note that this problem contains the similar problem with antiperiodic boundary conditions as a partial case. The theorems on existence and uniqueness of the solution of the considered problem are proved. Obtained here results not only enlarges the class of considered boundary problems and also strengthens them.
Solution blow-up for a class of parabolic equations with double nonlinearity
Korpusov, Maxim O
2013-03-31
We consider a class of parabolic-type equations with double nonlinearity and derive sufficient conditions for finite time blow-up of its solutions in a bounded domain under the homogeneous Dirichlet condition. To prove the solution blow-up we use a modification of Levine's method. Bibliography: 13 titles.
Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures
Liang, Fei; Gao, Hongjun
2014-03-15
In this paper, we study a class of stochastic nonlinear wave equation with memory driven by Lévy noise. We first show the existence and uniqueness of global mild solutions using a suitable energy function. Second, under some additional assumptions we prove the exponential stability of the solutions.
NASA Astrophysics Data System (ADS)
Kozhevnikova, L. M.; Khadzhi, A. A.
2015-08-01
The paper is concerned with the solvability of the Dirichlet problem for a certain class of anisotropic elliptic second-order equations in divergence form with low-order terms and nonpolynomial nonlinearities \\displaystyle \\sumα=1n(aα(x,u,\
ERIC Educational Resources Information Center
Lee, Sik-Yum; Song, Xin-Yuan; Cai, Jing-Heng
2010-01-01
Analysis of ordered binary and unordered binary data has received considerable attention in social and psychological research. This article introduces a Bayesian approach, which has several nice features in practical applications, for analyzing nonlinear structural equation models with dichotomous data. We demonstrate how to use the software…
Solution blow-up for a class of parabolic equations with double nonlinearity
NASA Astrophysics Data System (ADS)
Korpusov, Maxim O.
2013-03-01
We consider a class of parabolic-type equations with double nonlinearity and derive sufficient conditions for finite time blow-up of its solutions in a bounded domain under the homogeneous Dirichlet condition. To prove the solution blow-up we use a modification of Levine's method. Bibliography: 13 titles.
Nonlinear quantum-dynamical system based on the Kadomtsev-Petviashvili II equation
NASA Astrophysics Data System (ADS)
Zarmi, Yair
2013-06-01
The structure of soliton solutions of classical integrable nonlinear evolution equations, which can be solved through the Hirota transformation, suggests a new way for the construction of nonlinear quantum-dynamical systems that are based on the classical equations. In the new approach, the classical soliton solution is mapped into an operator, U, which is a nonlinear functional of the particle-number operators over a Fock space of quantum particles. U obeys the evolution equation; the classical soliton solutions are the eigenvalues of U in multi-particle states in the Fock space. The construction easily allows for the incorporation of particle interactions, which generate soliton effects that do not have a classical analog. In this paper, this new approach is applied to the case of the Kadomtsev-Petviashvili II equation. The nonlinear quantum-dynamical system describes a set of M = (2S + 1) particles with intrinsic spin S, which interact in clusters of 1 ≤ N ≤ (M - 1) particles.
ERIC Educational Resources Information Center
Mooijaart, Ab; Satorra, Albert
2009-01-01
In this paper, we show that for some structural equation models (SEM), the classical chi-square goodness-of-fit test is unable to detect the presence of nonlinear terms in the model. As an example, we consider a regression model with latent variables and interactions terms. Not only the model test has zero power against that type of…
Bayesian Analysis of Nonlinear Structural Equation Models with Nonignorable Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum
2006-01-01
A Bayesian approach is developed for analyzing nonlinear structural equation models with nonignorable missing data. The nonignorable missingness mechanism is specified by a logistic regression model. A hybrid algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm is used to produce the joint Bayesian estimates of…
Bounds on the Fourier coefficients for the periodic solutions of non-linear oscillator equations
NASA Technical Reports Server (NTRS)
Mickens, R. E.
1988-01-01
The differential equations describing nonlinear oscillations (as seen in mechanical vibrations, electronic oscillators, chemical and biochemical reactions, acoustic systems, stellar pulsations, etc.) are investigated analytically. The boundedness of the Fourier coefficients for periodic solutions is demonstrated for two special cases, and the extrapolation of the results to higher-dimensionsal systems is briefly considered.
Larger, Laurent; Goedgebuer, Jean-Pierre; Erneux, Thomas
2004-03-01
A subcritical Hopf bifurcation in a dynamical system modeled by a scalar nonlinear delay differential equation is studied theoretically and experimentally. The subcritical Hopf bifurcation leads to a significant domain of bistability where stable steady and time-periodic states coexist.
Dynamics of a nonautonomous soliton in a generalized nonlinear Schroedinger equation
Yang Zhanying; Zhang Tao; Zhao Lichen; Feng Xiaoqiang; Yue Ruihong
2011-06-15
We solve a generalized nonautonomous nonlinear Schroedinger equation analytically by performing the Darboux transformation. The precise expressions of the soliton's width, peak, and the trajectory of its wave center are investigated analytically, which symbolize the dynamic behavior of a nonautonomous soliton. These expressions can be conveniently and effectively applied to the management of soliton in many fields.
Sun, Leping
2016-01-01
This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true. PMID:27441132
ERIC Educational Resources Information Center
Butner, Jonathan; Amazeen, Polemnia G.; Mulvey, Genna M.
2005-01-01
The authors present a dynamical multilevel model that captures changes over time in the bidirectional, potentially asymmetric influence of 2 cyclical processes. S. M. Boker and J. Graham's (1998) differential structural equation modeling approach was expanded to the case of a nonlinear coupled oscillator that is common in bimanual coordination…
Tensor-GMRES method for large sparse systems of nonlinear equations
NASA Technical Reports Server (NTRS)
Feng, Dan; Pulliam, Thomas H.
