An equilibrium-preserving discretization for the nonlinear Rosenbluth-Fokker-Planck operator in arbitrary multi-dimensional geometry

NASA Astrophysics Data System (ADS)

Taitano, W. T.; Chacón, L.; Simakov, A. N.

2017-06-01

The Fokker-Planck collision operator is an advection-diffusion operator which describe dynamical systems such as weakly coupled plasmas [1,2], photonics in high temperature environment [3,4], biological [5], and even social systems [6]. For plasmas in the continuum, the Fokker-Planck collision operator supports such important physical properties as conservation of number, momentum, and energy, as well as positivity. It also obeys the Boltzmann's H-theorem [7-11], i.e., the operator increases the system entropy while simultaneously driving the distribution function towards a Maxwellian. In the discrete, when these properties are not ensured, numerical simulations can either fail catastrophically or suffer from significant numerical pollution [12,13]. There is strong emphasis in the literature on developing numerical techniques to solve the Fokker-Planck equation while preserving these properties [12-24]. In this short note, we focus on the analytical equilibrium preserving property, meaning that the Fokker-Planck collision operator vanishes when acting on an analytical Maxwellian distribution function. The equilibrium preservation property is especially important, for example, when one is attempting to capture subtle transport physics. Since transport arises from small O (ɛ) corrections to the equilibrium [25] (where ɛ is a small expansion parameter), numerical truncation error present in the equilibrium solution may dominate, overwhelming transport dynamics.

Pulse-coupled mixed-mode oscillators: Cluster states and extreme noise sensitivity

NASA Astrophysics Data System (ADS)

Karamchandani, Avinash J.; Graham, James N.; Riecke, Hermann

2018-04-01

Motivated by rhythms in the olfactory system of the brain, we investigate the synchronization of all-to-all pulse-coupled neuronal oscillators exhibiting various types of mixed-mode oscillations (MMOs) composed of sub-threshold oscillations (STOs) and action potentials ("spikes"). We focus particularly on the impact of the delay in the interaction. In the weak-coupling regime, we reduce the system to a Kuramoto-type equation with non-sinusoidal phase coupling and the associated Fokker-Planck equation. Its linear stability analysis identifies the appearance of various cluster states. Their type depends sensitively on the delay and the width of the pulses. Interestingly, long delays do not imply slow population rhythms, and the number of emerging clusters only loosely depends on the number of STOs. Direct simulations of the oscillator equations reveal that for quantitative agreement of the weak-coupling theory the coupling strength and the noise have to be extremely small. Even moderate noise leads to significant skipping of STO cycles, which can enhance the diffusion coefficient in the Fokker-Planck equation by two orders of magnitude. Introducing an effective diffusion coefficient extends the range of agreement significantly. Numerical simulations of the Fokker-Planck equation reveal bistability and solutions with oscillatory order parameters that result from nonlinear mode interactions. These are confirmed in simulations of the full spiking model.

A conservative, relativistic Fokker-Planck solver for runaway electrons

NASA Astrophysics Data System (ADS)

Chacon, Luis; Taitano, W.; Tang, X.; Guo, Z.; McDevitt, C.

2017-10-01

Relativistic runaway electrons develop when electric fields surpass a critical electric field, Ec =EDvth/c 2 , with ED the Dreicer field (which is the electric field at which the whole thermal electron population runs away). Above this critical field, electron tails accelerate relativistically until they are arrested by radiative processes. In regimes above this critical electric field (but below the Dreicer field), correctly capturing the interplay between the electron thermal population and the runaway tail is key, and demands a full nonlinear relativistic Fokker-Planck treatment. In this presentation, we report on progress towards a fully conservative, implicit, adaptive implementation of the relativistic electron Fokker-Planck equation. Strict conservation properties, as well as positivity preservation, are a must to avoid spurious numerical effects, and to be able to capture tenuous electron runaway tails for fields just above Ec.

Multilevel Iterative Methods in Nonlinear Computational Plasma Physics

NASA Astrophysics Data System (ADS)

Knoll, D. A.; Finn, J. M.

1997-11-01

Many applications in computational plasma physics involve the implicit numerical solution of coupled systems of nonlinear partial differential equations or integro-differential equations. Such problems arise in MHD, systems of Vlasov-Fokker-Planck equations, edge plasma fluid equations. We have been developing matrix-free Newton-Krylov algorithms for such problems and have applied these algorithms to the edge plasma fluid equations [1,2] and to the Vlasov-Fokker-Planck equation [3]. Recently we have found that with increasing grid refinement, the number of Krylov iterations required per Newton iteration has grown unmanageable [4]. This has led us to the study of multigrid methods as a means of preconditioning matrix-free Newton-Krylov methods. In this poster we will give details of the general multigrid preconditioned Newton-Krylov algorithm, as well as algorithm performance details on problems of interest in the areas of magnetohydrodynamics and edge plasma physics. Work supported by US DoE 1. Knoll and McHugh, J. Comput. Phys., 116, pg. 281 (1995) 2. Knoll and McHugh, Comput. Phys. Comm., 88, pg. 141 (1995) 3. Mousseau and Knoll, J. Comput. Phys. (1997) (to appear) 4. Knoll and McHugh, SIAM J. Sci. Comput. 19, (1998) (to appear)

A mass, momentum, and energy conserving, fully implicit, scalable algorithm for the multi-dimensional, multi-species Rosenbluth-Fokker-Planck equation

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.

Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems.

PubMed

Chen, Nan; Majda, Andrew J

2017-12-05

Solving the Fokker-Planck equation for high-dimensional complex dynamical systems is an important issue. Recently, the authors developed efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures, which contain many strong non-Gaussian features such as intermittency and fat-tailed probability density functions (PDFs). The algorithms involve a hybrid strategy with a small number of samples [Formula: see text], where a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious Gaussian kernel density estimation in the remaining low-dimensional subspace. In this article, two effective strategies are developed and incorporated into these algorithms. The first strategy involves a judicious block decomposition of the conditional covariance matrix such that the evolutions of different blocks have no interactions, which allows an extremely efficient parallel computation due to the small size of each individual block. The second strategy exploits statistical symmetry for a further reduction of [Formula: see text] The resulting algorithms can efficiently solve the Fokker-Planck equation with strongly non-Gaussian PDFs in much higher dimensions even with orders in the millions and thus beat the curse of dimension. The algorithms are applied to a [Formula: see text]-dimensional stochastic coupled FitzHugh-Nagumo model for excitable media. An accurate recovery of both the transient and equilibrium non-Gaussian PDFs requires only [Formula: see text] samples! In addition, the block decomposition facilitates the algorithms to efficiently capture the distinct non-Gaussian features at different locations in a [Formula: see text]-dimensional two-layer inhomogeneous Lorenz 96 model, using only [Formula: see text] samples. Copyright © 2017 the Author(s). Published by PNAS.

Kappa and other nonequilibrium distributions from the Fokker-Planck equation and the relationship to Tsallis entropy.

PubMed

Shizgal, Bernie D

2018-05-01

This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988)JSTPBS0022-471510.1007/BF01016429].

Kappa and other nonequilibrium distributions from the Fokker-Planck equation and the relationship to Tsallis entropy

NASA Astrophysics Data System (ADS)

Shizgal, Bernie D.

2018-05-01

This paper considers two nonequilibrium model systems described by linear Fokker-Planck equations for the time-dependent velocity distribution functions that yield steady state Kappa distributions for specific system parameters. The first system describes the time evolution of a charged test particle in a constant temperature heat bath of a second charged particle. The time dependence of the distribution function of the test particle is given by a Fokker-Planck equation with drift and diffusion coefficients for Coulomb collisions as well as a diffusion coefficient for wave-particle interactions. A second system involves the Fokker-Planck equation for electrons dilutely dispersed in a constant temperature heat bath of atoms or ions and subject to an external time-independent uniform electric field. The momentum transfer cross section for collisions between the two components is assumed to be a power law in reduced speed. The time-dependent Fokker-Planck equations for both model systems are solved with a numerical finite difference method and the approach to equilibrium is rationalized with the Kullback-Leibler relative entropy. For particular choices of the system parameters for both models, the steady distribution is found to be a Kappa distribution. Kappa distributions were introduced as an empirical fitting function that well describe the nonequilibrium features of the distribution functions of electrons and ions in space science as measured by satellite instruments. The calculation of the Kappa distribution from the Fokker-Planck equations provides a direct physically based dynamical approach in contrast to the nonextensive entropy formalism by Tsallis [J. Stat. Phys. 53, 479 (1988), 10.1007/BF01016429].

Low-dimensional spike rate models derived from networks of adaptive integrate-and-fire neurons: Comparison and implementation.

PubMed

Augustin, Moritz; Ladenbauer, Josef; Baumann, Fabian; Obermayer, Klaus

2017-06-01

The spiking activity of single neurons can be well described by a nonlinear integrate-and-fire model that includes somatic adaptation. When exposed to fluctuating inputs sparsely coupled populations of these model neurons exhibit stochastic collective dynamics that can be effectively characterized using the Fokker-Planck equation. This approach, however, leads to a model with an infinite-dimensional state space and non-standard boundary conditions. Here we derive from that description four simple models for the spike rate dynamics in terms of low-dimensional ordinary differential equations using two different reduction techniques: one uses the spectral decomposition of the Fokker-Planck operator, the other is based on a cascade of two linear filters and a nonlinearity, which are determined from the Fokker-Planck equation and semi-analytically approximated. We evaluate the reduced models for a wide range of biologically plausible input statistics and find that both approximation approaches lead to spike rate models that accurately reproduce the spiking behavior of the underlying adaptive integrate-and-fire population. Particularly the cascade-based models are overall most accurate and robust, especially in the sensitive region of rapidly changing input. For the mean-driven regime, when input fluctuations are not too strong and fast, however, the best performing model is based on the spectral decomposition. The low-dimensional models also well reproduce stable oscillatory spike rate dynamics that are generated either by recurrent synaptic excitation and neuronal adaptation or through delayed inhibitory synaptic feedback. The computational demands of the reduced models are very low but the implementation complexity differs between the different model variants. Therefore we have made available implementations that allow to numerically integrate the low-dimensional spike rate models as well as the Fokker-Planck partial differential equation in efficient ways for arbitrary model parametrizations as open source software. The derived spike rate descriptions retain a direct link to the properties of single neurons, allow for convenient mathematical analyses of network states, and are well suited for application in neural mass/mean-field based brain network models.

Low-dimensional spike rate models derived from networks of adaptive integrate-and-fire neurons: Comparison and implementation

PubMed Central

Baumann, Fabian; Obermayer, Klaus

2017-01-01

The spiking activity of single neurons can be well described by a nonlinear integrate-and-fire model that includes somatic adaptation. When exposed to fluctuating inputs sparsely coupled populations of these model neurons exhibit stochastic collective dynamics that can be effectively characterized using the Fokker-Planck equation. This approach, however, leads to a model with an infinite-dimensional state space and non-standard boundary conditions. Here we derive from that description four simple models for the spike rate dynamics in terms of low-dimensional ordinary differential equations using two different reduction techniques: one uses the spectral decomposition of the Fokker-Planck operator, the other is based on a cascade of two linear filters and a nonlinearity, which are determined from the Fokker-Planck equation and semi-analytically approximated. We evaluate the reduced models for a wide range of biologically plausible input statistics and find that both approximation approaches lead to spike rate models that accurately reproduce the spiking behavior of the underlying adaptive integrate-and-fire population. Particularly the cascade-based models are overall most accurate and robust, especially in the sensitive region of rapidly changing input. For the mean-driven regime, when input fluctuations are not too strong and fast, however, the best performing model is based on the spectral decomposition. The low-dimensional models also well reproduce stable oscillatory spike rate dynamics that are generated either by recurrent synaptic excitation and neuronal adaptation or through delayed inhibitory synaptic feedback. The computational demands of the reduced models are very low but the implementation complexity differs between the different model variants. Therefore we have made available implementations that allow to numerically integrate the low-dimensional spike rate models as well as the Fokker-Planck partial differential equation in efficient ways for arbitrary model parametrizations as open source software. The derived spike rate descriptions retain a direct link to the properties of single neurons, allow for convenient mathematical analyses of network states, and are well suited for application in neural mass/mean-field based brain network models. PMID:28644841

Ergodicity of the Stochastic Nosé-Hoover Heat Bath

NASA Astrophysics Data System (ADS)

Wei Chung Lo,; Baowen Li,

2010-07-01

We numerically study the ergodicity of the stochastic Nosé-Hoover heat bath whose formalism is based on the Markovian approximation for the Nosé-Hoover equation [J. Phys. Soc. Jpn. 77 (2008) 103001]. The approximation leads to a Langevin-like equation driven by a fluctuating dissipative force and multiplicative Gaussian white noise. The steady state solution of the associated Fokker-Planck equation is the canonical distribution. We investigate the dynamics of this method for the case of (i) free particle, (ii) nonlinear oscillators and (iii) lattice chains. We derive the Fokker-Planck equation for the free particle and present approximate analytical solution for the stationary distribution in the context of the Markovian approximation. Numerical simulation results for nonlinear oscillators show that this method results in a Gaussian distribution for the particles velocity. We also employ the method as heat baths to study nonequilibrium heat flow in one-dimensional Fermi-Pasta-Ulam (FPU-β) and Frenkel-Kontorova (FK) lattices. The establishment of well-defined temperature profiles are observed only when the lattice size is large. Our results provide numerical justification for such Markovian approximation for classical single- and many-body systems.

Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.

PubMed

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.

Bubble statistics in aged wet foams and the Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Zimnyakov, D. A.; Yuvchenko, S. A.; Tzyipin, D. V.; Samorodina, T. V.

2018-04-01

Results of the experimental study of changes in the bubble size statistics during aging of wet foams are discussed. It is proposed that the evolution of the bubble radii distributions can be described in terms of the one dimensional Fokker- Planck equation. The empirical distributions of the bubble radii exhibit a self-similarity of their shapes and can be transformed to a time-independent form using the radius renormalization. Analysis of obtained data allows us to suggest that the drift term of the Fokker-Planck equation dominates in comparison with the diffusion term in the case of aging of isolated quasi-stable wet foams.

Fokker-Planck description of conductance-based integrate-and-fire neuronal networks

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

Kovacic, Gregor; Tao, Louis; Rangan, Aaditya V.

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.

A continuous stochastic model for non-equilibrium dense gases

NASA Astrophysics Data System (ADS)

Sadr, M.; Gorji, M. H.

2017-12-01

While accurate simulations of dense gas flows far from the equilibrium can be achieved by direct simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order to cope with that, an efficient yet accurate solution algorithm based on the Fokker-Planck approximation of the Enskog equation is devised in this paper; the approximation is very much associated with the Fokker-Planck model derived from the Boltzmann equation by Jenny et al. ["A solution algorithm for the fluid dynamic equations based on a stochastic model for molecular motion," J. Comput. Phys. 229, 1077-1098 (2010)] and Gorji et al. ["Fokker-Planck model for computational studies of monatomic rarefied gas flows," J. Fluid Mech. 680, 574-601 (2011)]. The idea behind these Fokker-Planck descriptions is to project the dynamics of discrete collisions implied by the molecular encounters into a set of continuous Markovian processes subject to the drift and diffusion. Thereby, the evolution of particles representing the governing stochastic process becomes independent from each other and thus very efficient numerical schemes can be constructed. By close inspection of the Enskog operator, it is observed that the dense gas effects contribute further to the advection of molecular quantities. That motivates a modelling approach where the dense gas corrections can be cast in the extra advection of particles. Therefore, the corresponding Fokker-Planck approximation is derived such that the evolution in the physical space accounts for the dense effects present in the pressure, stress tensor, and heat fluxes. Hence the consistency between the devised Fokker-Planck approximation and the Enskog operator is shown for the velocity moments up to the heat fluxes. For validation studies, a homogeneous gas inside a box besides Fourier, Couette, and lid-driven cavity flow setups is considered. The results based on the Fokker-Planck model are compared with respect to benchmark simulations, where good agreement is found for the flow field along with the transport properties.

Global Well-posedness of the Spatially Homogeneous Kolmogorov-Vicsek Model as a Gradient Flow

NASA Astrophysics Data System (ADS)

Figalli, Alessio; Kang, Moon-Jin; Morales, Javier

2018-03-01

We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and uniqueness of weak solutions to the equation. We also show that weak solutions exponentially converge to a steady state, which has the form of the Fisher-von Mises distribution.

Reduced Fokker-Planck models for fast particle distribution across a transition layer of disparate plasma temperatures

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.

Large-Time Behavior of Solutions to Vlasov-Poisson-Fokker-Planck Equations: From Evanescent Collisions to Diffusive Limit

NASA Astrophysics Data System (ADS)

Herda, Maxime; Rodrigues, L. Miguel

2018-03-01

The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates that are uniform with respect to initial data taken in a bounded set of a weighted L^2 space, and where dependencies on the mean-free path τ and the Debye length δ are made explicit. In our analysis the mean free path covers the full range of possible values: from the regime of evanescent collisions τ → ∞ to the strongly collisional regime τ → 0. As a counterpart, the largeness of the Debye length, that enforces a weakly nonlinear regime, is used to close our nonlinear estimates. Accordingly we pay a special attention to relax as much as possible the τ -dependent constraint on δ ensuring exponential decay with explicit τ -dependent rates towards the stationary solution. In the strongly collisional limit τ → 0, we also examine all possible asymptotic regimes selected by a choice of observation time scale. Here also, our emphasis is on strong convergence, uniformity with respect to time and to initial data in bounded sets of a L^2 space. Our proofs rely on a detailed study of the nonlinear elliptic equation defining stationary solutions and a careful tracking and optimization of parameter dependencies of hypocoercive/hypoelliptic estimates.

Physical interrelation between Fokker-Planck and random walk models with application to Coulomb interactions.

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.

The Fokker-Planck equation for coupled Brown-Néel-rotation.

PubMed

Weizenecker, Jürgen

2018-01-22

Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

The Fokker-Planck equation for coupled Brown-Néel-rotation

NASA Astrophysics Data System (ADS)

Weizenecker, Jürgen

2018-02-01

Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

Remarks on the chemical Fokker-Planck and Langevin equations: Nonphysical currents at equilibrium.

PubMed

Ceccato, Alessandro; Frezzato, Diego

2018-02-14

The chemical Langevin equation and the associated chemical Fokker-Planck equation are well-known continuous approximations of the discrete stochastic evolution of reaction networks. In this work, we show that these approximations suffer from a physical inconsistency, namely, the presence of nonphysical probability currents at the thermal equilibrium even for closed and fully detailed-balanced kinetic schemes. An illustration is given for a model case.

Integral Equation for the Equilibrium State of Colliding Electron Beams

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

Warnock, Robert L.

2002-11-11

We study a nonlinear integral equation for the equilibrium phase distribution of stored colliding electron beams. It is analogous to the Haissinski equation, being derived from Vlasov-Fokker-Planck theory, but is quite different in form. We prove existence of a unique solution, thus the existence of a unique equilibrium state, for sufficiently small current. This is done for the Chao-Ruth model of the beam-beam interaction in one degree of freedom. We expect no difficulty in generalizing the argument to more realistic models.

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 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.

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

PubMed

Wilson, Dan; Moehlis, Jeff

2016-07-01

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

Some remarks on quantum physics, stochastic processes, and nonlinear filtering theory

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2016-05-01

The mathematical similarities between quantum mechanics and stochastic processes has been studied in the literature. Some of the major results are reviewed, such as the relationship between the Fokker-Planck equation and the Schrödinger equation. Also reviewed are more recent results that show the mathematical similarities between quantum many particle systems and concepts in other areas of applied science, such as stochastic Petri nets. Some connections to filtering theory are discussed.

Statistics of the stochastically forced Lorenz attractor by the Fokker-Planck equation and cumulant expansions.

PubMed

Allawala, Altan; Marston, J B

2016-11-01

We investigate the Fokker-Planck description of the equal-time statistics of the three-dimensional Lorenz attractor with additive white noise. The invariant measure is found by computing the zero (or null) mode of the linear Fokker-Planck operator as a problem of sparse linear algebra. Two variants are studied: a self-adjoint construction of the linear operator and the replacement of diffusion with hyperdiffusion. We also access the low-order statistics of the system by a perturbative expansion in equal-time cumulants. A comparison is made to statistics obtained by the standard approach of accumulation via direct numerical simulation. Theoretical and computational aspects of the Fokker-Planck and cumulant expansion methods are discussed.

A method for the analysis of nonlinearities in aircraft dynamic response to atmospheric turbulence

NASA Technical Reports Server (NTRS)

Sidwell, K.

1976-01-01

An analytical method is developed which combines the equivalent linearization technique for the analysis of the response of nonlinear dynamic systems with the amplitude modulated random process (Press model) for atmospheric turbulence. The method is initially applied to a bilinear spring system. The analysis of the response shows good agreement with exact results obtained by the Fokker-Planck equation. The method is then applied to an example of control-surface displacement limiting in an aircraft with a pitch-hold autopilot.

Neoclassical transport including collisional nonlinearity.

PubMed

Candy, J; Belli, E A

2011-06-10

In the standard δf theory of neoclassical transport, the zeroth-order (Maxwellian) solution is obtained analytically via the solution of a nonlinear equation. The first-order correction δf 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-Schlüter), 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.

The Markov process admits a consistent steady-state thermodynamic formalism

NASA Astrophysics Data System (ADS)

Peng, Liangrong; Zhu, Yi; Hong, Liu

2018-01-01

The search for a unified formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general Markov processes described by the Chapman-Kolmogorov equation. Furthermore, corresponding formalisms of steady-state thermodynamics for the master equation and Fokker-Planck equation could be rigorously derived in mathematics. To be concrete, we proved that (1) in the limit of continuous time, the steady-state thermodynamic formalism for the Chapman-Kolmogorov equation fully agrees with that for the master equation; (2) a similar one-to-one correspondence could be established rigorously between the master equation and Fokker-Planck equation in the limit of large system size; (3) when a Markov process is restrained to one-step jump, the steady-state thermodynamic formalism for the Fokker-Planck equation with discrete state variables also goes to that for master equations, as the discretization step gets smaller and smaller. Our analysis indicated that general Markov processes admit a unified and self-consistent non-equilibrium steady-state thermodynamic formalism, regardless of underlying detailed models.

Examining nonextensive statistics in relativistic heavy-ion collisions

NASA Astrophysics Data System (ADS)

Simon, A.; Wolschin, G.

2018-04-01

We show in detailed numerical solutions of the nonlinear Fokker-Planck equation (FPE), which has been associated with nonextensive q statistics, that the available data on rapidity distributions for stopping in relativistic heavy-ion collisions cannot be reproduced with any permitted value of the nonextensivity parameter (1

Generalized quantum Fokker-Planck, diffusion, and Smoluchowski equations with true probability distribution functions.

PubMed

Banik, Suman Kumar; Bag, Bidhan Chandra; Ray, Deb Shankar

2002-05-01

Traditionally, quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasiprobability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum regime. In this paper a simple approach to non-Markovian theory of quantum Brownian motion using true probability distribution functions is presented. Based on an initial coherent state representation of the bath oscillators and an equilibrium canonical distribution of the quantum mechanical mean values of their coordinates and momenta, we derive a generalized quantum Langevin equation in c numbers and show that the latter is amenable to a theoretical analysis in terms of the classical theory of non-Markovian dynamics. The corresponding Fokker-Planck, diffusion, and Smoluchowski equations are the exact quantum analogs of their classical counterparts. The present work is independent of path integral techniques. The theory as developed here is a natural extension of its classical version and is valid for arbitrary temperature and friction (the Smoluchowski equation being considered in the overdamped limit).

Infinite product expansion of the Fokker-Planck equation with steady-state solution.

PubMed

Martin, R J; Craster, R V; Kearney, M J

2015-07-08

We present an analytical technique for solving Fokker-Planck equations that have a steady-state solution by representing the solution as an infinite product rather than, as usual, an infinite sum. This method has many advantages: automatically ensuring positivity of the resulting approximation, and by design exactly matching both the short- and long-term behaviour. The efficacy of the technique is demonstrated via comparisons with computations of typical examples.

On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Arnold, Anton; Einav, Amit; Wöhrer, Tobias

2018-06-01

We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in time. The novelty of our study lies in the amalgamation of spectral theory and a quantitative non-symmetric hypercontractivity result, as opposed to the usual approach of the entropy method.

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

Random vibrations of quadratic damping systems. [optimum damping analysis for automobile suspension system

NASA Technical Reports Server (NTRS)

Sireteanu, T.

1974-01-01

An oscillating system with quadratic damping subjected to white noise excitation is replaced by a nonlinear, statistically equivalent system for which the associated Fokker-Planck equation can be exactly solved. The mean square responses are calculated and the optimum damping coefficient is determined with respect to the minimum mean square acceleration criteria. An application of these results to the optimization of automobile suspension damping is given.

Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions

NASA Astrophysics Data System (ADS)

Chen, Nan; Majda, Andrew J.

2018-02-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace and is therefore computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O (100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

Indispensable finite time corrections for Fokker-Planck equations from time series data.

PubMed

Ragwitz, M; Kantz, H

2001-12-17

The reconstruction of Fokker-Planck equations from observed time series data suffers strongly from finite sampling rates. We show that previously published results are degraded considerably by such effects. We present correction terms which yield a robust estimation of the diffusion terms, together with a novel method for one-dimensional problems. We apply these methods to time series data of local surface wind velocities, where the dependence of the diffusion constant on the state variable shows a different behavior than previously suggested.

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

NASA Astrophysics Data System (ADS)

Palombi, Filippo; Toti, Simona

2015-05-01

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

Asymptotic solution of Fokker-Planck equation for plasma in Paul traps

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

Shah, Kushal

2010-05-15

An exact analytic solution of the Vlasov equation for the plasma distribution in a Paul trap is known to be a Maxwellian and thus, immune to collisions under the assumption of infinitely fast relaxation [K. Shah and H. S. Ramachandran, Phys. Plasmas 15, 062303 (2008)]. In this paper, it is shown that even for a more realistic situation of finite time relaxation, solutions of the Fokker-Planck equation lead to an equilibrium solution of the form of a Maxwellian with oscillatory temperature. This shows that the rf heating observed in Paul traps cannot be caused due to collisional effects alone.

Fokker Planck Rosenbluth-type equations for self-gravitating systems in the 1PN approximation

NASA Astrophysics Data System (ADS)

Ramos-Caro, Javier; González, Guillermo A.

2008-02-01

We present two formulations of Fokker Planck Rosenbluth-type (FPR) equations for many-particle self-gravitating systems, with first-order relativistic corrections in the post-Newtonian approach (1PN). The first starts from a covariant Fokker Planck equation for a simple gas, introduced recently by Chacón-Acosta and Kremer (2007 Phys. Rev. E 76 021201). The second derivation is based on the establishment of an 1PN-BBGKY hierarchy, developed systematically from the 1PN microscopic law of force and using the Klimontovich Dupree (KD) method. We close the hierarchy by the introduction of a two-point correlation function that describes adequately the relaxation process. This picture reveals an aspect that is not considered in the first formulation: the contribution of ternary correlation patterns to the diffusion coefficients, as a consequence of the nature of 1PN interaction. Both formulations can be considered as a generalization of the equation derived by Rezania and Sobouti (2000 Astron. Astrophys. 354 1110), to stellar systems where the relativistic effects of gravitation play a significant role.

Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum

NASA Astrophysics Data System (ADS)

Guarnieri, F.; Moon, W.; Wettlaufer, J. S.

2017-09-01

Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with a negative constant drift, described by a Fokker-Planck equation with a potential V (x ) =-[b ln(x ) +a x ] , for b >0 and a <0 . The problem belongs to a family of Fokker-Planck equations with logarithmic potentials closely related to the Bessel process that has been extensively studied for its applications in physics, biology, and finance. The Bessel-like process we consider can be solved by seeking solutions through an expansion into a complete set of eigenfunctions. The associated imaginary-time Schrödinger equation exhibits a mix of discrete and continuous eigenvalue spectra, corresponding to the quantum Coulomb potential describing the bound states of the hydrogen atom. We present a technique to evaluate the normalization factor of the continuous spectrum of eigenfunctions that relies solely upon their asymptotic behavior. We demonstrate the technique by solving the Brownian motion problem and the Bessel process both with a constant negative drift. We conclude with a comparison to other analytical methods and with numerical solutions.

Generalized Fokker-Planck theory for electron and photon transport in biological tissues: application to radiotherapy.

PubMed

Olbrant, Edgar; Frank, Martin

2010-12-01

In this paper, we study a deterministic method for particle transport in biological tissues. The method is specifically developed for dose calculations in cancer therapy and for radiological imaging. Generalized Fokker-Planck (GFP) theory [Leakeas and Larsen, Nucl. Sci. Eng. 137 (2001), pp. 236-250] has been developed to improve the Fokker-Planck (FP) equation in cases where scattering is forward-peaked and where there is a sufficient amount of large-angle scattering. We compare grid-based numerical solutions to FP and GFP in realistic medical applications. First, electron dose calculations in heterogeneous parts of the human body are performed. Therefore, accurate electron scattering cross sections are included and their incorporation into our model is extensively described. Second, we solve GFP approximations of the radiative transport equation to investigate reflectance and transmittance of light in biological tissues. All results are compared with either Monte Carlo or discrete-ordinates transport solutions.

Computing generalized Langevin equations and generalized Fokker-Planck equations.

PubMed

Darve, Eric; Solomon, Jose; Kia, Amirali

2009-07-07

The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

Hamiltonian chaos acts like a finite energy reservoir: accuracy of the Fokker-Planck approximation.

PubMed

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.

Spectra of KeV Protons Related to Ion-Cyclotron Wave Packets

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Sibeck, D. G.; Tel'Nikhin, A. A.; Kronberg, T. K.

2017-01-01

We use the Fokker-Planck-Kolmogorov equation to study the statistical aspects of stochastic dynamics of the radiation belt (RB) protons driven by nonlinear electromagnetic ion-cyclotron (EMIC) wave packets. We obtain the spectra of keV protons scattered by these waves that showsteeping near the gyroresonance, the signature of resonant wave-particle interaction that cannot be described by a simple power law. The most likely mechanism for proton precipitation events in RBs is shown to be nonlinear wave-particle interaction, namely, the scattering of RB protons into the loss cone by EMIC waves.

Complexity of life via collective mind

NASA Technical Reports Server (NTRS)

Zak, Michail

2004-01-01

e mind is introduced as a set of simple intelligent units (say, neurons, or interacting agents), which can communicate by exchange of information without explicit global control. Incomplete information is compensated by a sequence of random guesses symmetrically distributed around expectations with prescribed variances. Both the expectations and variances are the invariants characterizing the whole class of agents. These invariants are stored as parameters of the collective mind, while they contribute into dynamical formalism of the agents' evolution, and in particular, into the reflective chains of their nested abstract images of the selves and non-selves. The proposed model consists of the system of stochastic differential equations in the Langevin form representing the motor dynamics, and the corresponding Fokker-Planck equation representing the mental dynamics (Motor dynamics describes the motion in physical space, while mental dynamics simulates the evolution of initial errors in terms of the probability density). The main departure of this model from Newtonian and statistical physics is due to a feedback from the mental to the motor dynamics which makes the Fokker-Planck equation nonlinear. Interpretation of this model from mathematical and physical viewpoints, as well as possible interpretation from biological, psychological, and social viewpoints are discussed. The model is illustrated by the dynamics of a dialog.

Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field

NASA Astrophysics Data System (ADS)

Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

2017-10-01

In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field.

PubMed

Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

2017-10-28

In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

The exact fundamental solution for the Benes tracking problem

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2009-05-01

The universal continuous-discrete tracking problem requires the solution of a Fokker-Planck-Kolmogorov forward equation (FPKfe) for an arbitrary initial condition. Using results from quantum mechanics, the exact fundamental solution for the FPKfe is derived for the state model of arbitrary dimension with Benes drift that requires only the computation of elementary transcendental functions and standard linear algebra techniques- no ordinary or partial differential equations need to be solved. The measurement process may be an arbitrary, discrete-time nonlinear stochastic process, and the time step size can be arbitrary. Numerical examples are included, demonstrating its utility in practical implementation.

Cusping, transport and variance of solutions to generalized Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Carnaffan, Sean; Kawai, Reiichiro

2017-06-01

We study properties of solutions to generalized Fokker-Planck equations through the lens of the probability density functions of anomalous diffusion processes. In particular, we examine solutions in terms of their cusping, travelling wave behaviours, and variance, within the framework of stochastic representations of generalized Fokker-Planck equations. We give our analysis in the cases of anomalous diffusion driven by the inverses of the stable, tempered stable and gamma subordinators, demonstrating the impact of changing the distribution of waiting times in the underlying anomalous diffusion model. We also analyse the cases where the underlying anomalous diffusion contains a Lévy jump component in the parent process, and when a diffusion process is time changed by an uninverted Lévy subordinator. On the whole, we present a combination of four criteria which serve as a theoretical basis for model selection, statistical inference and predictions for physical experiments on anomalously diffusing systems. We discuss possible applications in physical experiments, including, with reference to specific examples, the potential for model misclassification and how combinations of our four criteria may be used to overcome this issue.

Stability analysis of implicit time discretizations for the Compton-scattering Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Densmore, Jeffery D.; Warsa, James S.; Lowrie, Robert B.; Morel, Jim E.

2009-09-01

The Fokker-Planck equation is a widely used approximation for modeling the Compton scattering of photons in high energy density applications. In this paper, we perform a stability analysis of three implicit time discretizations for the Compton-Scattering Fokker-Planck equation. Specifically, we examine (i) a Semi-Implicit (SI) scheme that employs backward-Euler differencing but evaluates temperature-dependent coefficients at their beginning-of-time-step values, (ii) a Fully Implicit (FI) discretization that instead evaluates temperature-dependent coefficients at their end-of-time-step values, and (iii) a Linearized Implicit (LI) scheme, which is developed by linearizing the temperature dependence of the FI discretization within each time step. Our stability analysis shows that the FI and LI schemes are unconditionally stable and cannot generate oscillatory solutions regardless of time-step size, whereas the SI discretization can suffer from instabilities and nonphysical oscillations for sufficiently large time steps. With the results of this analysis, we present time-step limits for the SI scheme that prevent undesirable behavior. We test the validity of our stability analysis and time-step limits with a set of numerical examples.

Solving the two-dimensional Fokker-Planck equation for strongly correlated neurons

NASA Astrophysics Data System (ADS)

Deniz, Taşkın; Rotter, Stefan

2017-01-01

Pairs of neurons in brain networks often share much of the input they receive from other neurons. Due to essential nonlinearities of the neuronal dynamics, the consequences for the correlation of the output spike trains are generally not well understood. Here we analyze the case of two leaky integrate-and-fire neurons using an approach which is nonperturbative with respect to the degree of input correlation. Our treatment covers both weakly and strongly correlated dynamics, generalizing previous results based on linear response theory.

Time domain simulation of the response of geometrically nonlinear panels subjected to random loading

NASA Technical Reports Server (NTRS)

Moyer, E. Thomas, Jr.

1988-01-01

The response of composite panels subjected to random pressure loads large enough to cause geometrically nonlinear responses is studied. A time domain simulation is employed to solve the equations of motion. An adaptive time stepping algorithm is employed to minimize intermittent transients. A modified algorithm for the prediction of response spectral density is presented which predicts smooth spectral peaks for discrete time histories. Results are presented for a number of input pressure levels and damping coefficients. Response distributions are calculated and compared with the analytical solution of the Fokker-Planck equations. RMS response is reported as a function of input pressure level and damping coefficient. Spectral densities are calculated for a number of examples.

Dynamical Stochastic Processes of Returns in Financial Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Soo Yong; Lim, Gyuchang; Zhou, Junyuan; Yoon, Seung-Min

2006-03-01

We show how the evolution of probability distribution functions of the returns from the tick data of the Korean treasury bond futures (KTB) and the S&P 500 stock index can be described by means of the Fokker-Planck equation. We derive the Fokker- Planck equation from the estimated Kramers-Moyal coefficients estimated directly from the empirical data. By analyzing the statistics of the returns, we present the quantitative deterministic and random influences on both financial time series, for which we can give a simple physical interpretation. Finally, we remark that the diffusion coefficient should be significantly considered to make a portfolio.

Fokker-Planck-Based Acceleration for SN Equations with Highly Forward Peaked Scattering in Slab Geometry

NASA Astrophysics Data System (ADS)

Patel, Japan

Short mean free paths are characteristic of charged particles. High energy charged particles often have highly forward peaked scattering cross sections. Transport problems involving such charged particles are also highly optically thick. When problems simultaneously have forward peaked scattering and high optical thickness, their solution, using standard iterative methods, becomes very inefficient. In this dissertation, we explore Fokker-Planck-based acceleration for solving such problems.

Dynamical stochastic processes of returns in financial markets

NASA Astrophysics Data System (ADS)

Lim, Gyuchang; Kim, SooYong; Yoon, Seong-Min; Jung, Jae-Won; Kim, Kyungsik

2007-03-01

We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S&P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that the Fokker-Planck equation and the Langevin equation from the estimated Kramers-Moyal coefficients can be estimated directly from the empirical data. By analyzing the statistics of the returns, we present quantitatively the deterministic and random influences on financial time series for both markets, for which we can give a simple physical interpretation. We particularly focus on the diffusion coefficient, which may be important for the creation of a portfolio.

Efficient Statistically Accurate Algorithms for the Fokker-Planck Equation in Large Dimensions

NASA Astrophysics Data System (ADS)

Chen, N.; Majda, A.

2017-12-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method, which is based on an effective data assimilation framework, provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace. Therefore, it is computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from the traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has a significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O(100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

Analytical and Numerical Solutions of Generalized Fokker-Planck Equations - Final Report

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

Prinja, Anil K.

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 aremore » 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 multigroup transport setting, and (ii) two unique families of discontinuous finite element schemes, one linear and the other nonlinear.« less

Solution of the Fokker-Planck equation with mixing of angular harmonics by beam-beam charge exchange

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

Mikkelsen, D.R.

1989-09-01

A method for solving the linear Fokker-Planck equation with anisotropic beam-beam charge exchange loss is presented. The 2-D equation is transformed to a system of coupled 1-D equations which are solved iteratively as independent equations. Although isotropic approximations to the beam-beam losses lead to inaccurate fast ion distributions, typically only a few angular harmonics are needed to include accurately the effect of the beam-beam charge exchange loss on the usual integrals of the fast ion distribution. Consequently, the algorithm converges very rapidly and is much more efficient than a 2-D finite difference method. A convenient recursion formula for the couplingmore » coefficients is given and generalization of the method is discussed. 13 refs., 2 figs.« less

Applicability of the Fokker-Planck equation to the description of diffusion effects on nucleation

NASA Astrophysics Data System (ADS)

Sorokin, M. V.; Dubinko, V. I.; Borodin, V. A.

2017-01-01

The nucleation of islands in a supersaturated solution of surface adatoms is considered taking into account the possibility of diffusion profile formation in the island vicinity. It is shown that the treatment of diffusion-controlled cluster growth in terms of the Fokker-Planck equation is justified only provided certain restrictions are satisfied. First of all, the standard requirement that diffusion profiles of adatoms quickly adjust themselves to the actual island sizes (adiabatic principle) can be realized only for sufficiently high island concentration. The adiabatic principle is essential for the probabilities of adatom attachment to and detachment from island edges to be independent of the adatom diffusion profile establishment kinetics, justifying the island nucleation treatment as the Markovian stochastic process. Second, it is shown that the commonly used definition of the "diffusion" coefficient in the Fokker-Planck equation in terms of adatom attachment and detachment rates is justified only provided the attachment and detachment are statistically independent, which is generally not the case for the diffusion-limited growth of islands. We suggest a particular way to define the attachment and detachment rates that allows us to satisfy this requirement as well. When applied to the problem of surface island nucleation, our treatment predicts the steady-state nucleation barrier, which coincides with the conventional thermodynamic expression, even though no thermodynamic equilibrium is assumed and the adatom diffusion is treated explicitly. The effect of adatom diffusional profiles on the nucleation rate preexponential factor is also discussed. Monte Carlo simulation is employed to analyze the applicability domain of the Fokker-Planck equation and the diffusion effect beyond it. It is demonstrated that a diffusional cloud is slowing down the nucleation process for a given monomer interaction with the nucleus edge.