1994-01-01
This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.
NASA Technical Reports Server (NTRS)
Banks, H. T.; Kunisch, K.
1982-01-01
Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.
NASA Astrophysics Data System (ADS)
Armstrong, Scott N.
We study the fully nonlinear elliptic equation F(Du,Du,u,x)=f in a smooth bounded domain Ω, under the assumption that the nonlinearity F is uniformly elliptic and positively homogeneous. Recently, it has been shown that such operators have two principal "half" eigenvalues, and that the corresponding Dirichlet problem possesses solutions, if both of the principal eigenvalues are positive. In this paper, we prove the existence of solutions of the Dirichlet problem if both principal eigenvalues are negative, provided the "second" eigenvalue is positive, and generalize the anti-maximum principle of Clément and Peletier [P. Clément, L.A. Peletier, An anti-maximum principle for second-order elliptic operators, J. Differential Equations 34 (2) (1979) 218-229] to homogeneous, fully nonlinear operators.
NASA Astrophysics Data System (ADS)
Devee, Mayuri; Sarma, J. K.
2014-03-01
In this paper we have determined the behavior of gluon distribution function by solving the Gribov-Levin-Reskin-Mueller-Qiu (GLR-MQ) evolution equation,which is nonlinear in gluon density. The moderate Q2 behavior of G(x, t), where t = ln(Q2/Λ2), is obtained by employing the Regge like behaviour of gluon distribution function at small-x. Here Q2 behavior of nonlinear gluon distribution function is investigated for small values x = 10-2, 10-3, 10-4 and 10-5 rexpectively. Our predictions are compared with different parametrisations and are found in good agreement. It is observed from our results that with the nonlinear corrections incorporated, the strong growth of G(x,t) that corresponds to the linear QCD evolution equation is slowed down. Moreover essential taming of gluon distribution function is observed for R = 2 GeV-1 as expected.
Local conformational perturbations of the DNA molecule in the SG-model
NASA Astrophysics Data System (ADS)
Krasnobaeva, L. A.; Shapovalov, A. V.
2015-11-01
Within the formalism of the Fokker-Planck equation, the influence of nonstationary external force, random force, and dissipation effects on dynamics local conformational perturbations (kink) propagating along the DNA molecule is investigated. Such waves have an important role in the regulation of important biological processes in living systems at the molecular level. As a dynamic model of DNA was used a modified sine-Gordon equation, simulating the rotational oscillations of bases in one of the chains DNA. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the framework of the well-known McLaughlin and Scott energy approach. The corresponding Fokker-Planck equation for the momentum distribution function coincides with the equation describing the Ornstein-Uhlenbek process with a regular nonstationary external force. The influence of the nonlinear stochastic effects on the kink dynamics is considered with the help of the Fokker- Planck nonlinear equation with the shift coefficient dependent on the first moment of the kink momentum distribution function. Expressions are derived for average value and variance of the momentum. Examples are considered which demonstrate the influence of the external regular and random forces on the evolution of the average value and variance of the kink momentum. Within the formalism of the Fokker-Planck equation, the influence of nonstationary external force, random force, and dissipation effects on the kink dynamics is investigated in the sine-Gordon model. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the framework of the well-known McLaughlin and Scott energy approach. The corresponding Fokker-Planck equation for the momentum distribution function coincides with the equation describing the Ornstein-Uhlenbek process with a regular nonstationary
Symmetries of the TDNLS equations for weakly nonlinear dispersive MHD waves
NASA Technical Reports Server (NTRS)
Webb, G. M.; Brio, M.; Zank, G. P.
1995-01-01
In this paper we consider the symmetries and conservation laws for the TDNLS equations derived by Hada (1993) and Brio, Hunter and Johnson, to describe the propagation of weakly nonlinear dispersive MHD waves in beta approximately 1 plasmas. The equations describe the interaction of the Alfven and magnetoacoustic modes near the triple umbilic, where the fast magnetosonic, slow magnetosonic and Alfven speeds coincide and a(g)(exp 2) = V(A)(exp 2) where a(g) is the gas sound speed and V(A) is the Alfven speed. We discuss Lagrangian and Hamiltonian formulations, and similarity solutions for the equations.
On the ill/well-posedness and nonlinear instability of the magneto-geostrophic equations
NASA Astrophysics Data System (ADS)
Friedlander, Susan; Vicol, Vlad
2011-11-01
We consider an active scalar equation that is motivated by a model for magneto-geostrophic dynamics and the geodynamo. We prove that the non-diffusive equation is ill-posed in the sense of Hadamard in Sobolev spaces. In contrast, the critically diffusive equation is globally well-posed (cf Friedlander and Vicol (2011 Ann. Inst. Henri Poincaré Anal. Non Linéaire 28 283-301)). In this case we give an example of a steady state that is nonlinearly unstable, and hence produces a dynamo effect in the sense of an exponentially growing magnetic field.
NASA Astrophysics Data System (ADS)
Kim, Bong-Sik
Three dimensional (3D) Navier-Stokes-alpha equations are considered for uniformly rotating geophysical fluid flows (large Coriolis parameter f = 2O). The Navier-Stokes-alpha equations are a nonlinear dispersive regularization of usual Navier-Stokes equations obtained by Lagrangian averaging. The focus is on the existence and global regularity of solutions of the 3D rotating Navier-Stokes-alpha equations and the uniform convergence of these solutions to those of the original 3D rotating Navier-Stokes equations for large Coriolis parameters f as alpha → 0. Methods are based on fast singular oscillating limits and results are obtained for periodic boundary conditions for all domain aspect ratios, including the case of three wave resonances which yields nonlinear "2½-dimensional" limit resonant equations for f → 0. The existence and global regularity of solutions of limit resonant equations is established, uniformly in alpha. Bootstrapping from global regularity of the limit equations, the existence of a regular solution of the full 3D rotating Navier-Stokes-alpha equations for large f for an infinite time is established. Then, the uniform convergence of a regular solution of the 3D rotating Navier-Stokes-alpha equations (alpha ≠ 0) to the one of the original 3D rotating NavierStokes equations (alpha = 0) for f large but fixed as alpha → 0 follows; this implies "shadowing" of trajectories of the limit dynamical systems by those of the perturbed alpha-dynamical systems. All the estimates are uniform in alpha, in contrast with previous estimates in the literature which blow up as alpha → 0. Finally, the existence of global attractors as well as exponential attractors is established for large f and the estimates are uniform in alpha.
NASA Astrophysics Data System (ADS)
Bona, J. L.; Chen, M.; Saut, J.-C.
2004-05-01
In part I of this work (Bona J L, Chen M and Saut J-C 2002 Boussinesq equations and other systems for small-amplitude long waves in nonlinear dispersive media I: Derivation and the linear theory J. Nonlinear Sci. 12 283-318), a four-parameter family of Boussinesq systems was derived to describe the propagation of surface water waves. Similar systems are expected to arise in other physical settings where the dominant aspects of propagation are a balance between the nonlinear effects of convection and the linear effects of frequency dispersion. In addition to deriving these systems, we determined in part I exactly which of them are linearly well posed in various natural function classes. It was argued that linear well-posedness is a natural necessary requirement for the possible physical relevance of the model in question. In this paper, it is shown that the first-order correct models that are linearly well posed are in fact locally nonlinearly well posed. Moreover, in certain specific cases, global well-posedness is established for physically relevant initial data. In part I, higher-order correct models were also derived. A preliminary analysis of a promising subclass of these models shows them to be well posed.
NASA Astrophysics Data System (ADS)
Bich, Dao Huy; Xuan Nguyen, Nguyen
2012-12-01
In the present work, the study of the nonlinear vibration of a functionally graded cylindrical shell subjected to axial and transverse mechanical loads is presented. Material properties are graded in the thickness direction of the shell according to a simple power law distribution in terms of volume fractions of the material constituents. Governing equations are derived using improved Donnell shell theory ignoring the shallowness of cylindrical shells and kinematic nonlinearity is taken into consideration. One-term approximate solution is assumed to satisfy simply supported boundary conditions. The Galerkin method, the Volmir's assumption and fourth-order Runge-Kutta method are used for dynamical analysis of shells to give explicit expressions of natural frequencies, nonlinear frequency-amplitude relation and nonlinear dynamic responses. Numerical results show the effects of characteristics of functionally graded materials, pre-loaded axial compression and dimensional ratios on the dynamical behavior of shells. The proposed results are validated by comparing with those in the literature.
NASA Technical Reports Server (NTRS)
Mcdonald, B. Edward; Plante, Daniel R.
1989-01-01
The nonlinear progressive wave equation (NPE) model was developed by the Naval Ocean Research and Development Activity during 1982 to 1987 to study nonlinear effects in long range oceanic propagation of finite amplitude acoustic waves, including weak shocks. The NPE model was applied to propagation of a generic shock wave (initial condition provided by Sandia Division 1533) in a few illustrative environments. The following consequences of nonlinearity are seen by comparing linear and nonlinear NPE results: (1) a decrease in shock strength versus range (a well-known result of entropy increases at the shock front); (2) an increase in the convergence zone range; and (3) a vertical meandering of the energy path about the corresponding linear ray path. Items (2) and (3) are manifestations of self-refraction.
NASA Astrophysics Data System (ADS)
Schuch, Dieter
2014-04-01
Theoretical physics seems to be in a kind of schizophrenic state. Many phenomena in the observable macroscopic world obey nonlinear evolution equations, whereas 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. I claim that linearity in quantum mechanics is not as essential as it apparently seems since quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown where complex Riccati equations appear in time-dependent quantum mechanics and how they can be treated and compared with similar space-dependent Riccati equations in supersymmetric quantum mechanics. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation. Finally, it will be shown that (real and complex) Riccati equations also appear in many other fields of physics, like statistical thermodynamics and cosmology.
Nonlinear diffusion-wave equation for a gas in a regenerator subject to temperature gradient
NASA Astrophysics Data System (ADS)
Sugimoto, N.
2015-10-01
This paper derives an approximate equation for propagation of nonlinear thermoacoustic waves in a gas-filled, circular pore subject to temperature gradient. The pore radius is assumed to be much smaller than a thickness of thermoviscous diffusion layer, and the narrow-tube approximation is used in the sense that a typical axial length associated with temperature gradient is much longer than the radius. Introducing three small parameters, one being the ratio of the pore radius to the thickness of thermoviscous diffusion layer, another the ratio of a typical speed of thermoacoustic waves to an adiabatic sound speed and the other the ratio of a typical magnitude of pressure disturbance to a uniform pressure in a quiescent state, a system of fluid dynamical equations for an ideal gas is reduced asymptotically to a nonlinear diffusion-wave equation by using boundary conditions on a pore wall. Discussion on a temporal mean of an excess pressure due to periodic oscillations is included.