FOKKER-PLANCK ANALYSIS OF TRANSVERSE COLLECTIVE INSTABILITIES IN ELECTRON STORAGE RINGS

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

Lindberg, R. R.

We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We expand on the work of Suzuki [1], writing out the linear matrix equation including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. The eigenvalues and eigenvectors determine the collective stability of the beam, and we show that the predicted threshold current for transverse instability and the profile of the unstable agree well with tracking simulations. In particular, we find that predicting collective stability for high energy electron beams at moderate to large values of chromaticitymore » requires the full Fokker-Planck analysis to properly account for the effects of damping and diffusion due to synchrotron radiation.« less

The Equilibrium State of Colliding Electron Beams

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

Warnock, R

2003-12-12

We study a nonlinear integral equation that is a necessary condition on the equilibrium phase space distribution function of stored, colliding electron beams. It is analogous to the Haissinski equation, being derived from Vlasov-Fokker-Planck theory, but is quite different in form. The equation is analyzed for the case of the Chao-Ruth model of the beam-beam interaction in one degree of freedom, a so-called strong-strong model with nonlinear beam-beam force. We prove existence of a unique solution, for sufficiently small beam current, by an application of the implicit function theorem. We have not yet proved that this solution is positive, asmore » would be required to establish existence of an equilibrium. There is, however, numerical evidence of a positive solution. We expect that our analysis can be extended to more realistic models.« less

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.

Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation

NASA Astrophysics Data System (ADS)

Tsuchida, Satoshi; Kuratsuji, Hiroshi

2018-05-01

A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.

Theory and modeling of atmospheric turbulence, part 1

NASA Technical Reports Server (NTRS)

1984-01-01

The cascade transfer which is the only function to describe the mode coupling as the result of the nonlinear hydrodynamic state of turbulence is discussed. A kinetic theory combined with a scaling procedure was developed. The transfer function governs the non-linear mode coupling in strong turbulence. The master equation is consistent with the hydrodynamical system that describes the microdynamic state of turbulence and has the advantages to be homogeneous and have fewer nonlinear terms. The modes are scaled into groups to decipher the governing transport processes and statistical characteristics. An equation of vorticity transport describes the microdynamic state of two dimensional, isotropic and homogeneous, geostrophic turbulence. The equation of evolution of the macrovorticity is derived from group scaling in the form of the Fokker-Planck equation with memory. The microdynamic state of turbulence is transformed into the Liouville equation to derive the kinetic equation of the singlet distribution in turbulence. The collision integral contains a memory, which is analyzed with pair collision and the multiple collision. Two other kinetic equations are developed in parallel for the propagator and the transition probability for the interaction among the groups.

Diffusion coefficients of Fokker-Planck equation for rotating dust grains in a fusion plasma

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

Bakhtiyari-Ramezani, M., E-mail: mahdiyeh.bakhtiyari@gmail.com; Alinejad, N., E-mail: nalinezhad@aeoi.org.ir; Mahmoodi, J., E-mail: mahmoodi@qom.ac.ir

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.

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.

Fokker-Planck description for the queue dynamics of large tick stocks.

PubMed

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.

Rogue waves in terms of multi-point statistics and nonequilibrium thermodynamics

NASA Astrophysics Data System (ADS)

Hadjihosseini, Ali; Lind, Pedro; Mori, Nobuhito; Hoffmann, Norbert P.; Peinke, Joachim

2017-04-01

Ocean waves, which lead to rogue waves, are investigated on the background of complex systems. In contrast to deterministic approaches based on the nonlinear Schroedinger equation or focusing effects, we analyze this system in terms of a noisy stochastic system. In particular we present a statistical method that maps the complexity of multi-point data into the statistics of hierarchically ordered height increments for different time scales. We show that the stochastic cascade process with Markov properties is governed by a Fokker-Planck equation. Conditional probabilities as well as the Fokker-Planck equation itself can be estimated directly from the available observational data. This stochastic description enables us to show several new aspects of wave states. Surrogate data sets can in turn be generated allowing to work out different statistical features of the complex sea state in general and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics. As a new outlook the ocean wave states will be considered in terms of nonequilibrium thermodynamics, for which the entropy production of different wave heights will be considered. We show evidence that rogue waves are characterized by negative entropy production. The statistics of the entropy production can be used to distinguish different wave states.

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.

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.

A transformed path integral approach for solution of the Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Subramaniam, Gnana M.; Vedula, Prakash

2017-10-01

A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.

Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons

PubMed Central

2012-01-01

We derive the mean-field equations arising as the limit of a network of interacting spiking neurons, as the number of neurons goes to infinity. The neurons belong to a fixed number of populations and are represented either by the Hodgkin-Huxley model or by one of its simplified version, the FitzHugh-Nagumo model. The synapses between neurons are either electrical or chemical. The network is assumed to be fully connected. The maximum conductances vary randomly. Under the condition that all neurons’ initial conditions are drawn independently from the same law that depends only on the population they belong to, we prove that a propagation of chaos phenomenon takes place, namely that in the mean-field limit, any finite number of neurons become independent and, within each population, have the same probability distribution. This probability distribution is a solution of a set of implicit equations, either nonlinear stochastic differential equations resembling the McKean-Vlasov equations or non-local partial differential equations resembling the McKean-Vlasov-Fokker-Planck equations. We prove the well-posedness of the McKean-Vlasov equations, i.e. the existence and uniqueness of a solution. We also show the results of some numerical experiments that indicate that the mean-field equations are a good representation of the mean activity of a finite size network, even for modest sizes. These experiments also indicate that the McKean-Vlasov-Fokker-Planck equations may be a good way to understand the mean-field dynamics through, e.g. a bifurcation analysis. Mathematics Subject Classification (2000): 60F99, 60B10, 92B20, 82C32, 82C80, 35Q80. PMID:22657695

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

NASA Astrophysics Data System (ADS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-04-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevi equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O( N) non-linear α model and it is shown that singular terms appearing in the improved Langevin equation cancel out the σ n(O) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of idependent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalish.

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

Kerr, W.C.; Graham, A.J.; Department of Physics and Astronomy, Appalachian State University, Boone, North Carolina 28608

We obtain the nucleation rate of critical droplets for an elastic string moving in a {phi}{sup 6} local potential and subject to noise and damping forces. The critical droplet is a bound soliton-antisoliton pair that carries a section of the string out of the metastable central minimum into one of the stable side minima. The frequencies of small oscillations about the critical droplet are obtained from a Heun equation. We solve the Fokker-Planck equation for the phase-space probability density by projecting it onto the eigenfunction basis obtained from the Heun equation. We employ Farkas' 'flux-overpopulation' method to obtain boundary conditionsmore » for solving the Fokker-Planck equation; these restrict the validity of our solution to the moderate to heavy damping regime. We present results for the rate as a function of temperature, well depth, and damping.« less

A stochastic diffusion process for Lochner's generalized Dirichlet distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-10-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner’s generalized Dirichlet distribution as its asymptotic solution. Individual samples of a discrete ensemble, obtained from the system of stochastic differential equations, equivalent to the Fokker-Planck equation developed here, satisfy a unit-sum constraint at all times and ensure a bounded sample space, similarly to the process developed in for the Dirichlet distribution. Consequently, the generalized Dirichlet diffusion process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle.more » Compared to the Dirichlet distribution and process, the additional parameters of the generalized Dirichlet distribution allow a more general class of physical processes to be modeled with a more general covariance matrix.« less

Fokker-Planck analysis of transverse collective instabilities in electron storage rings

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

Lindberg, Ryan R.

We analyze single bunch transverse instabilities due to wakefields using a Fokker-Planck model. We first expand on the work of T. Suzuki, Part. Accel. 12, 237 (1982) to derive the theoretical model including chromaticity, both dipolar and quadrupolar transverse wakefields, and the effects of damping and diffusion due to the synchrotron radiation. We reduce the problem to a linear matrix equation, whose eigenvalues and eigenvectors determine the collective stability of the beam. We then show that various predictions of the theory agree quite well with results from particle tracking simulations, including the threshold current for transverse instability and the profilemore » of the unstable mode. In particular, we find that predicting collective stability for high energy electron beams at moderate to large values of chromaticity requires the full Fokker-Planck analysis to properly account for the effects of damping and diffusion due to synchrotron radiation.« less

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

NASA Astrophysics Data System (ADS)

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

2012-01-01

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

A new continuum model for suspensions of gyrotactic micro-organisms

NASA Technical Reports Server (NTRS)

Pedley, T. J.; Kessler, J. O.

1990-01-01

A new continuum model is formulated for dilute suspensions of swimming micro-organisms with asymmetric mass distributions. Account is taken of randomness in a cell's swimming direction, p, by postulating that the probability density function for p satisfies a Fokker-Planck equation analogous to that obtained for colloid suspensions in the presence of rotational Brownian motion. The deterministic torques on a cell, viscous and gravitational, are balanced by diffusion, represented by an isotropic rotary diffusivity Dr, which is unknown a priori, but presumably reflects stochastic influences on the cell's internal workings. When the Fokker-Planck equation is solved, macroscopic quantities such as the average cell velocity Vc, the particle diffusivity tensor D and the effective stress tensor sigma can be computed; Vc and D are required in the cell conservation equation, and sigma in the momentum equation. The Fokker-Planck equation contains two dimensionless parameters, lambda and epsilon; lambda is the ratio of the rotary diffusion time Dr-1 to the torque relaxation time B (balancing gravitational and viscous torques), while epsilon is a scale for the local vorticity or strain rate made dimensionless with B. In this paper we solve the Fokker-Planck equation exactly for epsilon = 0 (lambda arbitrary) and also obtain the first-order solution for small epsilon. Using experimental data on Vc and D obtained with the swimming alga, Chlamydomonas nivalis, in the absence of bulk flow, the epsilon = 0 results can be used to estimate the value of lambda for that species (lambda approximately 2.2; Dr approximately 0.13 s-1). The continuum model for small epsilon is then used to reanalyse the instability of a uniform suspension, previously investigated by Pedley, Hill & Kessler (1988). The only qualitatively different result is that there no longer seem to be circumstances in which disturbances with a non-zero vertical wavenumber are more unstable than purely horizontal disturbances. On the way, it is demonstrated that the only significant contribution to sigma, other than the basic Newtonian stress, is that derived from the stresslets associated with the cells' intrinsic swimming motions.

A cross-diffusion system derived from a Fokker-Planck equation with partial averaging

NASA Astrophysics Data System (ADS)

Jüngel, Ansgar; Zamponi, Nicola

2017-02-01

A cross-diffusion system for two components with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the probability density associated with a multi-dimensional Itō process, assuming that the diffusion coefficients depend on partial averages of the probability density with exponential weights. A main feature is that the diffusion matrix of the limiting cross-diffusion system is generally neither symmetric nor positive definite, but its structure allows for the use of entropy methods. The global-in-time existence of positive weak solutions is proved and, under a simplifying assumption, the large-time asymptotics is investigated.

Calculation of Energetic Ion Tail from Ion Cyclotron Resonance Frequency Heating

NASA Astrophysics Data System (ADS)

Wang, Jianguo; Li, Youyi; Li, Jiangang

1994-04-01

The second harmonic frequency of hydrogen ion cyclotron resonance heating experiment on HT-6M tokamak was studied by adding the quasi-linear wave-ion interaction term in the two-dimensional (velocity space), time-dependent, nonlinear and multispecies Fokker-Planck equation. The temporal evolution of ion distribution function and relevant parameters were calculated and compared with experiment data. The calculation shows that the ion temperature increases, high-energy ion tail (above 5 keV) and anisotropy appear when the wave is injected to plasma. The simulations are in reasonable agreement with experiment data.

Fokker-Planck equation of the reduced Wigner function associated to an Ohmic quantum Langevin dynamics

NASA Astrophysics Data System (ADS)

Colmenares, Pedro J.

2018-05-01

This article has to do with the derivation and solution of the Fokker-Planck equation associated to the momentum-integrated Wigner function of a particle subjected to a harmonic external field in contact with an ohmic thermal bath of quantum harmonic oscillators. The strategy employed is a simplified version of the phenomenological approach of Schramm, Jung, and Grabert of interpreting the operators as c numbers to derive the quantum master equation arising from a twofold transformation of the Wigner function of the entire phase space. The statistical properties of the random noise comes from the integral functional theory of Grabert, Schramm, and Ingold. By means of a single Wigner transformation, a simpler equation than that mentioned before is found. The Wigner function reproduces the known results of the classical limit. This allowed us to rewrite the underdamped classical Langevin equation as a first-order stochastic differential equation with time-dependent drift and diffusion terms.

Flexible traffic control of the synfire-mode transmission by inhibitory modulation: Nonlinear noise reduction

NASA Astrophysics Data System (ADS)

Shinozaki, Takashi; Okada, Masato; Reyes, Alex D.; Câteau, Hideyuki

2010-01-01

Intermingled neural connections apparent in the brain make us wonder what controls the traffic of propagating activity in the brain to secure signal transmission without harmful crosstalk. Here, we reveal that inhibitory input but not excitatory input works as a particularly useful traffic controller because it controls the degree of synchrony of population firing of neurons as well as controlling the size of the population firing bidirectionally. Our dynamical system analysis reveals that the synchrony enhancement depends crucially on the nonlinear membrane potential dynamics and a hidden slow dynamical variable. Our electrophysiological study with rodent slice preparations show that the phenomenon happens in real neurons. Furthermore, our analysis with the Fokker-Planck equations demonstrates the phenomenon in a semianalytical manner.

Channeling experiments at planar diamond and silicon single crystals with electrons from the Mainz Microtron MAMI

NASA Astrophysics Data System (ADS)

Backe, H.; Lauth, W.; Tran Thi, T. N.

2018-04-01

Line structures were observed for (110) planar channeling of electrons in a diamond single crystal even at a beam energy of 180 MeV . This observation motivated us to initiate dechanneling length measurements as function of the beam energy since the occupation of quantum states in the channeling potential is expected to enhance the dechanneling length. High energy loss signals, generated as a result of emission of a bremsstrahlung photon with about half the beam energy at channeling of 450 and 855 MeV electrons, were measured as function of the crystal thickness. The analysis required additional assumptions which were extracted from the numerical solution of the Fokker-Planck equation. Preliminary results for diamond are presented. In addition, we reanalyzed dechanneling length measurements at silicon single crystals performed previously at the Mainz Microtron MAMI at beam energies between 195 and 855 MeV from which we conclude that the quality of our experimental data set is not sufficient to derive definite conclusions on the dechanneling length. Our experimental results are below the predictions of the Fokker-Planck equation and somewhat above the results of simulation calculations of A. V. Korol and A. V. Solov'yov et al. on the basis of the MBN Explorer simulation package. We somehow conservatively conclude that the prediction of the asymptotic dechanneling length on the basis of the Fokker-Planck equation represents an upper limit.

Multi-group Fokker-Planck proton transport in MCNP{trademark}

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

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 showmore » 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.« less

Fokker-Planck equation for particle growth by monomer attachment.

PubMed

Matsoukas, Themis; Lin, Yulan

2006-09-01

The population balance equation (PBE) for growth by attachment of a monomeric unit is described in the discrete domain by an infinite set of differential equations. Transforming the discrete problem into the continuous domain produces a series expansion which is usually truncated past the first term. We study the effect of this truncation and we show that by including the second-order term one obtains a Fokker-Planck approximation of the continuous PBE whose first and second moments are exact. We use this truncation to study the asymptotic behavior of the variance of the size distribution with growth rate that is a power-law function of the particle mass with exponent a . We obtain analytic expressions for the variance and show that its asymptotic behavior is different in the regimes a<1/2 and a>1/2. These conclusions are corroborated by Monte Carlo simulations.

Hybrid discrete/continuum algorithms for stochastic reaction networks

DOE PAGES

Safta, Cosmin; Sargsyan, Khachik; Debusschere, Bert; ...

2014-10-22

Direct solutions of the Chemical Master Equation (CME) governing Stochastic Reaction Networks (SRNs) are generally prohibitively expensive due to excessive numbers of possible discrete states in such systems. To enhance computational efficiency we develop a hybrid approach where the evolution of states with low molecule counts is treated with the discrete CME model while that of states with large molecule counts is modeled by the continuum Fokker-Planck equation. The Fokker-Planck equation is discretized using a 2nd order finite volume approach with appropriate treatment of flux components to avoid negative probability values. The numerical construction at the interface between the discretemore » and continuum regions implements the transfer of probability reaction by reaction according to the stoichiometry of the system. As a result, the performance of this novel hybrid approach is explored for a two-species circadian model with computational efficiency gains of about one order of magnitude.« less

Adjoint Fokker-Planck equation and runaway electron dynamics

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

Liu, Chang; Brennan, Dylan P.; Bhattacharjee, Amitava

2016-01-15

The adjoint Fokker-Planck equation method is applied to study the runaway probability function and the expected slowing-down time for highly relativistic runaway electrons, including the loss of energy due to synchrotron radiation. In direct correspondence to Monte Carlo simulation methods, the runaway probability function has a smooth transition across the runaway separatrix, which can be attributed to effect of the pitch angle scattering term in the kinetic equation. However, for the same numerical accuracy, the adjoint method is more efficient than the Monte Carlo method. The expected slowing-down time gives a novel method to estimate the runaway current decay timemore » in experiments. A new result from this work is that the decay rate of high energy electrons is very slow when E is close to the critical electric field. This effect contributes further to a hysteresis previously found in the runaway electron population.« less

Einstein-Langevin and Einstein-Fokker-Planck equations for Oppenheimer-Snyder gravitational collapse in a spacetime with conformal vacuum fluctuations

NASA Astrophysics Data System (ADS)

Miller, Steven David

1999-10-01

A consistent extension of the Oppenheimer-Snyder gravitational collapse formalism is presented which incorporates stochastic, conformal, vacuum fluctuations of the metric tensor. This results in a tractable approach to studying the possible effects of vacuum fluctuations on collapse and singularity formation. The motivation here, is that it is known that coupling stochastic noise to a classical field theory can lead to workable methodologies that accommodate or reproduce many aspects of quantum theory, turbulence or structure formation. The effect of statistically averaging over the metric fluctuations gives the appearance of a deterministic Riemannian structure, with an induced non-vanishing cosmological constant arising from the nonlinearity. The Oppenheimer-Snyder collapse of a perfect fluid or dust star in the fluctuating or `turbulent' spacetime, is reformulated in terms of nonlinear Einstein-Langevin field equations, with an additional noise source in the energy-momentum tensor. The smooth deterministic worldlines of collapsing matter within the classical Oppenheimer-Snyder model, now become nonlinear Brownian motions due to the backreaction induced by vacuum fluctuations. As the star collapses, the matter worldlines become increasingly randomized since the backreaction coupling to the vacuum fluctuations is nonlinear; the input assumptions of the Hawking-Penrose singularity theorems should then be violated. Solving the nonlinear Einstein-Langevin field equation for collapse - via the Ito interpretation - gives a singularity-free solution, which is equivalent to the original Oppenheimer solution but with higher-order stochastic corrections; the original singular solution is recovered in the limit of zero vacuum fluctuations. The `geometro-hydrodynamics' of noisy gravitational collapse, were also translated into an equivalent mathematical formulation in terms of nonlinear Einstein-Fokker-Planck (EFP) continuity equations with respect to comoving coordinates: these describe the collapse as a conserved flow of probability. A solution was found in the dilute limit of weak fluctuations where the EFP equation is linearized. There is zero probability that the star collapses to a singular state in the presence of background vacuum fluctuations, but the singularity returns with unit probability when the fluctuations are reduced to zero. Finally, an EFP equation was considered with respect to standard exterior coordinates. Using the thermal Brownian motion paradigm, an exact stationary or equilibrium solution was found in the infinite standard time relaxation limit. The solution gives the conditions required for the final collapsed object (a black hole) to be in thermal equilibrium with the background vacuum fluctuations. From this solution, one recovers the Hawking temperature without using field theory. The stationary solution then seems to correspond to a black hole in thermal equilibrium with a fluctuating conformal scalar field; or the Hawking-Hartle state.

[Orientation hypercolumns of the visual cortex: ring model].

PubMed

Smirnova, E Iu; Chizhov, A V

2011-01-01

A hypercolumn of the visual cortex is a functional unit formed of the neighbouring columns whose neurons respond to a stimulus of particular orientation. The function of the hypercolumn is to amplify the orientation tuning of visually evoked responses. According to the conventional simple model of a hypercolumn, neuronal populations with different orientation preferences are distributed on a ring. Every population is described by the frequency (FR) model. To determine the limitations of the FR-ring model, it was compared with a more detailed ring model, which takes into account the distribution of neurons of each population according to their voltage values. In the case of the leaky integrate-and-fire neurons, every neural population is described by the Fokker-Planck (FP) equation. The mapping of parameters was obtained. The simulations revealed differences in the behaviour of the two models. Contrary to the FR model, the model based on the Fokker-Planck equation reacts faster to a change in stimulus orientation. The Fokker-Planck ring model gives a steady-state solution in the form of waves of activity travelling on the ring, whereas the FR ring model presents amplitude instability for the same parameter set. The FR ring model reproduces the characteristic effects of the ring model: the virtual rotation and the symmetry breaking.

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.

On the performance of the moment approximation for the numerical computation of fiber stress in turbulent channel flow

NASA Astrophysics Data System (ADS)

Gillissen, J. J. J.; Boersma, B. J.; Mortensen, P. H.; Andersson, H. I.

2007-03-01

Fiber-induced drag reduction can be studied in great detail by means of direct numerical simulation [J. S. Paschkewitz et al., J. Fluid Mech. 518, 281 (2004)]. To account for the effect of the fibers, the Navier-Stokes equations are supplemented by the fiber stress tensor, which depends on the distribution function of fiber orientation angles. We have computed this function in turbulent channel flow, by solving the Fokker-Planck equation numerically. The results are used to validate an approximate method for calculating fiber stress, in which the second moment of the orientation distribution is solved. Since the moment evolution equations contain higher-order moments, a closure relation is required to obtain as many equations as unknowns. We investigate the performance of the eigenvalue-based optimal fitted closure scheme [J. S. Cintra and C. L. Tucker, J. Rheol. 39, 1095 (1995)]. The closure-predicted stress and flow statistics in two-way coupled simulations are within 10% of the "exact" Fokker-Planck solution.

Effect of Ponderomotive Terms on Heat Flux in Laser-Produced Plasmas

NASA Astrophysics Data System (ADS)

Li, G.

2005-10-01

A laser electromagnetic field introduces ponderomotive termsootnotetextV. N. Goncharov and G. Li, Phys. Plasmas 11, 5680 (2004). in the heat flux in a plasma. To account for the nonlocal effects in the ponderomotive terms, first, the kinetic equation coupled with the Maxwell equations is numerically solved for the isotropic part of the electron distribution function. Such an equation includes self-consistent electromagnetic fields and laser absorption through the inverse bremsstrahlung. Then, the anisotropic part is found by solving a simplified Fokker--Planck equation. Using the distribution function, the electric current and heat flux are obtained and substituted into the hydrocode LILAC to simulate ICF implosions. The simulation results are compared against the existing nonlocal electron conduction modelsootnotetextG. P. Schurtz, P. D. Nicola"i, and M. Busquet, Phys. Plasmas 9, 4238 (2000). and Fokker--Planck simulations. This work was supported by the U.S. Department of Energy Office of Inertial Confinement Fusion under Cooperative Agreement No. DE-FC52-92SF19460.

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.

Theoretical study of the dynamic magnetic response of ferrofluid to static and alternating magnetic fields

NASA Astrophysics Data System (ADS)

Batrudinov, Timur M.; Ambarov, Alexander V.; Elfimova, Ekaterina A.; Zverev, Vladimir S.; Ivanov, Alexey O.

2017-06-01

The dynamic magnetic response of ferrofluid in a static uniform external magnetic field to a weak, linear polarized, alternating magnetic field is investigated theoretically. The ferrofluid is modeled as a system of dipolar hard spheres, suspended in a long cylindrical tube whose long axis is parallel to the direction of the static and alternating magnetic fields. The theory is based on the Fokker-Planck-Brown equation formulated for the case when the both static and alternating magnetic fields are applied. The solution of the Fokker-Planck-Brown equation describing the orientational probability density of a randomly chosen dipolar particle is expressed as a series in terms of the spherical Legendre polynomials. The obtained analytical expression connecting three neighboring coefficients of the series makes possible to determine the probability density with any order of accuracy in terms of Legendre polynomials. The analytical formula for the probability density truncated at the first Legendre polynomial is evaluated and used for the calculation of the magnetization and dynamic susceptibility spectra. In the absence of the static magnetic field the presented theory gives the correct single-particle Debye-theory result, which is the exact solution of the Fokker-Planck-Brown equation for the case of applied weak alternating magnetic field. The influence of the static magnetic field on the dynamic susceptibility is analyzed in terms of the low-frequency behavior of the real part and the position of the peak in the imaginary part.

Stochastic dynamics of uncoupled neural oscillators: Fokker-Planck studies with the finite element method

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

Galan, Roberto F.; Urban, Nathaniel N.; Center for the Neural Basis of Cognition, Mellon Institute, Pittsburgh, Pennsylvania 15213

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 thanmore » type I.« less

Effects of Drift-Shell Splitting by Chorus Waves on Radiation Belt Electrons

NASA Astrophysics Data System (ADS)

Chan, A. A.; Zheng, L.; O'Brien, T. P., III; Tu, W.; Cunningham, G.; Elkington, S. R.; Albert, J.

2015-12-01

Drift shell splitting in the radiation belts breaks all three adiabatic invariants of charged particle motion via pitch angle scattering, and produces new diffusion terms that fully populate the diffusion tensor in the Fokker-Planck equation. Based on the stochastic differential equation method, the Radbelt Electron Model (REM) simulation code allows us to solve such a fully three-dimensional Fokker-Planck equation, and to elucidate the sources and transport mechanisms behind the phase space density variations. REM has been used to perform simulations with an empirical initial phase space density followed by a seed electron injection, with a Tsyganenko 1989 magnetic field model, and with chorus wave and ULF wave diffusion models. Our simulation results show that adding drift shell splitting changes the phase space location of the source to smaller L shells, which typically reduces local electron energization (compared to neglecting drift-shell splitting effects). Simulation results with and without drift-shell splitting effects are compared with Van Allen Probe measurements.

A New Fokker-Planck Approach for the Relaxation-driven Evolution of Galactic Nuclei

NASA Astrophysics Data System (ADS)

Vasiliev, Eugene

2017-10-01

We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution function instead of the traditionally used energy, which facilitates the solution. The publicly available code PhaseFlow implements a high-accuracy finite-element method for the Fokker-Planck equation, and can handle multiple-component systems, optionally with the central black hole and taking into account loss-cone effects and star formation. We discuss the energy balance in the general setting, and in application to the Bahcall-Wolf cusp around a central black hole, for which we derive a perturbative solution. We stress that the cusp is not a steady-state structure, but rather evolves in amplitude while retaining an approximately ρ \\propto {r}-7/4 density profile. Finally, we apply the method to the nuclear star cluster of the milky Way, and illustrate a possible evolutionary scenario in which a two-component system of lighter main-sequence stars and stellar-mass black holes develops a Bahcall-Wolf cusp in the heavier component and a weaker ρ \\propto {r}-3/2 cusp in the lighter, visible component, over the period of several Gyr. The present-day density profile is consistent with the recently detected mild cusp inside the central parsec, and is weakly sensitive to initial conditions.

Kinetic theory of a two-dimensional magnetized plasma. II - Balescu-Lenard limit.

NASA Technical Reports Server (NTRS)

Vahala, G.

1972-01-01

The kinetic theory of a two-dimensional one-species plasma in a uniform dc magnetic field is investigated in the small plasma parameter limit. The plasma consists of charged rods interacting through the logarithmic Coulomb potential. Vahala and Montgomery earlier (1971) derived a Fokker-Planck equation for this system, but it contained a divergent integral, which had to be cut off on physical grounds. This cutoff is compared to the standard cutoff introduced in the two-dimensional unmagnetized Fokker-Planck equation. In the small plasma parameter limit, it is shown that the Balescu-Lenard collision term is zero in the long time average limit if only two-body interactions are considered. The energy transfer from a test particle to an equilibrium plasma is discussed and is also shown to be zero in the long time average limit. This supports the unexpected result of zero Balescu-Lenard collision term.

Mobility and volatility: What is behind the rising income inequality in the United States

NASA Astrophysics Data System (ADS)

Wu, Huixuan; Li, Yao

2018-02-01

Inequality of family incomes in the United States has increased significantly in the past four decades. This is largely interpreted as a result of unequal mobility, e.g., the rich can get richer at a faster pace than the rest of the population. However, using nationally representative data and the Fokker-Planck equation, our study shows that income mobility in the United States has remained stable. Instead, we find another factor - income volatility, which measures the instability of incomes - has increased considerably and caused the surge of income inequality. In addition, the rising volatility is associated with the plummeting of income-growth opportunity, creating the feeling that the American Dream is in decline. Volatility has often been overlooked in previous studies on inequality, partially because mobility and volatility are usually studied separately. By contrast, the Fokker-Planck equation takes both mobility and volatility into consideration, making it a more comprehensive model.

Toroidal Ampere-Faraday Equations Solved Consistently with the CQL3D Fokker-Planck Time-Evolution

NASA Astrophysics Data System (ADS)

Harvey, R. W.; Petrov, Yu. V.

2013-10-01

A self-consistent, time-dependent toroidal electric field calculation is a key feature of a complete 3D Fokker-Planck kinetic distribution radial transport code for f(v,theta,rho,t). In the present CQL3D finite-difference model, the electric field E(rho,t) is either prescribed, or iteratively adjusted to obtain prescribed toroidal or parallel currents. We discuss first results of an implementation of the Ampere-Faraday equation for the self-consistent toroidal electric field, as applied to the runaway electron production in tokamaks due to rapid reduction of the plasma temperature as occurs in a plasma disruption. Our previous results assuming a constant current density (Lenz' Law) model showed that prompt ``hot-tail runaways'' dominated ``knock-on'' and Dreicer ``drizzle'' runaways; we will examine modifications due to the more complete Ampere-Faraday solution. Work supported by US DOE under DE-FG02-ER54744.

Theory of relativistic Brownian motion: the (1+3) -dimensional case.

PubMed

Dunkel, Jörn; Hänggi, Peter

2005-09-01

A theory for (1+3) -dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the relativistic stochastic dynamics of a forced Brownian particle. The corresponding Fokker-Planck equations are studied in the laboratory frame coordinates. In particular, the stochastic integration prescription--i.e., the discretization rule dilemma--is elucidated (prepoint discretization rule versus midpoint discretization rule versus postpoint discretization rule). Remarkably, within our relativistic scheme we find that the postpoint rule (or the transport form) yields the only Fokker-Planck dynamics from which the relativistic Maxwell-Boltzmann statistics is recovered as the stationary solution. The relativistic velocity effects become distinctly more pronounced by going from one to three spatial dimensions. Moreover, we present numerical results for the asymptotic mean-square displacement of a free relativistic Brownian particle moving in 1+3 dimensions.

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.

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

Asymptotic analysis of noisy fitness maximization, applied to metabolism & growth

NASA Astrophysics Data System (ADS)

De Martino, Daniele; Masoero, Davide

2016-12-01

We consider a population dynamics model coupling cell growth to a diffusion in the space of metabolic phenotypes as it can be obtained from realistic constraints-based modeling. In the asymptotic regime of slow diffusion, that coincides with the relevant experimental range, the resulting non-linear Fokker-Planck equation is solved for the steady state in the WKB approximation that maps it into the ground state of a quantum particle in an Airy potential plus a centrifugal term. We retrieve scaling laws for growth rate fluctuations and time response with respect to the distance from the maximum growth rate suggesting that suboptimal populations can have a faster response to perturbations.

Occupy the Financial Niche: Saturation and Crisis

NASA Astrophysics Data System (ADS)

Purica, Ionut

The model presented is one theoretical approach within a broader research program that could verify the nonlinear conjectures made, such that to quantify and predict potential discontinuous behaviour. In this case, the crisis behaviour associated with financial funds reallocation among various credit instruments, described as memes with the sense of Dawkins, is shown to be of discontinuous nature stemming from a logistic penetration in the behaviour niche. Actually the logistic penetration is typical in creating cyclic behaviour of economic structures as shown by Marchetti and others from IIASA. A Fokker-Planck equation description results in a stationary solution having a bifurcation like solution with evolution trajectories on a `cusp' type catastrophe that may describe discontinuous decision behaviour.

A Fokker-Planck based kinetic model for diatomic rarefied gas flows

NASA Astrophysics Data System (ADS)

Gorji, M. Hossein; Jenny, Patrick

2013-06-01

A Fokker-Planck based kinetic model is presented here, which also accounts for internal energy modes characteristic for diatomic gas molecules. The model is based on a Fokker-Planck approximation of the Boltzmann equation for monatomic molecules, whereas phenomenological principles were employed for the derivation. It is shown that the model honors the equipartition theorem in equilibrium and fulfills the Landau-Teller relaxation equations for internal degrees of freedom. The objective behind this approximate kinetic model is accuracy at reasonably low computational cost. This can be achieved due to the fact that the resulting stochastic differential equations are continuous in time; therefore, no collisions between the simulated particles have to be calculated. Besides, because of the devised energy conserving time integration scheme, it is not required to resolve the collisional scales, i.e., the mean collision time and the mean free path of molecules. This, of course, gives rise to much more efficient simulations with respect to other particle methods, especially the conventional direct simulation Monte Carlo (DSMC), for small and moderate Knudsen numbers. To examine the new approach, first the computational cost of the model was compared with respect to DSMC, where significant speed up could be obtained for small Knudsen numbers. Second, the structure of a high Mach shock (in nitrogen) was studied, and the good performance of the model for such out of equilibrium conditions could be demonstrated. At last, a hypersonic flow of nitrogen over a wedge was studied, where good agreement with respect to DSMC (with level to level transition model) for vibrational and translational temperatures is shown.

Kappa Distribution in a Homogeneous Medium: Adiabatic Limit of a Super-diffusive Process?

NASA Astrophysics Data System (ADS)

Roth, I.

2015-12-01

The classical statistical theory predicts that an ergodic, weakly interacting system like charged particles in the presence of electromagnetic fields, performing Brownian motions (characterized by small range deviations in phase space and short-term microscopic memory), converges into the Gibbs-Boltzmann statistics. Observation of distributions with a kappa-power-law tails in homogeneous systems contradicts this prediction and necessitates a renewed analysis of the basic axioms of the diffusion process: characteristics of the transition probability density function (pdf) for a single interaction, with a possibility of non-Markovian process and non-local interaction. The non-local, Levy walk deviation is related to the non-extensive statistical framework. Particles bouncing along (solar) magnetic field with evolving pitch angles, phases and velocities, as they interact resonantly with waves, undergo energy changes at undetermined time intervals, satisfying these postulates. The dynamic evolution of a general continuous time random walk is determined by pdf of jumps and waiting times resulting in a fractional Fokker-Planck equation with non-integer derivatives whose solution is given by a Fox H-function. The resulting procedure involves the known, although not frequently used in physics fractional calculus, while the local, Markovian process recasts the evolution into the standard Fokker-Planck equation. Solution of the fractional Fokker-Planck equation with the help of Mellin transform and evaluation of its residues at the poles of its Gamma functions results in a slowly converging sum with power laws. It is suggested that these tails form the Kappa function. Gradual vs impulsive solar electron distributions serve as prototypes of this description.

Diffusion Forecasting Model with Basis Functions from QR-Decomposition

NASA Astrophysics Data System (ADS)

Harlim, John; Yang, Haizhao

2018-06-01

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the Fokker-Planck equation with a discrete representation of the shift (Koopman) operator on a set of basis functions generated via the diffusion maps algorithm. While the choice of these basis functions is provably optimal under appropriate conditions, computing these basis functions is quite expensive since it requires the eigendecomposition of an N× N diffusion matrix, where N denotes the data size and could be very large. For large-scale forecasting problems, only a few leading eigenvectors are computationally achievable. To overcome this computational bottleneck, a new set of basis functions constructed by orthonormalizing selected columns of the diffusion matrix and its leading eigenvectors is proposed. This computation can be carried out efficiently via the unpivoted Householder QR factorization. The efficiency and effectiveness of the proposed algorithm will be shown in both deterministically chaotic and stochastic dynamical systems; in the former case, the superiority of the proposed basis functions over purely eigenvectors is significant, while in the latter case forecasting accuracy is improved relative to using a purely small number of eigenvectors. Supporting arguments will be provided on three- and six-dimensional chaotic ODEs, a three-dimensional SDE that mimics turbulent systems, and also on the two spatial modes associated with the boreal winter Madden-Julian Oscillation obtained from applying the Nonlinear Laplacian Spectral Analysis on the measured Outgoing Longwave Radiation.

Diffusion Forecasting Model with Basis Functions from QR-Decomposition

NASA Astrophysics Data System (ADS)

Harlim, John; Yang, Haizhao

2017-12-01

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to Itô diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the Fokker-Planck equation with a discrete representation of the shift (Koopman) operator on a set of basis functions generated via the diffusion maps algorithm. While the choice of these basis functions is provably optimal under appropriate conditions, computing these basis functions is quite expensive since it requires the eigendecomposition of an N× N diffusion matrix, where N denotes the data size and could be very large. For large-scale forecasting problems, only a few leading eigenvectors are computationally achievable. To overcome this computational bottleneck, a new set of basis functions constructed by orthonormalizing selected columns of the diffusion matrix and its leading eigenvectors is proposed. This computation can be carried out efficiently via the unpivoted Householder QR factorization. The efficiency and effectiveness of the proposed algorithm will be shown in both deterministically chaotic and stochastic dynamical systems; in the former case, the superiority of the proposed basis functions over purely eigenvectors is significant, while in the latter case forecasting accuracy is improved relative to using a purely small number of eigenvectors. Supporting arguments will be provided on three- and six-dimensional chaotic ODEs, a three-dimensional SDE that mimics turbulent systems, and also on the two spatial modes associated with the boreal winter Madden-Julian Oscillation obtained from applying the Nonlinear Laplacian Spectral Analysis on the measured Outgoing Longwave Radiation.

Langevin and Fokker-Planck analyses of inhibited molecular passing processes controlling transport and reactivity in nanoporous materials

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

Wang, Chi-Jen; Ackerman, David M.; Slowing, Igor I.

2014-07-14

Inhibited passing of reactant and product molecules within the linear pores of nanoporous catalytic materials strongly reduces reactivity. The dependence of the passing propensity P on pore radius R is analyzed utilizing Langevin dynamics to account for solvent effects. We find that P~(R-R c) σ, where passing is sterically blocked for R≤R c, with σ below the transition state theory value. Deeper insight comes from analysis of the corresponding high-dimensional Fokker-Planck equation, which facilitates an effective small-P approximation, and dimensional reduction enabling utilization of conformal mapping ideas. We analyze passing for spherical molecules and also assess the effect of rotationalmore » degrees of freedom for elongated molecules.« less

Quantum-field-theoretical approach to phase-space techniques: Generalizing the positive-P representation

NASA Astrophysics Data System (ADS)

Plimak, L. I.; Fleischhauer, M.; Olsen, M. K.; Collett, M. J.