Zhao Dun; Zhang Yujuan; Lou Weiwei; Luo Honggang
2011-04-15
By constructing nonisospectral Ablowitz-Kaup-Newell-Segur (AKNS) hierarchy, we investigate the nonautonomous nonlinear Schroedinger (NLS) equations which have been used to describe the Feshbach resonance management in matter-wave solitons in Bose-Einstein condensate and the dispersion and nonlinearity managements for optical solitons. It is found that these equations are some special cases of a new integrable model of nonlocal nonautonomous NLS equations. Based on the Lax pairs, the Darboux transformation and conservation laws are explored. It is shown that the local external potentials would break down the classical infinite number of conservation laws. The result indicates that the integrability of the nonautonomous NLS systems may be nontrivial in comparison to the conventional concept of integrability in the canonical case.
NASA Astrophysics Data System (ADS)
Angoshtari, Arzhang; Yavari, Arash
2015-12-01
We use Hodge-type orthogonal decompositions for studying the compatibility equations of the displacement gradient and the linear strain with prescribed boundary displacements. We show that the displacement gradient is compatible if and only if for any equilibrated virtual first Piola-Kirchhoff stress tensor field, the virtual work done by the displacement gradient is equal to the virtual work done by the prescribed boundary displacements. This condition is very similar to the classical compatibility equations for the linear strain. Since these compatibility equations for linear and nonlinear strains involve infinite-dimensional spaces and consequently are not easy to use in practice, we derive alternative compatibility equations, which are written in terms of some finite-dimensional spaces and are more useful in practice. Using these new compatibility equations, we present some non-trivial examples that show that compatible strains may become incompatible in the presence of prescribed boundary displacements.
The new integrable symplectic map and the symmetry of integrable nonlinear lattice equation
NASA Astrophysics Data System (ADS)
Dong, Huanhe; Zhang, Yong; Zhang, Xiaoen
2016-07-01
A discrete matrix spectral problem is presented and the hierarchy of discrete integrable systems is derived. Their Hamiltonian structures are established. As to the discrete integrable system, nonlinearization of the spatial parts of the Lax pairs and the adjoint Lax pairs generate a new integrable symplectic map. Based on the theory, a new integrable symplectic map and a family of finite-dimension completely integrable systems are given. Especially, two explicit equations are obtained under the Bargmann constraint. Finally, the symmetry of the discrete equation is provided according to the recursion operator and the seed symmetry. Although the solutions of the discrete equations have been gained by many methods, there are few articles that solving the discrete equation via the symmetry. So the solution of the discrete lattice equation is obtained through the symmetry theory.
Solution of nonlinear partial differential equations using the Chebyshev spectral method
NASA Astrophysics Data System (ADS)
Kapania, R. K.; Eldred, L. B.
1991-05-01
The spectral method is a powerful numerical technique for solving engineering differential equations. The method is a specialization of the method of weighted residuals. Trial functions that are easily and exactly differentiable are used. Often the functions used also satisfy an orthogonality equation, which can improve the efficiency of the approximation. Generally, the entire domain is modeled, but multiple sub-domains may be used. A Chebyshev-Collocation Spectral method is used to solve a two-dimensional, highly nonlinear, two parameter Bratu's equation. This equation previously assumed to have only symmetric solutions are shown to have regions where solutions that are non-symmetric in x and y are valid. Away from these regions an accurate and efficient technique for tracking the equation's multi-valued solutions was developed. It is found that the accuracy of the present method is very good, with a significant improvement in computer time.
NASA Astrophysics Data System (ADS)
Sun, Yuan Gong; Wong, James S. W.
2007-10-01
We present new oscillation criteria for the second order forced ordinary differential equation with mixed nonlinearities: where , p(t) is positive and differentiable, [alpha]1>...>[alpha]m>1>[alpha]m+1>...>[alpha]n. No restriction is imposed on the forcing term e(t) to be the second derivative of an oscillatory function. When n=1, our results reduce to those of El-Sayed [M.A. El-Sayed, An oscillation criterion for a forced second order linear differential equation, Proc. Amer. Math. Soc. 118 (1993) 813-817], Wong [J.S.W. Wong, Oscillation criteria for a forced second linear differential equations, J. Math. Anal. Appl. 231 (1999) 235-240], Sun, Ou and Wong [Y.G. Sun, C.H. Ou, J.S.W. Wong, Interval oscillation theorems for a linear second order differential equation, Comput. Math. Appl. 48 (2004) 1693-1699] for the linear equation, Nazr [A.H. Nazr, Sufficient conditions for the oscillation of forced super-linear second order differential equations with oscillatory potential, Proc. Amer. Math. Soc. 126 (1998) 123-125] for the superlinear equation, and Sun and Wong [Y.G. Sun, J.S.W. Wong, Note on forced oscillation of nth-order sublinear differential equations, JE Math. Anal. Appl. 298 (2004) 114-119] for the sublinear equation.
Travelling-wave and separated variable solutions of a nonlinear Schroedinger equation
NASA Astrophysics Data System (ADS)
Bountis, Tassos; Nobre, Fernando D.
2016-08-01
Some interesting nonlinear generalizations have been proposed recently for the linear Schroedinger, Klein-Gordon, and Dirac equations of quantum and relativistic physics. These novel equations involve a real parameter q and reduce to the corresponding standard linear equations in the limit q → 1. Their main virtue is that they possess plane-wave solutions expressed in terms of a q-exponential function that can vanish at infinity, while preserving the Einstein energy-momentum relation for all q. In this paper, we first present new travelling wave and separated variable solutions for the main field variable Ψ ( x → , t ) , of the nonlinear Schroedinger equation (NLSE), within the q-exponential framework, and examine their behavior at infinity for different values of q. We also solve the associated equation for the second field variable Φ ( x → , t ) , derived recently within the context of a classical field theory, which corresponds to Ψ ∗ ( x → , t ) for the linear Schroedinger equation in the limit q → 1. For x ∈ ℜ, we show that certain perturbations of these q-exponential solutions Ψ(x, t) and Φ(x, t) are unbounded and hence would lead to divergent probability densities over the full domain -∞ < x < ∞. However, we also identify ranges of q values for which these solutions vanish at infinity, and may therefore be physically important.