2003-01-01

We present an introduction to phase-space techniques (PST) based on a quantum-field-theoretical (QFT) approach. In addition to bridging the gap between PST and QFT, our approach results in a number of generalizations of the PST. First, for problems where the usual PST do not result in a genuine Fokker-Planck equation (even after phase-space doubling) and hence fail to produce a stochastic differential equation (SDE), we show how the system in question may be approximated via stochastic difference equations (SΔE). Second, we show that introducing sources into the SDE’s (or SΔE’s) generalizes them to a full quantum nonlinear stochastic response problem (thus generalizing Kubo’s linear reaction theory to a quantum nonlinear stochastic response theory). Third, we establish general relations linking quantum response properties of the system in question to averages of operator products ordered in a way different from time normal. This extends PST to a much wider assemblage of operator products than are usually considered in phase-space approaches. In all cases, our approach yields a very simple and straightforward way of deriving stochastic equations in phase space.

Gyrotropic Guiding-Center Fluid Theory for Turbulent Inhomogeneous Magnetized Plasma

DTIC Science & Technology

2006-01-01

this paper, a new fluid theory is given in the guiding-center and gyrotropic approximation which is derivable from the Vlasov-Maxwell equations . The... equations can be solved (1) by using measurements of the low-order velocity moments to specify the initial and boundary conditions. 15. SUBJECT TERMS...Vlasov-Maxwell equations Fokker-Planck operator guiding-center Inhomogeneous, gyrotropic, magnetized plasma 16. SECURITY CLASSIFICATION OF: 17

Dirac(-Pauli), Fokker-Planck equations and exceptional Laguerre polynomials

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

Ho, Choon-Lin, E-mail: hcl@mail.tku.edu.tw

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 ismore » 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.« less

Lévy flights in the presence of a point sink of finite strength

NASA Astrophysics Data System (ADS)

Janakiraman, Deepika

2017-01-01

In this paper, the absorption of a particle undergoing Lévy flight in the presence of a point sink of arbitrary strength and position is studied. The motion of such a particle is given by a modified Fokker-Planck equation whose exact solution in the Laplace domain can be described in terms of the Laplace transform of the unperturbed (absence of the sink) Green's function. This solution for the Green's function is a well-studied, generic result which applies to both fractional and usual Fokker-Planck equations alike. Using this result, the propagator and the absorption-time distribution are obtained for free Lévy flight and Lévy flight in linear and harmonic potentials in the presence of a delta function sink, and their dependence on the sink strength is analyzed. Analytical results are presented for the long-time behavior of the absorption-time distribution in all three above-mentioned potentials. Simulation results are found to corroborate closely with analytical results.

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

Binder, Tobias; Covi, Laura; Kamada, Ayuki

Dark Matter (DM) models providing possible alternative solutions to the small-scale crisis of the standard cosmology are nowadays of growing interest. We consider DM interacting with light hidden fermions via well-motivated fundamental operators showing the resultant matter power spectrum is suppressed on subgalactic scales within a plausible parameter region. Our basic description of the evolution of cosmological perturbations relies on a fully consistent first principles derivation of a perturbed Fokker-Planck type equation, generalizing existing literature. The cosmological perturbation of the Fokker-Planck equation is presented for the first time in two different gauges, where the results transform into each other accordingmore » to the rules of gauge transformation. Furthermore, our focus lies on a derivation of a broadly applicable and easily computable collision term showing important phenomenological differences to other existing approximations. As one of the main results and concerning the small-scale crisis, we show the equal importance of vector and scalar boson mediated interactions between the DM and the light fermions.« less

A Theoretical Understanding of Circular Polarization Memory in Random Media

NASA Astrophysics Data System (ADS)

Dark, Julia

Radiative transport theory describes the propagation of light in random media that absorb, scatter, and emit radiation. To describe the propagation of light, the full polarization state is quantified using the Stokes parameters. For the sake of mathematical convenience, the polarization state of light is often neglected leading to the scalar radiative transport equation for the intensity only. For scalar transport theory, there is a well-established body of literature on numerical and analytic approximations to the radiative transport equation. We extend the scalar theory to the vector radiative transport equation (vRTE). In particular, we are interested in the theoretical basis for a phenomena called circular polarization memory. Circular polarization memory is the physical phenomena whereby circular polarization retains its ellipticity and handedness when propagating in random media. This is in contrast to the propagation of linear polarization in random media, which depolarizes at a faster rate, and specular reflection of circular polarization, whereby the circular polarization handedness flips. We investigate two limits that are of known interest in the phenomena of circular polarization memory. The first limit we investigate is that of forward-peaked scattering, i.e. the limit where most scattering events occur in the forward or near-forward directions. The second limit we consider is that of strong scattering and weak absorption. In the forward-peaked scattering limit we approximate the vRTE by a system of partial differential equations motivated by the scalar Fokker-Planck approximation. We call the leading order approximation the vector Fokker-Planck approximation. The vector Fokker Planck approximation predicts that strongly forward-peaked media exhibit circular polarization memory where the strength of the effect can be calculated from the expansion of the scattering matrix in special functions. In addition, we find in this limit that total intensity, linear polarization, and circular polarization decouple. From this result we conclude, that in the Fokker-Planck limit the scalar approximation is an appropriate leading order approximation. In the strong scattering and weak absorbing limit the vector radiative transport equation can be analyzed using boundary layer theory. In this case, the problem of light scattering in an optically thick medium is reduced to a 1D vRTE near the boundary and a 3D diffusion equation in the interior. We develop and implement a numerical solver for the boundary layer problem by using a discrete ordinate solver in the boundary layer and a spectral method to solve the diffusion approximation in the interior. We implement the method in Fortran 95 with external dependencies on BLAS, LAPACK, and FFTW. By analyzing the spectrum of the discretized vRTE in the boundary layer, we are able to predict the presence of circular polarization memory in a given medium.

Fokker-Planck electron diffusion caused by an obliquely propagating electromagnetic wave packet of narrow bandwidth

NASA Technical Reports Server (NTRS)

Hizanidis, Kyriakos

1989-01-01

The relativistic motion of electrons in an intense electromagnetic wave packet propagating obliquely to a uniform magnetic field is analytically studied on the basis of the Fokker-Planck-Kolmogorov (FPK) approach. The wavepacket consists of circularly polarized electron-cyclotron waves. The dynamical system in question is shown to be reducible to one with three degrees of freedom. Within the framework of the Hamiltonian analysis the nonlinear diffusion tensor is derived, and it is shown that this tensor can be separated into zeroth-, first-, and second-order parts with respect to the relative bandwidth. The zeroth-order part describes diffusive acceleration along lines of constant unperturbed Hamiltonian. The second-order part, which corresponds to the longest time scale, describes diffusion across those lines. A possible transport theory is outlined on the basis of this separation of the time scales.

On the Singularity of the Vlasov-Poisson System

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

and Hong Qin, Jian Zheng

2013-04-26

The Vlasov-Poisson system can be viewed as the collisionless limit of the corresponding Fokker- Planck-Poisson system. It is reasonable to expect that the result of Landau damping can also be obtained from the Fokker-Planck-Poisson system when the collision frequency v approaches zero. However, we show that the colllisionless Vlasov-Poisson system is a singular limit of the collisional Fokker-Planck-Poisson system, and Landau's result can be recovered only as the approaching zero from the positive side.

On the singularity of the Vlasov-Poisson system

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

Zheng, Jian; Qin, Hong; Plasma Physics Laboratory, Princeton University, Princeton, New Jersey 08550

2013-09-15

The Vlasov-Poisson system can be viewed as the collisionless limit of the corresponding Fokker-Planck-Poisson system. It is reasonable to expect that the result of Landau damping can also be obtained from the Fokker-Planck-Poisson system when the collision frequency ν approaches zero. However, we show that the collisionless Vlasov-Poisson system is a singular limit of the collisional Fokker-Planck-Poisson system, and Landau's result can be recovered only as the ν approaches zero from the positive side.

Fully non-linear multi-species Fokker-Planck-Landau collisions for gyrokinetic particle-in-cell simulations of fusion plasma

NASA Astrophysics Data System (ADS)

Hager, Robert; Yoon, E. S.; Ku, S.; D'Azevedo, E. F.; Worley, P. H.; Chang, C. S.

2015-11-01

We describe the implementation, and application of a time-dependent, fully nonlinear multi-species Fokker-Planck-Landau collision operator based on the single-species work of Yoon and Chang [Phys. Plasmas 21, 032503 (2014)] in the full-function gyrokinetic particle-in-cell codes XGC1 [Ku et al., Nucl. Fusion 49, 115021 (2009)] and XGCa. XGC simulations include the pedestal and scrape-off layer, where significant deviations of the particle distribution function from a Maxwellian can occur. Thus, in order to describe collisional effects on neoclassical and turbulence physics accurately, the use of a non-linear collision operator is a necessity. Our collision operator is based on a finite volume method using the velocity-space distribution functions sampled from the marker particles. Since the same fine configuration space mesh is used for collisions and the Poisson solver, the workload due to collisions can be comparable to or larger than the workload due to particle motion. We demonstrate that computing time spent on collisions can be kept affordable by applying advanced parallelization strategies while conserving mass, momentum, and energy to reasonable accuracy. We also show results of production scale XGCa simulations in the H-mode pedestal and compare to conventional theory. Work supported by US DOE OFES and OASCR.

Variable order fractional Fokker-Planck equations derived from Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Straka, Peter

2018-08-01

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent β(x) ∈(0 , 1) varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix varies throughout a cell. Scaling limits of CTRWs are known to have probability distributions which solve fractional Fokker-Planck type equations (FFPE). This correspondence between stochastic processes and FFPE solutions has many useful extensions e.g. to nonlinear particle interactions and reactions, but has not yet been sufficiently developed for FFPEs of the "variable order" type with non-constant β(x) . In this article, variable order FFPEs (VOFFPE) are derived from scaling limits of CTRWs. The key mathematical tool is the 1-1 correspondence of a CTRW scaling limit to a bivariate Langevin process, which tracks the cumulative sum of jumps in one component and the cumulative sum of waiting times in the other. The spatially varying anomalous exponent is modelled by spatially varying β(x) -stable Lévy noise in the waiting time component. The VOFFPE displays a spatially heterogeneous temporal scaling behaviour, with generalized diffusivity and drift coefficients whose units are length2/timeβ(x) resp. length/timeβ(x). A global change of the time scale results in a spatially varying change in diffusivity and drift. A consequence of the mathematical derivation of a VOFFPE from CTRW limits in this article is that a solution of a VOFFPE can be approximated via Monte Carlo simulations. Based on such simulations, we are able to confirm that the VOFFPE is consistent under a change of the global time scale.

A discontinuous Galerkin method for nonlinear parabolic equations and gradient flow problems with interaction potentials

NASA Astrophysics Data System (ADS)

Sun, Zheng; Carrillo, José A.; Shu, Chi-Wang

2018-01-01

We consider a class of time-dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of problems covers important cases such as Fokker-Planck type equations and aggregation models, which have been studied intensively in the past decades. In this paper, we design a high order discontinuous Galerkin method for such problems. If the interaction potential is not involved, or the interaction is defined by a smooth kernel, our semi-discrete scheme admits an entropy inequality on the discrete level. Furthermore, by applying the positivity-preserving limiter, our fully discretized scheme produces non-negative solutions for all cases under a time step constraint. Our method also applies to two dimensional problems on Cartesian meshes. Numerical examples are given to confirm the high order accuracy for smooth test cases and to demonstrate the effectiveness for preserving long time asymptotics.

When is quasi-linear theory exact. [particle acceleration

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1975-01-01

We use the cumulant expansion technique of Kubo (1962, 1963) to derive an integrodifferential equation for the average one-particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the equation for this function degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory only for this limited class of fluctuations.

On Coulomb collisions in the solar wind

NASA Astrophysics Data System (ADS)

Hellinger, P.; Travnicek, P. M.

2009-04-01

Collisional transport in anisotropic plasmas is investigated comparing theoretical predictions of the Fokker-Planck equation for bi-Maxwellian particle distribution functions (Kogan, 1961; Lehner, 1967) and results of the corresponding Langevin equation. References: Kogan, V. I., in Plasma Physics and the Problem of Controlled Thermonuclear Reactions, edited by M. A. Leontovich, Pergamon Press, New York, , vol. 1, 153, 1961. Lehner, G., Zeitschrift fur Physik, 206, 284, 1967.

Solving Boltzmann and Fokker-Planck Equations Using Sparse Representation

DTIC Science & Technology

2011-05-31

material science. We have com- puted the electronic structure of 2D quantum dot system, and compared the efficiency with the benchmark software OCTOPUS . For...one self-consistent iteration step with 512 electrons, OCTOPUS costs 1091 sec, and selected inversion costs 9.76 sec. The algorithm exhibits

Automatic mesh refinement and parallel load balancing for Fokker-Planck-DSMC algorithm

NASA Astrophysics Data System (ADS)

Küchlin, Stephan; Jenny, Patrick

2018-06-01

Recently, a parallel Fokker-Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers was developed by the authors. Fokker-Planck-DSMC (FP-DSMC) is an augmentation of the classical DSMC algorithm, which mitigates the near-continuum deficiencies in terms of computational cost of pure DSMC. At each time step, based on a local Knudsen number criterion, the discrete DSMC collision operator is dynamically switched to the Fokker-Planck operator, which is based on the integration of continuous stochastic processes in time, and has fixed computational cost per particle, rather than per collision. In this contribution, we present an extension of the previous implementation with automatic local mesh refinement and parallel load-balancing. In particular, we show how the properties of discrete approximations to space-filling curves enable an efficient implementation. Exemplary numerical studies highlight the capabilities of the new code.

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.

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

S. Brunner; E. Valeo

Simulations of electron transport are carried out by solving the Fokker-Planck equation in the diffusive approximation. The system of a single laser hot spot, with open boundary conditions, is systematically studied by performing a scan over a wide range of the two relevant parameters: (1) Ratio of the stopping length over the width of the hot spot. (2) Relative importance of the heating through inverse Bremsstrahlung compared to the thermalization through self-collisions. As for uniform illumination [J.P. Matte et al., Plasma Phys. Controlled Fusion 30 (1988) 1665], the bulk of the velocity distribution functions (VDFs) present a super-Gaussian dependence. However,more » as a result of spatial transport, the tails are observed to be well represented by a Maxwellian. A similar dependence of the distributions is also found for multiple hot spot systems. For its relevance with respect to stimulated Raman scattering, the linear Landau damping of the electron plasma wave is estimated for such VD Fs. Finally, the nonlinear Fokker-Planck simulations of the single laser hot spot system are also compared to the results obtained with the linear non-local hydrodynamic approach [A.V. Brantov et al., Phys. Plasmas 5 (1998) 2742], thus providing a quantitative limit to the latter method: The hydrodynamic approach presents more than 10% inaccuracy in the presence of temperature variations of the order delta T/T greater than or equal to 1%, and similar levels of deformation of the Gaussian shape of the Maxwellian background.« less

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.

The development of a Krook model for nonlocal transport in laser produced plasmas II. Comparisons with Fokker Planck, experiment and other models

NASA Astrophysics Data System (ADS)

Colombant, Denis; Manheimer, Wallace

2008-11-01

The Krook model described in the previous talk has been incorporated into a fluid simulation. These fluid simulations are then compared with Fokker Planck simulations and also with a recent NRL Nike experiment. We also examine several other models for electron energy transport that have been used in laser fusion research. As regards comparison with Fokker Planck simulation, the Krook model gives better agreement than the other models, especially in the time asymptotic limit. As regards the NRL experiment, all models except one give reasonable agreement.

Dynamic Theory of Relativistic Electrons Stochastic Heating by Whistler Mode Waves with Application to the Earth Magnetosphere

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Tel'nikhin, A. A.; Kronberg, T. K.

2007-01-01

In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.

Capturing rogue waves by multi-point statistics

NASA Astrophysics Data System (ADS)

Hadjihosseini, A.; Wächter, Matthias; Hoffmann, N. P.; Peinke, J.

2016-01-01

As an example of a complex system with extreme events, we investigate ocean wave states exhibiting rogue waves. We present a statistical method of data analysis based on multi-point statistics which for the first time allows the grasping of extreme rogue wave events in a highly satisfactory statistical manner. The key to the success of the approach is mapping the complexity of multi-point data onto the statistics of hierarchically ordered height increments for different time scales, for which we can show that a stochastic cascade process with Markov properties is governed by a Fokker-Planck equation. Conditional probabilities as well as the Fokker-Planck equation itself can be estimated directly from the available observational data. With this stochastic description surrogate data sets can in turn be generated, which makes it possible to work out arbitrary statistical features of the complex sea state in general, and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics.

Toroidal Ampere-Faraday Equations Solved Simultaneously with CQL3D Fokker-Planck Time-Evolution

NASA Astrophysics Data System (ADS)

Harvey, R. W. (Bob); Petrov, Yu. V. (Yuri); Forest, C. B.; La Haye, R. J.

2017-10-01

A self-consistent, time-dependent toroidal electric field calculation is a key feature of a complete 3D Fokker-Planck kinetic distribution radial transport code for f(v,theta,rho,t). We discuss benchmarking and first applications of an implementation of the Ampere-Faraday equation for the self-consistent toroidal electric field, as applied to (1) resistive turn on of applied electron cyclotron current in the DIII-D tokamak giving initial back current adjacent to the direct CD region and having possible NTM stabilization implications, and (2) runaway electron production in tokamaks due to rapid reduction of the plasma temperature as occurs in pellet injection, massive gas injection, or a plasma disruption. Our previous results assuming a constant current density (Lenz' Law) model showed that prompt ``hot-tail runaways'' dominated ``knock-on'' and Dreicer ``drizzle'' runaways; we perform full-radius modeling and examine modifications due to the more complete Ampere-Faraday solution. Presently, the implementation relies on a fixed shape eqdsk, and this limitation will be addressed in future work. Research supported by USDOE FES award ER54744.

Quantum approach of mesoscopic magnet dynamics with spin transfer torque

NASA Astrophysics Data System (ADS)

Wang, Yong; Sham, L. J.

2013-05-01

We present a theory of magnetization dynamics driven by spin-polarized current in terms of the quantum master equation. In the spin coherent state representation, the master equation becomes a Fokker-Planck equation, which naturally includes the spin transfer and quantum fluctuation. The current electron scattering state is correlated to the magnet quantum states, giving rise to quantum correction to the electron transport properties in the usual semiclassical theory. In the large-spin limit, the magnetization dynamics is shown to obey the Hamilton-Jacobi equation or the Hamiltonian canonical equations.

Theoretical Model Images and Spectra for Comparison with HESSI and Microwave Observations of Solar Flares

NASA Technical Reports Server (NTRS)

Fisher, Richard R. (Technical Monitor); Holman, G. D.; Sui, L.; McTiernan, J. M.; Petrosian, V.

2003-01-01

We have computed bremsstrahlung and gyrosynchrotron images and spectra from a model flare loop. Electrons with a power-law energy distribution are continuously injected at the top of a semi-circular magnetic loop. The Fokker-Planck equation is integrated to obtain the steady-state electron distribution throughout the loop. Coulomb scattering and energy losses and magnetic mirroring are included in the model. The resulting electron distributions are used to compute the radiative emissions. Sample images and spectra are presented. We are developing these models for the interpretation of the High Energy Solar Spectroscopic Imager (HESSI) x-ray/gamma ray data and coordinated microwave observations. The Fokker-Planck and radiation codes are available on the Web at http://hesperia.gsfc.nasa.gov/hessi/modelware.htm This work is supported in part by the NASA Sun-Earth Connection Program.

SU-E-T-22: A Deterministic Solver of the Boltzmann-Fokker-Planck Equation for Dose Calculation

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

Hong, X; Gao, H; Paganetti, H

2015-06-15

Purpose: The Boltzmann-Fokker-Planck equation (BFPE) accurately models the migration of photons/charged particles in tissues. While the Monte Carlo (MC) method is popular for solving BFPE in a statistical manner, we aim to develop a deterministic BFPE solver based on various state-of-art numerical acceleration techniques for rapid and accurate dose calculation. Methods: Our BFPE solver is based on the structured grid that is maximally parallelizable, with the discretization in energy, angle and space, and its cross section coefficients are derived or directly imported from the Geant4 database. The physical processes that are taken into account are Compton scattering, photoelectric effect, pairmore » production for photons, and elastic scattering, ionization and bremsstrahlung for charged particles.While the spatial discretization is based on the diamond scheme, the angular discretization synergizes finite element method (FEM) and spherical harmonics (SH). Thus, SH is used to globally expand the scattering kernel and FFM is used to locally discretize the angular sphere. As a Result, this hybrid method (FEM-SH) is both accurate in dealing with forward-peaking scattering via FEM, and efficient for multi-energy-group computation via SH. In addition, FEM-SH enables the analytical integration in energy variable of delta scattering kernel for elastic scattering with reduced truncation error from the numerical integration based on the classic SH-based multi-energy-group method. Results: The accuracy of the proposed BFPE solver was benchmarked against Geant4 for photon dose calculation. In particular, FEM-SH had improved accuracy compared to FEM, while both were within 2% of the results obtained with Geant4. Conclusion: A deterministic solver of the Boltzmann-Fokker-Planck equation is developed for dose calculation, and benchmarked against Geant4. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai Pujiang Talent Program (#14PJ1404500)« less

Time-dependent transport of energetic particles in magnetic turbulence: computer simulations versus analytical theory

NASA Astrophysics Data System (ADS)

Arendt, V.; Shalchi, A.

2018-06-01

We explore numerically the transport of energetic particles in a turbulent magnetic field configuration. A test-particle code is employed to compute running diffusion coefficients as well as particle distribution functions in the different directions of space. Our numerical findings are compared with models commonly used in diffusion theory such as Gaussian distribution functions and solutions of the cosmic ray Fokker-Planck equation. Furthermore, we compare the running diffusion coefficients across the mean magnetic field with solutions obtained from the time-dependent version of the unified non-linear transport theory. In most cases we find that particle distribution functions are indeed of Gaussian form as long as a two-component turbulence model is employed. For turbulence setups with reduced dimensionality, however, the Gaussian distribution can no longer be obtained. It is also shown that the unified non-linear transport theory agrees with simulated perpendicular diffusion coefficients as long as the pure two-dimensional model is excluded.

Kinetic Description of Ionospheric Outflows Based on the Exact Form of Fokker-Planck Collision Operator: Electrons

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.

Non-Markovian Effects in Turbulent Diffusion in Magnetized Plasmas

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

Zagorodny, Anatoly; Weiland, Jan

2009-10-08

The derivation of the kinetic equations for inhomogeneous plasma in an external magnetic field is presented. The Fokker-Planck-type equations with the non-Markovian kinetic coefficients are proposed. In the time-local limit (small correlation times with respect to the distribution function relaxation time) the relations obtained recover the results known from the appropriate quasilinear theory and the Dupree-Weinstock theory of plasma turbulence. The equations proposed are used to describe zonal flow generation and to estimate the diffusion coefficient for saturated turbulence.

Quasi-linear theory via the cumulant expansion approach

NASA Technical Reports Server (NTRS)

Jones, F. C.; Birmingham, T. J.

1974-01-01

The cumulant expansion technique of Kubo was used to derive an intergro-differential equation for f , the average one particle distribution function for particles being accelerated by electric and magnetic fluctuations of a general nature. For a very restricted class of fluctuations, the f equation degenerates exactly to a differential equation of Fokker-Planck type. Quasi-linear theory, including the adiabatic assumption, is an exact theory for this limited class of fluctuations. For more physically realistic fluctuations, however, quasi-linear theory is at best approximate.

Stochastic Forecasting of Algae Blooms in Lakes

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

Wang, Peng; Tartakovsky, Daniel M.; Tartakovsky, Alexandre M.

We consider the development of harmful algae blooms (HABs) in a lake with uncertain nutrients inflow. Two general frameworks, Fokker-Planck equation and the PDF methods, are developed to quantify the resultant concentration uncertainty of various algae groups, via deriving a deterministic equation of their joint probability density function (PDF). A computational example is examined to study the evolution of cyanobacteria (the blue-green algae) and the impacts of initial concentration and inflow-outflow ratio.

Beer bottle whistling: a stochastic Hopf bifurcation

NASA Astrophysics Data System (ADS)

Boujo, Edouard; Bourquard, Claire; Xiong, Yuan; Noiray, Nicolas

2017-11-01

Blowing in a bottle to produce sound is a popular and yet intriguing entertainment. We reproduce experimentally the common observation that the bottle ``whistles'', i.e. produces a distinct tone, for large enough blowing velocity and over a finite interval of blowing angle. For a given set of parameters, the whistling frequency stays constant over time while the acoustic pressure amplitude fluctuates. Transverse oscillations of the shear layer in the bottle's neck are clearly identified with time-resolved particle image velocimetry (PIV) and proper orthogonal decomposition (POD). To account for these observations, we develop an analytical model of linear acoustic oscillator (the air in the bottle) subject to nonlinear stochastic forcing (the turbulent jet impacting the bottle's neck). We derive a stochastic differential equation and, from the associated Fokker-Planck equation and the measured acoustic pressure signals, we identify the model's parameters with an adjoint optimization technique. Results are further validated experimentally, and allow us to explain (i) the occurrence of whistling in terms of linear instability, and (ii) the amplitude of the limit cycle as a competition between linear growth rate, noise intensity, and nonlinear saturation. E. B. and N. N. acknowledge support by Repower and the ETH Zurich Foundation.

Stochastic inflation lattice simulations - Ultra-large scale structure of the universe

NASA Technical Reports Server (NTRS)

Salopek, D. S.

1991-01-01

Non-Gaussian fluctuations for structure formation may arise in inflation from the nonlinear interaction of long wavelength gravitational and scalar fields. Long wavelength fields have spatial gradients, a (exp -1), small compared to the Hubble radius, and they are described in terms of classical random fields that are fed by short wavelength quantum noise. Lattice Langevin calculations are given for a toy model with a scalar field interacting with an exponential potential where one can obtain exact analytic solutions of the Fokker-Planck equation. For single scalar field models that are consistent with current microwave background fluctuations, the fluctuations are Gaussian. However, for scales much larger than our observable Universe, one expects large metric fluctuations that are non-Gaussian. This example illuminates non-Gaussian models involving multiple scalar fields which are consistent with current microwave background limits.

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate.

PubMed

Christen, Alejandra; Maulén-Yañez, M Angélica; González-Olivares, Eduardo; Curé, Michel

2018-03-01

In this paper a stochastic susceptible-infectious (SI) epidemic model is analysed, which is based on the model proposed by Roberts and Saha (Appl Math Lett 12: 37-41, 1999), considering a hyperbolic type nonlinear incidence rate. Assuming the proportion of infected population varies with time, our new model is described by an ordinary differential equation, which is analogous to the equation that describes the double Allee effect. The limit of the solution of this equation (deterministic model) is found when time tends to infinity. Then, the asymptotic behaviour of a stochastic fluctuation due to the environmental variation in the coefficient of disease transmission is studied. Thus a stochastic differential equation (SDE) is obtained and the existence of a unique solution is proved. Moreover, the SDE is analysed through the associated Fokker-Planck equation to obtain the invariant measure when the proportion of the infected population reaches steady state. An explicit expression for invariant measure is found and we study some of its properties. The long time behaviour of deterministic and stochastic models are compared by simulations. According to our knowledge this incidence rate has not been previously used for this type of epidemic models.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

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

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

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

Stochastic theory of nonequilibrium steady states and its applications. Part I

NASA Astrophysics Data System (ADS)

Zhang, Xue-Juan; Qian, Hong; Qian, Min

2012-01-01

The concepts of equilibrium and nonequilibrium steady states are introduced in the present review as mathematical concepts associated with stationary Markov processes. For both discrete stochastic systems with master equations and continuous diffusion processes with Fokker-Planck equations, the nonequilibrium steady state (NESS) is characterized in terms of several key notions which are originated from nonequilibrium physics: time irreversibility, breakdown of detailed balance, free energy dissipation, and positive entropy production rate. After presenting this NESS theory in pedagogically accessible mathematical terms that require only a minimal amount of prerequisites in nonlinear differential equations and the theory of probability, it is applied, in Part I, to two widely studied problems: the stochastic resonance (also known as coherent resonance) and molecular motors (also known as Brownian ratchet). Although both areas have advanced rapidly on their own with a vast amount of literature, the theory of NESS provides them with a unifying mathematical foundation. Part II of this review contains applications of the NESS theory to processes from cellular biochemistry, ranging from enzyme catalyzed reactions, kinetic proofreading, to zeroth-order ultrasensitivity.

Gas-induced friction and diffusion of rigid rotors

NASA Astrophysics Data System (ADS)

Martinetz, Lukas; Hornberger, Klaus; Stickler, Benjamin A.

2018-05-01

We derive the Boltzmann equation for the rotranslational dynamics of an arbitrary convex rigid body in a rarefied gas. It yields as a limiting case the Fokker-Planck equation accounting for friction, diffusion, and nonconservative drift forces and torques. We provide the rotranslational friction and diffusion tensors for specular and diffuse reflection off particles with spherical, cylindrical, and cuboidal shape, and show that the theory describes thermalization, photophoresis, and the inverse Magnus effect in the free molecular regime.

Stochastic processes in cosmology

NASA Astrophysics Data System (ADS)

Cáceres, Manuel O.; Diaz, Mario C.; Pullin, Jorge A.

1987-08-01

The behavior of a radiation filled de Sitter universe in which the equation of state is perturbed by a stochastic term is studied. The corresponding two-dimensional Fokker-Planck equation is solved. The finiteness of the cosmological constant appears to be a necessary condition for the stability of the model which undergoes an exponentially expanding state. Present address: Facultad de Matemática Astronomía y Física, Universidad Nacional de Córdoba, Laprida 854, 5000 Códoba, Argentina.

Final Technical Report

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

Brizard, Alain J

Final Technical Report for U.S. Department of Energy Grant No. DE-FG02-09ER55005 Nonlinear FLR Effects in Reduced Fluid Models Alain J. Brizard, Saint Michael's College The above-mentioned DoE grant was used to support research activities by the PI during a sabbatical leave from Saint Michael's College in 2009. The major focus of the work was the role played by guiding-center and gyrocenter (linear and nonlinear) polarization and magnetization effects in understanding transport processes in turbulent magnetized plasmas. The theoretical tools used for this work include Lie-transform perturbation methods and Lagrangian (variational) methods developed by the PI in previous work. The presentmore » final technical report lists (I) the peer-reviewed publications that were written based on work funded by the Grant; (II) invited and contributed conference presentations during the period funded by the Grant; and (III) seminars presented during the period funded by the Grant. I. Peer-reviewed Publications A.J. Brizard and N. Tronko, 2011, Exact momentum conservation for the gyrokinetic Vlasov- Poisson equations, Physics of Plasmas 18 , 082307:1-14 [http://dx.doi.org/10.1063/1.3625554 ]. J. Decker, Y. Peysson, A.J. Brizard, and F.-X. Duthoit, 2010, Orbit-averaged guiding-center Fokker-Planck operator for numerical applications, Physics of Plasmas 17, 112513:1-12 [http://dx.doi.org/10.1063/1.3519514]. A.J. Brizard, 2010, Noether derivation of exact conservation laws for dissipationless reduced fluid models, Physics of Plasmas 17, 112503:1-8 [http://dx.doi.org/10.1063/1.3515303]. F.-X. Duthoit, A.J. Brizard, Y. Peysson, and J. Decker, 2010, Perturbation analysis of trapped particle dynamics in axisymmetric dipole geometry, Physics of Plasmas 17, 102903:1-9 [http://dx.doi.org/10.1063/1.3486554]. A.J. Brizard, 2010, Exact energy conservation laws for full and truncated nonlinear gyrokinetic equations, Physics of Plasmas 17, 042303:1-11 [http://dx.doi.org/10.1063/1.3374428]. A.J. Brizard, J. Decker, Y. Peysson, and F.-X. Duthoit, 2009, Orbit-averaged guiding-center Fokker-Planck operator, Physics of Plasmas 16, 102304:1-9[http://dx.doi.org/10.1063/1.3249627]. A.J. Brizard, 2009, Variational Principles for Reduced Plasma Physics, Journal of Physics: Conference Series 169, 012003 [http://dx.doi.org/10.1088/1742-6596/169/1/012003]. II. Invited and Contributed Conference Presentations A.J. Brizard and N. Tronko, Momentum conservation law for the gyrokinetic Vlasov-Poisson equations, 53rd Annual Meeting of the APS Division of Plasma Physics, Salt Lake City (Utah), November 14-18, 2011. A.J. Brizard, P.J. Morrison, C. Chandre, and E. Tassi, On the road to the Hamiltonian formulation of gyrokinetic theory, 52nd Annual Meeting of the APS Division of Plasma Physics, Chicago (Illinois), November 8-12, 2010. F.-X. Duthoit, A.J. Brizard, Y. Peysson, and J. Decker, Lie-transform perturbation analysis of trapped-particle dynamics in axisymmetric dipole geometry, 2010 International Sherwood Fusion Theory Conference, Seattle (Washington), April 19-21, 2010. N. Tronko and A.J. Brizard, Gyrokinetic momentum conservation law, 2010 International Sherwood Fusion Theory Conference, Seattle (Washington), April 19-21, 2010. C. Chandre and A.J. Brizard, Hamiltonian formulation of reduced Vlasov-Maxwell equations, 50th Annual Meeting of the APS Division of Plasma Physics, Dallas (Texas), November 17-21, 2008. A.J. Brizard, Nonlinear FLR effects in reduced fluid models, Invited Presentation at 11th Easter Plasma Meeting, Torino (Italy), April 15-17, 2009. III. Seminars Reduced Fokker-Planck operators for advanced plasma simulations, seminar given at CEA Cadarache (France), May 25, 2009. Ray phase-space methods in linear mode conversion, seminar given at CPT Luminy (France), April 1, 2009. Old and new methods in gyrokinetic theory, seminar given at CEA Cadarache (France), March 20, 2009. Hamiltonian theory of adiabatic motion of relativistic charged particles, seminar given at CPT Luminy (France), March 11, 2009. Noether method for fluids and plasmas, seminar given at CEA Cadarache (France), February 5, 2009. Nonlinear FLR effects in reduced fluid models, invited speaker at the Journee de la Dynamique Non Lineaire, Centre de Physique Theorique, CNRS Luminy (Marseille, France), June 3, 2008.« less

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 ring-laser gyroscope K. Vogel, H. Risken and W. Schleich; 12. Control of noise and applications to optical systems L. A. Lugiato, G. Broggi, M. Merri and M. A. Pernigo; 13. Transition probabilities and spectral density of fluctuations of noise driven bistable systems M. I. Dykman, M. A. Krivoglaz and S. M. Soskin; Index. Volume 3: List of contributors; Preface; Introduction to volume three; 1. The effects of coloured quadratic noise on a turbulent transition in liquid He II J. T. Tough; 2. Electrohydrodynamic instability of nematic liquid crystals: growth process and influence of noise S. Kai; 3. Suppression of electrohydrodynamic instabilities by external noise Helmut R. Brand; 4. Coloured noise in dye laser fluctuations R. Roy, A. W. Yu and S. Zhu; 5. Noisy dynamics in optically bistable systems E. Arimondo, D. Hennequin and P. Glorieux; 6. Use of an electronic model as a guideline in experiments on transient optical bistability W. Lange; 7. Computer experiments in nonlinear stochastic physics Riccardo Mannella; 8. Analogue simulations of stochastic processes by means of minimum component electronic devices Leone Fronzoni; 9. Analogue techniques for the study of problems in stochastic nonlinear dynamics P. V. E. McClintock and Frank Moss; Index.

Algorithm Development for the Multi-Fluid Plasma Model

DTIC Science & Technology

2011-05-30

392, Sep 1995. [13] L Chacon , DC Barnes, DA Knoll, and GH Miley. An implicit energy- conservative 2D Fokker-Planck algorithm. Journal of Computational...Physics, 157(2):618–653, 2000. [14] L Chacon , DC Barnes, DA Knoll, and GH Miley. An implicit energy- conservative 2D Fokker-Planck algorithm - II

Statistical Mechanics and the Climatology of the Arctic Sea Ice Thickness Distribution

NASA Astrophysics Data System (ADS)

Wettlaufer, John; Toppaladoddi, Srikanth

We study the seasonal changes in the thickness distribution of Arctic sea ice, g (h) , under climate forcing. Our analytical and numerical approach is based on a Fokker-Planck equation for g (h) , in which the thermodynamic growth growth rates are determined using observed climatology. In particular, the Fokker-Planck equation is coupled to an observationally consistent thermodynamic model. We find that due to the combined effects of thermodynamics and mechanics, g (h) spreads during winter and contracts during summer. This behavior is in agreement with recent satellite observations from CryoSat-2. Because g (h) is a probability density function, we quantify all of the key moments (e.g., mean thickness, fraction of thin/thick ice, mean albedo, relaxation time scales) as greenhouse-gas radiative forcing, ΔF0 , increases. The mean ice thickness decays exponentially with ΔF0 , but much slower than do solely thermodynamic models. This exhibits the crucial role that ice mechanics plays in maintaining the ice cover, by redistributing thin ice to thick ice-far more rapidly than can thermal growth alone. NASA Grant NNH13ZDA001N-CRYO and Swedish Research Council Grant No. 638-2013-9243.

Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

PubMed

Lund, Steven P; Hubbard, Joseph B; Halter, Michael

2014-11-06

Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.

Brownian motion of classical spins: Anomalous dissipation and generalized Langevin equation

NASA Astrophysics Data System (ADS)

Bandyopadhyay, Malay; Jayannavar, A. M.

2017-10-01

In this work, we derive the Langevin equation (LE) of a classical spin interacting with a heat bath through momentum variables, starting from the fully dynamical Hamiltonian description. The derived LE with anomalous dissipation is analyzed in detail. The obtained LE is non-Markovian with multiplicative noise terms. The concomitant dissipative terms obey the fluctuation-dissipation theorem. The Markovian limit correctly produces the Kubo and Hashitsume equation. The perturbative treatment of our equations produces the Landau-Lifshitz equation and the Seshadri-Lindenberg equation. Then we derive the Fokker-Planck equation corresponding to LE and the concept of equilibrium probability distribution is analyzed.

Action principle for Coulomb collisions in plasmas

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

Hirvijoki, Eero

In this study, an action principle for Coulomb collisions in plasmas is proposed. Although no natural Lagrangian exists for the Landau-Fokker-Planck equation, an Eulerian variational formulation is found considering the system of partial differential equations that couple the distribution function and the Rosenbluth-MacDonald-Judd potentials. Conservation laws are derived after generalizing the energy-momentum stress tensor for second order Lagrangians and, in the case of a test-particle population in a given plasma background, the action principle is shown to correspond to the Langevin equation for individual particles.

Action principle for Coulomb collisions in plasmas

DOE PAGES

Hirvijoki, Eero

2016-09-14

In this study, an action principle for Coulomb collisions in plasmas is proposed. Although no natural Lagrangian exists for the Landau-Fokker-Planck equation, an Eulerian variational formulation is found considering the system of partial differential equations that couple the distribution function and the Rosenbluth-MacDonald-Judd potentials. Conservation laws are derived after generalizing the energy-momentum stress tensor for second order Lagrangians and, in the case of a test-particle population in a given plasma background, the action principle is shown to correspond to the Langevin equation for individual particles.

Recent developments in the kinetic theory of nucleation.