NASA Astrophysics Data System (ADS)
Cherniha, Roman; King, John R.; Kovalenko, Sergii
2016-07-01
Complete descriptions of the Lie symmetries of a class of nonlinear reaction-diffusion equations with gradient-dependent diffusivity in one and two space dimensions are obtained. A surprisingly rich set of Lie symmetry algebras depending on the form of diffusivity and source (sink) in the equations is derived. It is established that there exists a subclass in 1-D space admitting an infinite-dimensional Lie algebra of invariance so that it is linearisable. A special power-law diffusivity with a fixed exponent, which leads to wider Lie invariance of the equations in question in 2-D space, is also derived. However, it is shown that the diffusion equation without a source term (which often arises in applications and is sometimes called the Perona-Malik equation) possesses no rich variety of Lie symmetries depending on the form of gradient-dependent diffusivity. The results of the Lie symmetry classification for the reduction to lower dimensionality, and a search for exact solutions of the nonlinear 2-D equation with power-law diffusivity, also are included.
NASA Technical Reports Server (NTRS)
Padovan, J.; Lackney, J.
1986-01-01
The current paper develops a constrained hierarchical least square nonlinear equation solver. The procedure can handle the response behavior of systems which possess indefinite tangent stiffness characteristics. Due to the generality of the scheme, this can be achieved at various hierarchical application levels. For instance, in the case of finite element simulations, various combinations of either degree of freedom, nodal, elemental, substructural, and global level iterations are possible. Overall, this enables a solution methodology which is highly stable and storage efficient. To demonstrate the capability of the constrained hierarchical least square methodology, benchmarking examples are presented which treat structure exhibiting highly nonlinear pre- and postbuckling behavior wherein several indefinite stiffness transitions occur.
Heteroclinic Structure of Parametric Resonance in the Nonlinear Schrödinger Equation
NASA Astrophysics Data System (ADS)
Conforti, M.; Mussot, A.; Kudlinski, A.; Rota Nodari, S.; Dujardin, G.; De Biévre, S.; Armaroli, A.; Trillo, S.
2016-07-01
We show that the nonlinear stage of modulational instability induced by parametric driving in the defocusing nonlinear Schrödinger equation can be accurately described by combining mode truncation and averaging methods, valid in the strong driving regime. The resulting integrable oscillator reveals a complex hidden heteroclinic structure of the instability. A remarkable consequence, validated by the numerical integration of the original model, is the existence of breather solutions separating different Fermi-Pasta-Ulam recurrent regimes. Our theory also shows that optimal parametric amplification unexpectedly occurs outside the bandwidth of the resonance (or Arnold tongues) arising from the linearized Floquet analysis.
Dispersion relation of the nonlinear Klein-Gordon equation through a variational method.
Amore, Paolo; Raya, Alfredo
2006-03-01
We derive approximate expressions for the dispersion relation of the nonlinear Klein-Gordon equation in the case of strong nonlinearities using a method based on the linear delta expansion. All the results obtained in this article are fully analytical, never involve the use of special functions, and can be used to obtain systematic approximations to the exact results to any desired degree of accuracy. We compare our findings with similar results in the literature and show that our approach leads to better and simpler results.
High-order rogue waves in vector nonlinear Schrödinger equations.
Ling, Liming; Guo, Boling; Zhao, Li-Chen
2014-04-01
We study the dynamics of high-order rogue waves (RWs) in two-component coupled nonlinear Schrödinger equations. We find that four fundamental rogue waves can emerge from second-order vector RWs in the coupled system, in contrast to the high-order ones in single-component systems. The distribution shape can be quadrilateral, triangle, and line structures by varying the proper initial excitations given by the exact analytical solutions. The distribution pattern for vector RWs is more abundant than that for scalar rogue waves. Possibilities to observe these new patterns for rogue waves are discussed for a nonlinear fiber. PMID:24827185
A method for exponential propagation of large systems of stiff nonlinear differential equations
NASA Technical Reports Server (NTRS)
Friesner, Richard A.; Tuckerman, Laurette S.; Dornblaser, Bright C.; Russo, Thomas V.
1989-01-01
A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5-15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.
Dubrovsky, V. G.; Topovsky, A. V.
2013-03-15
New exact solutions, nonstationary and stationary, of Veselov-Novikov (VN) equation in the forms of simple nonlinear and linear superpositions of arbitrary number N of exact special solutions u{sup (n)}, n= 1, Horizontal-Ellipsis , N are constructed via Zakharov and Manakov {partial_derivative}-dressing method. Simple nonlinear superpositions are represented up to a constant by the sums of solutions u{sup (n)} and calculated by {partial_derivative}-dressing on nonzero energy level of the first auxiliary linear problem, i.e., 2D stationary Schroedinger equation. It is remarkable that in the zero energy limit simple nonlinear superpositions convert to linear ones in the form of the sums of special solutions u{sup (n)}. It is shown that the sums u=u{sup (k{sub 1})}+...+u{sup (k{sub m})}, 1 Less-Than-Or-Slanted-Equal-To k{sub 1} < k{sub 2} < Horizontal-Ellipsis < k{sub m} Less-Than-Or-Slanted-Equal-To N of arbitrary subsets of these solutions are also exact solutions of VN equation. The presented exact solutions include as superpositions of special line solitons and also superpositions of plane wave type singular periodic solutions. By construction these exact solutions represent also new exact transparent potentials of 2D stationary Schroedinger equation and can serve as model potentials for electrons in planar structures of modern electronics.