PubMed

Ruckenstein, E; Djikaev, Y S

2005-12-30

A review of recent progress in the kinetics of nucleation is presented. In the conventional approach to the kinetic theory of nucleation, it is necessary to know the free energy of formation of a new-phase particle as a function of its independent variables at least for near-critical particles. Thus the conventional kinetic theory of nucleation is based on the thermodynamics of the process. The thermodynamics of nucleation can be examined by using various approaches, such as the capillarity approximation, density functional theory, and molecular simulation, each of which has its own advantages and drawbacks. Relatively recently a new approach to the kinetics of nucleation was proposed [Ruckenstein E, Nowakowski B. J Colloid Interface Sci 1990;137:583; Nowakowski B, Ruckenstein E. J Chem Phys 1991;94:8487], which is based on molecular interactions and does not employ the traditional thermodynamics, thus avoiding such a controversial notion as the surface tension of tiny clusters involved in nucleation. In the new kinetic theory the rate of emission of molecules by a new-phase particle is determined with the help of a mean first passage time analysis. This time is calculated by solving the single-molecule master equation for the probability distribution function of a surface layer molecule moving in a potential field created by the rest of the cluster. The new theory was developed for both liquid-to-solid and vapor-to-liquid phase transitions. In the former case the single-molecule master equation is the Fokker-Planck equation in the phase space which can be reduced to the Smoluchowski equation owing to the hierarchy of characteristic time scales. In the latter case, the starting master equation is a Fokker-Planck equation for the probability distribution function of a surface layer molecule with respect to both its energy and phase coordinates. Unlike the case of liquid-to-solid nucleation, this Fokker-Planck equation cannot be reduced to the Smoluchowski equation, but the hierarchy of time scales does allow one to reduce it to the Fokker-Plank equation in the energy space. The new theory provides an equation for the critical radius of a new-phase particle which in the limit of large clusters (low supersaturations) yields the Kelvin equation and hence an expression for the macroscopic surface tension. The theory was illustrated with numerical calculations for a molecular pair interaction potential combining the dispersive attraction with the hard-sphere repulsion. The results for the liquid-to-solid nucleation clearly show that at given supersaturation the nucleation rate depends on the cluster structure (for three cluster structures considered-amorphous, fcc, and icosahedral). For both the liquid-to-solid and vapor-to-liquid nucleation, the predictions of the theory are consistent with the results of classical nucleation theory (CNT) in the limit of large critical clusters (low supersaturations). For small critical clusters the new theory provides higher nucleation rates than CNT. This can be accounted for by the fact that CNT uses the macroscopic interfacial tension which presumably overpredicts the surface tension of small clusters, and hence underpredicts nucleation rates.

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.

A Fokker-Planck model for wealth inequality dynamics

NASA Astrophysics Data System (ADS)

Berman, Yonatan; Shapira, Yoash; Schwartz, Moshe

2017-05-01

Studying the mechanisms that govern the dynamics of the wealth distribution is essential for understanding the recent trend of growing wealth inequality. A particularly important explanation is Piketty's argument, giving credit to the seminal events of the first half of the 20th century for the relatively egalitarian second half of this century. Piketty suggested that these dramatic events were merely a perturbation imposed on the economy affecting the wealth structure, while in general, wealth inequality tends to increase regularly. We present a simple stochastic model for wealth and income based on coupled geometric Brownian motions and derive a Fokker-Planck equation from which the joint wealth-income distribution and its moments can be extracted. We then analyze the dynamics of these moments and hence of the inequality. Our analysis largely supports Piketty's argument regarding the irregularity of the 20th century, that wealth inequality inevitably tends to increase. We find, however, that even if wealth inequality will eventually go up, under plausible conditions, it can go down for periods of up to several decades.

Bernoulli-Langevin Wind Speed Model for Simulation of Storm Events

NASA Astrophysics Data System (ADS)

Fürstenau, Norbert; Mittendorf, Monika

2016-12-01

We present a simple nonlinear dynamics Langevin model for predicting the instationary wind speed profile during storm events typically accompanying extreme low-pressure situations. It is based on a second-degree Bernoulli equation with δ-correlated Gaussian noise and may complement stationary stochastic wind models. Transition between increasing and decreasing wind speed and (quasi) stationary normal wind and storm states are induced by the sign change of the controlling time-dependent rate parameter k(t). This approach corresponds to the simplified nonlinear laser dynamics for the incoherent to coherent transition of light emission that can be understood by a phase transition analogy within equilibrium thermodynamics [H. Haken, Synergetics, 3rd ed., Springer, Berlin, Heidelberg, New York 1983/2004.]. Evidence for the nonlinear dynamics two-state approach is generated by fitting of two historical wind speed profiles (low-pressure situations "Xaver" and "Christian", 2013) taken from Meteorological Terminal Air Report weather data, with a logistic approximation (i.e. constant rate coefficients k) to the solution of our dynamical model using a sum of sigmoid functions. The analytical solution of our dynamical two-state Bernoulli equation as obtained with a sinusoidal rate ansatz k(t) of period T (=storm duration) exhibits reasonable agreement with the logistic fit to the empirical data. Noise parameter estimates of speed fluctuations are derived from empirical fit residuals and by means of a stationary solution of the corresponding Fokker-Planck equation. Numerical simulations with the Bernoulli-Langevin equation demonstrate the potential for stochastic wind speed profile modeling and predictive filtering under extreme storm events that is suggested for applications in anticipative air traffic management.

Random deflections of a string on an elastic foundation.

NASA Technical Reports Server (NTRS)

Sanders, J. L., Jr.

1972-01-01

The paper is concerned with the problem of a taut string on a random elastic foundation subjected to random loads. The boundary value problem is transformed into an initial value problem by the method of invariant imbedding. Fokker-Planck equations for the random initial value problem are formulated and solved in some special cases. The analysis leads to a complete characterization of the random deflection function.

Duality in an asset exchange model for wealth distribution

NASA Astrophysics Data System (ADS)

Li, Jie; Boghosian, Bruce M.

2018-05-01

Asset exchange models are agent-based economic models with binary transactions. Previous investigations have augmented these models with mechanisms for wealth redistribution, quantified by a parameter χ, and for trading bias favoring wealthier agents, quantified by a parameter ζ. By deriving and analyzing a Fokker-Planck equation for a particular asset exchange model thus augmented, it has been shown that it exhibits a second-order phase transition at ζ / χ = 1, between regimes with and without partial wealth condensation. In the "subcritical" regime with ζ / χ < 1, all of the wealth is classically distributed; in the "supercritical" regime with ζ / χ > 1, a fraction 1 - χ / ζ of the wealth is condensed. Intuitively, one may associate the supercritical, wealth-condensed regime as reflecting the presence of "oligarchy," by which we mean that an infinitesimal fraction of the total agents hold a finite fraction of the total wealth in the continuum limit. In this paper, we further elucidate the phase behavior of this model - and hence of the generalized solutions of the Fokker-Planck equation that describes it - by demonstrating the existence of a remarkable symmetry between its supercritical and subcritical regimes in the steady-state. Noting that the replacement { ζ → χ , χ → ζ } , which clearly has the effect of inverting the order parameter ζ / χ, provides a one-to-one correspondence between the subcritical and supercritical states, we demonstrate that the wealth distribution of the subcritical state is identical to that of the corresponding supercritical state when the oligarchy is removed from the latter. We demonstrate this result analytically, both from the microscopic agent-level model and from its macroscopic Fokker-Planck description, as well as numerically. We argue that this symmetry is a kind of duality, analogous to the famous Kramers-Wannier duality between the subcritical and supercritical states of the Ising model, and to the Maldacena duality that underlies AdS/CFT theory.

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.

Globally coupled stochastic two-state oscillators: fluctuations due to finite numbers.

PubMed

Pinto, Italo'Ivo Lima Dias; Escaff, Daniel; Harbola, Upendra; Rosas, Alexandre; Lindenberg, Katja

2014-05-01

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Itô calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N → ∞ and t → ∞ (t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

Globally coupled stochastic two-state oscillators: Fluctuations due to finite numbers

NASA Astrophysics Data System (ADS)

Pinto, Italo'Ivo Lima Dias; Escaff, Daniel; Harbola, Upendra; Rosas, Alexandre; Lindenberg, Katja

2014-05-01

Infinite arrays of coupled two-state stochastic oscillators exhibit well-defined steady states. We study the fluctuations that occur when the number N of oscillators in the array is finite. We choose a particular form of global coupling that in the infinite array leads to a pitchfork bifurcation from a monostable to a bistable steady state, the latter with two equally probable stationary states. The control parameter for this bifurcation is the coupling strength. In finite arrays these states become metastable: The fluctuations lead to distributions around the most probable states, with one maximum in the monostable regime and two maxima in the bistable regime. In the latter regime, the fluctuations lead to transitions between the two peak regions of the distribution. Also, we find that the fluctuations break the symmetry in the bimodal regime, that is, one metastable state becomes more probable than the other, increasingly so with increasing array size. To arrive at these results, we start from microscopic dynamical evolution equations from which we derive a Langevin equation that exhibits an interesting multiplicative noise structure. We also present a master equation description of the dynamics. Both of these equations lead to the same Fokker-Planck equation, the master equation via a 1/N expansion and the Langevin equation via standard methods of Itô calculus for multiplicative noise. From the Fokker-Planck equation we obtain an effective potential that reflects the transition from the monomodal to the bimodal distribution as a function of a control parameter. We present a variety of numerical and analytic results that illustrate the strong effects of the fluctuations. We also show that the limits N →∞ and t →∞ (t is the time) do not commute. In fact, the two orders of implementation lead to drastically different results.

Adaptive non-linear control for cancer therapy through a Fokker-Planck observer.

PubMed

Shakeri, Ehsan; Latif-Shabgahi, Gholamreza; Esmaeili Abharian, Amir

2018-04-01

In recent years, many efforts have been made to present optimal strategies for cancer therapy through the mathematical modelling of tumour-cell population dynamics and optimal control theory. In many cases, therapy effect is included in the drift term of the stochastic Gompertz model. By fitting the model with empirical data, the parameters of therapy function are estimated. The reported research works have not presented any algorithm to determine the optimal parameters of therapy function. In this study, a logarithmic therapy function is entered in the drift term of the Gompertz model. Using the proposed control algorithm, the therapy function parameters are predicted and adaptively adjusted. To control the growth of tumour-cell population, its moments must be manipulated. This study employs the probability density function (PDF) control approach because of its ability to control all the process moments. A Fokker-Planck-based non-linear stochastic observer will be used to determine the PDF of the process. A cost function based on the difference between a predefined desired PDF and PDF of tumour-cell population is defined. Using the proposed algorithm, the therapy function parameters are adjusted in such a manner that the cost function is minimised. The existence of an optimal therapy function is also proved. The numerical results are finally given to demonstrate the effectiveness of the proposed method.

Supersymmetric quantum mechanics method for the Fokker-Planck equation with applications to protein folding dynamics

NASA Astrophysics Data System (ADS)

Polotto, Franciele; Drigo Filho, Elso; Chahine, Jorge; Oliveira, Ronaldo Junio de

2018-03-01

This work developed analytical methods to explore the kinetics of the time-dependent probability distributions over thermodynamic free energy profiles of protein folding and compared the results with simulation. The Fokker-Planck equation is mapped onto a Schrödinger-type equation due to the well-known solutions of the latter. Through a semi-analytical description, the supersymmetric quantum mechanics formalism is invoked and the time-dependent probability distributions are obtained with numerical calculations by using the variational method. A coarse-grained structure-based model of the two-state protein Tm CSP was simulated at a Cα level of resolution and the thermodynamics and kinetics were fully characterized. Analytical solutions from non-equilibrium conditions were obtained with the simulated double-well free energy potential and kinetic folding times were calculated. It was found that analytical folding time as a function of temperature agrees, quantitatively, with simulations and experiments from the literature of Tm CSP having the well-known 'U' shape of the Chevron Plots. The simple analytical model developed in this study has a potential to be used by theoreticians and experimentalists willing to explore, quantitatively, rates and the kinetic behavior of their system by informing the thermally activated barrier. The theory developed describes a stochastic process and, therefore, can be applied to a variety of biological as well as condensed-phase two-state systems.

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.

The evolution of energetic particles and the emitted radiation in solar flares. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Lu, Edward Tsang

1989-01-01

The evolution of accelerated particle distributions in a magnetized plasma and the resulting radiation are calculated, and the results are applied to solar flares. To study the radiation on timescales of order the particle lifetimes, the evolution of the particle distribution is determined by the use of the Fokker-Planck equation including Coulomb collisions and magnetic mirroring. Analytic solution to the equations are obtained for limiting cases such as homogeneous injection in a homogeneous plasma, and for small pitch angle. These analytic solutions are then used to place constraints on flare parameters such as density, loop length, and the injection timescale for very short implusive solar flares. For general particle distributions in arbitrary magnetic field and background density, the equation is solved numerically. The relative timing of microwaves and X-rays during individual flares is investigated. A number of possible sources for excessive microwave flux are discussed including a flattening in the electron spectrum above hard X-ray energies, thermal synchrotron emission, and trapping of electron by converging magnetic fields. Over shorter timescales, the Fokker-Planck equation is solved numerically to calculate the temporal evolution of microwaves and X-rays from nonthermal thick target models. It is shown that magnetic trapping will not account for the observed correlation of microwaves of approximately 0.15 seconds behind X-rays in flares with rapid time variation, and thus higher energy electrons must be accelerated later than lower energy electrons.

The real and apparent convergence of N-body simulations of the dark matter structures: Is the Navarro-Frenk-White profile real?

NASA Astrophysics Data System (ADS)

Baushev, A. N.

2015-03-01

While N-body simulations suggest a cuspy profile in the centra of the dark matter halos of galaxies, the majority of astronomical observations favor a relatively soft cored density distribution of these regions. The routine method of testing the convergence of N-body simulations (in particular, the negligibility of two-body scattering effect) is to find the conditions under which formed structures is insensitive to numerical parameters. The results obtained with this approach suggest a surprisingly minor role of the particle collisions: the central density profile remains untouched and close to the Navarro-Frenk-White shape, even if the simulation time significantly exceeds the collisional relaxation time τr . In order to check the influence of the unphysical test body collisions we use the Fokker-Planck equation. It turns out that a profile ρ ∝r-β where β ≃ 1 is an attractor: the Fokker-Planck diffusion transforms any reasonable initial distribution into it in a time shorter than τr , and then the cuspy profile should survive much longer than τr , since the Fokker-Planck diffusion is self-compensated if β ≃ 1 . Thus the purely numerical effect of test body scattering may create a stable NFW-like pseudosolution. Moreover, its stability may be mistaken for the simulation convergence. We present analytical estimations for this potential bias effect and call for numerical tests. For that purpose, we suggest a simple test that can be performed as the simulation progresses and would indicate the magnitude of the collisional influence and the veracity of the simulation results.

Theory of time-averaged neutral dynamics with environmental stochasticity

NASA Astrophysics Data System (ADS)

Danino, Matan; Shnerb, Nadav M.

2018-04-01

Competition is the main driver of population dynamics, which shapes the genetic composition of populations and the assembly of ecological communities. Neutral models assume that all the individuals are equivalent and that the dynamics is governed by demographic (shot) noise, with a steady state species abundance distribution (SAD) that reflects a mutation-extinction equilibrium. Recently, many empirical and theoretical studies emphasized the importance of environmental variations that affect coherently the relative fitness of entire populations. Here we consider two generic time-averaged neutral models; in both the relative fitness of each species fluctuates independently in time but its mean is zero. The first (model A) describes a system with local competition and linear fitness dependence of the birth-death rates, while in the second (model B) the competition is global and the fitness dependence is nonlinear. Due to this nonlinearity, model B admits a noise-induced stabilization mechanism that facilitates the invasion of new mutants. A self-consistent mean-field approach is used to reduce the multispecies problem to two-species dynamics, and the large-N asymptotics of the emerging set of Fokker-Planck equations is presented and solved. Our analytic expressions are shown to fit the SADs obtained from extensive Monte Carlo simulations and from numerical solutions of the corresponding master equations.

Generation of squeezed microwave states by a dc-pumped degenerate parametric Josephson junction oscillator

NASA Astrophysics Data System (ADS)

Kaertner, Franz X.; Russer, Peter

1990-11-01

The master equation for a dc-pumped degenerate Josephson parametric amplifier is derived. It is shown that the Wigner distribution representation of this master equation can be approximated by a Fokker-Planck equation. By using this equation, the dynamical behavior of this degenerate Josephson amplifier with respect to squeezing of the radiation field is investigated. It is shown that below threshold of parametric oscillation, a squeezed vacuum state can be generated, and above threshold a second bifurcation point exists, where the device generates amplitude squeezed radiation. Basic relations between the achievable amplitude squeezing, the output power, and the operation frequency are derived.

Kinetic description of electron beams in the solar chromosphere

NASA Technical Reports Server (NTRS)

Gomez, Daniel O.; Mauas, Pablo J.

1992-01-01

We formulate the relativistic Fokker-Plank equation for a beam of accelerated electrons interacting with a partially ionized plasma. In our derivation we conserved those terms contributing to velocity diffusion and found that this effect cannot be neglected a priori. We compute the terms accounting for elastic and inelastic collisions with neutral hydrogen and helium. Collisions with neutral hydrogen are found to be dominant throughout the chromosphere, except at the uppermost layers close to the transition region. As an application, we compute the loss of energy and momentum for a power-law beam impinging on the solar chromosphere, for a particular case in which the Fokker-Planck equation can be integrated analytically. We find that most of the beam energy is deposited in a relatively thin region of the chromosphere, a result which is largely insensitive to the theoretical method employed to compute the energy deposition rate.

How to Quantify Deterministic and Random Influences on the Statistics of the Foreign Exchange Market

NASA Astrophysics Data System (ADS)

Friedrich, R.; Peinke, J.; Renner, Ch.

2000-05-01

It is shown that price changes of the U.S. dollar-German mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore, we show how Kramers-Moyal coefficients can be estimated from the empirical data. Finally, we present an explicit Fokker-Planck equation which models very precisely the empirical probability distributions, in particular, their non-Gaussian heavy tails.

A backward Monte Carlo method for efficient computation of runaway probabilities in runaway electron simulation

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Del-Castillo-Negrete, Diego

2017-10-01

Kinetic descriptions of RE are usually based on the bounced-averaged Fokker-Planck model that determines the PDFs of RE. Despite of the simplification involved, the Fokker-Planck equation can rarely be solved analytically and direct numerical approaches (e.g., continuum and particle-based Monte Carlo (MC)) can be time consuming specially in the computation of asymptotic-type observable including the runaway probability, the slowing-down and runaway mean times, and the energy limit probability. Here we present a novel backward MC approach to these problems based on backward stochastic differential equations (BSDEs). The BSDE model can simultaneously describe the PDF of RE and the runaway probabilities by means of the well-known Feynman-Kac theory. The key ingredient of the backward MC algorithm is to place all the particles in a runaway state and simulate them backward from the terminal time to the initial time. As such, our approach can provide much faster convergence than the brute-force MC methods, which can significantly reduce the number of particles required to achieve a prescribed accuracy. Moreover, our algorithm can be parallelized as easy as the direct MC code, which paves the way for conducting large-scale RE simulation. This work is supported by DOE FES and ASCR under the Contract Numbers ERKJ320 and ERAT377.

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

NASA Astrophysics Data System (ADS)

Friesen, Martin; Kondratiev, Yuri

2018-06-01

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R}^d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^-, ɛ > 0. Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+, where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^-. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^-. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^-. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on {Γ}^+ associated with the averaged Markov birth-and-death operator {\\overline{L}} = \\int _{Γ}^- L^+(γ ^-)d μ _{inv}(γ ^-).

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

NASA Astrophysics Data System (ADS)

Friesen, Martin; Kondratiev, Yuri

2018-04-01

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R^d . Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^- , ɛ > 0 . Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+ , where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^- . We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^- . Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^- . In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on Γ^+ associated with the averaged Markov birth-and-death operator \\overline{L} = \\int _{Γ}^-}L^+(γ ^-)d μ _{inv}(γ ^-).

Origin of generalized entropies and generalized statistical mechanics for superstatistical multifractal systems

NASA Astrophysics Data System (ADS)

Gadjiev, Bahruz; Progulova, Tatiana

2015-01-01

We consider a multifractal structure as a mixture of fractal substructures and introduce a distribution function f (α), where α is a fractal dimension. Then we can introduce g(p)˜ ∫- ln p μe-yf(y)dy and show that the distribution functions f (α) in the form of f(α) = δ(α-1), f(α) = δ(α-θ) , f(α) = 1/α-1 , f(y)= y α-1 lead to the Boltzmann - Gibbs, Shafee, Tsallis and Anteneodo - Plastino entropies conformably. Here δ(x) is the Dirac delta function. Therefore the Shafee entropy corresponds to a fractal structure, the Tsallis entropy describes a multifractal structure with a homogeneous distribution of fractal substructures and the Anteneodo - Plastino entropy appears in case of a power law distribution f (y). We consider the Fokker - Planck equation for a fractal substructure and determine its stationary solution. To determine the distribution function of a multifractal structure we solve the two-dimensional Fokker - Planck equation and obtain its stationary solution. Then applying the Bayes theorem we obtain a distribution function for the entire system in the form of q-exponential function. We compare the results of the distribution functions obtained due to the superstatistical approach with the ones obtained according to the maximum entropy principle.

Climatology of the Arctic Sea Ice Thickness Distribution as a Stochastic Process

NASA Astrophysics Data System (ADS)

Toppaladoddi, S.; Wettlaufer, J. S.

2016-12-01

We study the seasonal changes in the thickness distribution of Arctic sea ice, g(h), under climate forcing. Our analytical and numerical approach is based on a Fokker-Planck equation for g(h) (Toppaladoddi & Wettlaufer Phys. Rev. Lett. 115, 148501, 2015), in which the thermodynamic growth rates are determined using observed climatology. In particular, the Fokker-Planck equation is coupled to the observationally consistent thermodynamic model of Eisenman & Wettlaufer (Proc. Natl. Acad. Sci. USA 106, pp. 28-32, 2009). We find that due to the combined effects of thermodynamics and mechanics, g(h) spreads during winter and contracts during summer. This behavior is in agreement with recent satellite observations from CryoSat-2 (Kwok & Cunningham, Phil. Trans. R. Soc. A 373, 20140157, 2015). Because g(h) is a probability density function, we quantify all of the key moments (e.g., mean thickness, fraction of thin/thick ice, mean albedo, relaxation time scales) as greenhouse-gas radiative forcing, ΔF0, increases. The mean ice thickness decays exponentially with ΔF0, but much slower than do solely thermodynamic models. This exhibits the crucial role that ice mechanics plays in maintaining the ice cover, by redistributing thin ice to thick ice-far more rapidly than can thermal growth alone.

Statistical Mechanics and the Climatology of the Arctic Sea Ice Thickness Distribution

NASA Astrophysics Data System (ADS)

Toppaladoddi, Srikanth; Wettlaufer, J. S.

2017-05-01

We study the seasonal changes in the thickness distribution of Arctic sea ice, g( h), under climate forcing. Our analytical and numerical approach is based on a Fokker-Planck equation for g( h) (Toppaladoddi and Wettlaufer in Phys Rev Lett 115(14):148501, 2015), in which the thermodynamic growth rates are determined using observed climatology. In particular, the Fokker-Planck equation is coupled to the observationally consistent thermodynamic model of Eisenman and Wettlaufer (Proc Natl Acad Sci USA 106:28-32, 2009). We find that due to the combined effects of thermodynamics and mechanics, g( h) spreads during winter and contracts during summer. This behavior is in agreement with recent satellite observations from CryoSat-2 (Kwok and Cunningham in Philos Trans R Soc A 373(2045):20140157, 2015). Because g( h) is a probability density function, we quantify all of the key moments (e.g., mean thickness, fraction of thin/thick ice, mean albedo, relaxation time scales) as greenhouse-gas radiative forcing, Δ F_0, increases. The mean ice thickness decays exponentially with Δ F_0, but much slower than do solely thermodynamic models. This exhibits the crucial role that ice mechanics plays in maintaining the ice cover, by redistributing thin ice to thick ice-far more rapidly than can thermal growth alone.

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

Sherlock, M.; Brodrick, J. P.; Ridgers, C. P.

Here, we compare the reduced non-local electron transport model developed to Vlasov-Fokker-Planck simulations. Two new test cases are considered: the propagation of a heat wave through a high density region into a lower density gas, and a one-dimensional hohlraum ablation problem. We find that the reduced model reproduces the peak heat flux well in the ablation region but significantly over-predicts the coronal preheat. The suitability of the reduced model for computing non-local transport effects other than thermal conductivity is considered by comparing the computed distribution function to the Vlasov-Fokker-Planck distribution function. It is shown that even when the reduced modelmore » reproduces the correct heat flux, the distribution function is significantly different to the Vlasov-Fokker-Planck prediction. Two simple modifications are considered which improve agreement between models in the coronal region.« less

Fractional Transport in Strongly Turbulent Plasmas.

PubMed

Isliker, Heinz; Vlahos, Loukas; Constantinescu, Dana

2017-07-28

We analyze statistically the energization of particles in a large scale environment of strong turbulence that is fragmented into a large number of distributed current filaments. The turbulent environment is generated through strongly perturbed, 3D, resistive magnetohydrodynamics simulations, and it emerges naturally from the nonlinear evolution, without a specific reconnection geometry being set up. Based on test-particle simulations, we estimate the transport coefficients in energy space for use in the classical Fokker-Planck (FP) equation, and we show that the latter fails to reproduce the simulation results. The reason is that transport in energy space is highly anomalous (strange), the particles perform Levy flights, and the energy distributions show extended power-law tails. Newly then, we motivate the use and derive the specific form of a fractional transport equation (FTE), we determine its parameters and the order of the fractional derivatives from the simulation data, and we show that the FTE is able to reproduce the high energy part of the simulation data very well. The procedure for determining the FTE parameters also makes clear that it is the analysis of the simulation data that allows us to make the decision whether a classical FP equation or a FTE is appropriate.

Self-organization and information in biosystems: a case study.

PubMed

Haken, Hermann

2018-05-01

Eigen's original molecular evolution equations are extended in two ways. (1) By an additional nonlinear autocatalytic term leading to new stability features, their dependence on the relative size of fitness parameters and on initial conditions is discussed in detail. (2) By adding noise terms that represent the spontaneous generation of molecules by mutations of substrate molecules, these terms are taken care of by both Langevin and Fokker-Planck equations. The steady-state solution of the latter provides us with a potential landscape giving a bird's eye view on all stable states (attractors). Two different types of evolutionary processes are suggested: (a) in a fixed attractor landscape and (b) caused by a changed landscape caused by changed fitness parameters. This may be related to Gould's concept of punctuated equilibria. External signals in the form of additional molecules may generate a new initial state within a specific basin of attraction. The corresponding attractor is then reached by self-organization. This approach allows me to define pragmatic information as signals causing a specific reaction of the receiver and to use equations equivalent to (1) as model of (human) pattern recognition as substantiated by the synergetic computer.

Fractional Transport in Strongly Turbulent Plasmas

NASA Astrophysics Data System (ADS)

Isliker, Heinz; Vlahos, Loukas; Constantinescu, Dana

2017-07-01

We analyze statistically the energization of particles in a large scale environment of strong turbulence that is fragmented into a large number of distributed current filaments. The turbulent environment is generated through strongly perturbed, 3D, resistive magnetohydrodynamics simulations, and it emerges naturally from the nonlinear evolution, without a specific reconnection geometry being set up. Based on test-particle simulations, we estimate the transport coefficients in energy space for use in the classical Fokker-Planck (FP) equation, and we show that the latter fails to reproduce the simulation results. The reason is that transport in energy space is highly anomalous (strange), the particles perform Levy flights, and the energy distributions show extended power-law tails. Newly then, we motivate the use and derive the specific form of a fractional transport equation (FTE), we determine its parameters and the order of the fractional derivatives from the simulation data, and we show that the FTE is able to reproduce the high energy part of the simulation data very well. The procedure for determining the FTE parameters also makes clear that it is the analysis of the simulation data that allows us to make the decision whether a classical FP equation or a FTE is appropriate.

Generalized Pearson distributions for charged particles interacting with an electric and/or a magnetic field

NASA Astrophysics Data System (ADS)

Rossani, A.; Scarfone, A. M.

2009-06-01

The linear Boltzmann equation for elastic and/or inelastic scattering is applied to derive the distribution function of a spatially homogeneous system of charged particles spreading in a host medium of two-level atoms and subjected to external electric and/or magnetic fields. We construct a Fokker-Planck approximation to the kinetic equations and derive the most general class of distributions for the given problem by discussing in detail some physically meaningful cases. The equivalence with the transport theory of electrons in a phonon background is also discussed.

Generalized quantum Fokker-Planck equation for photoinduced nonequilibrium processes with positive definiteness condition

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

Jang, Seogjoo, E-mail: sjang@qc.cuny.edu

2016-06-07

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 functionalmore » 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.« less

Generalized quantum Fokker-Planck equation for photoinduced nonequilibrium processes with positive definiteness condition

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.

Active motion on curved surfaces

NASA Astrophysics Data System (ADS)

Castro-Villarreal, Pavel; Sevilla, Francisco J.

2018-05-01

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

Introduction to Physical Intelligence

NASA Technical Reports Server (NTRS)

Zak, Michail

2011-01-01

A slight deviation from Newtonian dynamics can lead to new effects associated with the concept of physical intelligence. Non-Newtonian effects such as deviation from classical thermodynamic as well as quantum-like properties have been analyzed. A self-supervised (intelligent) particle that can escape from Brownian motion autonomously is introduced. Such a capability is due to a coupling of the particle governing equation with its own Liouville equation via an appropriate feedback. As a result, the governing equation is self-stabilized, and random oscillations are suppressed, while the Liouville equation takes the form of the Fokker-Planck equation with negative diffusion. Non- Newtonian properties of such a dynamical system as well as thermodynamical implications have been evaluated.

Equilibrium distribution of heavy quarks in fokker-planck dynamics

PubMed

Walton; Rafelski

2000-01-03

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.

A comparison of non-local electron transport models for laser-plasmas relevant to inertial confinement fusion

DOE PAGES

Sherlock, M.; Brodrick, J. P.; Ridgers, C. P.

2017-08-08

Here, we compare the reduced non-local electron transport model developed to Vlasov-Fokker-Planck simulations. Two new test cases are considered: the propagation of a heat wave through a high density region into a lower density gas, and a one-dimensional hohlraum ablation problem. We find that the reduced model reproduces the peak heat flux well in the ablation region but significantly over-predicts the coronal preheat. The suitability of the reduced model for computing non-local transport effects other than thermal conductivity is considered by comparing the computed distribution function to the Vlasov-Fokker-Planck distribution function. It is shown that even when the reduced modelmore » reproduces the correct heat flux, the distribution function is significantly different to the Vlasov-Fokker-Planck prediction. Two simple modifications are considered which improve agreement between models in the coronal region.« less

Derivation of a hydrodynamic theory for mesoscale dynamics in microswimmer suspensions

NASA Astrophysics Data System (ADS)

Reinken, Henning; Klapp, Sabine H. L.; Bär, Markus; Heidenreich, Sebastian

2018-02-01

In this paper, we systematically derive a fourth-order continuum theory capable of reproducing mesoscale turbulence in a three-dimensional suspension of microswimmers. We start from overdamped Langevin equations for a generic microscopic model (pushers or pullers), which include hydrodynamic interactions on both small length scales (polar alignment of neighboring swimmers) and large length scales, where the solvent flow interacts with the order parameter field. The flow field is determined via the Stokes equation supplemented by an ansatz for the stress tensor. In addition to hydrodynamic interactions, we allow for nematic pair interactions stemming from excluded-volume effects. The results here substantially extend and generalize earlier findings [S. Heidenreich et al., Phys. Rev. E 94, 020601 (2016), 10.1103/PhysRevE.94.020601], in which we derived a two-dimensional hydrodynamic theory. From the corresponding mean-field Fokker-Planck equation combined with a self-consistent closure scheme, we derive nonlinear field equations for the polar and the nematic order parameter, involving gradient terms of up to fourth order. We find that the effective microswimmer dynamics depends on the coupling between solvent flow and orientational order. For very weak coupling corresponding to a high viscosity of the suspension, the dynamics of mesoscale turbulence can be described by a simplified model containing only an effective microswimmer velocity.

Grassmann phase space methods for fermions. I. Mode theory

NASA Astrophysics Data System (ADS)

Dalton, B. J.; Jeffers, J.; Barnett, S. M.

2016-07-01

In both quantum optics and cold atom physics, the behaviour of bosonic photons and atoms is often treated using phase space methods, where mode annihilation and creation operators are represented by c-number phase space variables, with the density operator equivalent to a distribution function of these variables. The anti-commutation rules for fermion annihilation, creation operators suggest the possibility of using anti-commuting Grassmann variables to represent these operators. However, in spite of the seminal work by Cahill and Glauber and a few applications, the use of Grassmann phase space methods in quantum-atom optics to treat fermionic systems is rather rare, though fermion coherent states using Grassmann variables are widely used in particle physics. The theory of Grassmann phase space methods for fermions based on separate modes is developed, showing how the distribution function is defined and used to determine quantum correlation functions, Fock state populations and coherences via Grassmann phase space integrals, how the Fokker-Planck equations are obtained and then converted into equivalent Ito equations for stochastic Grassmann variables. The fermion distribution function is an even Grassmann function, and is unique. The number of c-number Wiener increments involved is 2n2, if there are n modes. The situation is somewhat different to the bosonic c-number case where only 2 n Wiener increments are involved, the sign of the drift term in the Ito equation is reversed and the diffusion matrix in the Fokker-Planck equation is anti-symmetric rather than symmetric. The un-normalised B distribution is of particular importance for determining Fock state populations and coherences, and as pointed out by Plimak, Collett and Olsen, the drift vector in its Fokker-Planck equation only depends linearly on the Grassmann variables. Using this key feature we show how the Ito stochastic equations can be solved numerically for finite times in terms of c-number stochastic quantities. Averages of products of Grassmann stochastic variables at the initial time are also involved, but these are determined from the initial conditions for the quantum state. The detailed approach to the numerics is outlined, showing that (apart from standard issues in such numerics) numerical calculations for Grassmann phase space theories of fermion systems could be carried out without needing to represent Grassmann phase space variables on the computer, and only involving processes using c-numbers. We compare our approach to that of Plimak, Collett and Olsen and show that the two approaches differ. As a simple test case we apply the B distribution theory and solve the Ito stochastic equations to demonstrate coupling between degenerate Cooper pairs in a four mode fermionic system involving spin conserving interactions between the spin 1 / 2 fermions, where modes with momenta - k , + k-each associated with spin up, spin down states, are involved.

Stochastic modeling of experimental chaotic time series.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2007-01-26

Methods developed recently to obtain stochastic models of low-dimensional chaotic systems are tested in electronic circuit experiments. We demonstrate that reliable drift and diffusion coefficients can be obtained even when no excessive time scale separation occurs. Crisis induced intermittent motion can be described in terms of a stochastic model showing tunneling which is dominated by state space dependent diffusion. Analytical solutions of the corresponding Fokker-Planck equation are in excellent agreement with experimental data.

Nucleation and growth of metal nanocrystals during electrocrystallization in melts

NASA Astrophysics Data System (ADS)

Isaev, V. A.; Grishenkova, O. V.; Semerikova, O. L.; Kosov, A. V.; Zaykov, Yu. P.

2016-08-01

The initial stages of electrocrystallization in melts are considered. The nucleation and growth rates of metal nanocrystals during electrodeposition are calculated. The diffusion coefficients in the size space in the Fokker-Planck equation, which describes phase formation, are found. The method of calculating the number of nanoclusters formed on an electrode has been proposed. The concentration dependence of the phase formation under potentiostatic and galvanostatic electrodeposition conditions in melts is considered.

Chaotic Motion of Relativistic Electrons Driven by Whistler Waves

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Telnikhin, A. A.; Kronberg, Tatiana K.

2007-01-01

Canonical equations governing an electron motion in electromagnetic field of the whistler mode waves propagating along the direction of an ambient magnetic field are derived. The physical processes on which the equations of motion are based .are identified. It is shown that relativistic electrons interacting with these fields demonstrate chaotic motion, which is accompanied by the particle stochastic heating and significant pitch angle diffusion. Evolution of distribution functions is described by the Fokker-Planck-Kolmogorov equations. It is shown that the whistler mode waves could provide a viable mechanism for stochastic energization of electrons with energies up to 50 MeV in the Jovian magnetosphere.

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.

Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

PubMed

Shotorban, Babak

2010-04-01

The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

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

Krasnobaeva, L. A., E-mail: kla1983@mail.ru; Siberian State Medical University Moscowski Trakt 2, Tomsk, 634050; Shapovalov, A. V.

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 frameworkmore » 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 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.« less

Self-reproduction in k-inflation

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

Helmer, Ferdinand; Winitzki, Sergei

2006-09-15

We study cosmological self-reproduction in models of inflation driven by a scalar field {phi} with a noncanonical kinetic term (k-inflation). We develop a general criterion for the existence of attractors and establish conditions selecting a class of k-inflation models that admit a unique attractor solution. We then consider quantum fluctuations on the attractor background. We show that the correlation length of the fluctuations is of order c{sub s}H{sup -1}, where c{sub s} is the speed of sound. By computing the magnitude of field fluctuations, we determine the coefficients of Fokker-Planck equations describing the probability distribution of the spatially averaged fieldmore » {phi}. The field fluctuations are generally large in the inflationary attractor regime; hence, eternal self-reproduction is a generic feature of k-inflation. This is established more formally by demonstrating the existence of stationary solutions of the relevant Fokker-Planck equations. We also show that there exists a (model-dependent) range {phi}{sub R}<{phi}<{phi}{sub max} within which large fluctuations are likely to drive the field towards the upper boundary {phi}={phi}{sub max}, where the semiclassical consideration breaks down. An exit from inflation into reheating without reaching {phi}{sub max} will occur almost surely (with probability 1) only if the initial value of {phi} is below {phi}{sub R}. In this way, strong self-reproduction effects constrain models of k-inflation.« less

Fractional Poisson-Nernst-Planck Model for Ion Channels I: Basic Formulations and Algorithms.

PubMed

Chen, Duan

2017-11-01

In this work, we propose a fractional Poisson-Nernst-Planck model to describe ion permeation in gated ion channels. Due to the intrinsic conformational changes, crowdedness in narrow channel pores, binding and trapping introduced by functioning units of channel proteins, ionic transport in the channel exhibits a power-law-like anomalous diffusion dynamics. We start from continuous-time random walk model for a single ion and use a long-tailed density distribution function for the particle jump waiting time, to derive the fractional Fokker-Planck equation. Then, it is generalized to the macroscopic fractional Poisson-Nernst-Planck model for ionic concentrations. Necessary computational algorithms are designed to implement numerical simulations for the proposed model, and the dynamics of gating current is investigated. Numerical simulations show that the fractional PNP model provides a more qualitatively reasonable match to the profile of gating currents from experimental observations. Meanwhile, the proposed model motivates new challenges in terms of mathematical modeling and computations.

A comparison of non-local electron transport models relevant to inertial confinement fusion

NASA Astrophysics Data System (ADS)

Sherlock, Mark; Brodrick, Jonathan; Ridgers, Christopher

2017-10-01

We compare the reduced non-local electron transport model developed by Schurtz et al. to Vlasov-Fokker-Planck simulations. Two new test cases are considered: the propagation of a heat wave through a high density region into a lower density gas, and a 1-dimensional hohlraum ablation problem. We find the reduced model reproduces the peak heat flux well in the ablation region but significantly over-predicts the coronal preheat. The suitability of the reduced model for computing non-local transport effects other than thermal conductivity is considered by comparing the computed distribution function to the Vlasov-Fokker-Planck distribution function. It is shown that even when the reduced model reproduces the correct heat flux, the distribution function is significantly different to the Vlasov-Fokker-Planck prediction. Two simple modifications are considered which improve agreement between models in the coronal region. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.