Global series solutions of nonlinear differential equations with shocks using Walsh functions
NASA Astrophysics Data System (ADS)
Gnoffo, Peter A.
2014-02-01
An orthonormal basis set composed of Walsh functions is used for deriving global solutions (valid over the entire domain) to nonlinear differential equations that include discontinuities. Function gn(x) of the set, a scaled Walsh function in sequency order, is comprised of n piecewise constant values (square waves) across the domain xa⩽x⩽xb. Only two square wave lengths are allowed in any function and a new derivation of the basis functions applies a fractal-like algorithm (infinitely self-similar) focused on the distribution of wave lengths. This distribution is determined by a recursive folding algorithm that propagates fundamental symmetries to successive values of n. Functions, including those with discontinuities, may be represented on the domain as a series in gn(x) with no occurrence of a Gibbs phenomenon (ringing) across the discontinuity. A much more powerful, self-mapping characteristic of the series is closure under multiplication - the product of any two Walsh functions is also a Walsh function. This self-mapping characteristic transforms the solution of nonlinear differential equations to the solution of systems of polynomial equations if the original nonlinearities can be represented as products of the dependent variables and the convergence of the series for n→∞ can be demonstrated. Fundamental operations (reciprocal, integral, derivative) on Walsh function series representations of functions with discontinuities are defined. Examples are presented for solution of the time dependent Burger's equation and for quasi-one-dimensional nozzle flow including a shock.
Nonlinear quantum-mechanical system associated with Sine-Gordon equation in (1 + 2) dimensions
Zarmi, Yair
2014-10-15
Despite the fact that it is not integrable, the (1 + 2)-dimensional Sine-Gordon equation has N-soliton solutions, whose velocities are lower than the speed of light (c = 1), for all N ≥ 1. Based on these solutions, a quantum-mechanical system is constructed over a Fock space of particles. The coordinate of each particle is an angle around the unit circle. U, a nonlinear functional of the particle number-operators, which obeys the Sine-Gordon equation in (1 + 2) dimensions, is constructed. Its eigenvalues on N-particle states in the Fock space are the slower-than-light, N-soliton solutions of the equation. A projection operator (a nonlinear functional of U), which vanishes on the single-particle subspace, is a mass-density generator. Its eigenvalues on multi-particle states play the role of the mass density of structures that emulate free, spatially extended, relativistic particles. The simplicity of the quantum-mechanical system allows for the incorporation of perturbations with particle interactions, which have the capacity to “annihilate” and “create” solitons – an effect that does not have an analog in perturbed classical nonlinear evolution equations.
NASA Technical Reports Server (NTRS)
Walker, K. P.; Freed, A. D.
1991-01-01
New methods for integrating systems of stiff, nonlinear, first order, ordinary differential equations are developed by casting the differential equations into integral form. Nonlinear recursive relations are obtained that allow the solution to a system of equations at time t plus delta t to be obtained in terms of the solution at time t in explicit and implicit forms. Examples of accuracy obtained with the new technique are given by considering systems of nonlinear, first order equations which arise in the study of unified models of viscoplastic behaviors, the spread of the AIDS virus, and predator-prey populations. In general, the new implicit algorithm is unconditionally stable, and has a Jacobian of smaller dimension than that which is acquired by current implicit methods, such as the Euler backward difference algorithm; yet, it gives superior accuracy. The asymptotic explicit and implicit algorithms are suitable for solutions that are of the growing and decaying exponential kinds, respectively, whilst the implicit Euler-Maclaurin algorithm is superior when the solution oscillates, i.e., when there are regions in which both growing and decaying exponential solutions exist.
Stability of a Robertson-Walker universe against stochastic perturbations
NASA Astrophysics Data System (ADS)
Briozzo, C. B.; Budde, C. E.; Caceres, M. O.; Lamberti, P. W.
1988-06-01
The Einstein-Langevin equations for a Robertson-Walker universe in which a small stochastic perturbation is introduced in the deterministic equations of motion for the radius of the universe are analysed. We solve the associated nonlinear Fokker-Planck equation in the small noise limit using the Ω expansion and find that the cosmological constant plays an essential role in the long time stability of the model. Fellowship holder at CONICET.
NASA Astrophysics Data System (ADS)
Korpusov, M. O.; Panin, A. A.
2014-10-01
We consider an abstract Cauchy problem for a formally hyperbolic equation with double non-linearity. Under certain conditions on the operators in the equation, we prove its local (in time) solubility and give sufficient conditions for finite-time blow-up of solutions of the corresponding abstract Cauchy problem. The proof uses a modification of a method of Levine. We give examples of Cauchy problems and initial-boundary value problems for concrete non-linear equations of mathematical physics.
Breather management in the derivative nonlinear Schrödinger equation with variable coefficients
Zhong, Wei-Ping; Belić, Milivoj; Malomed, Boris A.; Huang, Tingwen
2015-04-15
We investigate breather solutions of the generalized derivative nonlinear Schrödinger (DNLS) equation with variable coefficients, which is used in the description of femtosecond optical pulses in inhomogeneous media. The solutions are constructed by means of the similarity transformation, which reduces a particular form of the generalized DNLS equation into the standard one, with constant coefficients. Examples of bright and dark breathers of different orders, that ride on finite backgrounds and may be related to rogue waves, are presented. - Highlights: • Exact solutions of a generalized derivative NLS equation are obtained. • The solutions are produced by means of a transformation to the usual integrable equation. • The validity of the solutions is verified by comparing them to numerical counterparts. • Stability of the solutions is checked by means of direct simulations. • The model applies to the propagation of ultrashort pulses in optical media.
Global Stability Analysis of Some Nonlinear Delay Differential Equations in Population Dynamics
NASA Astrophysics Data System (ADS)
Huang, Gang; Liu, Anping; Foryś, Urszula
2016-02-01
By using the direct Lyapunov method and constructing appropriate Lyapunov functionals, we investigate the global stability for the following scalar delay differential equation with nonlinear term y'(t)=f(1-y(t), y(t-τ ))-cy(t), where c is a positive constant and f: {R}^2 → R is of class C^1 and satisfies some additional requirements. This equation is a generalization of the SIS model proposed by Cooke (Rocky Mt J Math 7: 253-263, 1979). Criterions of global stability for the trivial and the positive equilibria of this delay equation are given. A special case of the function f depending only on the variable y(t-τ ) is also considered. Both general and special cases of this equation are often used in biomathematical modelling.
Sqeezing generated by a nonlinear master equation and by amplifying-dissipative Hamiltonians
NASA Technical Reports Server (NTRS)
Dodonov, V. V.; Marchiolli, M. A.; Mizrahi, Solomon S.; Moussa, M. H. Y.
1994-01-01
In the first part of this contribution we show that the master equation derived from the generalized version of the nonlinear Doebner-Goldin equation leads to the squeezing of one of the quadratures. In the second part we consider two familiar Hamiltonians, the Bateman- Caldirola-Kanai and the optical parametric oscillator; going back to their classical Lagrangian form we introduce a stochastic force and a dissipative factor. From this new Lagrangian we obtain a modified Hamiltonian that treats adequately the simultaneous amplification and dissipation phenomena, presenting squeezing, too.
Arnold, J.; Kosson, D.S.; Garrabrants, A.; Meeussen, J.C.L.; Sloot, H.A. van der
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.
Alkhutov, Yu A; Zhikov, V V
2014-03-31
The paper is concerned with the solvability of the initial-boundary value problem for second-order parabolic equations with variable nonlinearity exponents. In the model case, this equation contains the p-Laplacian with a variable exponent p(x,t). The problem is shown to be uniquely solvable, provided the exponent p is bounded away from both 1 and ∞ and is log-Hölder continuous, and its solution satisfies the energy equality. Bibliography: 18 titles.
A nonlinear parabolic equation with discontinuity in the highest order and applications
NASA Astrophysics Data System (ADS)
Chen, Robin Ming; Liu, Qing
2016-01-01
In this paper we establish a viscosity solution theory for a class of nonlinear parabolic equations with discontinuities of the sign function type in the second derivatives of the unknown function. We modify the definition of classical viscosity solutions and show uniqueness and existence of the solutions. These results are related to the limit behavior for the motion of a curve by a very small power of its curvature, which has applications in image processing. We also discuss the relation between our equation and the total variation flow in one space dimension.
Explicit Solution of Nonlinear ZK-BBM Wave Equation Using Exp-Function Method
NASA Astrophysics Data System (ADS)
Mahmoudi, J.; Tolou, N.; Khatami, I.; Barari, A.; Ganji, D. D.
This study is devoted to studying the (2+1)-dimensional ZK-BBM (Zakharov-Kuznetsov-Benjamin-Bona-Mahony) wave equation in an analytical solution. The analysis is based on the implementation a new method, called Exp-function method. The obtained results from the proposed approximate solution have been verified with those obtained by the extended tanh method. It shows that the obtained results of these methods are the same; while Exp-function method, with the help of symbolic computation, provides a powerful mathematical tool for solving nonlinear partial differential equations of engineering problems in the terms of accuracy and efficiency.
Multiple positive solutions to a coupled systems of nonlinear fractional differential equations.
Shah, Kamal; Khan, Rahmat Ali
2016-01-01
In this article, we study existence, uniqueness and nonexistence of positive solution to a highly nonlinear coupled system of fractional order differential equations. Necessary and sufficient conditions for the existence and uniqueness of positive solution are developed by using Perov's fixed point theorem for the considered problem. Further, we also established sufficient conditions for existence of multiplicity results for positive solutions. Also, we developed some conditions under which the considered coupled system of fractional order differential equations has no positive solution. Appropriate examples are also provided which demonstrate our results. PMID:27478733
Quasi-periodic solutions of a quasi-periodically forced nonlinear beam equation
NASA Astrophysics Data System (ADS)
Wang, Yi
2012-06-01
In this paper, one quasi-periodically forced nonlinear beam equation utt+uxxxx+μu+ɛg(ωt,x)u3=0,μ>0,x∈[0,π] with hinged boundary conditions is considered. Here ɛ is a small positive parameter, g( ωt, x) is real analytic in all variables and quasi-periodic in t with a frequency vector ω = ( ω1, ω2, … , ωm). It is proved that the above equation admits small-amplitude quasi-periodic solutions.
Exact Traveling Wave Solutions of a Higher-Dimensional Nonlinear Evolution Equation
NASA Astrophysics Data System (ADS)
Lee, Jonu; Sakthivel, Rathinasamy; Wazzan, Luwai
The exact traveling wave solutions of (4 + 1)-dimensional nonlinear Fokas equation is obtained by using three distinct methods with symbolic computation. The modified tanh-coth method is implemented to obtain single soliton solutions whereas the extended Jacobi elliptic function method is applied to derive doubly periodic wave solutions for this higher-dimensional integrable equation. The Exp-function method gives generalized wave solutions with some free parameters. It is shown that soliton solutions and triangular solutions can be established as the limits of the Jacobi doubly periodic wave solutions.