A fashion model with social interaction

NASA Astrophysics Data System (ADS)

Nakayama, Shoichiro; Nakamura, Yasuyuki

2004-06-01

In general, it is difficult to investigate social phenomena mathematically or quantitatively due to non-linear interactions. Statistical physics can provide powerful methods for studying social phenomena with interactions, and could be very useful for them. In this study, we take a focus on fashion as a social phenomenon with interaction. The social interaction considered here are “bandwagon effect” and “snob effect.” In the bandwagon effect, the correlation between one's behavior and others is positive. People feel fashion weary or boring when it is overly popular. This is the snob effect. It is assumed that the fashion phenomenon is formed by the aggregation of individual's binary choice, that is, the fashion is adopted or not. We formulate the fashion phenomenon as the logit model, which is based on the random utility theory in social science, especially economics. The model derived here basically has the similarity with the pioneering model by Weidlich (Phys. Rep. 204 (1991) 1), which was derived from the master equation, the Langevin equation, or the Fokker-Planck equation. This study seems to give the behavioral or behaviormetrical foundation to his model. As a result of dynamical analysis, it is found that in the case that both the bandwagon effect and the snob effect work, periodic or chaotic behavior of fashion occurs under certain conditions.

Mean Field Analysis of Large-Scale Interacting Populations of Stochastic Conductance-Based Spiking Neurons Using the Klimontovich Method

NASA Astrophysics Data System (ADS)

Gandolfo, Daniel; Rodriguez, Roger; Tuckwell, Henry C.

2017-03-01

We investigate the dynamics of large-scale interacting neural populations, composed of conductance based, spiking model neurons with modifiable synaptic connection strengths, which are possibly also subjected to external noisy currents. The network dynamics is controlled by a set of neural population probability distributions (PPD) which are constructed along the same lines as in the Klimontovich approach to the kinetic theory of plasmas. An exact non-closed, nonlinear, system of integro-partial differential equations is derived for the PPDs. As is customary, a closing procedure leads to a mean field limit. The equations we have obtained are of the same type as those which have been recently derived using rigorous techniques of probability theory. The numerical solutions of these so called McKean-Vlasov-Fokker-Planck equations, which are only valid in the limit of infinite size networks, actually shows that the statistical measures as obtained from PPDs are in good agreement with those obtained through direct integration of the stochastic dynamical system for large but finite size networks. Although numerical solutions have been obtained for networks of Fitzhugh-Nagumo model neurons, which are often used to approximate Hodgkin-Huxley model neurons, the theory can be readily applied to networks of general conductance-based model neurons of arbitrary dimension.

Non-Markovian renormalization of kinetic coefficients for drift-type turbulence in magnetized plasmas

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

Zagorodny, A.; Weiland, J.

2009-05-15

The problem of derivation of the kinetic equations for inhomogeneous plasma in an external magnetic field is considered. The Fokker-Planck-type equations with the non-Markovian kinetic coefficients are proposed. In the time-local limit (small correlation times with respect to the distribution function relaxation time) the relations obtained recover the results known from the appropriate quasilinear theory and the Dupree-Weinstock theory of plasma turbulence. Kinetic calculations of the dielectric response function are also performed with regard to the influence of turbulent fields on particle motion. The equations proposed are used to describe zonal flow generation and to estimate the diffusion coefficient formore » saturated turbulence.« less

A General Model for Estimating Macroevolutionary Landscapes.

PubMed

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

2018-03-01

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

Fokker-Planck description of electron and photon transport in homogeneous media

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

Akcasu, A.Z.; Holloway, J.P.

1997-06-01

Starting from a Fokker-Planck description of particle transport, which is valid when the scattering is forwardly peaked and the energy change in scattering is small, we systematically obtain an approximate diffusionlike equation for the particle density by eliminating the direction variable {bold {cflx {Omega}}} with an elimination scheme based on Zwanzig{close_quote}s projection operator formalism in the interaction representation. The elimination procedure closely follows one described by Grigolini and Marchesoni [in {ital Memory Function Approaches to Stochastic Problems in Condensed Matter}, edited by Myron W. Evans, Paolo Grigolini, and Guiseppe P. Parravicini, Advances in Physical Chemistry, Vol. 62 (Wiley-Interscience, New York,more » 1985), Chap. II, p. 29], but with a different projection operator. The resulting diffusion equation is correct up to the second order in the coupling operator between the particle direction and position variable. The diffusion coefficients and mobility in the resulting diffusion equation depend on the initial distribution of the particles in direction and on the path length traveled by the particles. The full solution is obtained for a monoenergetic and monodirectional pulsed point source of particles in an infinite homogeneous medium. This solution is used to study the penetration and the transverse and longitudinal spread of the particles as they are transported through the medium. Application to diffusive wave spectroscopy in calculating the path-length distribution of photons, as well as application to dose calculations in tissue due to an electron beam are mentioned. {copyright} {ital 1997} {ital The American Physical Society}« less

Nonlinear Schrödinger equation and classical-field description of thermal radiation

NASA Astrophysics Data System (ADS)

Rashkovskiy, Sergey A.

2018-03-01

It is shown that the thermal radiation can be described without quantization of energy in the framework of classical field theory using the nonlinear Schrödinger equation which is considered as a classical field equation. Planck's law for the spectral energy density of thermal radiation and the Einstein A-coefficient for spontaneous emission are derived without using the concept of the energy quanta. It is shown that the spectral energy density of thermal radiation is apparently not a universal function of frequency, as follows from the Planck's law, but depends weakly on the nature of atoms, while Planck's law is valid only as an approximation in the limit of weak excitation of atoms. Spin and relativistic effects are not considered in this paper.

Variable step random walks, self-similar distributions, and pricing of options (Invited Paper)

NASA Astrophysics Data System (ADS)

Gunaratne, Gemunu H.; McCauley, Joseph L.

2005-05-01

A new theory for pricing of options is presented. It is based on the assumption that successive movements depend on the value of the return. The solution to the Fokker-Planck equation is shown to be an asymmetric exponential distribution, similar to those observed in intra-day currency markets. The "volatility smile", used by traders to correct the Black-Scholes pricing is shown to be a heuristic mechanism to implement options pricing formulae derived from our theory.

Expectation-Based Control of Noise and Chaos

NASA Technical Reports Server (NTRS)

Zak, Michael

2006-01-01

A proposed approach to control of noise and chaos in dynamic systems would supplement conventional methods. The approach is based on fictitious forces composed of expectations governed by Fokker-Planck or Liouville equations that describe the evolution of the probability densities of the controlled parameters. These forces would be utilized as feedback control forces that would suppress the undesired diffusion of the controlled parameters. Examples of dynamic systems in which the approach is expected to prove beneficial include spacecraft, electronic systems, and coupled lasers.

Translocation time of a polymer chain through an energy gradient nanopore

NASA Astrophysics Data System (ADS)

Luo, Meng-Bo; Zhang, Shuang; Wu, Fan; Sun, Li-Zhen

2017-06-01

The translocation time of a polymer chain through an interaction energy gradient nanopore was studied by Monte Carlo simulations and the Fokker-Planck equation with double-absorbing boundary conditions. Both the simulation and calculation revealed three different behaviors for polymer translocation. These behaviors can be explained qualitatively from free-energy landscapes obtained for polymer translocation at different parameters. Results show that the translocation time of a polymer chain through a nanopore can be tuned by suitably designing the interaction energy gradient.

A Finite-Orbit-Width Fokker-Planck solver for modeling of RF Current Drive in ITER

NASA Astrophysics Data System (ADS)

Petrov, Yu. V.; Harvey, R. W.

2017-10-01

The bounce-average (BA) finite-difference Fokker-Planck (FP) code CQL3D now includes the essential physics to describe the RF heating of Finite-Orbit-Width (FOW) ions in tokamaks. The FP equation is reformulated in terms of constants-of-motion coordinates, which we select to be particle speed, pitch angle, and major radius on the equatorial plane thus obtaining the distribution function directly at this location. A recent development is the capability to obtain solution simultaneously for FOW ions and Zero-Orbit-Width (ZOW) electrons. As a practical application, the code is used for simulation of alpha-particle heating by high-harmonic waves in ITER scenarios. Coupling of high harmonic or helicon fast waves power to electrons is a promising current drive (CD) scenario for high beta plasmas. However, the efficiency of current drive can be diminished by parasitic channeling of RF power into fast ions such as alphas or NBI-produced deuterons, through finite Larmor-radius effects. Based on simulations, we formulate conditions where the fast ions absorb less than 10% of RF power. Supported by USDOE Grants ER54649, ER54744, and SC0006614.

Fundamentals of Plasma Physics

NASA Astrophysics Data System (ADS)

Bellan, Paul M.

2008-07-01

Preface; 1. Basic concepts; 2. The Vlasov, two-fluid, and MHD models of plasma dynamics; 3. Motion of a single plasma particle; 4. Elementary plasma waves; 5. Streaming instabilities and the Landau problem; 6. Cold plasma waves in a magnetized plasma; 7. Waves in inhomogeneous plasmas and wave energy relations; 8. Vlasov theory of warm electrostatic waves in a magnetized plasma; 9. MHD equilibria; 10. Stability of static MHD equilibria; 11. Magnetic helicity interpreted and Woltjer-Taylor relaxation; 12. Magnetic reconnection; 13. Fokker-Planck theory of collisions; 14. Wave-particle nonlinearities; 15. Wave-wave nonlinearities; 16. Non-neutral plasmas; 17. Dusty plasmas; Appendix A. Intuitive method for vector calculus identities; Appendix B. Vector calculus in orthogonal curvilinear coordinates; Appendix C. Frequently used physical constants and formulae; Bibliography; References; Index.

Uniqueness of thermodynamic projector and kinetic basis of molecular individualism

NASA Astrophysics Data System (ADS)

Gorban, Alexander N.; Karlin, Iliya V.

2004-05-01

Three results are presented: First, we solve the problem of persistence of dissipation for reduction of kinetic models. Kinetic equations with thermodynamic Lyapunov functions are studied. Uniqueness of the thermodynamic projector is proven: There exists only one projector which transforms any vector field equipped with the given Lyapunov function into a vector field with the same Lyapunov function for a given anzatz manifold which is not tangent to the Lyapunov function levels. Second, we use the thermodynamic projector for developing the short memory approximation and coarse-graining for general nonlinear dynamic systems. We prove that in this approximation the entropy production increases. ( The theorem about entropy overproduction.) In example, we apply the thermodynamic projector to derive the equations of reduced kinetics for the Fokker-Planck equation. A new class of closures is developed, the kinetic multipeak polyhedra. Distributions of this type are expected in kinetic models with multidimensional instability as universally as the Gaussian distribution appears for stable systems. The number of possible relatively stable states of a nonequilibrium system grows as 2 m, and the number of macroscopic parameters is in order mn, where n is the dimension of configuration space, and m is the number of independent unstable directions in this space. The elaborated class of closures and equations pretends to describe the effects of “molecular individualism”. This is the third result.

Wigner distribution function and entropy of the damped harmonic oscillator within the theory of the open quantum systems

NASA Technical Reports Server (NTRS)

Isar, Aurelian

1995-01-01

The harmonic oscillator with dissipation is studied within the framework of the Lindblad theory for open quantum systems. By using the Wang-Uhlenbeck method, the Fokker-Planck equation, obtained from the master equation for the density operator, is solved for the Wigner distribution function, subject to either the Gaussian type or the delta-function type of initial conditions. The obtained Wigner functions are two-dimensional Gaussians with different widths. Then a closed expression for the density operator is extracted. The entropy of the system is subsequently calculated and its temporal behavior shows that this quantity relaxes to its equilibrium value.

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.

Approximate Bayesian Computation in the estimation of the parameters of the Forbush decrease model

NASA Astrophysics Data System (ADS)

Wawrzynczak, A.; Kopka, P.

2017-12-01

Realistic modeling of the complicated phenomena as Forbush decrease of the galactic cosmic ray intensity is a quite challenging task. One aspect is a numerical solution of the Fokker-Planck equation in five-dimensional space (three spatial variables, the time and particles energy). The second difficulty arises from a lack of detailed knowledge about the spatial and time profiles of the parameters responsible for the creation of the Forbush decrease. Among these parameters, the central role plays a diffusion coefficient. Assessment of the correctness of the proposed model can be done only by comparison of the model output with the experimental observations of the galactic cosmic ray intensity. We apply the Approximate Bayesian Computation (ABC) methodology to match the Forbush decrease model to experimental data. The ABC method is becoming increasing exploited for dynamic complex problems in which the likelihood function is costly to compute. The main idea of all ABC methods is to accept samples as an approximate posterior draw if its associated modeled data are close enough to the observed one. In this paper, we present application of the Sequential Monte Carlo Approximate Bayesian Computation algorithm scanning the space of the diffusion coefficient parameters. The proposed algorithm is adopted to create the model of the Forbush decrease observed by the neutron monitors at the Earth in March 2002. The model of the Forbush decrease is based on the stochastic approach to the solution of the Fokker-Planck equation.

Neural Networks for Signal Processing and Control

NASA Astrophysics Data System (ADS)

Hesselroth, Ted Daniel

Neural networks are developed for controlling a robot-arm and camera system and for processing images. The networks are based upon computational schemes that may be found in the brain. In the first network, a neural map algorithm is employed to control a five-joint pneumatic robot arm and gripper through feedback from two video cameras. The pneumatically driven robot arm employed shares essential mechanical characteristics with skeletal muscle systems. To control the position of the arm, 200 neurons formed a network representing the three-dimensional workspace embedded in a four-dimensional system of coordinates from the two cameras, and learned a set of pressures corresponding to the end effector positions, as well as a set of Jacobian matrices for interpolating between these positions. Because of the properties of the rubber-tube actuators of the arm, the position as a function of supplied pressure is nonlinear, nonseparable, and exhibits hysteresis. Nevertheless, through the neural network learning algorithm the position could be controlled to an accuracy of about one pixel (~3 mm) after two hundred learning steps. Applications of repeated corrections in each step via the Jacobian matrices leads to a very robust control algorithm since the Jacobians learned by the network have to satisfy the weak requirement that they yield a reduction of the distance between gripper and target. The second network is proposed as a model for the mammalian vision system in which backward connections from the primary visual cortex (V1) to the lateral geniculate nucleus play a key role. The application of hebbian learning to the forward and backward connections causes the formation of receptive fields which are sensitive to edges, bars, and spatial frequencies of preferred orientations. The receptive fields are learned in such a way as to maximize the rate of transfer of information from the LGN to V1. Orientational preferences are organized into a feature map in the primary visual cortex by the application of lateral interactions during the learning phase. The organization of the mature network is compared to that found in the macaque monkey by several analytical tests. The capacity of the network to process images is investigated. By a method of reconstructing the input images in terms of V1 activities, the simulations show that images can be faithfully represented in V1 by the proposed network. The signal-to-noise ratio of the image is improved by the representation, and compression ratios of well over two-hundred are possible. Lateral interactions between V1 neurons sharpen their orientational tuning. We further study the dynamics of the processing, showing that the rate of decrease of the error of the reconstruction is maximized for the receptive fields used. Lastly, we employ a Fokker-Planck equation for a more detailed prediction of the error value vs. time. The Fokker-Planck equation for an underdamped system with a driving force is derived, yielding an energy-dependent diffusion coefficient which is the integral of the spectral densities of the force and the velocity of the system. The theory is applied to correlated noise activation and resonant activation. Simulation results for the error of the network vs time are compared to the solution of the Fokker-Planck equation.

Firing-rate response of linear and nonlinear integrate-and-fire neurons to modulated current-based and conductance-based synaptic drive.

PubMed

Richardson, Magnus J E

2007-08-01

Integrate-and-fire models are mainstays of the study of single-neuron response properties and emergent states of recurrent networks of spiking neurons. They also provide an analytical base for perturbative approaches that treat important biological details, such as synaptic filtering, synaptic conductance increase, and voltage-activated currents. Steady-state firing rates of both linear and nonlinear integrate-and-fire models, receiving fluctuating synaptic drive, can be calculated from the time-independent Fokker-Planck equation. The dynamic firing-rate response is less easy to extract, even at the first-order level of a weak modulation of the model parameters, but is an important determinant of neuronal response and network stability. For the linear integrate-and-fire model the response to modulations of current-based synaptic drive can be written in terms of hypergeometric functions. For the nonlinear exponential and quadratic models no such analytical forms for the response are available. Here it is demonstrated that a rather simple numerical method can be used to obtain the steady-state and dynamic response for both linear and nonlinear models to parameter modulation in the presence of current-based or conductance-based synaptic fluctuations. To complement the full numerical solution, generalized analytical forms for the high-frequency response are provided. A special case is also identified--time-constant modulation--for which the response to an arbitrarily strong modulation can be calculated exactly.

Fokker-Planck diffusive law: its interpretation in the context of plasma transport modeling

NASA Astrophysics Data System (ADS)

Sanchez, Raul; Carreras, Ben A.; van Milligen, Boudewijn Ph.

2006-10-01

It was recently proposed that, when building phenomenological transport models for particle transport in tokamaks, use of the Fokker-Planck diffusive law might be preferable to Fick's law to express particle fluxes [1]. In particular, it might offer a possible explanation for the excessive pinch velocites observed in some experimental situations with respect to the values expected from the forces and asymmetries existent in the system. In spite of the fact that Fokker-Planck's law was first proposed many years ago, it produces a series of counterintuitive results that at first sight seem in contradiction with the second law of thermodynamics. In this contribution we will review the basic concepts behind its formulation and show that, through the use of simple examples relevant to plasma physics, the second law of thermodynamics is not violated in any manner if properly used. The benefits of its use within the modelling of transport in tokamaks will also be clarified.REFERENCES: [1] R. Sanchez et al, Phys. Plasmas 12, 056105 (2005); B.Ph. van Milligen et al, Plasma Phys.Contr.Fusion 47, B743 (2005)

Effect of Multiple Scattering on the Compton Recoil Current Generated in an EMP, Revisited

DOE PAGES

Farmer, William A.; Friedman, Alex

2015-06-18

Multiple scattering has historically been treated in EMP modeling through the obliquity factor. The validity of this approach is examined here. A simplified model problem, which correctly captures cyclotron motion, Doppler shifting due to the electron motion, and multiple scattering is first considered. The simplified problem is solved three ways: the obliquity factor, Monte-Carlo, and Fokker-Planck finite-difference. Because of the Doppler effect, skewness occurs in the distribution. It is demonstrated that the obliquity factor does not correctly capture this skewness, but the Monte-Carlo and Fokker-Planck finite-difference approaches do. Here, the obliquity factor and Fokker-Planck finite-difference approaches are then compared inmore » a fuller treatment, which includes the initial Klein-Nishina distribution of the electrons, and the momentum dependence of both drag and scattering. It is found that, in general, the obliquity factor is adequate for most situations. However, as the gamma energy increases and the Klein-Nishina becomes more peaked in the forward direction, skewness in the distribution causes greater disagreement between the obliquity factor and a more accurate model of multiple scattering.« less

A complete analytical solution of the Fokker-Planck and balance equations for nucleation and growth of crystals

NASA Astrophysics Data System (ADS)

Makoveeva, Eugenya V.; Alexandrov, Dmitri V.

2018-01-01

This article is concerned with a new analytical description of nucleation and growth of crystals in a metastable mushy layer (supercooled liquid or supersaturated solution) at the intermediate stage of phase transition. The model under consideration consisting of the non-stationary integro-differential system of governing equations for the distribution function and metastability level is analytically solved by means of the saddle-point technique for the Laplace-type integral in the case of arbitrary nucleation kinetics and time-dependent heat or mass sources in the balance equation. We demonstrate that the time-dependent distribution function approaches the stationary profile in course of time. This article is part of the theme issue `From atomistic interfaces to dendritic patterns'.

Dynamics of a prey-predator system under Poisson white noise excitation

NASA Astrophysics Data System (ADS)

Pan, Shan-Shan; Zhu, Wei-Qiu

2014-10-01

The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is investigated by using the stochastic averaging method. The averaged generalized Itô stochastic differential equation and Fokker-Planck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter ɛ2 s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.

Real-time and imaginary-time quantum hierarchal Fokker-Planck equations

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

Tanimura, Yoshitaka, E-mail: tanimura@kuchem.kyoto-u.ac.jp

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 themore » 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.« less

Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest

NASA Astrophysics Data System (ADS)

Bianucci, Marco

2018-05-01

Finding the generalized Fokker-Planck Equation (FPE) for the reduced probability density function of a subpart of a given complex system is a classical issue of statistical mechanics. Zwanzig projection perturbation approach to this issue leads to the trouble of resumming a series of commutators of differential operators that we show to correspond to solving the Lie evolution of first order differential operators along the unperturbed Liouvillian of the dynamical system of interest. In this paper, we develop in a systematic way the procedure to formally solve this problem. In particular, here we show which the basic assumptions are, concerning the dynamical system of interest, necessary for the Lie evolution to be a group on the space of first order differential operators, and we obtain the coefficients of the so-evolved operators. It is thus demonstrated that if the Liouvillian of the system of interest is not a first order differential operator, in general, the FPE structure breaks down and the master equation contains all the power of the partial derivatives, up to infinity. Therefore, this work shed some light on the trouble of the ubiquitous emergence of both thermodynamics from microscopic systems and regular regression laws at macroscopic scales. However these results are very general and can be applied also in other contexts that are non-Hamiltonian as, for example, geophysical fluid dynamics, where important events, like El Niño, can be considered as large time scale phenomena emerging from the observation of few ocean degrees of freedom of a more complex system, including the interaction with the atmosphere.

Kinematic state estimation and motion planning for stochastic nonholonomic systems using the exponential map.

PubMed

Park, Wooram; Liu, Yan; Zhou, Yu; Moses, Matthew; Chirikjian, Gregory S

2008-04-11

A nonholonomic system subjected to external noise from the environment, or internal noise in its own actuators, will evolve in a stochastic manner described by an ensemble of trajectories. This ensemble of trajectories is equivalent to the solution of a Fokker-Planck equation that typically evolves on a Lie group. If the most likely state of such a system is to be estimated, and plans for subsequent motions from the current state are to be made so as to move the system to a desired state with high probability, then modeling how the probability density of the system evolves is critical. Methods for solving Fokker-Planck equations that evolve on Lie groups then become important. Such equations can be solved using the operational properties of group Fourier transforms in which irreducible unitary representation (IUR) matrices play a critical role. Therefore, we develop a simple approach for the numerical approximation of all the IUR matrices for two of the groups of most interest in robotics: the rotation group in three-dimensional space, SO(3), and the Euclidean motion group of the plane, SE(2). This approach uses the exponential mapping from the Lie algebras of these groups, and takes advantage of the sparse nature of the Lie algebra representation matrices. Other techniques for density estimation on groups are also explored. The computed densities are applied in the context of probabilistic path planning for kinematic cart in the plane and flexible needle steering in three-dimensional space. In these examples the injection of artificial noise into the computational models (rather than noise in the actual physical systems) serves as a tool to search the configuration spaces and plan paths. Finally, we illustrate how density estimation problems arise in the characterization of physical noise in orientational sensors such as gyroscopes.

Analysis of 2D THz-Raman spectroscopy using a non-Markovian Brownian oscillator model with nonlinear system-bath interactions.

PubMed

Ikeda, Tatsushi; Ito, Hironobu; Tanimura, Yoshitaka

2015-06-07

We explore and describe the roles of inter-molecular vibrations employing a Brownian oscillator (BO) model with linear-linear (LL) and square-linear (SL) system-bath interactions, which we use to analyze two-dimensional (2D) THz-Raman spectra obtained by means of molecular dynamics (MD) simulations. In addition to linear infrared absorption (1D IR), we calculated 2D Raman-THz-THz, THz-Raman-THz, and THz-THz-Raman signals for liquid formamide, water, and methanol using an equilibrium non-equilibrium hybrid MD simulation. The calculated 1D IR and 2D THz-Raman signals are compared with results obtained from the LL+SL BO model applied through use of hierarchal Fokker-Planck equations with non-perturbative and non-Markovian noise. We find that all of the qualitative features of the 2D profiles of the signals obtained from the MD simulations are reproduced with the LL+SL BO model, indicating that this model captures the essential features of the inter-molecular motion. We analyze the fitted 2D profiles in terms of anharmonicity, nonlinear polarizability, and dephasing time. The origins of the echo peaks of the librational motion and the elongated peaks parallel to the probe direction are elucidated using optical Liouville paths.

Response statistics of rotating shaft with non-linear elastic restoring forces by path integration

NASA Astrophysics Data System (ADS)

Gaidai, Oleg; Naess, Arvid; Dimentberg, Michael

2017-07-01

Extreme statistics of random vibrations is studied for a Jeffcott rotor under uniaxial white noise excitation. Restoring force is modelled as elastic non-linear; comparison is done with linearized restoring force to see the force non-linearity effect on the response statistics. While for the linear model analytical solutions and stability conditions are available, it is not generally the case for non-linear system except for some special cases. The statistics of non-linear case is studied by applying path integration (PI) method, which is based on the Markov property of the coupled dynamic system. The Jeffcott rotor response statistics can be obtained by solving the Fokker-Planck (FP) equation of the 4D dynamic system. An efficient implementation of PI algorithm is applied, namely fast Fourier transform (FFT) is used to simulate dynamic system additive noise. The latter allows significantly reduce computational time, compared to the classical PI. Excitation is modelled as Gaussian white noise, however any kind distributed white noise can be implemented with the same PI technique. Also multidirectional Markov noise can be modelled with PI in the same way as unidirectional. PI is accelerated by using Monte Carlo (MC) estimated joint probability density function (PDF) as initial input. Symmetry of dynamic system was utilized to afford higher mesh resolution. Both internal (rotating) and external damping are included in mechanical model of the rotor. The main advantage of using PI rather than MC is that PI offers high accuracy in the probability distribution tail. The latter is of critical importance for e.g. extreme value statistics, system reliability, and first passage probability.

Vecksler-Macmillan phase stability for neutral atoms accelerated by a laser beam

NASA Astrophysics Data System (ADS)

Mel'nikov, I. V.; Haus, J. W.; Kazansky, P. G.

2003-05-01

We use a Fokker-Planck equation to study the phenomenon of accelerating a neutral atom bunch by a chirped optical beam. This method enables us to obtain a semi-analytical solution to the problem in which a wide range of parameters can be studied. In addition it provides a simple physical interpretation where the problem is reduced to an analogous problem of charged particles accelerators, that is, the Vecksler-Macmillan principle of phase stability. A possible experimental scenario is suggested, which uses a photonic crystal fiber as the guiding medium.

Drowsy cheetah hunting antelopes: a diffusing predator seeking fleeing prey

NASA Astrophysics Data System (ADS)

Winkler, Karen; Bray, Alan J.

2005-02-01

We consider a system of three random walkers (a 'cheetah' surrounded by two 'antelopes') diffusing in one dimension. The cheetah and the antelopes diffuse, but the antelopes experience in addition a deterministic relative drift velocity, away from the cheetah, proportional to their distance from the cheetah, such that they tend to move away from the cheetah with increasing time. Using the backward Fokker-Planck equation we calculate, as a function of their initial separations, the probability that the cheetah has caught neither antelope after infinite time.

Wealth and price distribution by diffusive approximation in a repeated prediction market

NASA Astrophysics Data System (ADS)

Bottazzi, Giulio; Giachini, Daniele

2017-04-01

The approximate agents' wealth and price invariant densities of a repeated prediction market model is derived using the Fokker-Planck equation of the associated continuous-time jump process. We show that the approximation obtained from the evolution of log-wealth difference can be reliably exploited to compute all the quantities of interest in all the acceptable parameter space. When the risk aversion of the trader is high enough, we are able to derive an explicit closed-form solution for the price distribution which is asymptotically correct.

Solution Methods for Certain Evolution Equations

NASA Astrophysics Data System (ADS)

Vega-Guzman, Jose Manuel

Solution methods for certain linear and nonlinear evolution equations are presented in this dissertation. Emphasis is placed mainly on the analytical treatment of nonautonomous differential equations, which are challenging to solve despite the existent numerical and symbolic computational software programs available. Ideas from the transformation theory are adopted allowing one to solve the problems under consideration from a non-traditional perspective. First, the Cauchy initial value problem is considered for a class of nonautonomous and inhomogeneous linear diffusion-type equation on the entire real line. Explicit transformations are used to reduce the equations under study to their corresponding standard forms emphasizing on natural relations with certain Riccati(and/or Ermakov)-type systems. These relations give solvability results for the Cauchy problem of the parabolic equation considered. The superposition principle allows to solve formally this problem from an unconventional point of view. An eigenfunction expansion approach is also considered for this general evolution equation. Examples considered to corroborate the efficacy of the proposed solution methods include the Fokker-Planck equation, the Black-Scholes model and the one-factor Gaussian Hull-White model. The results obtained in the first part are used to solve the Cauchy initial value problem for certain inhomogeneous Burgers-type equation. The connection between linear (the Diffusion-type) and nonlinear (Burgers-type) parabolic equations is stress in order to establish a strong commutative relation. Traveling wave solutions of a nonautonomous Burgers equation are also investigated. Finally, it is constructed explicitly the minimum-uncertainty squeezed states for quantum harmonic oscillators. They are derived by the action of corresponding maximal kinematical invariance group on the standard ground state solution. It is shown that the product of the variances attains the required minimum value only at the instances that one variance is a minimum and the other is a maximum, when the squeezing of one of the variances occurs. Such explicit construction is possible due to the relation between the diffusion-type equation studied in the first part and the time-dependent Schrodinger equation. A modication of the radiation field operators for squeezed photons in a perfect cavity is also suggested with the help of a nonstandard solution of Heisenberg's equation of motion.

Energy gain calculations in spherical IEC fusion systems using the BAFP code

NASA Astrophysics Data System (ADS)

Chacón, L.; Miley, G. H.; Barnes, D. C.; Knoll, D. A.

1999-11-01

The spherical IEC fusion concept takes advantage of the potential well generated by an inner spherical cathode (physical or virtual), biased negatively to several kV with respect to a concentric outer grounded boundary, to focus ions inwards and form a dense central core where fusion may occur. However, defocusing of the ion beams due to ion-ion collisions may prevent a satisfactory energy balance in the system. This research concentrates of spherically symmetric virtual cathode IEC devices, in which a spherical cloud of electrons, confined á la Penning trap, creates the ion-confining electrostatic well. A bounce-averaged Fokker-Planck model has been constructed to analyze the ion physics in ideal conditions (i.e., spherically uniform electrostatic well, no collisional interaction between ions and electrons, single ion species).(L. Chacon, D. C. Barnes, D. A. Knoll, 40^th) Annual Meeting of the APS Division of Plasma Physics, New Orleans, LA, Nov. 1998 Results will reproduce the phenomenology of previously published( W. Nevins, Phys. Plasmas), 2(10), 3804-3819 (1995) theoretical limits, and will show that, under some conditions, steady-state solutions with relatively high gains and small ion recirculation powers exist for the bounce-averaged Fokker-Planck transport equation. Variations in gain with parameter space will be presented.

Attenuation characteristics of electromagnetic waves in a weak collisional and fully ionized dusty plasma

NASA Astrophysics Data System (ADS)

Dan, Li; Guo, Li-Xin; Li, Jiang-Ting; Chen, Wei; Yan, Xu; Huang, Qing-Qing

2017-09-01

The expression of complex dielectric permittivity for non-magnetized fully ionized dusty plasma is obtained based on the kinetic equation in the Fokker-Planck-Landau collision model and the charging equation of the statistical theory. The influences of density, average size of dust grains, and balanced charging of the charge number of dust particles on the attenuation properties of electromagnetic waves in fully ionized dusty plasma are investigated by calculating the attenuation constant. In addition, the attenuation characteristics of weakly ionized and fully ionized dusty plasmas are compared. Results enriched the physical mechanisms of microwave attenuation for fully ionized dusty plasma and provide a theoretical basis for future studies.

Semi-implicit integration factor methods on sparse grids for high-dimensional systems

NASA Astrophysics Data System (ADS)

Wang, Dongyong; Chen, Weitao; Nie, Qing

2015-07-01

Numerical methods for partial differential equations in high-dimensional spaces are often limited by the curse of dimensionality. Though the sparse grid technique, based on a one-dimensional hierarchical basis through tensor products, is popular for handling challenges such as those associated with spatial discretization, the stability conditions on time step size due to temporal discretization, such as those associated with high-order derivatives in space and stiff reactions, remain. Here, we incorporate the sparse grids with the implicit integration factor method (IIF) that is advantageous in terms of stability conditions for systems containing stiff reactions and diffusions. We combine IIF, in which the reaction is treated implicitly and the diffusion is treated explicitly and exactly, with various sparse grid techniques based on the finite element and finite difference methods and a multi-level combination approach. The overall method is found to be efficient in terms of both storage and computational time for solving a wide range of PDEs in high dimensions. In particular, the IIF with the sparse grid combination technique is flexible and effective in solving systems that may include cross-derivatives and non-constant diffusion coefficients. Extensive numerical simulations in both linear and nonlinear systems in high dimensions, along with applications of diffusive logistic equations and Fokker-Planck equations, demonstrate the accuracy, efficiency, and robustness of the new methods, indicating potential broad applications of the sparse grid-based integration factor method.

A simple analytical model for dynamics of time-varying target leverage ratios

NASA Astrophysics Data System (ADS)

Lo, C. F.; Hui, C. H.

2012-03-01

In this paper we have formulated a simple theoretical model for the dynamics of the time-varying target leverage ratio of a firm under some assumptions based upon empirical observations. In our theoretical model the time evolution of the target leverage ratio of a firm can be derived self-consistently from a set of coupled Ito's stochastic differential equations governing the leverage ratios of an ensemble of firms by the nonlinear Fokker-Planck equation approach. The theoretically derived time paths of the target leverage ratio bear great resemblance to those used in the time-dependent stationary-leverage (TDSL) model [Hui et al., Int. Rev. Financ. Analy. 15, 220 (2006)]. Thus, our simple model is able to provide a theoretical foundation for the selected time paths of the target leverage ratio in the TDSL model. We also examine how the pace of the adjustment of a firm's target ratio, the volatility of the leverage ratio and the current leverage ratio affect the dynamics of the time-varying target leverage ratio. Hence, with the proposed dynamics of the time-dependent target leverage ratio, the TDSL model can be readily applied to generate the default probabilities of individual firms and to assess the default risk of the firms.

The development of a Krook model for nonlocal transport in laser produced plasmas. II. Application of the theory and comparisons with other models

NASA Astrophysics Data System (ADS)

Colombant, Denis; Manheimer, Wallace

2008-08-01

This paper incorporates the Krook model for nonlocal transport into a fluid simulation. It uses these fluid simulations to compare with Fokker-Planck simulations and also with a recent NRL NIKE [S. P. Obenschain et al., Phys. Plasmas 3, 2098 (1996)] experiment. The paper also examines several other models for electron energy transport that have been used in laser fusion research. With regards to the comparison with Fokker-Planck simulation, the Krook model gives better agreement, especially in the time asymptotic limit. With regards to the NRL experiment, all models except one give reasonable agreement.

Modeling of ion orbit loss and intrinsic toroidal rotation with the COGENT code

NASA Astrophysics Data System (ADS)

Dorf, M.; Dorr, M.; Cohen, R.; Rognlien, T.; Hittinger, J.

2014-10-01

We discuss recent advances in cross-separatrix neoclassical transport simulations with COGENT, a continuum gyro-kinetic code being developed by the Edge Simulation Laboratory (ESL) collaboration. The COGENT code models the axisymmetric transport properties of edge plasmas including the effects of nonlinear (Fokker-Planck) collisions and a self-consistent electrostatic potential. Our recent work has focused on studies of ion orbit loss and the associated toroidal rotation driven by this mechanism. The results of the COGENT simulations are discussed and analyzed for the parameters of the DIII-D experiment. Work performed for USDOE at LLNL under Contract DE-AC52-07NA27344.

Microscopic Interpretation and Generalization of the Bloch-Torrey Equation for Diffusion Magnetic Resonance

PubMed Central

Seroussi, Inbar; Grebenkov, Denis S.; Pasternak, Ofer; Sochen, Nir

2017-01-01

In order to bridge microscopic molecular motion with macroscopic diffusion MR signal in complex structures, we propose a general stochastic model for molecular motion in a magnetic field. The Fokker-Planck equation of this model governs the probability density function describing the diffusion-magnetization propagator. From the propagator we derive a generalized version of the Bloch-Torrey equation and the relation to the random phase approach. This derivation does not require assumptions such as a spatially constant diffusion coefficient, or ad-hoc selection of a propagator. In particular, the boundary conditions that implicitly incorporate the microstructure into the diffusion MR signal can now be included explicitly through a spatially varying diffusion coefficient. While our generalization is reduced to the conventional Bloch-Torrey equation for piecewise constant diffusion coefficients, it also predicts scenarios in which an additional term to the equation is required to fully describe the MR signal. PMID:28242566

Grassmann phase space theory and the Jaynes-Cummings model

NASA Astrophysics Data System (ADS)

Dalton, B. J.; Garraway, B. M.; Jeffers, J.; Barnett, S. M.

2013-07-01

The Jaynes-Cummings model of a two-level atom in a single mode cavity is of fundamental importance both in quantum optics and in quantum physics generally, involving the interaction of two simple quantum systems—one fermionic system (the TLA), the other bosonic (the cavity mode). Depending on the initial conditions a variety of interesting effects occur, ranging from ongoing oscillations of the atomic population difference at the Rabi frequency when the atom is excited and the cavity is in an n-photon Fock state, to collapses and revivals of these oscillations starting with the atom unexcited and the cavity mode in a coherent state. The observation of revivals for Rydberg atoms in a high-Q microwave cavity is key experimental evidence for quantisation of the EM field. Theoretical treatments of the Jaynes-Cummings model based on expanding the state vector in terms of products of atomic and n-photon states and deriving coupled equations for the amplitudes are a well-known and simple method for determining the effects. In quantum optics however, the behaviour of the bosonic quantum EM field is often treated using phase space methods, where the bosonic mode annihilation and creation operators are represented by c-number phase space variables, with the density operator represented by a distribution function of these variables. Fokker-Planck equations for the distribution function are obtained, and either used directly to determine quantities of experimental interest or used to develop c-number Langevin equations for stochastic versions of the phase space variables from which experimental quantities are obtained as stochastic averages. Phase space methods have also been developed to include atomic systems, with the atomic spin operators being represented by c-number phase space variables, and distribution functions involving these variables and those for any bosonic modes being shown to satisfy Fokker-Planck equations from which c-number Langevin equations are often developed. However, atomic spin operators satisfy the standard angular momentum commutation rules rather than the commutation rules for bosonic annihilation and creation operators, and are in fact second order combinations of fermionic annihilation and creation operators. Though phase space methods in which the fermionic operators are represented directly by c-number phase space variables have not been successful, the anti-commutation rules for these operators suggest the possibility of using Grassmann variables—which have similar anti-commutation properties. However, in spite of the seminal work by Cahill and Glauber and a few applications, the use of phase space methods in quantum optics to treat fermionic systems by representing fermionic annihilation and creation operators directly by Grassmann phase space variables is rather rare. This paper shows that phase space methods using a positive P type distribution function involving both c-number variables (for the cavity mode) and Grassmann variables (for the TLA) can be used to treat the Jaynes-Cummings model. Although it is a Grassmann function, the distribution function is equivalent to six c-number functions of the two bosonic variables. Experimental quantities are given as bosonic phase space integrals involving the six functions. A Fokker-Planck equation involving both left and right Grassmann differentiations can be obtained for the distribution function, and is equivalent to six coupled equations for the six c-number functions. The approach used involves choosing the canonical form of the (non-unique) positive P distribution function, in which the correspondence rules for the bosonic operators are non-standard and hence the Fokker-Planck equation is also unusual. Initial conditions, such as those above for initially uncorrelated states, are discussed and used to determine the initial distribution function. Transformations to new bosonic variables rotating at the cavity frequency enable the six coupled equations for the new c-number functions-that are also equivalent to the canonical Grassmann distribution function-to be solved analytically, based on an ansatz from an earlier paper by Stenholm. It is then shown that the distribution function is exactly the same as that determined from the well-known solution based on coupled amplitude equations. In quantum-atom optics theories for many atom bosonic and fermionic systems are needed. With large atom numbers, treatments must often take into account many quantum modes—especially for fermions. Generalisations of phase space distribution functions of phase space variables for a few modes to phase space distribution functionals of field functions (which represent the field operators, c-number fields for bosons, Grassmann fields for fermions) are now being developed for large systems. For the fermionic case, the treatment of the simple two mode problem represented by the Jaynes-Cummings model is a useful test case for the future development of phase space Grassmann distribution functional methods for fermionic applications in quantum-atom optics.

Study of Nonclassical Fields in Phase-Sensitive Reservoirs

NASA Technical Reports Server (NTRS)

Kim, Myung Shik; Imoto, Nobuyuki

1996-01-01

We show that the reservoir influence can be modeled by an infinite array of beam splitters. The superposition of the input fields in the beam splitter is discussed with the convolution laws for their quasiprobabilities. We derive the Fokker-Planck equation for the cavity field coupled with a phase-sensitive reservoir using the convolution law. We also analyze the amplification in the phase-sensitive reservoir with use of the modified beam splitter model. We show the similarities and differences between the dissipation and amplification models. We show that a super-Poissonian input field cannot become sub-Poissonian by the phase-sensitive amplification.

Stochastic approach to equilibrium and nonequilibrium thermodynamics.

PubMed

Tomé, Tânia; de Oliveira, Mário J

2015-04-01

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

Relaxation dynamics in the presence of pulse multiplicative noise sources with different correlation properties

NASA Astrophysics Data System (ADS)

Kargovsky, A. V.; Chichigina, O. A.; Anashkina, E. I.; Valenti, D.; Spagnolo, B.

2015-10-01

The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady state. The analytical results are in good agreement with the numerical ones.

Relaxation dynamics in the presence of pulse multiplicative noise sources with different correlation properties.

PubMed

Kargovsky, A V; Chichigina, O A; Anashkina, E I; Valenti, D; Spagnolo, B

2015-10-01

The relaxation dynamics of a system described by a Langevin equation with pulse multiplicative noise sources with different correlation properties is considered. The solution of the corresponding Fokker-Planck equation is derived for Gaussian white noise. Moreover, two pulse processes with regulated periodicity are considered as a noise source: the dead-time-distorted Poisson process and the process with fixed time intervals, which is characterized by an infinite correlation time. We find that the steady state of the system is dependent on the correlation properties of the pulse noise. An increase of the noise correlation causes the decrease of the mean value of the solution at the steady state. The analytical results are in good agreement with the numerical ones.

A practical nonlocal model for heat transport in magnetized laser plasmas

NASA Astrophysics Data System (ADS)

Nicolaï, Ph. D.; Feugeas, J.-L. A.; Schurtz, G. P.

2006-03-01

A model of nonlocal transport for multidimensional radiation magnetohydrodynamics codes is presented. In laser produced plasmas, it is now believed that the heat transport can be strongly modified by the nonlocal nature of the electron conduction. Other mechanisms, such as self-generated magnetic fields, may also affect the heat transport. The model described in this work, based on simplified Fokker-Planck equations aims at extending the model of G. Schurtz, Ph. Nicolaï, and M. Busquet [Phys. Plasmas 7, 4238 (2000)] to magnetized plasmas. A complete system of nonlocal equations is derived from kinetic equations with self-consistent electric and magnetic fields. These equations are analyzed and simplified in order to be implemented into large laser fusion codes and coupled to other relevant physics. The model is applied to two laser configurations that demonstrate the main features of the model and point out the nonlocal Righi-Leduc effect in a multidimensional case.

The effects of Coulomb collisions on O+, H+, and He+ plasmas for topside incoherent scatter radar applications at Jicamarca

NASA Astrophysics Data System (ADS)

Milla, M. A.; Kudeki, E.; Chau, J. L.

2012-12-01

Coulomb collision effects on incoherent scatter radar signals become important when radar beams are pointed perpendicular to the Earth's magnetic field (B). To study these effects, Milla and Kudeki [2011] developed a procedure to estimate the spectrum of plasma density fluctuations (also known as incoherent scatter spectrum) based on simulations of collisional particle trajectories in single-ion component plasmas. In these simulations, collision effects on the particle motion are modeled using the standard Fokker-Planck model of Rosenbluth et al. [1957]. We have recently generalized the procedure of Milla and Kudeki to consider the case of multiple ion components in order to study the characteristics of the incoherent scatter spectrum in O+, H+, and He+ ionospheric plasmas, which is needed for the analysis of topside perpendicular-to-B observations at the Jicamarca Radio Observatory. In this presentation, we will report on the development of this new approach and on the characteristics of the spectrum models that were developed. The simulation results show that the ion collision process can be fairly well approximated as a Gaussian motion process, a model that has been previously studied in the literature by different authors. However, in the case of electron collisions, the process is not Gaussian having a complicated dependence on plasma parameters. As it will be discussed, electron collisions have a significant impact on the shape of the incoherent scatter spectrum. The ultimate application of the models that were developed is the simultaneous estimation of plasma drifts, densities, and temperatures of the topside equatorial ionosphere in perpendicular-to-B experiments at Jicamarca. This experimental evaluation will have a broader impact since the accuracy of the Fokker-Planck collision model will be tested. References: Milla, M. A., and E. Kudeki (2011), Incoherent scatter spectral theories-Part II: Modeling the spectrum for modes propagating perpendicular to B, IEEE Transactions on Geoscience and Remote Sensing, 49(1), 329-345, doi:10.1109/TGRS.2010.2057253. Rosenbluth, M. N., W. M. MacDonald, and D. L. Judd (1957), Fokker-Planck equation for an inverse-square force, Physical Review, 107(1), 1-6, doi:10.1103/PhysRev.107.1.

Focused transport of energetic particles along magnetic field lines draped around a coronal mass ejection

NASA Technical Reports Server (NTRS)

Tan, L. C.; Mason, G. M.; Lee, M. A.; Klecker, B.; Ipavich, F. M.

1992-01-01

Evidence is presented for focused transport of energetic particles along magnetic field lines draped around a coronal mass ejection. This evidence was obtained with the University of Maryland/Max-Planck-Institute experiment on the ISEE-3 spacecraft during the decay phase of the June 6, 1979, solar particle event. During the early portion of the decay phase of this event, interplanetary magnetic field lines were apparently draped around a coronal mass ejection, leading to a small focusing length on the western flank where ISEE 3 was located. A period of very slow decrease of particle intensity was observed, along with large sunward anisotropy in the solar wind frame, which is inconsistent with predictions of the standard Fokker-Planck equation models for diffusive transport. It was found possible to fit the observations, assuming that focused transport dominates and that the particle pitch angle scattering is isotropic.

Bayesian inference based on stationary Fokker-Planck sampling.

PubMed

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.

Uncertainty propagation in orbital mechanics via tensor decomposition

NASA Astrophysics Data System (ADS)

Sun, Yifei; Kumar, Mrinal

2016-03-01

Uncertainty forecasting in orbital mechanics is an essential but difficult task, primarily because the underlying Fokker-Planck equation (FPE) is defined on a relatively high dimensional (6-D) state-space and is driven by the nonlinear perturbed Keplerian dynamics. In addition, an enormously large solution domain is required for numerical solution of this FPE (e.g. encompassing the entire orbit in the x-y-z subspace), of which the state probability density function (pdf) occupies a tiny fraction at any given time. This coupling of large size, high dimensionality and nonlinearity makes for a formidable computational task, and has caused the FPE for orbital uncertainty propagation to remain an unsolved problem. To the best of the authors' knowledge, this paper presents the first successful direct solution of the FPE for perturbed Keplerian mechanics. To tackle the dimensionality issue, the time-varying state pdf is approximated in the CANDECOMP/PARAFAC decomposition tensor form where all the six spatial dimensions as well as the time dimension are separated from one other. The pdf approximation for all times is obtained simultaneously via the alternating least squares algorithm. Chebyshev spectral differentiation is employed for discretization on account of its spectral ("super-fast") convergence rate. To facilitate the tensor decomposition and control the solution domain size, system dynamics is expressed using spherical coordinates in a noninertial reference frame. Numerical results obtained on a regular personal computer are compared with Monte Carlo simulations.

Effects of whistler mode hiss waves on the radiation belts structure during quiet times

NASA Astrophysics Data System (ADS)

Ripoll, J. F.; Santolik, O.; Reeves, G. D.; Kurth, W. S.; Denton, M.; Loridan, V.; Thaller, S. A.; Cunningham, G.; Kletzing, C.; Turner, D. L.; Henderson, M. G.; Ukhorskiy, S.; Drozdov, A.; Cervantes Villa, J. S.; Shprits, Y.

2017-12-01

We present dynamic Fokker-Planck simulations of the electron radiation belts and slot formation during the quiet days that can follow a storm. Simulations are made for all energies and L-shells between 2 and 6 in the view of recovering the observations of two particular events. Pitch angle diffusion is essential to energy structure of the belts and slot region. Pitch angle diffusion is computed from data-driven spatially and temporally-resolved whistler mode hiss wave and ambient plasma observations from the Van Allen Probes satellites. The simulations are performed either with a 3D formulation that uses pitch angle diffusion coefficients or with a simpler 1D Fokker-Planck equation based on losses computed from a lifetime. Validation is carried out globally against Magnetic Electron and Ion Spectrometer observations of the belts at all energy. Results are complemented with a sensitivity study involving different radial diffusion coefficients, electron lifetimes, and pitch angle diffusion coefficients. We discuss which models allow to recover the observed "S-shaped" energy-dependent inner boundary to the outer zone that results from the competition between diffusive radial transport and losses. Periods when the plasmasphere extends beyond L 5 favor long-lasting hiss losses from the outer belt. Through these simulations, we explain the full structure in energy and L-shell of the belts and the slot formation by hiss scattering during quiet storm recovery.

A Finite-Orbit-Width Fokker-Planck solver for modeling of energetic particle interactions with waves, with application to Helicons in ITER

NASA Astrophysics Data System (ADS)

Petrov, Yuri V.; Harvey, R. W.

2017-10-01

The bounce-average (BA) finite-difference Fokker-Planck (FP) code CQL3D [1,2] now includes the essential physics to describe the RF heating of Finite-Orbit-Width (FOW) ions in tokamaks. The FP equation is reformulated in terms of Constants-Of-Motion coordinates, which we select to be particle speed, pitch angle, and major radius on the equatorial plane thus obtaining the distribution function directly at this location. Full-orbit, low collisionality neoclassical radial transport emerges from averaging the local friction and diffusion coefficients along guiding center orbits. Similarly, the BA of local quasilinear RF diffusion terms gives rise to additional radial transport. The local RF electric field components needed for the BA operator are usually obtained by a ray-tracing code, such as GENRAY, or in conjunction with full-wave codes. As a new, practical application, the CQL3D-FOW version is used for simulation of alpha-particle heating by high-harmonic waves in ITER. Coupling of high harmonic or helicon fast waves power to electrons is a promising current drive (CD) scenario for high beta plasmas. However, the efficiency of current drive can be diminished by parasitic channeling of RF power into fast ions, such as alphas, through finite Larmor-radius effects. We investigate possibilities to reduce the fast ion heating in CD scenarios.

Dynamical Signatures of Living Systems

NASA Technical Reports Server (NTRS)

Zak, M.

1999-01-01

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Time-fractional characterization of brine reaction and precipitation in porous media

NASA Astrophysics Data System (ADS)

Xu, Jianping; Jiang, Guancheng

2018-04-01

Brine reaction and precipitation in porous media sometimes occur in the presence of a strong fluid flowing field, which induces the mobilization of the precipitated salts and distorts their spatial distribution. It is interesting to investigate how the distribution responds to such mobilization. We view these precipitates as random walkers in the complex inner space of the porous media, where they make stochastic jumps among locations and possibly wait between successive transitions. In consideration of related experimental results, the waiting time of the precipitates at a particular position is allowed to range widely from short sojourn to permanent residence. Through the model of a continuous-time random walk, a class of time-fractional equations for the precipitate's concentration profile is derived, including that in the Riemann-Liouville formalism and the Prabhakar formalism. The solutions to these equations show the general pattern of the precipitate's spatiotemporal evolution: a coupling of mass accumulation and mass transport. And the degree to which the mass is mobilized turns out to be monotonically correlated to the fractional exponent α . Moreover, to keep the completeness of the model, we further discuss how the interaction among the precipitates influences the precipitation process. In doing so, a time-fractional non-linear Fokker-Planck equation with source term is introduced and solved. It is shown that the interaction among the precipitates slightly perturbs their spatial distribution. This distribution is largely dominated by the brine reaction itself and the interaction between the precipitates and the porous media.

Kinetic Equation for an Unstable Plasma

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

Balescu, R.

1963-01-01

A kinetic equation is derived for the description of the evolution in time of the distribution of velocities in a spatially homogeneous ionized gas that, at the initial time, is able to sustain exponentially growing oscillations. This equation is expressed in terms of a functional of the distribution finction that obeys the same integral equation as in the stable case. Although the method of solution used in the stable case breaks down, the equation can still be solved in closed form under unstable conditions, and hence an explicit form of the kinetic equation is obtained. The latter contains the normalmore » collision term and a new additional term describing the stabilization of the plasma. The latter acts through friction and diffusion and brings the plasma into a state of neutral stability. From there on the system evolves toward thermal equilibrium under the action of the normal collision term as well as of an additional Fokker-Planck- like term with timedependent coefficients, which however becomes less and less efficient as the plasma approaches equilibrium.« less

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Addendum: ``The Dynamics of M15: Observations of the Velocity Dispersion Profile and Fokker-Planck Models'' (ApJ, 481, 267 [1997])

NASA Astrophysics Data System (ADS)

Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Murphy, B. W.; Seitzer, P. O.; Callanan, P. J.; Rutten, R. G. M.; Charles, P. A.

2003-03-01

It has recently come to our attention that there are axis scale errors in three of the figures presented in Dull et al. (1997, hereafter D97). This paper presented Fokker-Planck models for the collapsed-core globular cluster M15 that include a dense, centrally concentrated population of neutron stars and massive white dwarfs. These models do not include a central black hole. Figure 12 of D97, which presents the predicted mass-to-light profile, is of particular interest, since it was used by Gerssen et al. (2002) as an input to their Jeans equation analysis of the Hubble Space Telescope (HST) STIS velocity measurements reported by van der Marel et al. (2002). On the basis of the original, incorrect version of Figure 12, Gerssen et al. (2002) concluded that the D97 models can fit the new data only with the addition of an intermediate-mass black hole. However, this is counter to our previous finding, shown in Figure 6 of D97, that the Fokker-Planck models predict the sort of moderately rising velocity dispersion profile that Gerssen et al. (2002) infer from the new data. Baumgardt et al. (2003) have independently noted this apparent inconsistency. We appreciate the thoughtful cooperation of Roeland van der Marel in resolving this issue. Using our corrected version of Figure 12 (see below), Gerssen et al. (2003) now find that the velocity dispersion profile that they infer from the D97 mass-to-light ratio profile is entirely consistent with the velocity dispersion profile presented in Figure 6 of D97. Gerssen et al. (2003) further find that there is no statistically significant difference between the fit to the van der Marel et al. (2002) velocity measurements provided by the D97 intermediate-phase model and that provided by their model, which supplements this D97 model with a 1.7+2.7-1.7×103Msolar black hole. Thus, the choice between models with and without black holes will require additional model predictions and observational tests. We present corrected versions of Figures 9, 10, and 12 of D97. We take responsibility for the errors in the original versions of these figures and regret any confusion that these may have caused. We also present an expanded version of Figure 6, which extends the radial scale to both smaller and larger values, in order to show the full run of the velocity dispersion profile. The profile of the intermediate-phase model of D97 is in good agreement with the HST-STIS velocity dispersion profile presented by Gerssen et al. (2002). In particular, the central value of ~14 km s-1, predicted by this model, nicely coincides with their findings. We note that three independent studies have now demonstrated that there is a dense, central concentration of dark mass in M15, by use of three alternative methods: Fokker-Planck simulations (D97), GRAPE-6 simulations (Baumgardt et al. 2003), and Jeans equation modeling (Gerssen et al. 2002, 2003). The dark mass is proposed to consist of neutron stars and massive white dwarfs, in the former two studies, versus a central black hole in the latter. Irrespective of these different interpretations of the nature of the dark mass, its presence now appears to be well established on dynamical grounds.

Probabilistic solutions of nonlinear oscillators excited by combined colored and white noise excitations

NASA Astrophysics Data System (ADS)

Siu-Siu, Guo; Qingxuan, Shi

2017-03-01

In this paper, single-degree-of-freedom (SDOF) systems combined to Gaussian white noise and Gaussian/non-Gaussian colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations with four-coupled first-order differential equations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions, especially the ones in the tail regions of the PDFs. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis. Hopefully, our present work could provide insights into the investigation of structures under random loadings.

Memoryless control of boundary concentrations of diffusing particles.

PubMed

Singer, A; Schuss, Z; Nadler, B; Eisenberg, R S

2004-12-01

Flux between regions of different concentration occurs in nearly every device involving diffusion, whether an electrochemical cell, a bipolar transistor, or a protein channel in a biological membrane. Diffusion theory has calculated that flux since the time of Fick (1855), and the flux has been known to arise from the stochastic behavior of Brownian trajectories since the time of Einstein (1905), yet the mathematical description of the behavior of trajectories corresponding to different types of boundaries is not complete. We consider the trajectories of noninteracting particles diffusing in a finite region connecting two baths of fixed concentrations. Inside the region, the trajectories of diffusing particles are governed by the Langevin equation. To maintain average concentrations at the boundaries of the region at their values in the baths, a control mechanism is needed to set the boundary dynamics of the trajectories. Different control mechanisms are used in Langevin and Brownian simulations of such systems. We analyze models of controllers and derive equations for the time evolution and spatial distribution of particles inside the domain. Our analysis shows a distinct difference between the time evolution and the steady state concentrations. While the time evolution of the density is governed by an integral operator, the spatial distribution is governed by the familiar Fokker-Planck operator. The boundary conditions for the time dependent density depend on the model of the controller; however, this dependence disappears in the steady state, if the controller is of a renewal type. Renewal-type controllers, however, produce spurious boundary layers that can be catastrophic in simulations of charged particles, because even a tiny net charge can have global effects. The design of a nonrenewal controller that maintains concentrations of noninteracting particles without creating spurious boundary layers at the interface requires the solution of the time-dependent Fokker-Planck equation with absorption of outgoing trajectories and a source of ingoing trajectories on the boundary (the so called albedo problem).

A Free Energy Principle for Biological Systems

PubMed Central

Karl, Friston

2012-01-01

This paper describes a free energy principle that tries to explain the ability of biological systems to resist a natural tendency to disorder. It appeals to circular causality of the sort found in synergetic formulations of self-organization (e.g., the slaving principle) and models of coupled dynamical systems, using nonlinear Fokker Planck equations. Here, circular causality is induced by separating the states of a random dynamical system into external and internal states, where external states are subject to random fluctuations and internal states are not. This reduces the problem to finding some (deterministic) dynamics of the internal states that ensure the system visits a limited number of external states; in other words, the measure of its (random) attracting set, or the Shannon entropy of the external states is small. We motivate a solution using a principle of least action based on variational free energy (from statistical physics) and establish the conditions under which it is formally equivalent to the information bottleneck method. This approach has proved useful in understanding the functional architecture of the brain. The generality of variational free energy minimisation and corresponding information theoretic formulations may speak to interesting applications beyond the neurosciences; e.g., in molecular or evolutionary biology. PMID:23204829

Stochastic modelling of intermittency.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2010-01-13

Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series. This journal is © 2010 The Royal Society

Multiscale dynamics of biological cells with chemotactic interactions: From a discrete stochastic model to a continuous description

NASA Astrophysics Data System (ADS)

Alber, Mark; Chen, Nan; Glimm, Tilmann; Lushnikov, Pavel M.

2006-05-01

The cellular Potts model (CPM) has been used for simulating various biological phenomena such as differential adhesion, fruiting body formation of the slime mold Dictyostelium discoideum, angiogenesis, cancer invasion, chondrogenesis in embryonic vertebrate limbs, and many others. We derive a continuous limit of a discrete one-dimensional CPM with the chemotactic interactions between cells in the form of a Fokker-Planck equation for the evolution of the cell probability density function. This equation is then reduced to the classical macroscopic Keller-Segel model. In particular, all coefficients of the Keller-Segel model are obtained from parameters of the CPM. Theoretical results are verified numerically by comparing Monte Carlo simulations for the CPM with numerics for the Keller-Segel model.

Noise-induced modulation of the relaxation kinetics around a non-equilibrium steady state of non-linear chemical reaction networks.

PubMed

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.

Fractional Diffusion Equations and Anomalous Diffusion

NASA Astrophysics Data System (ADS)

Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

2018-01-01

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

ATTITUDE FILTERING ON SO(3)

NASA Technical Reports Server (NTRS)

Markley, F. Landis

2005-01-01

A new method is presented for the simultaneous estimation of the attitude of a spacecraft and an N-vector of bias parameters. This method uses a probability distribution function defined on the Cartesian product of SO(3), the group of rotation matrices, and the Euclidean space W N .The Fokker-Planck equation propagates the probability distribution function between measurements, and Bayes s formula incorporates measurement update information. This approach avoids all the issues of singular attitude representations or singular covariance matrices encountered in extended Kalman filters. In addition, the filter has a consistent initialization for a completely unknown initial attitude, owing to the fact that SO(3) is a compact space.

Brownian Emitters

NASA Astrophysics Data System (ADS)

Tsekov, Roumen

2016-06-01

A Brownian harmonic oscillator, which dissipates energy either by friction or via emission of electromagnetic radiation, is considered. This Brownian emitter is driven by the surrounding thermo-quantum fluctuations, which are theoretically described by the fluctuation-dissipation theorem. It is shown how the Abraham-Lorentz force leads to dependence of the half-width on the peak frequency of the oscillator amplitude spectral density. It is found that for the case of a charged particle moving in vacuum at zero temperature, its root-mean-square velocity fluctuation is a universal constant, equal to roughly 1/18 of the speed of light. The relevant Fokker-Planck and Smoluchowski equations are also derived.

Object-oriented code SUR for plasma kinetic simulation

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

Levchenko, V.D.; Sigov, Y.S.

1995-12-31

We have developed a self-consistent simulation code based on object-oriented model of plasma (OOMP) for solving the Vlasov/Poisson (V/P), Vlasov/Maxwell (V/M), Bhatnagar-Gross-Krook (BGK) as well as Fokker-Planck (FP) kinetic equations. The application of an object-oriented approach (OOA) to simulation of plasmas and plasma-like media by means of splitting methods permits to uniformly describe and solve the wide circle of plasma kinetics problems, including those being very complicated: many-dimensional, relativistic, with regard for collisions, specific boundary conditions etc. This paper gives the brief description of possibilities of the SUR code, as a concrete realization of OOMP.

DNA bubble dynamics as a quantum Coulomb problem.

PubMed

Fogedby, Hans C; Metzler, Ralf

2007-02-16

We study the dynamics of denaturation bubbles in double-stranded DNA. Demonstrating that the associated Fokker-Planck equation is equivalent to a Coulomb problem, we derive expressions for the bubble survival distribution W(t). Below Tm, W(t) is associated with the continuum of scattering states of the repulsive Coulomb potential. At Tm, the Coulomb potential vanishes and W(t) assumes a power-law tail with nontrivial dynamic exponents: the critical exponent of the entropy loss factor may cause a finite mean lifetime. Above Tm (attractive potential), the long-time dynamics is controlled by the lowest bound state. Correlations and finite size effects are discussed.

Numerical solution of the quantum Lenard-Balescu equation for a non-degenerate one-component plasma

DOE PAGES

Scullard, Christian R.; Belt, Andrew P.; Fennell, Susan C.; ...

2016-09-01

We present a numerical solution of the quantum Lenard-Balescu equation using a spectral method, namely an expansion in Laguerre polynomials. This method exactly conserves both particles and kinetic energy and facilitates the integration over the dielectric function. To demonstrate the method, we solve the equilibration problem for a spatially homogeneous one-component plasma with various initial conditions. Unlike the more usual Landau/Fokker-Planck system, this method requires no input Coulomb logarithm; the logarithmic terms in the collision integral arise naturally from the equation along with the non-logarithmic order-unity terms. The spectral method can also be used to solve the Landau equation andmore » a quantum version of the Landau equation in which the integration over the wavenumber requires only a lower cutoff. We solve these problems as well and compare them with the full Lenard-Balescu solution in the weak-coupling limit. Finally, we discuss the possible generalization of this method to include spatial inhomogeneity and velocity anisotropy.« less

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

PubMed

Sevilla, Francisco J; Gómez Nava, Luis A

2014-08-01

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

Temperature effects on drift of suspended single-domain particles induced by the Magnus force

NASA Astrophysics Data System (ADS)

Denisov, S. I.; Lyutyy, T. V.; Reva, V. V.; Yermolenko, A. S.

2018-03-01

We study the temperature dependence of the drift velocity of single-domain ferromagnetic particles induced by the Magnus force in a dilute suspension. A set of stochastic equations describing the translational and rotational dynamics of particles is derived, and the particle drift velocity that depends on components of the average particle magnetization is introduced. The Fokker-Planck equation for the probability density of magnetization orientations is solved analytically in the limit of strong thermal fluctuations for both the planar rotor and general models. Using these solutions, we calculate the drift velocity and show that the out-of-plane fluctuations of magnetization, which are not accounted for in the planar rotor model, play an important role. In the general case of arbitrary fluctuations, we investigate the temperature dependence of the drift velocity by numerically simulating a set of effective stochastic differential equations for the magnetization dynamics.

Brownian motion in inhomogeneous suspensions.

PubMed

Yang, Mingcheng; Ripoll, Marisol

2013-06-01

The Langevin description of Brownian motion in inhomogeneous suspensions is here revisited. Inhomogeneous suspensions are characterized by a position-dependent friction coefficient, which can significantly influence the dynamics of the suspended particles. Outstanding examples are suspensions in confinement or in the presence of a temperature gradient. The Langevin approach in inhomogeneous systems encounters a fundamental difficulty related to the interpretation of the multiplicative noise induced by the position-dependent friction. We show that the so-called Ito-Stratonovich dilemma is originated by the violation of the macroscopic force balance condition in the traditional procedure of eliminating the fast variables. Repairing this deficit, we rederive the extended overdamped Langevin equation directly from the infradamped Langevin equation. This is without invoking the Fokker-Planck formalism, such that the self-completeness of the Langevin framework is restored. Furthermore, we derive the generalized forms of the drift-force relation and the Smoluchowski equation for inhomogeneous suspensions in a straightforward manner.

Pseudo spectral collocation with Maxwell polynomials for kinetic equations with energy diffusion

NASA Astrophysics Data System (ADS)

Sánchez-Vizuet, Tonatiuh; Cerfon, Antoine J.

2018-02-01

We study the approximation and stability properties of a recently popularized discretization strategy for the speed variable in kinetic equations, based on pseudo-spectral collocation on a grid defined by the zeros of a non-standard family of orthogonal polynomials called Maxwell polynomials. Taking a one-dimensional equation describing energy diffusion due to Fokker-Planck collisions with a Maxwell-Boltzmann background distribution as the test bench for the performance of the scheme, we find that Maxwell based discretizations outperform other commonly used schemes in most situations, often by orders of magnitude. This provides a strong motivation for their use in high-dimensional gyrokinetic simulations. However, we also show that Maxwell based schemes are subject to a non-modal time stepping instability in their most straightforward implementation, so that special care must be given to the discrete representation of the linear operators in order to benefit from the advantages provided by Maxwell polynomials.

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

NASA Astrophysics Data System (ADS)

Chen, Yao; Wang, Xudong; Deng, Weihua

2017-10-01

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

A B-B-G-K-Y framework for fluid turbulence

NASA Technical Reports Server (NTRS)

Montgomery, D.

1975-01-01

A kinetic theory for fluid turbulence is developed from the Liouville equation and the associated BBGKY hierarchy. Real and imaginary parts of Fourier coefficients of fluid variables play the roles of particles. Closure is achieved by the assumption of negligible five-coefficient correlation functions and probability distributions of Fourier coefficients are the basic variables of the theory. An additional approximation leads to a closed-moment description similar to the so-called eddy-damped Markovian approximation. A kinetic equation is derived for which conservation laws and an H-theorem can be rigorously established, the H-theorem implying relaxation of the absolute equilibrium of Kraichnan. The equation can be cast in the Fokker-Planck form, and relaxation times estimated from its friction and diffusion coefficients. An undetermined parameter in the theory is the free decay time for triplet correlations. Some attention is given to the inclusion of viscous damping and external driving forces.

Additive noise-induced Turing transitions in spatial systems with application to neural fields and the Swift Hohenberg equation

NASA Astrophysics Data System (ADS)

Hutt, Axel; Longtin, Andre; Schimansky-Geier, Lutz

2008-05-01

This work studies the spatio-temporal dynamics of a generic integral-differential equation subject to additive random fluctuations. It introduces a combination of the stochastic center manifold approach for stochastic differential equations and the adiabatic elimination for Fokker-Planck equations, and studies analytically the systems’ stability near Turing bifurcations. In addition two types of fluctuation are studied, namely fluctuations uncorrelated in space and time, and global fluctuations, which are constant in space but uncorrelated in time. We show that the global fluctuations shift the Turing bifurcation threshold. This shift is proportional to the fluctuation variance. Applications to a neural field equation and the Swift-Hohenberg equation reveal the shift of the bifurcation to larger control parameters, which represents a stabilization of the system. All analytical results are confirmed by numerical simulations of the occurring mode equations and the full stochastic integral-differential equation. To gain some insight into experimental manifestations, the sum of uncorrelated and global additive fluctuations is studied numerically and the analytical results on global fluctuations are confirmed qualitatively.

Quantum Stochastic Trajectories: The Fokker-Planck-Bohm Equation Driven by the Reduced Density Matrix.

PubMed

Avanzini, Francesco; Moro, Giorgio J

2018-03-15

The quantum molecular trajectory is the deterministic trajectory, arising from the Bohm theory, that describes the instantaneous positions of the nuclei of molecules by assuring the agreement with the predictions of quantum mechanics. Therefore, it provides the suitable framework for representing the geometry and the motions of molecules without neglecting their quantum nature. However, the quantum molecular trajectory is extremely demanding from the computational point of view, and this strongly limits its applications. To overcome such a drawback, we derive a stochastic representation of the quantum molecular trajectory, through projection operator techniques, for the degrees of freedom of an open quantum system. The resulting Fokker-Planck operator is parametrically dependent upon the reduced density matrix of the open system. Because of the pilot role played by the reduced density matrix, this stochastic approach is able to represent accurately the main features of the open system motions both at equilibrium and out of equilibrium with the environment. To verify this procedure, the predictions of the stochastic and deterministic representation are compared for a model system of six interacting harmonic oscillators, where one oscillator is taken as the open quantum system of interest. The undeniable advantage of the stochastic approach is that of providing a simplified and self-contained representation of the dynamics of the open system coordinates. Furthermore, it can be employed to study the out of equilibrium dynamics and the relaxation of quantum molecular motions during photoinduced processes, like photoinduced conformational changes and proton transfers.

Final Technical Report for SBIR entitled Four-Dimensional Finite-Orbit-Width Fokker-Planck Code with Sources, for Neoclassical/Anomalous Transport Simulation of Ion and Electron Distributions

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

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 whichmore » 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 codes will advance computational modeling of plasma devices important to the USDOE magnetic fusion energy program, in particular the DIII-D tokamak at General Atomics, San Diego, the NSTX spherical tokamak at Princeton, New Jersey, and the MST reversed-field-pinch Madison, Wisconsin. The validation studies of the code against the experiments will improve understanding of physics important for magnetic fusion, and will increase our design capabilities for achieving the goals of the International Tokamak Experimental Reactor (ITER) project in which the US is a participant and which seeks to demonstrate at least a factor of five in fusion power production divided by input power.« less

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

Fleury, Pierre; Uzan, Jean-Philippe; Larena, Julien, E-mail: fleury@iap.fr, E-mail: j.larena@ru.ac.za, E-mail: uzan@iap.fr

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing usmore » to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.« less

The theory of stochastic cosmological lensing

NASA Astrophysics Data System (ADS)

Fleury, Pierre; Larena, Julien; Uzan, Jean-Philippe

2015-11-01

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing us to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.

2-3D nonlocal transport model in magnetized laser plasmas.

NASA Astrophysics Data System (ADS)

Nicolaï, Philippe; Feugeas, Jean-Luc; Schurtz, Guy

2004-11-01

We present a model of nonlocal transport for multidimensional radiation magneto-hydrodynamics codes. This model, based on simplified Fokker-Planck equations, aims at extending the formulae of G Schurtz,Ph.Nicolaï and M. Busquet [Phys. Plasmas,7,4238 (2000)] to magnetized plasmas.The improvements concern various points as the electric field effects on nonlocal transport or conversely the kinetic effects on E field. However the main purpose of this work is to generalize the previous model by including magnetic field effects. A complete system of nonlocal equations is derived from kinetic equations with self-consistent E and B fields. These equations are analyzed and simplified in order to be implemented into large laser fusion codes and coupled to other relevent physics. Finally, our model allows to obtain the deformation of the electron distribution function due to nonlocal effects. This deformation leads to a non-maxwellian function which could be used to compute the influence on other physical processes.

On electron bunching and stratification of glow discharges

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

Golubovskii, Yuri B.; Kolobov, Vladimir I.; Nekuchaev, Vladimir O.

2013-10-15

Plasma stratification and excitation of ionization waves is one of the fundamental problems in gas discharge physics. Significant progress in this field is associated with the name of Lev Tsendin. He advocated the need for the kinetic approach to this problem contrary to the traditional hydrodynamic approach, introduced the idea of electron bunching in spatially periodic electric fields, and developed a theory of kinetic resonances for analysis of moving striations in rare gases. The present paper shows how Tsendin's ideas have been further developed and applied for understanding the nature of the well-known S-, P-, and R-striations observed in glowmore » discharges of inert gases at low pressures and currents. We review numerical solutions of a Fokker-Planck kinetic equation in spatially periodic electric fields under the effects of elastic and inelastic collisions of electrons with atoms. We illustrate the formation of kinetic resonances at specific field periods for different shapes of injected Electron Distribution Functions (EDF). Computer simulations illustrate how self-organization of the EDFs occurs under nonlocal conditions and how Gaussian-like peaks moving along resonance trajectories are formed in a certain range of discharge conditions. The calculated EDFs agree well with the experimentally measured EDFs for the S, P, and R striations in noble gases. We discuss how kinetic resonances affect dispersion characteristics of moving striations and mention some non-linear effects associated with glow discharge stratification. We propose further studies of stratification phenomena combining physical kinetics and non-linear physics.« less

Stochastic effects in a discretized kinetic model of economic exchange

NASA Astrophysics Data System (ADS)

Bertotti, M. L.; Chattopadhyay, A. K.; Modanese, G.

2017-04-01

Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is better suited for the description of binary interactions, taxation and welfare redistribution. We propose a new framework which establishes a connection between the two approaches by introducing random fluctuations into the kinetic model based on Langevin and Fokker-Planck formalisms. Numerical simulations of the resulting model indicate positive correlations between the Gini index and the total wealth, that suggest a growing inequality with increasing income. Further analysis shows, in the presence of a conserved total wealth, a simultaneous decrease in inequality as social mobility increases, in conformity with economic data.

Self-Supervised Dynamical Systems

NASA Technical Reports Server (NTRS)

Zak, Michail

2003-01-01

Some progress has been made in a continuing effort to develop mathematical models of the behaviors of multi-agent systems known in biology, economics, and sociology (e.g., systems ranging from single or a few biomolecules to many interacting higher organisms). Living systems can be characterized by nonlinear evolution of probability distributions over different possible choices of the next steps in their motions. One of the main challenges in mathematical modeling of living systems is to distinguish between random walks of purely physical origin (for instance, Brownian motions) and those of biological origin. Following a line of reasoning from prior research, it has been assumed, in the present development, that a biological random walk can be represented by a nonlinear mathematical model that represents coupled mental and motor dynamics incorporating the psychological concept of reflection or self-image. The nonlinear dynamics impart the lifelike ability to behave in ways and to exhibit patterns that depart from thermodynamic equilibrium. Reflection or self-image has traditionally been recognized as a basic element of intelligence. The nonlinear mathematical models of the present development are denoted self-supervised dynamical systems. They include (1) equations of classical dynamics, including random components caused by uncertainties in initial conditions and by Langevin forces, coupled with (2) the corresponding Liouville or Fokker-Planck equations that describe the evolutions of probability densities that represent the uncertainties. The coupling is effected by fictitious information-based forces, denoted supervising forces, composed of probability densities and functionals thereof. The equations of classical mechanics represent motor dynamics that is, dynamics in the traditional sense, signifying Newton s equations of motion. The evolution of the probability densities represents mental dynamics or self-image. Then the interaction between the physical and metal aspects of a monad is implemented by feedback from mental to motor dynamics, as represented by the aforementioned fictitious forces. This feedback is what makes the evolution of probability densities nonlinear. The deviation from linear evolution can be characterized, in a sense, as an expression of free will. It has been demonstrated that probability densities can approach prescribed attractors while exhibiting such patterns as shock waves, solitons, and chaos in probability space. The concept of self-supervised dynamical systems has been considered for application to diverse phenomena, including information-based neural networks, cooperation, competition, deception, games, and control of chaos. In addition, a formal similarity between the mathematical structures of self-supervised dynamical systems and of quantum-mechanical systems has been investigated.

Nonstationary stochastic charge fluctuations of a dust particle in plasmas.

PubMed

Shotorban, B

2011-06-01

Stochastic charge fluctuations of a dust particle that are due to discreteness of electrons and ions in plasmas can be described by a one-step process master equation [T. Matsoukas and M. Russell, J. Appl. Phys. 77, 4285 (1995)] with no exact solution. In the present work, using the system size expansion method of Van Kampen along with the linear noise approximation, a Fokker-Planck equation with an exact Gaussian solution is developed by expanding the master equation. The Gaussian solution has time-dependent mean and variance governed by two ordinary differential equations modeling the nonstationary process of dust particle charging. The model is tested via the comparison of its results to the results obtained by solving the master equation numerically. The electron and ion currents are calculated through the orbital motion limited theory. At various times of the nonstationary process of charging, the model results are in a very good agreement with the master equation results. The deviation is more significant when the standard deviation of the charge is comparable to the mean charge in magnitude.

Gene regulatory networks: a coarse-grained, equation-free approach to multiscale computation.

PubMed

Erban, Radek; Kevrekidis, Ioannis G; Adalsteinsson, David; Elston, Timothy C

2006-02-28

We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, using a simple model of a genetic toggle switch, we illustrate the computation of an effective free energy Phi and of a state-dependent effective diffusion coefficient D that characterize an unavailable effective Fokker-Planck equation. Additionally we illustrate the linking of equation-free techniques with continuation methods for performing a form of stochastic "bifurcation analysis"; estimation of mean switching times in the case of a bistable switch is also implemented in this equation-free context. The accuracy of our methods is tested by direct comparison with long-time stochastic simulations. This type of equation-free analysis appears to be a promising approach to computing features of the long-time, coarse-grained behavior of certain classes of complex stochastic models of gene regulatory networks, circumventing the need for long Monte Carlo simulations.

A kinetic study of solar wind electrons in the transition region from collision dominated to collisionless flow

NASA Technical Reports Server (NTRS)

Lie-Svendsen, O.; Leer, E.

1995-01-01

We have studied the evolution of the velocity distribution function of a test population of electrons in the solar corona and inner solar wind region, using a recently developed kinetic model. The model solves the time dependent, linear transport equation, with a Fokker-Planck collision operator to describe Coulomb collisions between the 'test population' and a thermal background of charged particles, using a finite differencing scheme. The model provides information on how non-Maxwellian features develop in the distribution function in the transition region from collision dominated to collisionless flow. By taking moments of the distribution the evolution of higher order moments, such as the heat flow, can be studied.