The nonlinear wave equation for higher harmonics in free-electron lasers
NASA Technical Reports Server (NTRS)
Colson, W. B.
1981-01-01
The nonlinear wave equation and self-consistent pendulum equation are generalized to describe free-electron laser operation in higher harmonics; this can significantly extend their tunable range to shorter wavelengths. The dynamics of the laser field's amplitude and phase are explored for a wide range of parameters using families of normalized gain curves applicable to both the fundamental and harmonics. The electron phase-space displays the fundamental physics driving the wave, and this picture is used to distinguish between the effects of high gain and Coulomb forces.
NASA Astrophysics Data System (ADS)
Filimonov, M.; Masih, A.
2016-06-01
One of the analytical methods of presenting solutions of nonlinear partial differential equations is the method of special series in powers of specially selected functions called basis functions. The coefficients of such series are found successively as solutions of linear differential equations. To find recurrence, the coefficient is achieved by the choice of basis functions, which may also contain arbitrary functions. By using such functional arbitrariness, it allows in some cases to prove the global convergence of the corresponding constructed series, as well as the solvability of the boundary value problem.
Global existence and nonexistence of the solution of a forced nonlinear Schrödinger equation
NASA Astrophysics Data System (ADS)
Guo, Bo-ling; Wu, Yong-hui
1995-07-01
In this article, we prove that the solution of the forced nonlinear Schrödinger equation (1.1) below for u0∈H1 and Q(t)∈C1 with u0(0)=Q(0) exists globally if and only if ∫T0||Q'(t)||2 dt<∞. This result positively answers the conjecture of Q. Y. Bu [``On well-posedness of the forced NLS equation,'' Appl. Anal. 46, 219-239 (1992)].
Integrable discretisations for a class of nonlinear Schrödinger equations on Grassmann algebras
NASA Astrophysics Data System (ADS)
Grahovski, Georgi G.; Mikhailov, Alexander V.
2013-12-01
Integrable discretisations for a class of coupled (super) nonlinear Schrödinger (NLS) type of equations are presented. The class corresponds to a Lax operator with entries in a Grassmann algebra. Elementary Darboux transformations are constructed. As a result, Grassmann generalisations of the Toda lattice and the NLS dressing chain are obtained. The compatibility (Bianchi commutativity) of these Darboux transformations leads to integrable Grassmann generalisations of the difference Toda and NLS equations. The resulting systems will have discrete Lax representations provided by the set of two consistent elementary Darboux transformations. For the two discrete systems obtained, initial value and initial-boundary problems are formulated.
Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong
2015-01-23
In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.
Behavior of Tvd Limiters on the Solution of Non-Linear Hyperbolic Equation
NASA Astrophysics Data System (ADS)
Qureshi, K. R.; Lee, C.-H.
The main objective of the present work is to solve the non-linear inviscid Burger equation using the second-order TVD scheme with the different TVD limiters. These limiters include Non-MUSCL (monotone upwind scalar conservation laws) Harten-Yee upwind limiters, Roe-Sweby upwind limiters and Davis-Yee symmetric TVD limiters. These limiters are then used in conjunction with the explicit finite difference second order TVD scheme to model the flow in which discontinuity is present. Non-linear Burger equation was solved for this purpose to capture a one dimensional traveling discontinuity. Every limiter was individually tested for its ability to resolve the discontinuity in as few mesh point as possible. In addition, each limiter's capability to eliminate spurious oscillations associated with numerical computation of discontinuities was investigated. The results showed that all the TVD limiters were able to completely eliminate the spurious oscillations except Roe-Sweby limiter that caused the solution to diverge.
NASA Astrophysics Data System (ADS)
Pelinovsky, Dmitry; Penati, Tiziano; Paleari, Simone
2016-08-01
Small-amplitude weakly coupled oscillators of the Klein-Gordon lattices are approximated by equations of the discrete nonlinear Schrödinger type. We show how to justify this approximation by two methods, which have been very popular in the recent literature. The first method relies on a priori energy estimates and multi-scale decompositions. The second method is based on a resonant normal form theorem. We show that although the two methods are different in the implementation, they produce equivalent results as the end product. We also discuss the applications of the discrete nonlinear Schrödinger equation in the context of existence and stability of breathers of the Klein-Gordon lattice.
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.
Dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation.
Wen, Shao-Fang; Shen, Yong-Jun; Wang, Xiao-Na; Yang, Shao-Pu; Xing, Hai-Jun
2016-08-01
In this paper, the computation schemes for periodic solutions of the forced fractional-order Mathieu-Duffing equation are derived based on incremental harmonic balance (IHB) method. The general forms of periodic solutions are founded by the IHB method, which could be useful to obtain the periodic solutions with higher precision. The comparisons of the approximate analytical solutions by the IHB method and numerical integration are fulfilled, and the results certify the correctness and higher precision of the solutions by the IHB method. The dynamical analysis of strongly nonlinear fractional-order Mathieu-Duffing equation is investigated by the IHB method. Then, the effects of the excitation frequency, fractional order, fractional coefficient, and nonlinear stiffness coefficient on the complex dynamical behaviors are analyzed. At last, the detailed results are summarized and the conclusions are made, which present some useful information to analyze and/or control the dynamical response of this kind of system. PMID:27586626