Statistical mechanics of neocortical interactions: Stability and duration of the 7±2 rule of short-term-memory capacity

NASA Astrophysics Data System (ADS)

Ingber, Lester

1985-02-01

This paper is an essential addendum to a previous paper [L. Ingber,

Asymptotic behavior of distributions of mRNA and protein levels in a model of stochastic gene expression

NASA Astrophysics Data System (ADS)

Bobrowski, Adam; Lipniacki, Tomasz; Pichór, Katarzyna; Rudnicki, Ryszard

2007-09-01

The paper is devoted to a stochastic process introduced in the recent paper by Lipniacki et al. [T. Lipniacki, P. Paszek, A. Marciniak-Czochra, A.RE Brasier, M. Kimmel, Transcriptional stochasticity in gene expression, JE Theor. Biol. 238 (2006) 348-367] in modelling gene expression in eukaryotes. Starting from the full generator of the process we show that its distributions satisfy a (Fokker-Planck-type) system of partial differential equations. Then, we construct a c0 Markov semigroup in L1 space corresponding to this system. The main result of the paper is asymptotic stability of the involved semigroup in the set of densities.

Analysis of dynamic system response to product random processes

NASA Technical Reports Server (NTRS)

Sidwell, K.

1978-01-01

The response of dynamic systems to the product of two independent Gaussian random processes is developed by use of the Fokker-Planck and associated moment equations. The development is applied to the amplitude modulated process which is used to model atmospheric turbulence in aeronautical applications. The exact solution for the system response is compared with the solution obtained by the quasi-steady approximation which omits the dynamic properties of the random amplitude modulation. The quasi-steady approximation is valid as a limiting case of the exact solution for the dynamic response of linear systems to amplitude modulated processes. In the nonlimiting case the quasi-steady approximation can be invalid for dynamic systems with low damping.

Quasilinear analysis of ion Bernstein and lower hybrid waves synergy

NASA Astrophysics Data System (ADS)

Paoletti, F.; Cardinali, A.; Shoucri, M.; Shkarofsky, A.; Bernabei, S.; Ono, M.

1996-02-01

A quasilinear analysis of the absorption of Ion Bernstein Wave (IBW) by the electron population of the plasma is performed. It uses an analytical calculation of the amplitude of the electric field along the trajectory to obtain the quasilinear diffusion coefficient. A numerical integration of the Fokker-Planck equation is performed together with the dynamical evolution of the IBW and Lower Hybrid Wave (LHW) ray trajectories. The damping of IBW is calculated on the distorted distribution function generated by the previous application of Lower Hybrid Current Drive (LHCD) which has bridged the n∥-gap. This calculation is particularly relevant because of the IBW/LHW experiments on the Princeton Beta Experiment-Modified (PBX-M).

Steady state whistler turbulence and stability of thermal barriers in tandem mirrors

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

Litwin, C.; Sudan, R.N.

The effect of the whistler turbulence on anisotropic electrons in a thermal barrier is examined. The electron distribution function is derived self-consistently by solving the steady state quasilinear diffusion equation. Saturated amplitudes are computed using the resonance broadening theory or convective stabilization. Estimated power levels necessary for sustaining the steady state of a strongly anisotropic electron population are found to exceed by orders of magnitude the estimates based on Fokker--Planck calculations for the range of parameters of tandem mirror (TMX-U and MFTF-B) experiments (Nucl. Fusion 25, 1205 (1985)). Upper limits on the allowed degree of anisotropy for existing power densitiesmore » are calculated.« less

Theory of Transport of Long Polymer Molecules through Carbon Nanotube Channels

NASA Technical Reports Server (NTRS)

Wei, Chenyu; Srivastava, Deepak

2003-01-01

A theory of transport of long chain polymer molecules through carbon nanotube (CNT) channels is developed using Fokker-Planck equation and direct molecular dynamics (MD) simulations. The mean transport or translocation time tau is found to depend on the chemical potential energy, entropy and diffusion coefficient. A power law dependence tau approx. N(sup 2)is found where N is number of monomers in a molecule. For 10(exp 5)-unit long polyethylene molecules, tau is estimated to be approx. 1micro-s. The diffusion coefficient of long polymer molecules inside CNTs, like that of short ones, are found to be few orders of magnitude larger than in ordinary silicate based zeolite systems.

Influence of dipolar interactions on the superparamagnetic relaxation time of γ-Fe2O3

NASA Astrophysics Data System (ADS)

Labzour, A.; Housni, A.; Limame, K.; Essahlaoui, A.; Sayouri, S.

2017-03-01

Influence of dipolar interactions on the Néel superparamagnetic relaxation time, τ , of an assembly of ultrafine ferromagnetic particles (γ-Fe2O3 ) with uniaxial anisotropy and of different sizes has been widely studied using Mössbauer technique. These studies, based on different analytical approaches, have shown that τ decreases with increasing interactions between particles. To interpret these results, we propose a model where interaction effects are considered as being due to a constant and external randomly oriented magnetic field B(Ψ, ϕ). The model is based on the resolution of the Fokker-Planck equation (FPE), generalizes previous calculations and gives satisfactory interpretation of the relaxation phenomenon in such systems.

Stochastic thermodynamics across scales: Emergent inter-attractoral discrete Markov jump process and its underlying continuous diffusion

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

We investigate the internal consistency of a recently developed mathematical thermodynamic structure across scales, between a continuous stochastic nonlinear dynamical system, i.e., a diffusion process with Langevin and Fokker-Planck equations, and its emergent discrete, inter-attractoral Markov jump process. We analyze how the system’s thermodynamic state functions, e.g. free energy F, entropy S, entropy production ep, free energy dissipation Ḟ, etc., are related when the continuous system is described with coarse-grained discrete variables. It is shown that the thermodynamics derived from the underlying, detailed continuous dynamics gives rise to exactly the free-energy representation of Gibbs and Helmholtz. That is, the system’s thermodynamic structure is the same as if one only takes a middle road and starts with the natural discrete description, with the corresponding transition rates empirically determined. By natural we mean in the thermodynamic limit of a large system, with an inherent separation of time scales between inter- and intra-attractoral dynamics. This result generalizes a fundamental idea from chemistry, and the theory of Kramers, by incorporating thermodynamics: while a mechanical description of a molecule is in terms of continuous bond lengths and angles, chemical reactions are phenomenologically described by a discrete representation, in terms of exponential rate laws and a stochastic thermodynamics.

Cusps enable line attractors for neural computation

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

Xiao, Zhuocheng; Zhang, Jiwei; Sornborger, Andrew T.

Here, line attractors in neuronal networks have been suggested to be the basis of many brain functions, such as working memory, oculomotor control, head movement, locomotion, and sensory processing. In this paper, we make the connection between line attractors and pulse gating in feed-forward neuronal networks. In this context, because of their neutral stability along a one-dimensional manifold, line attractors are associated with a time-translational invariance that allows graded information to be propagated from one neuronal population to the next. To understand how pulse-gating manifests itself in a high-dimensional, nonlinear, feedforward integrate-and-fire network, we use a Fokker-Planck approach to analyzemore » system dynamics. We make a connection between pulse-gated propagation in the Fokker-Planck and population-averaged mean-field (firing rate) models, and then identify an approximate line attractor in state space as the essential structure underlying graded information propagation. An analysis of the line attractor shows that it consists of three fixed points: a central saddle with an unstable manifold along the line and stable manifolds orthogonal to the line, which is surrounded on either side by stable fixed points. Along the manifold defined by the fixed points, slow dynamics give rise to a ghost. We show that this line attractor arises at a cusp catastrophe, where a fold bifurcation develops as a function of synaptic noise; and that the ghost dynamics near the fold of the cusp underly the robustness of the line attractor. Understanding the dynamical aspects of this cusp catastrophe allows us to show how line attractors can persist in biologically realistic neuronal networks and how the interplay of pulse gating, synaptic coupling, and neuronal stochasticity can be used to enable attracting one-dimensional manifolds and, thus, dynamically control the processing of graded information.« less

Cusps enable line attractors for neural computation

NASA Astrophysics Data System (ADS)

Xiao, Zhuocheng; Zhang, Jiwei; Sornborger, Andrew T.; Tao, Louis

2017-11-01

Line attractors in neuronal networks have been suggested to be the basis of many brain functions, such as working memory, oculomotor control, head movement, locomotion, and sensory processing. In this paper, we make the connection between line attractors and pulse gating in feed-forward neuronal networks. In this context, because of their neutral stability along a one-dimensional manifold, line attractors are associated with a time-translational invariance that allows graded information to be propagated from one neuronal population to the next. To understand how pulse-gating manifests itself in a high-dimensional, nonlinear, feedforward integrate-and-fire network, we use a Fokker-Planck approach to analyze system dynamics. We make a connection between pulse-gated propagation in the Fokker-Planck and population-averaged mean-field (firing rate) models, and then identify an approximate line attractor in state space as the essential structure underlying graded information propagation. An analysis of the line attractor shows that it consists of three fixed points: a central saddle with an unstable manifold along the line and stable manifolds orthogonal to the line, which is surrounded on either side by stable fixed points. Along the manifold defined by the fixed points, slow dynamics give rise to a ghost. We show that this line attractor arises at a cusp catastrophe, where a fold bifurcation develops as a function of synaptic noise; and that the ghost dynamics near the fold of the cusp underly the robustness of the line attractor. Understanding the dynamical aspects of this cusp catastrophe allows us to show how line attractors can persist in biologically realistic neuronal networks and how the interplay of pulse gating, synaptic coupling, and neuronal stochasticity can be used to enable attracting one-dimensional manifolds and, thus, dynamically control the processing of graded information.

Cusps enable line attractors for neural computation

DOE PAGES

Xiao, Zhuocheng; Zhang, Jiwei; Sornborger, Andrew T.; ...

2017-11-07

Here, line attractors in neuronal networks have been suggested to be the basis of many brain functions, such as working memory, oculomotor control, head movement, locomotion, and sensory processing. In this paper, we make the connection between line attractors and pulse gating in feed-forward neuronal networks. In this context, because of their neutral stability along a one-dimensional manifold, line attractors are associated with a time-translational invariance that allows graded information to be propagated from one neuronal population to the next. To understand how pulse-gating manifests itself in a high-dimensional, nonlinear, feedforward integrate-and-fire network, we use a Fokker-Planck approach to analyzemore » system dynamics. We make a connection between pulse-gated propagation in the Fokker-Planck and population-averaged mean-field (firing rate) models, and then identify an approximate line attractor in state space as the essential structure underlying graded information propagation. An analysis of the line attractor shows that it consists of three fixed points: a central saddle with an unstable manifold along the line and stable manifolds orthogonal to the line, which is surrounded on either side by stable fixed points. Along the manifold defined by the fixed points, slow dynamics give rise to a ghost. We show that this line attractor arises at a cusp catastrophe, where a fold bifurcation develops as a function of synaptic noise; and that the ghost dynamics near the fold of the cusp underly the robustness of the line attractor. Understanding the dynamical aspects of this cusp catastrophe allows us to show how line attractors can persist in biologically realistic neuronal networks and how the interplay of pulse gating, synaptic coupling, and neuronal stochasticity can be used to enable attracting one-dimensional manifolds and, thus, dynamically control the processing of graded information.« less

A Non Local Electron Heat Transport Model for Multi-Dimensional Fluid Codes

NASA Astrophysics Data System (ADS)

Schurtz, Guy

2000-10-01

Apparent inhibition of thermal heat flow is one of the most ancient problems in computational Inertial Fusion and flux-limited Spitzer-Harm conduction has been a mainstay in multi-dimensional hydrodynamic codes for more than 25 years. Theoretical investigation of the problem indicates that heat transport in laser produced plasmas has to be considered as a non local process. Various authors contributed to the non local theory and proposed convolution formulas designed for practical implementation in one-dimensional fluid codes. Though the theory, confirmed by kinetic calculations, actually predicts a reduced heat flux, it fails to explain the very small limiters required in two-dimensional simulations. Fokker-Planck simulations by Epperlein, Rickard and Bell [PRL 61, 2453 (1988)] demonstrated that non local effects could lead to a strong reduction of heat flow in two dimensions, even in situations where a one-dimensional analysis suggests that the heat flow is nearly classical. We developed at CEA/DAM a non local electron heat transport model suitable for implementation in our two-dimensional radiation hydrodynamic code FCI2. This model may be envisionned as the first step of an iterative solution of the Fokker-Planck equations; it takes the mathematical form of multigroup diffusion equations, the solution of which yields both the heat flux and the departure of the electron distribution function to the Maxwellian. Although direct implementation of the model is straightforward, formal solutions of it can be expressed in convolution form, exhibiting a three-dimensional tensor propagator. Reduction to one dimension retrieves the original formula of Luciani, Mora and Virmont [PRL 51, 1664 (1983)]. Intense magnetic fields may be generated by thermal effects in laser targets; these fields, as well as non local effects, will inhibit electron conduction. We present simulations where both effects are taken into account and shortly discuss the coupling strategy between them.

Numerical Solution of the Extended Nernst-Planck Model.

PubMed

Samson; Marchand

1999-07-01

The main features of a numerical model aiming at predicting the drift of ions in an electrolytic solution upon a chemical potential gradient are presented. The mechanisms of ionic diffusion are described by solving the extended Nernst-Planck system of equations. The electrical coupling between the various ionic fluxes is accounted for by the Poisson equation. Furthermore, chemical activity effects are considered in the model. The whole system of nonlinear equations is solved using the finite-element method. Results yielded by the model for simple test cases are compared to those obtained using an analytical solution. Applications of the model to more complex problems are also presented and discussed. Copyright 1999 Academic Press.

Electron acceleration by an obliquely propagating electromagnetic wave in the regime of validity of the Fokker-Planck-Kolmogorov approach

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.

Ion distribution in the hot spot of an inertial confinement fusion plasma

NASA Astrophysics Data System (ADS)

Tang, Xianzhu; Guo, Zehua; Berk, Herb

2012-10-01

Maximizing the fusion gain of inertial confinement fusion (ICF) for inertial fusion energy (IFE) applications leads to the standard scenario of central hot spot ignition followed by propagating burn wave through the cold/dense assembled fuel. The fact that the hot spot is surrounded by cold but dense fuel layer introduces subtle plasma physics which requires a kinetic description. Here we perform Fokker-Planck calculations and kinetic PIC simulations for an ICF plasma initially in pressure balance but having large temperature gradient over a narrow transition layer. The loss of the fast ion tail from the hot spot, which is important for fusion reactivity, is quantified by Fokker-Planck models. The role of electron energy transport and the ambipolar electric field is investigated via kinetic simulations and the fluid moment models. The net effect on both hot spot ion temperature and the ion tail distribution, and hence the fusion reactivity, is elucidated.

Poisson-Nernst-Planck equations for simulating biomolecular diffusion-reaction processes I: Finite element solutions

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

Lu Benzhuo; Holst, Michael J.; Center for Theoretical Biological Physics, University of California San Diego, La Jolla, CA 92093

2010-09-20

In this paper we developed accurate finite element methods for solving 3-D Poisson-Nernst-Planck (PNP) equations with singular permanent charges for simulating electrodiffusion in solvated biomolecular systems. The electrostatic Poisson equation was defined in the biomolecules and in the solvent, while the Nernst-Planck equation was defined only in the solvent. We applied a stable regularization scheme to remove the singular component of the electrostatic potential induced by the permanent charges inside biomolecules, and formulated regular, well-posed PNP equations. An inexact-Newton method was used to solve the coupled nonlinear elliptic equations for the steady problems; while an Adams-Bashforth-Crank-Nicolson method was devised formore » time integration for the unsteady electrodiffusion. We numerically investigated the conditioning of the stiffness matrices for the finite element approximations of the two formulations of the Nernst-Planck equation, and theoretically proved that the transformed formulation is always associated with an ill-conditioned stiffness matrix. We also studied the electroneutrality of the solution and its relation with the boundary conditions on the molecular surface, and concluded that a large net charge concentration is always present near the molecular surface due to the presence of multiple species of charged particles in the solution. The numerical methods are shown to be accurate and stable by various test problems, and are applicable to real large-scale biophysical electrodiffusion problems.« less

Poisson-Nernst-Planck Equations for Simulating Biomolecular Diffusion-Reaction Processes I: Finite Element Solutions

PubMed Central

Lu, Benzhuo; Holst, Michael J.; McCammon, J. Andrew; Zhou, Y. C.

2010-01-01

In this paper we developed accurate finite element methods for solving 3-D Poisson-Nernst-Planck (PNP) equations with singular permanent charges for electrodiffusion in solvated biomolecular systems. The electrostatic Poisson equation was defined in the biomolecules and in the solvent, while the Nernst-Planck equation was defined only in the solvent. We applied a stable regularization scheme to remove the singular component of the electrostatic potential induced by the permanent charges inside biomolecules, and formulated regular, well-posed PNP equations. An inexact-Newton method was used to solve the coupled nonlinear elliptic equations for the steady problems; while an Adams-Bashforth-Crank-Nicolson method was devised for time integration for the unsteady electrodiffusion. We numerically investigated the conditioning of the stiffness matrices for the finite element approximations of the two formulations of the Nernst-Planck equation, and theoretically proved that the transformed formulation is always associated with an ill-conditioned stiffness matrix. We also studied the electroneutrality of the solution and its relation with the boundary conditions on the molecular surface, and concluded that a large net charge concentration is always present near the molecular surface due to the presence of multiple species of charged particles in the solution. The numerical methods are shown to be accurate and stable by various test problems, and are applicable to real large-scale biophysical electrodiffusion problems. PMID:21709855

Poisson-Nernst-Planck Equations for Simulating Biomolecular Diffusion-Reaction Processes I: Finite Element Solutions.

PubMed

Lu, Benzhuo; Holst, Michael J; McCammon, J Andrew; Zhou, Y C

2010-09-20

In this paper we developed accurate finite element methods for solving 3-D Poisson-Nernst-Planck (PNP) equations with singular permanent charges for electrodiffusion in solvated biomolecular systems. The electrostatic Poisson equation was defined in the biomolecules and in the solvent, while the Nernst-Planck equation was defined only in the solvent. We applied a stable regularization scheme to remove the singular component of the electrostatic potential induced by the permanent charges inside biomolecules, and formulated regular, well-posed PNP equations. An inexact-Newton method was used to solve the coupled nonlinear elliptic equations for the steady problems; while an Adams-Bashforth-Crank-Nicolson method was devised for time integration for the unsteady electrodiffusion. We numerically investigated the conditioning of the stiffness matrices for the finite element approximations of the two formulations of the Nernst-Planck equation, and theoretically proved that the transformed formulation is always associated with an ill-conditioned stiffness matrix. We also studied the electroneutrality of the solution and its relation with the boundary conditions on the molecular surface, and concluded that a large net charge concentration is always present near the molecular surface due to the presence of multiple species of charged particles in the solution. The numerical methods are shown to be accurate and stable by various test problems, and are applicable to real large-scale biophysical electrodiffusion problems.

Theory of the Sea Ice Thickness Distribution

NASA Astrophysics Data System (ADS)

Toppaladoddi, Srikanth; Wettlaufer, J. S.

2015-10-01

We use concepts from statistical physics to transform the original evolution equation for the sea ice thickness distribution g (h ) from Thorndike et al. into a Fokker-Planck-like conservation law. The steady solution is g (h )=N (q )hqe-h /H, where q and H are expressible in terms of moments over the transition probabilities between thickness categories. The solution exhibits the functional form used in observational fits and shows that for h ≪1 , g (h ) is controlled by both thermodynamics and mechanics, whereas for h ≫1 only mechanics controls g (h ). Finally, we derive the underlying Langevin equation governing the dynamics of the ice thickness h , from which we predict the observed g (h ). The genericity of our approach provides a framework for studying the geophysical-scale structure of the ice pack using methods of broad relevance in statistical mechanics.

A novel model for the chaotic dynamics of superdiffusion

NASA Astrophysics Data System (ADS)

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

2009-04-01

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

Theory of the Sea Ice Thickness Distribution.

PubMed

Toppaladoddi, Srikanth; Wettlaufer, J S

2015-10-02

We use concepts from statistical physics to transform the original evolution equation for the sea ice thickness distribution g(h) from Thorndike et al. into a Fokker-Planck-like conservation law. The steady solution is g(h)=N(q)h(q)e(-h/H), where q and H are expressible in terms of moments over the transition probabilities between thickness categories. The solution exhibits the functional form used in observational fits and shows that for h≪1, g(h) is controlled by both thermodynamics and mechanics, whereas for h≫1 only mechanics controls g(h). Finally, we derive the underlying Langevin equation governing the dynamics of the ice thickness h, from which we predict the observed g(h). The genericity of our approach provides a framework for studying the geophysical-scale structure of the ice pack using methods of broad relevance in statistical mechanics.

Kinetic modeling of Nernst effect in magnetized hohlraums.

PubMed

Joglekar, A S; Ridgers, C P; Kingham, R J; Thomas, A G R

2016-04-01

We present nanosecond time-scale Vlasov-Fokker-Planck-Maxwell modeling of magnetized plasma transport and dynamics in a hohlraum with an applied external magnetic field, under conditions similar to recent experiments. Self-consistent modeling of the kinetic electron momentum equation allows for a complete treatment of the heat flow equation and Ohm's law, including Nernst advection of magnetic fields. In addition to showing the prevalence of nonlocal behavior, we demonstrate that effects such as anomalous heat flow are induced by inverse bremsstrahlung heating. We show magnetic field amplification up to a factor of 3 from Nernst compression into the hohlraum wall. The magnetic field is also expelled towards the hohlraum axis due to Nernst advection faster than frozen-in flux would suggest. Nonlocality contributes to the heat flow towards the hohlraum axis and results in an augmented Nernst advection mechanism that is included self-consistently through kinetic modeling.

Emergent dynamics of Cucker-Smale particles under the effects of random communication and incompressible fluids

NASA Astrophysics Data System (ADS)

Ha, Seung-Yeal; Xiao, Qinghua; Zhang, Xiongtao

2018-04-01

We study the dynamics of infinitely many Cucker-Smale (C-S) flocking particles under the interplay of random communication and incompressible fluids. For the dynamics of an ensemble of flocking particles, we use the kinetic Cucker-Smale-Fokker-Planck (CS-FP) equation with a degenerate diffusion, whereas for the fluid component, we use the incompressible Navier-Stokes (N-S) equations. These two subsystems are coupled via the drag force. For this coupled model, we present the global existence of weak and strong solutions in Rd (d = 2 , 3). Under the extra regularity assumptions of the initial data, the unique solvability of strong solutions is also established in R2. In a large coupling regime and periodic spatial domain T2 : =R2 /Z2, we show that the velocities of C-S particles and fluids are asymptotically aligned to two constant velocities which may be different.

A many-body states picture of electronic friction: The case of multiple orbitals and multiple electronic states

NASA Astrophysics Data System (ADS)

Dou, Wenjie; Subotnik, Joseph E.

2016-08-01

We present a very general form of electronic friction as present when a molecule with multiple orbitals hybridizes with a metal electrode. To develop this picture of friction, we embed the quantum-classical Liouville equation (QCLE) within a classical master equation (CME). Thus, this article extends our previous work analyzing the case of one electronic level, as we may now treat the case of multiple levels and many electronic molecular states. We show that, in the adiabatic limit, where electron transitions are much faster than nuclear motion, the QCLE-CME reduces to a Fokker-Planck equation, such that nuclei feel an average force as well as friction and a random force—as caused by their interaction with the metallic electrons. Finally, we show numerically and analytically that our frictional results agree with other published results calculated using non-equilibrium Green's functions. Numerical recipes for solving this QCLE-CME will be provided in a subsequent paper.

A many-body states picture of electronic friction: The case of multiple orbitals and multiple electronic states

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

Dou, Wenjie; Subotnik, Joseph E.

We present a very general form of electronic friction as present when a molecule with multiple orbitals hybridizes with a metal electrode. To develop this picture of friction, we embed the quantum-classical Liouville equation (QCLE) within a classical master equation (CME). Thus, this article extends our previous work analyzing the case of one electronic level, as we may now treat the case of multiple levels and many electronic molecular states. We show that, in the adiabatic limit, where electron transitions are much faster than nuclear motion, the QCLE-CME reduces to a Fokker-Planck equation, such that nuclei feel an average forcemore » as well as friction and a random force—as caused by their interaction with the metallic electrons. Finally, we show numerically and analytically that our frictional results agree with other published results calculated using non-equilibrium Green’s functions. Numerical recipes for solving this QCLE-CME will be provided in a subsequent paper.« less

Colonization of a territory by a stochastic population under a strong Allee effect and a low immigration pressure

NASA Astrophysics Data System (ADS)

Be'er, Shay; Assaf, Michael; Meerson, Baruch

2015-06-01

We study the dynamics of colonization of a territory by a stochastic population at low immigration pressure. We assume a sufficiently strong Allee effect that introduces, in deterministic theory, a large critical population size for colonization. At low immigration rates, the average precolonization population size is small, thus invalidating the WKB approximation to the master equation. We circumvent this difficulty by deriving an exact zero-flux solution of the master equation and matching it with an approximate nonzero-flux solution of the pertinent Fokker-Planck equation in a small region around the critical population size. This procedure provides an accurate evaluation of the quasistationary probability distribution of population sizes in the precolonization state and of the mean time to colonization, for a wide range of immigration rates. At sufficiently high immigration rates our results agree with WKB results obtained previously. At low immigration rates the results can be very different.

Colonization of a territory by a stochastic population under a strong Allee effect and a low immigration pressure.

PubMed

Be'er, Shay; Assaf, Michael; Meerson, Baruch

2015-06-01

We study the dynamics of colonization of a territory by a stochastic population at low immigration pressure. We assume a sufficiently strong Allee effect that introduces, in deterministic theory, a large critical population size for colonization. At low immigration rates, the average precolonization population size is small, thus invalidating the WKB approximation to the master equation. We circumvent this difficulty by deriving an exact zero-flux solution of the master equation and matching it with an approximate nonzero-flux solution of the pertinent Fokker-Planck equation in a small region around the critical population size. This procedure provides an accurate evaluation of the quasistationary probability distribution of population sizes in the precolonization state and of the mean time to colonization, for a wide range of immigration rates. At sufficiently high immigration rates our results agree with WKB results obtained previously. At low immigration rates the results can be very different.

Transient finite element analysis of electric double layer using Nernst-Planck-Poisson equations with a modified Stern layer.

PubMed

Lim, Jongil; Whitcomb, John; Boyd, James; Varghese, Julian

2007-01-01

A finite element implementation of the transient nonlinear Nernst-Planck-Poisson (NPP) and Nernst-Planck-Poisson-modified Stern (NPPMS) models is presented. The NPPMS model uses multipoint constraints to account for finite ion size, resulting in realistic ion concentrations even at high surface potential. The Poisson-Boltzmann equation is used to provide a limited check of the transient models for low surface potential and dilute bulk solutions. The effects of the surface potential and bulk molarity on the electric potential and ion concentrations as functions of space and time are studied. The ability of the models to predict realistic energy storage capacity is investigated. The predicted energy is much more sensitive to surface potential than to bulk solution molarity.

A Stabilized Finite Element Method for Modified Poisson-Nernst-Planck Equations to Determine Ion Flow Through a Nanopore

PubMed Central

Chaudhry, Jehanzeb Hameed; Comer, Jeffrey; Aksimentiev, Aleksei; Olson, Luke N.

2013-01-01

The conventional Poisson-Nernst-Planck equations do not account for the finite size of ions explicitly. This leads to solutions featuring unrealistically high ionic concentrations in the regions subject to external potentials, in particular, near highly charged surfaces. A modified form of the Poisson-Nernst-Planck equations accounts for steric effects and results in solutions with finite ion concentrations. Here, we evaluate numerical methods for solving the modified Poisson-Nernst-Planck equations by modeling electric field-driven transport of ions through a nanopore. We describe a novel, robust finite element solver that combines the applications of the Newton's method to the nonlinear Galerkin form of the equations, augmented with stabilization terms to appropriately handle the drift-diffusion processes. To make direct comparison with particle-based simulations possible, our method is specifically designed to produce solutions under periodic boundary conditions and to conserve the number of ions in the solution domain. We test our finite element solver on a set of challenging numerical experiments that include calculations of the ion distribution in a volume confined between two charged plates, calculations of the ionic current though a nanopore subject to an external electric field, and modeling the effect of a DNA molecule on the ion concentration and nanopore current. PMID:24363784

Langevin equation versus kinetic equation: Subdiffusive behavior of charged particles in a stochastic magnetic field

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

Balescu, R.; Wang, H.; Misguich, J.H.

1994-12-01

The running diffusion coefficient [ital D]([ital t]) is evaluated for a system of charged particles undergoing the effect of a fluctuating magnetic field and of their mutual collisions. The latter coefficient can be expressed either in terms of the mean square displacement (MSD) of a test particle, or in terms of a correlation between a fluctuating distribution function and the magnetic field fluctuation. In the first case a stochastic differential equation of Langevin type for the position of a test particle must be solved; the second problem requires the determination of the distribution function from a kinetic equation. Using suitablemore » simplifications, both problems are amenable to exact analytic solution. The conclusion is that the equivalence of the two approaches is by no means automatically guaranteed. A new type of object, the hybrid kinetic equation'' is constructed: it automatically ensures the equivalence with the Langevin results. The same conclusion holds for the generalized Fokker--Planck equation. The (Bhatnagar--Gross--Krook) (BGK) model for the collisions yields a completely wrong result. A linear approximation to the hybrid kinetic equation yields an inexact behavior, but represents an acceptable approximation in the strongly collisional limit.« less

The way from microscopic many-particle theory to macroscopic hydrodynamics.

PubMed

Haussmann, Rudolf

2016-03-23

Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena. We specify the densities of the conserved quantities as the relevant hydrodynamic variables and apply the methods of non-equilibrium statistical mechanics with projection operator techniques. As a result we obtain time-evolution equations for the hydrodynamic variables with three kinds of terms on the right-hand sides: reversible, dissipative and fluctuating terms. In their original form these equations are completely exact and contain nonlocal terms in space and time which describe nonlocal memory effects. Applying a few approximations the nonlocal properties and the memory effects are removed. As a result we find the well known hydrodynamic equations of a normal fluid with Gaussian fluctuating forces. In the following we investigate if and how the time-inversion invariance is broken and how the second law of thermodynamics comes about. Furthermore, we show that the hydrodynamic equations with fluctuating forces are equivalent to stochastic Langevin equations and the related Fokker-Planck equation. Finally, we investigate the fluctuation theorem and find a modification by an additional term.

Progress with the COGENT Edge Kinetic Code: Implementing the Fokker-Plank Collision Operator

DOE PAGES

Dorf, M. A.; Cohen, R. H.; Dorr, M.; ...

2014-06-20

Here, COGENT is a continuum gyrokinetic code for edge plasma simulations being developed by the Edge Simulation Laboratory collaboration. The code is distinguished by application of a fourth-order finite-volume (conservative) discretization, and mapped multiblock grid technology to handle the geometric complexity of the tokamak edge. The distribution function F is discretized in v∥ – μ (parallel velocity – magnetic moment) velocity coordinates, and the code presently solves an axisymmetric full-f gyro-kinetic equation coupled to the long-wavelength limit of the gyro-Poisson equation. COGENT capabilities are extended by implementing the fully nonlinear Fokker-Plank operator to model Coulomb collisions in magnetized edge plasmas.more » The corresponding Rosenbluth potentials are computed by making use of a finite-difference scheme and multipole-expansion boundary conditions. Details of the numerical algorithms and results of the initial verification studies are discussed. (© 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)« less

Mean first passage times of Brownian rotators from differential recurrence relations

NASA Astrophysics Data System (ADS)

Coffey, W. T.

1999-11-01

An exact method of calculation of mean first passage times (analogous to that previously used [W. T. Coffey, Yu. P. Kalmykov, E. S. Massawe, and J. T. Waldron, J. Chem. Phys. 99, 4011 (1993)] for the correlation time) is developed in terms of continued fractions from the zero frequency limit of the Laplace transform of the set of differential recurrence relations generated by the Fokker-Planck or Langevin equations. The method because it is based on a Floquet representation avoids the use of quadratures and so may be easily generalized to multidegree of freedom systems by the use of matrix continued fractions. The procedure is illustrated by considering the mean first passage time of a fixed axis rotator with two equivalent sites.

Self-equilibration of the radius distribution in self-catalyzed GaAs nanowires

NASA Astrophysics Data System (ADS)

Leshchenko, E. D.; Turchina, M. A.; Dubrovskii, V. G.

2016-08-01

This work addresses the evolution of radius distribution function in self-catalyzed vapor-liquid-solid growth of GaAs nanowires from Ga droplets. Different growth regimes are analyzed depending on the V/III flux ratio. In particular, we find a very unusual selfequilibration regime in which the radius distribution narrows up to a certain stationary radius regardless of the initial size distribution of Ga droplets. This requires that the arsenic vapor flux is larger than the gallium one and that the V/III influx imbalance is compensated by a diffusion flux of gallium adatoms. Approximate analytical solution is compared to the numerical radius distribution obtained by solving the corresponding Fokker-Planck equation by the implicit difference scheme.

Solar flare particle propagation: Comparision of a new analytic solution with spacecraft measurements. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Lupton, J. E.

1972-01-01

An analytic solution was obtained to the complete Fokker-Planck equation for solar flare particle propagation including the effects of convection, energy-change, corotation, and diffusion. It is assumed that the particles are injected impulsively at a single point in space, and that a boundary exists beyond which the particles are free to escape. Several solar flare particle events were observed with solar and galactic cosmic ray experiment aboard OGO 6. Detailed comparisons of the predictions of the solution with observations of 1 to 70 MeV protons show that the model adequately describes both the rise and decay times. The solution also yields a time evolution for the vector anisotropy which agrees well with reported observations.

Production, depreciation and the size distribution of firms

NASA Astrophysics Data System (ADS)

Ma, Qi; Chen, Yongwang; Tong, Hui; Di, Zengru

2008-05-01

Many empirical researches indicate that firm size distributions in different industries or countries exhibit some similar characters. Among them the fact that many firm size distributions obey power-law especially for the upper end has been mostly discussed. Here we present an agent-based model to describe the evolution of manufacturing firms. Some basic economic behaviors are taken into account, which are production with decreasing marginal returns, preferential allocation of investments, and stochastic depreciation. The model gives a steady size distribution of firms which obey power-law. The effect of parameters on the power exponent is analyzed. The theoretical results are given based on both the Fokker-Planck equation and the Kesten process. They are well consistent with the numerical results.

Modification of the parallel scattering mean free path of cosmic rays in the presence of adiabatic focusing

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

He, H.-Q.; Schlickeiser, R., E-mail: hqhe@mail.iggcas.ac.cn, E-mail: rsch@tp4.rub.de

The cosmic ray mean free path in a large-scale nonuniform guide magnetic field with superposed magnetostatic turbulence is calculated to clarify some conflicting results in the literature. A new, exact integro-differential equation for the cosmic-ray anisotropy is derived from the Fokker-Planck transport equation. A perturbation analysis of this integro-differential equation leads to an analytical expression for the cosmic ray anisotropy and the focused transport equation for the isotropic part of the cosmic ray distribution function. The derived parallel spatial diffusion coefficient and the associated cosmic ray mean free path include the effect of adiabatic focusing and reduce to the standardmore » forms in the limit of a uniform guide magnetic field. For the illustrative case of isotropic pitch angle scattering, the derived mean free path agrees with the earlier expressions of Beeck and Wibberenz, Bieber and Burger, Kota, and Litvinenko, but disagrees with the result of Shalchi. The disagreement with the expression of Shalchi is particularly strong in the limit of strong adiabatic focusing.« less

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

A nonlinear equation for ionic diffusion in a strong binary electrolyte

PubMed Central

Ghosal, Sandip; Chen, Zhen

2010-01-01

The problem of the one-dimensional electro-diffusion of ions in a strong binary electrolyte is considered. The mathematical description, known as the Poisson–Nernst–Planck (PNP) system, consists of a diffusion equation for each species augmented by transport owing to a self-consistent electrostatic field determined by the Poisson equation. This description is also relevant to other important problems in physics, such as electron and hole diffusion across semiconductor junctions and the diffusion of ions in plasmas. If concentrations do not vary appreciably over distances of the order of the Debye length, the Poisson equation can be replaced by the condition of local charge neutrality first introduced by Planck. It can then be shown that both species diffuse at the same rate with a common diffusivity that is intermediate between that of the slow and fast species (ambipolar diffusion). Here, we derive a more general theory by exploiting the ratio of the Debye length to a characteristic length scale as a small asymptotic parameter. It is shown that the concentration of either species may be described by a nonlinear partial differential equation that provides a better approximation than the classical linear equation for ambipolar diffusion, but reduces to it in the appropriate limit. PMID:21818176

Application of the Fokker-Planck molecular mixing model to turbulent scalar mixing using moment methods

NASA Astrophysics Data System (ADS)

Madadi-Kandjani, E.; Fox, R. O.; Passalacqua, A.

2017-06-01

An extended quadrature method of moments using the β kernel density function (β -EQMOM) is used to approximate solutions to the evolution equation for univariate and bivariate composition probability distribution functions (PDFs) of a passive scalar for binary and ternary mixing. The key element of interest is the molecular mixing term, which is described using the Fokker-Planck (FP) molecular mixing model. The direct numerical simulations (DNSs) of Eswaran and Pope ["Direct numerical simulations of the turbulent mixing of a passive scalar," Phys. Fluids 31, 506 (1988)] and the amplitude mapping closure (AMC) of Pope ["Mapping closures for turbulent mixing and reaction," Theor. Comput. Fluid Dyn. 2, 255 (1991)] are taken as reference solutions to establish the accuracy of the FP model in the case of binary mixing. The DNSs of Juneja and Pope ["A DNS study of turbulent mixing of two passive scalars," Phys. Fluids 8, 2161 (1996)] are used to validate the results obtained for ternary mixing. Simulations are performed with both the conditional scalar dissipation rate (CSDR) proposed by Fox [Computational Methods for Turbulent Reacting Flows (Cambridge University Press, 2003)] and the CSDR from AMC, with the scalar dissipation rate provided as input and obtained from the DNS. Using scalar moments up to fourth order, the ability of the FP model to capture the evolution of the shape of the PDF, important in turbulent mixing problems, is demonstrated. Compared to the widely used assumed β -PDF model [S. S. Girimaji, "Assumed β-pdf model for turbulent mixing: Validation and extension to multiple scalar mixing," Combust. Sci. Technol. 78, 177 (1991)], the β -EQMOM solution to the FP model more accurately describes the initial mixing process with a relatively small increase in computational cost.

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

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

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

2013-03-01

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

Lévy targeting and the principle of detailed balance.

PubMed

Garbaczewski, Piotr; Stephanovich, Vladimir

2011-07-01

We investigate confining mechanisms for Lévy flights under premises of the principle of detailed balance. In this case, the master equation of the jump-type process admits a transformation to the Lévy-Schrödinger semigroup dynamics akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation. This sets a correspondence between above two stochastic dynamical systems, within which we address a (stochastic) targeting problem for an arbitrary stability index μ ε (0,2) of symmetric Lévy drivers. Namely, given a probability density function, specify the semigroup potential, and thence the jump-type dynamics for which this PDF is actually a long-time asymptotic (target) solution of the master equation. Here, an asymptotic behavior of different μ-motion scenarios ceases to depend on μ. That is exemplified by considering Gaussian and Cauchy family target PDFs. A complementary problem of the reverse engineering is analyzed: given a priori a semigroup potential, quantify how sensitive upon the choice of the μ driver is an asymptotic behavior of solutions of the associated master equation and thus an invariant PDF itself. This task is accomplished for so-called μ family of Lévy oscillators.

Energy gain calculations in Penning fusion systems using a bounce-averaged Fokker-Planck model

NASA Astrophysics Data System (ADS)

Chacón, L.; Miley, G. H.; Barnes, D. C.; Knoll, D. A.

2000-11-01

In spherical Penning fusion devices, a spherical cloud of electrons, confined in a Penning-like trap, creates the ion-confining electrostatic well. Fusion energy gains for these systems have been calculated in optimistic conditions (i.e., spherically uniform electrostatic well, no collisional ion-electron interactions, single ion species) using a bounce-averaged Fokker-Planck (BAFP) model. Results show that steady-state distributions in which the Maxwellian ion population is dominant correspond to lowest ion recirculation powers (and hence highest fusion energy gains). It is also shown that realistic parabolic-like wells result in better energy gains than square wells, particularly at large well depths (>100 kV). Operating regimes with fusion power to ion input power ratios (Q-value) >100 have been identified. The effect of electron losses on the Q-value has been addressed heuristically using a semianalytic model, indicating that large Q-values are still possible provided that electron particle losses are kept small and well depths are large.

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.

Distortion of bulk-ion distribution function due to nuclear elastic scattering and its effect on T(d,n)4He reaction rate coefficient in neutral-beam-injected deuterium-tritium plasmas

NASA Astrophysics Data System (ADS)

Matsuura, H.; Nakao, Y.

2007-05-01

An effect of nuclear elastic scattering on the rate coefficient of fusion reaction between field deuteron and triton in the presence of neutral beam injection heating is studied. Without assuming a Maxwellian for bulk-ion distribution function, the Boltzmann-Fokker-Planck (BFP) equations for field (bulk) deuteron, field (bulk) triton, α-particle, and beam deuteron are simultaneously solved in an ITER-like deuterium-tritium thermonuclear plasma [R. Aymar, Fusion Eng. Des. 55, 107 (2001)]. The BFP calculation shows that enhancement of the reaction rate coefficient due to knock-on tail formation in fuel-ion distribution functions becomes appreciable, especially in the case of low-density operations.

Kubo formulas for dispersion in heterogeneous periodic nonequilibrium systems.

PubMed

Guérin, T; Dean, D S

2015-12-01

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

Kinematic matrix theory and universalities in self-propellers and active swimmers.

PubMed

Nourhani, Amir; Lammert, Paul E; Borhan, Ali; Crespi, Vincent H

2014-06-01

We describe an efficient and parsimonious matrix-based theory for studying the ensemble behavior of self-propellers and active swimmers, such as nanomotors or motile bacteria, that are typically studied by differential-equation-based Langevin or Fokker-Planck formalisms. The kinematic effects for elementary processes of motion are incorporated into a matrix, called the "kinematrix," from which we immediately obtain correlators and the mean and variance of angular and position variables (and thus effective diffusivity) by simple matrix algebra. The kinematrix formalism enables us recast the behaviors of a diverse range of self-propellers into a unified form, revealing universalities in their ensemble behavior in terms of new emergent time scales. Active fluctuations and hydrodynamic interactions can be expressed as an additive composition of separate self-propellers.

A semi-analytical method to evaluate the dielectric response of a tokamak plasma accounting for drift orbit effects

NASA Astrophysics Data System (ADS)

Van Eester, Dirk

2005-03-01

A semi-analytical method is proposed to evaluate the dielectric response of a plasma to electromagnetic waves in the ion cyclotron domain of frequencies in a D-shaped but axisymmetric toroidal geometry. The actual drift orbit of the particles is accounted for. The method hinges on subdividing the orbit into elementary segments in which the integrations can be performed analytically or by tabulation, and it relies on the local book-keeping of the relation between the toroidal angular momentum and the poloidal flux function. Depending on which variables are chosen, the method allows computation of elementary building blocks for either the wave or the Fokker-Planck equation, but the accent is mainly on the latter. Two types of tangent resonance are distinguished.

Computing the Length of the Shortest Telomere in the Nucleus

NASA Astrophysics Data System (ADS)

Dao Duc, K.; Holcman, D.

2013-11-01

The telomere length can either be shortened or elongated by an enzyme called telomerase after each cell division. Interestingly, the shortest telomere is involved in controlling the ability of a cell to divide. Yet, its dynamics remains elusive. We present here a stochastic approach where we model this dynamics using a Markov jump process. We solve the forward Fokker-Planck equation to obtain the steady state distribution and the statistical moments of telomere lengths. We focus specifically on the shortest one and we estimate its length difference with the second shortest telomere. After extracting key parameters such as elongation and shortening dynamics from experimental data, we compute the length of telomeres in yeast and obtain as a possible prediction the minimum concentration of telomerase required to ensure a proper cell division.

A variational approach to moment-closure approximations for the kinetics of biomolecular reaction networks

NASA Astrophysics Data System (ADS)

Bronstein, Leo; Koeppl, Heinz

2018-01-01

Approximate solutions of the chemical master equation and the chemical Fokker-Planck equation are an important tool in the analysis of biomolecular reaction networks. Previous studies have highlighted a number of problems with the moment-closure approach used to obtain such approximations, calling it an ad hoc method. In this article, we give a new variational derivation of moment-closure equations which provides us with an intuitive understanding of their properties and failure modes and allows us to correct some of these problems. We use mixtures of product-Poisson distributions to obtain a flexible parametric family which solves the commonly observed problem of divergences at low system sizes. We also extend the recently introduced entropic matching approach to arbitrary ansatz distributions and Markov processes, demonstrating that it is a special case of variational moment closure. This provides us with a particularly principled approximation method. Finally, we extend the above approaches to cover the approximation of multi-time joint distributions, resulting in a viable alternative to process-level approximations which are often intractable.

Effective long wavelength scalar dynamics in de Sitter

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

Moss, Ian; Rigopoulos, Gerasimos, E-mail: ian.moss@newcastle.ac.uk, E-mail: gerasimos.rigopoulos@ncl.ac.uk

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius k / a ∼ H can be performed consistently with a window function and how short wavelengths can be integrated out in the Schwinger-Keldysh path integral formalism. At leading order, and for time scales Δ t >> H {sup −1}, this results in the well-known Starobinsky stochastic evolution. However, our approach allows for the computation of quantum UV corrections, generating an effective potential on which the stochastic dynamics takes place. Themore » long wavelength stochastic dynamical equations are now second order in time, incorporating temporal scales Δ t ∼ H {sup −1} and resulting in a Kramers equation for the probability distribution—more precisely the Wigner function—in contrast to the more usual Fokker-Planck equation. This feature allows us to non-perturbatively evaluate, within the stochastic formalism, not only expectation values of field correlators, but also the stress-energy tensor of φ.« less

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

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

Lee, Jungpyo; Wright, John; Bertelli, Nicola

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

Utterance selection model of language change

NASA Astrophysics Data System (ADS)

Baxter, G. J.; Blythe, R. A.; Croft, W.; McKane, A. J.

2006-04-01

We present a mathematical formulation of a theory of language change. The theory is evolutionary in nature and has close analogies with theories of population genetics. The mathematical structure we construct similarly has correspondences with the Fisher-Wright model of population genetics, but there are significant differences. The continuous time formulation of the model is expressed in terms of a Fokker-Planck equation. This equation is exactly soluble in the case of a single speaker and can be investigated analytically in the case of multiple speakers who communicate equally with all other speakers and give their utterances equal weight. Whilst the stationary properties of this system have much in common with the single-speaker case, time-dependent properties are richer. In the particular case where linguistic forms can become extinct, we find that the presence of many speakers causes a two-stage relaxation, the first being a common marginal distribution that persists for a long time as a consequence of ultimate extinction being due to rare fluctuations.

Large-aspect-ratio limit of neoclassical transport theory.

PubMed

Wong, S K; Chan, V S

2003-06-01

This paper presents a comprehensive description of neoclassical transport theory in the banana regime for large-aspect-ratio flux surfaces of arbitrary shapes. The method of matched-asymptotic expansions is used to obtain analytical solutions for plasma distribution functions and to compute transport coefficients. The method provides justification for retaining only the part of the Fokker-Planck operator that involves the second derivative with respect to the cosine of the pitch angle for the trapped and barely circulating particles. It leads to a simple equation for the freely circulating particles with boundary conditions that embody a discontinuity separating particles moving in opposite directions. Corrections to the transport coefficients are obtained by generalizing an existing boundary layer analysis. The system of moment and field equations is consistently taken in the cylinder limit, which facilitates the discussion of the treatment of dynamical constraints. It is shown that the nonlocal nature of Ohm's law in neoclassical theory renders the mathematical problem of plasma transport with changing flux surfaces nonstandard.

Chemical potential in active systems: predicting phase equilibrium from bulk equations of state?

NASA Astrophysics Data System (ADS)

Paliwal, Siddharth; Rodenburg, Jeroen; van Roij, René; Dijkstra, Marjolein

2018-01-01

We derive a microscopic expression for a quantity μ that plays the role of chemical potential of active Brownian particles (ABPs) in a steady state in the absence of vortices. We show that μ consists of (i) an intrinsic chemical potential similar to passive systems, which depends on density and self-propulsion speed, but not on the external potential, (ii) the external potential, and (iii) a newly derived one-body swim potential due to the activity of the particles. Our simulations on ABPs show good agreement with our Fokker-Planck calculations, and confirm that μ (z) is spatially constant for several inhomogeneous active fluids in their steady states in a planar geometry. Finally, we show that phase coexistence of ABPs with a planar interface satisfies not only mechanical but also diffusive equilibrium. The coexistence can be well-described by equating the bulk chemical potential and bulk pressure obtained from bulk simulations for systems with low activity but requires explicit evaluation of the interfacial contributions at high activity.

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

DOE PAGES

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

2017-04-24

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

Statistics of Macroturbulence from Flow Equations

NASA Astrophysics Data System (ADS)

Marston, Brad; Iadecola, Thomas; Qi, Wanming

2012-02-01

Probability distribution functions of stochastically-driven and frictionally-damped fluids are governed by a linear framework that resembles quantum many-body theory. Besides the Fokker-Planck approach, there is a closely related Hopf functional methodfootnotetextOokie Ma and J. B. Marston, J. Stat. Phys. Th. Exp. P10007 (2005).; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we generalize the flow equation approachfootnotetextF. Wegner, Ann. Phys. 3, 77 (1994). (also known as the method of continuous unitary transformationsfootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994).) to find the zero mode. We test the approach using a prototypical model of geophysical and astrophysical flows on a rotating sphere that spontaneously organizes into a coherent jet. Good agreement is found with low-order equal-time statistics accumulated by direct numerical simulation, the traditional method. Different choices for the generators of the continuous transformations, and for closure approximations of the operator algebra, are discussed.

An adaptive, conservative 0D-2V multispecies Rosenbluth–Fokker–Planck solver for arbitrarily disparate mass and temperature regimes

DOE PAGES

Taitano, William; Chacon, Luis; Simakov, Andrei Nikolaevich

2016-04-25

In this paper, 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, v th (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 v th -ratio-based expansion ofmore » 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. Specifically, 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.« less

A theoretical model of strong and moderate El Niño regimes

NASA Astrophysics Data System (ADS)

Takahashi, Ken; Karamperidou, Christina; Dewitte, Boris

2018-02-01

The existence of two regimes for El Niño (EN) events, moderate and strong, has been previously shown in the GFDL CM2.1 climate model and also suggested in observations. The two regimes have been proposed to originate from the nonlinearity in the Bjerknes feedback, associated with a threshold in sea surface temperature (T_c ) that needs to be exceeded for deep atmospheric convection to occur in the eastern Pacific. However, although the recent 2015-16 EN event provides a new data point consistent with the sparse strong EN regime, it is not enough to statistically reject the null hypothesis of a unimodal distribution based on observations alone. Nevertheless, we consider the possibility suggestive enough to explore it with a simple theoretical model based on the nonlinear Bjerknes feedback. In this study, we implemented this nonlinear mechanism in the recharge-discharge (RD) ENSO model and show that it is sufficient to produce the two EN regimes, i.e. a bimodal distribution in peak surface temperature (T) during EN events. The only modification introduced to the original RD model is that the net damping is suppressed when T exceeds T_c , resulting in a weak nonlinearity in the system. Due to the damping, the model is globally stable and it requires stochastic forcing to maintain the variability. The sustained low-frequency component of the stochastic forcing plays a key role for the onset of strong EN events (i.e. for T>T_c ), at least as important as the precursor positive heat content anomaly (h). High-frequency forcing helps some EN events to exceed T_c , increasing the number of strong events, but the rectification effect is small and the overall number of EN events is little affected by this forcing. Using the Fokker-Planck equation, we show how the bimodal probability distribution of EN events arises from the nonlinear Bjerknes feedback and also propose that the increase in the net feedback with increasing T is a necessary condition for bimodality in the RD model. We also show that the damping strength determines both the adjustment time-scale and equilibrium value of the ensemble spread associated with the stochastic forcing.

Thermodynamic framework for compact q-Gaussian distributions

NASA Astrophysics Data System (ADS)

Souza, Andre M. C.; Andrade, Roberto F. S.; Nobre, Fernando D.; Curado, Evaldo M. F.

2018-02-01

Recent works have associated systems of particles, characterized by short-range repulsive interactions and evolving under overdamped motion, to a nonlinear Fokker-Planck equation within the class of nonextensive statistical mechanics, with a nonlinear diffusion contribution whose exponent is given by ν = 2 - q. The particular case ν = 2 applies to interacting vortices in type-II superconductors, whereas ν > 2 covers systems of particles characterized by short-range power-law interactions, where correlations among particles are taken into account. In the former case, several studies presented a consistent thermodynamic framework based on the definition of an effective temperature θ (presenting experimental values much higher than typical room temperatures T, so that thermal noise could be neglected), conjugated to a generalized entropy sν (with ν = 2). Herein, the whole thermodynamic scheme is revisited and extended to systems of particles interacting repulsively, through short-ranged potentials, described by an entropy sν, with ν > 1, covering the ν = 2 (vortices in type-II superconductors) and ν > 2 (short-range power-law interactions) physical examples. One basic requirement concerns a cutoff in the equilibrium distribution Peq(x) , approached due to a confining external harmonic potential, ϕ(x) = αx2 / 2 (α > 0). The main results achieved are: (a) The definition of an effective temperature θ conjugated to the entropy sν; (b) The construction of a Carnot cycle, whose efficiency is shown to be η = 1 -(θ2 /θ1) , where θ1 and θ2 are the effective temperatures associated with two isothermal transformations, with θ1 >θ2; (c) Thermodynamic potentials, Maxwell relations, and response functions. The present thermodynamic framework, for a system of interacting particles under the above-mentioned conditions, and associated to an entropy sν, with ν > 1, certainly enlarges the possibility of experimental verifications.

The Influence of Synaptic Weight Distribution on Neuronal Population Dynamics

PubMed Central

Buice, Michael; Koch, Christof; Mihalas, Stefan

2013-01-01

The manner in which different distributions of synaptic weights onto cortical neurons shape their spiking activity remains open. To characterize a homogeneous neuronal population, we use the master equation for generalized leaky integrate-and-fire neurons with shot-noise synapses. We develop fast semi-analytic numerical methods to solve this equation for either current or conductance synapses, with and without synaptic depression. We show that its solutions match simulations of equivalent neuronal networks better than those of the Fokker-Planck equation and we compute bounds on the network response to non-instantaneous synapses. We apply these methods to study different synaptic weight distributions in feed-forward networks. We characterize the synaptic amplitude distributions using a set of measures, called tail weight numbers, designed to quantify the preponderance of very strong synapses. Even if synaptic amplitude distributions are equated for both the total current and average synaptic weight, distributions with sparse but strong synapses produce higher responses for small inputs, leading to a larger operating range. Furthermore, despite their small number, such synapses enable the network to respond faster and with more stability in the face of external fluctuations. PMID:24204219

Probability density function evolution of power systems subject to stochastic variation of renewable energy

NASA Astrophysics Data System (ADS)

Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.

2018-05-01

As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.

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

Wu, Wei; Wang, Jin, E-mail: jin.wang.1@stonybrook.edu; State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, 130022 Changchun, China and College of Physics, Jilin University, 130021 Changchun

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic andmore » thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.« less

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems.

PubMed

Wu, Wei; Wang, Jin

2013-09-28

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is found to be a Lyapunov functional of the deterministic spatially dependent system. Therefore, the intrinsic potential landscape can characterize the global stability of the deterministic system. The relative entropy functional of the stochastic spatially dependent non-equilibrium system is found to be the Lyapunov functional of the stochastic dynamics of the system. Therefore, the relative entropy functional quantifies the global stability of the stochastic system with finite fluctuations. Our theory offers an alternative general approach to other field-theoretic techniques, to study the global stability and dynamics of spatially dependent non-equilibrium field systems. It can be applied to many physical, chemical, and biological spatially dependent non-equilibrium systems.

Delay-controlled primary and stochastic resonances of the SD oscillator with stiffness nonlinearities

NASA Astrophysics Data System (ADS)

Yang, Tao; Cao, Qingjie

2018-03-01

This work presents analytical studies of the stiffness nonlinearities SD (smooth and discontinuous) oscillator under displacement and velocity feedback control with a time delay. The SD oscillator can capture the qualitative characteristics of quasi-zero-stiffness and negative-stiffness. We focus mainly on the primary resonance of the quasi-zero-stiffness SD oscillator and the stochastic resonance (SR) of the negative-stiffness SD oscillator. Using the averaging method, we have been analyzed the amplitude response of the quasi-zero-stiffness SD oscillator. In this regard, the optimum time delay for changing the control intensity according to the optimization standard proposed can be obtained. For the optimum time delay, increasing the displacement feedback intensity is advantageous to suppress the vibrations in resonant regime where vibration isolation is needed, however, increasing the velocity feedback intensity is advantageous to strengthen the vibrations. Moreover, the effects of time-delayed feedback on the SR of the negative-stiffness SD oscillator are investigated under harmonic forcing and Gaussian white noise, based on the Langevin and Fokker-Planck approaches. The time-delayed feedback can enhance the SR phenomenon where vibrational energy harvesting is needed. This paper established the relationship between the parameters and vibration properties of a stiffness nonlinearities SD which provides the guidance for optimizing time-delayed control for vibration isolation and vibrational energy harvesting of the nonlinear systems.

Turbulent diffusion with memories and intrinsic shear

NASA Technical Reports Server (NTRS)

Tchen, C. M.

1974-01-01

The first part of the present theory is devoted to the derivation of a Fokker-Planck equation. The eddies smaller than the hydrodynamic scale of the diffusion cloud form a diffusivity, while the inhomogeneous, bigger eddies give rise to a nonuniform migratory drift. This introduces an eddy-induced shear which reflects on the large-scale diffusion. The eddy-induced shear does not require the presence of a permanent wind shear and is intrinsic to the diffusion. Secondly, a transport theory of diffusivity is developed by the method of repeated-cascade and is based upon a relaxation of a chain of memories with decreasing information. The full range of diffusion consists of inertia, composite, and shear subranges, for which variance and eddy diffusivities are predicted. The coefficients are evaluated. Comparison with experiments in the upper atmosphere and oceans is made.

Pseudochemotaxis in inhomogeneous active Brownian systems

NASA Astrophysics Data System (ADS)

Vuijk, Hidde D.; Sharma, Abhinav; Mondal, Debasish; Sommer, Jens-Uwe; Merlitz, Holger

2018-04-01

We study dynamical properties of confined, self-propelled Brownian particles in an inhomogeneous activity profile. Using Brownian dynamics simulations, we calculate the probability to reach a fixed target and the mean first passage time to the target of an active particle. We show that both these quantities are strongly influenced by the inhomogeneous activity. When the activity is distributed such that high-activity zone is located between the target and the starting location, the target finding probability is increased and the passage time is decreased in comparison to a uniformly active system. Moreover, for a continuously distributed profile, the activity gradient results in a drift of active particle up the gradient bearing resemblance to chemotaxis. Integrating out the orientational degrees of freedom, we derive an approximate Fokker-Planck equation and show that the theoretical predictions are in very good agreement with the Brownian dynamics simulations.

Radio-frequency current drive efficiency in the presence of ITBs and a dc electric field

NASA Astrophysics Data System (ADS)

Rosa, P. R. da S.; Mourão, R.; Ziebell, L. F.

2009-05-01

This paper discusses the current drive efficiency by the combined action of EC and LH waves in the presence of a dc electric field and transport, with an internal transport barrier. The transport is assumed to be produced by magnetic fluctuations. The study explores the different barrier parameters and their influence on the current drive efficiency. We study the subject by numerically solving the Fokker-Planck equation. Our main result is that the barrier depth and barrier width are important to determine the correct shape of the current density profile but not to determine the current drive efficiency, which is very little influenced by these parameters. We also found similar results for the influence of the level of magnetic fluctuations on the current density profile and on the current drive efficiency.

Numerical calculation of ion runaway distributions

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

Embréus, O.; Stahl, A.; Hirvijoki, E.

2015-05-15

Ions accelerated by electric fields (so-called runaway ions) in plasmas may explain observations in solar flares and fusion experiments; however, limitations of previous analytic work have prevented definite conclusions. In this work, we describe a numerical solver of the 2D non-relativistic linearized Fokker-Planck equation for ions. It solves the initial value problem in velocity space with a spectral-Eulerian discretization scheme, allowing arbitrary plasma composition and time-varying electric fields and background plasma parameters. The numerical ion distribution function is then used to consider the conditions for runaway ion acceleration in solar flares and tokamak plasmas. Typical time scales and electric fieldsmore » required for ion acceleration are determined for various plasma compositions, ion species, and temperatures, and the potential for excitation of toroidal Alfvén eigenmodes during tokamak disruptions is considered.« less

Badhwar - O'Neill 2014 Galactic Cosmic Ray Flux Model Description

NASA Technical Reports Server (NTRS)

O'Neill, P. M.; Golge, S.; Slaba, T. C.

2014-01-01

The Badhwar-O'Neill (BON) Galactic Cosmic Ray (GCR) model is based on GCR measurements from particle detectors. The model has mainly been used by NASA to certify microelectronic systems and the analysis of radiation health risks to astronauts in space missions. The BON14 model numerically solves the Fokker-Planck differential equation to account for particle transport in the heliosphere due to diffusion, convection, and adiabatic deceleration under the assumption of a spherically symmetric heliosphere. The model also incorporates an empirical time delay function to account for the lag of the solar activity to reach the boundary of the heliosphere. This technical paper describes the most recent improvements in parameter fits to the BON model (BON14). Using a comprehensive measurement database, it is shown that BON14 is significantly improved over the previous version, BON11.

Relativistic corrections to the multiple scattering effect on the Sunyaev-Zel'dovich effect in the isotropic approximation

NASA Astrophysics Data System (ADS)

Itoh, Naoki; Kawana, Youhei; Nozawa, Satoshi; Kohyama, Yasuharu

2001-10-01

We extend the formalism for the calculation of the relativistic corrections to the Sunyaev-Zel'dovich effect for clusters of galaxies and include the multiple scattering effects in the isotropic approximation. We present the results of the calculations by the Fokker-Planck expansion method as well as by the direct numerical integration of the collision term of the Boltzmann equation. The multiple scattering contribution is found to be very small compared with the single scattering contribution. For high-temperature galaxy clusters of kBTe~15keV, the ratio of both the contributions is -0.2 per cent in the Wien region. In the Rayleigh-Jeans region the ratio is -0.03 per cent. Therefore the multiple scattering contribution is safely neglected for the observed galaxy clusters.

A nonlocal electron conduction model for multidimensional radiation hydrodynamics codes

NASA Astrophysics Data System (ADS)

Schurtz, G. P.; Nicolaï, Ph. D.; Busquet, M.

2000-10-01

Numerical simulation of laser driven Inertial Confinement Fusion (ICF) related experiments require the use of large multidimensional hydro codes. Though these codes include detailed physics for numerous phenomena, they deal poorly with electron conduction, which is the leading energy transport mechanism of these systems. Electron heat flow is known, since the work of Luciani, Mora, and Virmont (LMV) [Phys. Rev. Lett. 51, 1664 (1983)], to be a nonlocal process, which the local Spitzer-Harm theory, even flux limited, is unable to account for. The present work aims at extending the original formula of LMV to two or three dimensions of space. This multidimensional extension leads to an equivalent transport equation suitable for easy implementation in a two-dimensional radiation-hydrodynamic code. Simulations are presented and compared to Fokker-Planck simulations in one and two dimensions of space.

Progress with the COGENT Edge Kinetic Code: Collision operator options

DOE PAGES

Dorf, M. A.; Cohen, R. H.; Compton, J. C.; ...

2012-06-27

In this study, COGENT is a continuum gyrokinetic code for edge plasmas being developed by the Edge Simulation Laboratory collaboration. The code is distinguished by application of the fourth order conservative discretization, and mapped multiblock grid technology to handle the geometric complexity of the tokamak edge. It is written in v∥-μ (parallel velocity – magnetic moment) velocity coordinates, and making use of the gyrokinetic Poisson equation for the calculation of a self-consistent electric potential. In the present manuscript we report on the implementation and initial testing of a succession of increasingly detailed collision operator options, including a simple drag-diffusion operatormore » in the parallel velocity space, Lorentz collisions, and a linearized model Fokker-Planck collision operator conserving momentum and energy (© 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)« less

Studies of Lower Hybrid Range of Frequencies Actuators in the ARC Device

NASA Astrophysics Data System (ADS)

Bonoli, P. T.; Lin, Y.; Shiraiwa, S.; Wallace, G. M.; Wright, J. C.; Wukitch, S. J.

2017-10-01

High field side (HFS) placement of lower hybrid range of frequencies (LHRF) actuators is attractive from both the standpoint of a more quiescent scrape off layer (SOL) and from the improved LH wave accessibility and penetration to higher electron temperature that results from the higher magnetic field on the HFS. The resulting profiles of LH current drive (LHCD) are also more suitable for advanced tokamak (AT) operation where it is most desirable to provide a significant ( 20-30%) contribution to the total current density with a broad profile extending from r/a 0.5-0.85. Here we re-assess HFS LHCD in the ARC device using a hierarchy of LHCD models that include a combined adjoint plus ray tracing calculation, a ray tracing plus 3D Fokker Planck calculation, and a full-wave plus Fokker Planck simulation. Work supported by the U.S. DoE, Office of Science, Office of Fusion Energy Sciences, User Facility Alcator C-Mod under DE-FC02-99ER54512 and a PSFC Theory Grant under DE-FG02-91-ER54109.

On the Solution of the Continuity Equation for Precipitating Electrons in Solar Flares

NASA Technical Reports Server (NTRS)

Emslie, A. Gordon; Holman, Gordon D.; Litvinenko, Yuri E.

2014-01-01

Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis & Zharkova claim to have found an "updated exact analytical solution" to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii & Shmeleva, and many others is invalid. We show that the solution of Dobranskis & Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the "new" analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result.We conclude that Dobranskis & Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii & Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

PubMed

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

2017-10-01

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

Oligarchy as a phase transition: The effect of wealth-attained advantage in a Fokker-Planck description of asset exchange

NASA Astrophysics Data System (ADS)

Boghosian, Bruce M.; Devitt-Lee, Adrian; Johnson, Merek; Li, Jie; Marcq, Jeremy A.; Wang, Hongyan

2017-06-01

The ;Yard-Sale Model; of asset exchange is known to result in complete inequality-all of the wealth in the hands of a single agent. It is also known that, when this model is modified by introducing a simple model of redistribution based on the Ornstein-Uhlenbeck process, it admits a steady state exhibiting some features similar to the celebrated Pareto Law of wealth distribution. In the present work, we analyze the form of this steady-state distribution in much greater detail, using a combination of analytic and numerical techniques. We find that, while Pareto's Law is approximately valid for low redistribution, it gives way to something more similar to Gibrat's Law when redistribution is higher. Additionally, we prove in this work that, while this Pareto or Gibrat behavior may persist over many orders of magnitude, it ultimately gives way to gaussian decay at extremely large wealth. Also in this work, we introduce a bias in favor of the wealthier agent-what we call Wealth-Attained Advantage (WAA)-and show that this leads to the phenomenon of ;wealth condensation; when the bias exceeds a certain critical value. In the wealth-condensed state, a finite fraction of the total wealth of the population ;condenses; to the wealthiest agent. We examine this phenomenon in some detail, and derive the corresponding modification to the Fokker-Planck equation. We observe a second-order phase transition to a state of coexistence between an oligarch and a distribution of non-oligarchs. Finally, by studying the asymptotic behavior of the distribution in some detail, we show that the onset of wealth condensation has an abrupt reciprocal effect on the character of the non-oligarchical part of the distribution. Specifically, we show that the above-mentioned gaussian decay at extremely large wealth is valid both above and below criticality, but degenerates to exponential decay precisely at criticality.

Construction and accuracy of partial differential equation approximations to the chemical master equation.

PubMed

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.

Electron-cyclotron wave scattering by edge density fluctuations in ITER

NASA Astrophysics Data System (ADS)

Tsironis, Christos; Peeters, Arthur G.; Isliker, Heinz; Strintzi, Dafni; Chatziantonaki, Ioanna; Vlahos, Loukas

2009-11-01

The effect of edge turbulence on the electron-cyclotron wave propagation in ITER is investigated with emphasis on wave scattering, beam broadening, and its influence on localized heating and current drive. A wave used for electron-cyclotron current drive (ECCD) must cross the edge of the plasma, where density fluctuations can be large enough to bring on wave scattering. The scattering angle due to the density fluctuations is small, but the beam propagates over a distance of several meters up to the resonance layer and even small angle scattering leads to a deviation of several centimeters at the deposition location. Since the localization of ECCD is crucial for the control of neoclassical tearing modes, this issue is of great importance to the ITER design. The wave scattering process is described on the basis of a Fokker-Planck equation, where the diffusion coefficient is calculated analytically as well as computed numerically using a ray tracing code.

A Complex-Valued Firing-Rate Model That Approximates the Dynamics of Spiking Networks

PubMed Central

Schaffer, Evan S.; Ostojic, Srdjan; Abbott, L. F.

2013-01-01

Firing-rate models provide an attractive approach for studying large neural networks because they can be simulated rapidly and are amenable to mathematical analysis. Traditional firing-rate models assume a simple form in which the dynamics are governed by a single time constant. These models fail to replicate certain dynamic features of populations of spiking neurons, especially those involving synchronization. We present a complex-valued firing-rate model derived from an eigenfunction expansion of the Fokker-Planck equation and apply it to the linear, quadratic and exponential integrate-and-fire models. Despite being almost as simple as a traditional firing-rate description, this model can reproduce firing-rate dynamics due to partial synchronization of the action potentials in a spiking model, and it successfully predicts the transition to spike synchronization in networks of coupled excitatory and inhibitory neurons. PMID:24204236

Effective equilibrium states in mixtures of active particles driven by colored noise

NASA Astrophysics Data System (ADS)

Wittmann, René; Brader, J. M.; Sharma, A.; Marconi, U. Marini Bettolo

2018-01-01

We consider the steady-state behavior of pairs of active particles having different persistence times and diffusivities. To this purpose we employ the active Ornstein-Uhlenbeck model, where the particles are driven by colored noises with exponential correlation functions whose intensities and correlation times vary from species to species. By extending Fox's theory to many components, we derive by functional calculus an approximate Fokker-Planck equation for the configurational distribution function of the system. After illustrating the predicted distribution in the solvable case of two particles interacting via a harmonic potential, we consider systems of particles repelling through inverse power-law potentials. We compare the analytic predictions to computer simulations for such soft-repulsive interactions in one dimension and show that at linear order in the persistence times the theory is satisfactory. This work provides the toolbox to qualitatively describe many-body phenomena, such as demixing and depletion, by means of effective pair potentials.

TOPICAL REVIEW: The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

NASA Astrophysics Data System (ADS)

Metzler, Ralf; Klafter, Joseph

2004-08-01

Fractional dynamics has experienced a firm upswing during the past few years, having been forged into a mature framework in the theory of stochastic processes. A large number of research papers developing fractional dynamics further, or applying it to various systems have appeared since our first review article on the fractional Fokker-Planck equation (Metzler R and Klafter J 2000a, Phys. Rep. 339 1-77). It therefore appears timely to put these new works in a cohesive perspective. In this review we cover both the theoretical modelling of sub- and superdiffusive processes, placing emphasis on superdiffusion, and the discussion of applications such as the correct formulation of boundary value problems to obtain the first passage time density function. We also discuss extensively the occurrence of anomalous dynamics in various fields ranging from nanoscale over biological to geophysical and environmental systems.

Large-deviation properties of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-10-01

We investigate piecewise-linear stochastic models with regard to the probability distribution of functionals of the stochastic processes, a question that occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for non-negative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time, and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behavior in the asymptotic long time limit.

Physics of collisionless scrape-off-layer plasma during normal and off-normal Tokamak operating conditions.

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

Hassanein, A.; Konkashbaev, I.

1999-03-15

The structure of a collisionless scrape-off-layer (SOL) plasma in tokamak reactors is being studied to define the electron distribution function and the corresponding sheath potential between the divertor plate and the edge plasma. The collisionless model is shown to be valid during the thermal phase of a plasma disruption, as well as during the newly desired low-recycling normal phase of operation with low-density, high-temperature, edge plasma conditions. An analytical solution is developed by solving the Fokker-Planck equation for electron distribution and balance in the SOL. The solution is in good agreement with numerical studies using Monte-Carlo methods. The analytical solutionsmore » provide an insight to the role of different physical and geometrical processes in a collisionless SOL during disruptions and during the enhanced phase of normal operation over a wide range of parameters.« less

Momentum conserving Brownian dynamics propagator for complex soft matter fluids

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

Padding, J. T.; Briels, W. J.

2014-12-28

We present a Galilean invariant, momentum conserving first order Brownian dynamics scheme for coarse-grained simulations of highly frictional soft matter systems. Friction forces are taken to be with respect to moving background material. The motion of the background material is described by locally averaged velocities in the neighborhood of the dissolved coarse coordinates. The velocity variables are updated by a momentum conserving scheme. The properties of the stochastic updates are derived through the Chapman-Kolmogorov and Fokker-Planck equations for the evolution of the probability distribution of coarse-grained position and velocity variables, by requiring the equilibrium distribution to be a stationary solution.more » We test our new scheme on concentrated star polymer solutions and find that the transverse current and velocity time auto-correlation functions behave as expected from hydrodynamics. In particular, the velocity auto-correlation functions display a long time tail in complete agreement with hydrodynamics.« less

Modeling Electric Field Influences on Plasmaspheric Refilling

NASA Technical Reports Server (NTRS)

Liemohn, M. W.; Kozyra, J. U.; Khazanov, G. V.; Craven, Paul D.

1998-01-01

We have a new model of ion transport that we have applied to the problem of plasmaspheric flux tube refilling after a geomagnetic disturbance. This model solves the Fokker-Planck kinetic equation by applying discrete difference numerical schemes to the various operators. Features of the model include a time-varying ionospheric source, self-consistent Coulomb collisions, field-aligned electric field, hot plasma interactions, and ion cyclotron wave heating. We see refilling rates similar to those of earlier observations and models, except when the electric field is included. In this case, the refilling rates can be quite different that previously predicted. Depending on the populations included and the values of relevant parameters, trap zone densities can increase or decrease. In particular, the inclusion of hot populations near the equatorial region (specifically warm pancake distributions and ring current ions) can dramatically alter the refilling rate. Results are compared with observations as well as previous hydrodynamic and kinetic particle model simulations.

Self-avoiding walk on a square lattice with correlated vacancies

NASA Astrophysics Data System (ADS)

Cheraghalizadeh, J.; Najafi, M. N.; Mohammadzadeh, H.; Saber, A.

2018-04-01

The self-avoiding walk on the square site-diluted correlated percolation lattice is considered. The Ising model is employed to realize the spatial correlations of the metric space. As a well-accepted result, the (generalized) Flory's mean-field relation is tested to measure the effect of correlation. After exploring a perturbative Fokker-Planck-like equation, we apply an enriched Rosenbluth Monte Carlo method to study the problem. To be more precise, the winding angle analysis is also performed from which the diffusivity parameter of Schramm-Loewner evolution theory (κ ) is extracted. We find that at the critical Ising (host) system, the exponents are in agreement with Flory's approximation. For the off-critical Ising system, we find also a behavior for the fractal dimension of the walker trace in terms of the correlation length of the Ising system ξ (T ) , i.e., DFSAW(T ) -DFSAW(Tc) ˜1/√{ξ (T ) } .

A Phenomenlogical Model of Durotaxis

NASA Astrophysics Data System (ADS)

Yu, Guangyuan; Feng, Jingchen; Levine, Herbert; CenterTheoretical Biological Physics Collaboration

Cells exhibit qualitatively different behaviors on substrates with different rigidities. The fact that cells are more polarized on the stiffer substrate motivates us to construct a two-dimensional cell with the distribution of focal adhesions dependent on substrate rigidities. Our model reproduces the experimental observation that the persistence time is higher on the stiffer substrate. We show that stiffness dependent polarization will lead to the so-called durotaxis, the preference in moving towards stiffer substrates. This propensity is then characterized by the durotactic index first defined in experiments. We also derive and validate the 2D corresponding Fokker-Planck equation associated with our model. Our model highlights the role of focal adhesion arrangement in durotaxis. It may be applied to manipulate the movement of cells for clinical purposes. This work was supported by the National Science Foundation Center for Theoretical Biological Physics (Grant NSF PHY-1427654). HL was also supported by the CPRIT Scholar program of the State of Texas.

Dynamics of DNA breathing: weak noise analysis, finite time singularity, and mapping onto the quantum Coulomb problem.

PubMed

Fogedby, Hans C; Metzler, Ralf

2007-12-01

We study the dynamics of denaturation bubbles in double-stranded DNA on the basis of the Poland-Scheraga model. We show that long time distributions for the survival of DNA bubbles and the size autocorrelation function can be derived from an asymptotic weak noise approach. In particular, below the melting temperature the bubble closure corresponds to a noisy finite time singularity. We demonstrate that the associated Fokker-Planck equation is equivalent to a quantum Coulomb problem. Below the melting temperature, the bubble lifetime is associated with the continuum of scattering states of the repulsive Coulomb potential; at the melting temperature, the Coulomb potential vanishes and the underlying first exit dynamics exhibits a long time power law tail; above the melting temperature, corresponding to an attractive Coulomb potential, the long time dynamics is controlled by the lowest bound state. Correlations and finite size effects are discussed.

Stochastic dynamics for idiotypic immune networks

NASA Astrophysics Data System (ADS)

Barra, Adriano; Agliari, Elena

2010-12-01

In this work we introduce and analyze the stochastic dynamics obeyed by a model of an immune network recently introduced by the authors. We develop Fokker-Planck equations for the single lymphocyte behavior and coarse grained Langevin schemes for the averaged clone behavior. After showing agreement with real systems (as a short path Jerne cascade), we suggest, both with analytical and numerical arguments, explanations for the generation of (metastable) memory cells, improvement of the secondary response (both in the quality and quantity) and bell shaped modulation against infections as a natural behavior. The whole emerges from the model without being postulated a-priori as it often occurs in second generation immune networks: so the aim of the work is to present some out-of-equilibrium features of this model and to highlight mechanisms which can replace a-priori assumptions in view of further detailed analysis in theoretical systemic immunology.

Delay-induced stochastic bifurcations in a bistable system under white noise

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

Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei

2015-08-15

In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochasticmore » P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.« less

Interaction-induced backscattering in short quantum wires

DOE PAGES

Rieder, M. -T.; Micklitz, T.; Levchenko, A.; ...

2014-10-06

We study interaction-induced backscattering in clean quantum wires with adiabatic contacts exposed to a voltage bias. Particle backscattering relaxes such systems to a fully equilibrated steady state only on length scales exponentially large in the ratio of bandwidth of excitations and temperature. Here in this paper we focus on shorter wires in which full equilibration is not accomplished. Signatures of relaxation then are due to backscattering of hole excitations close to the band bottom which perform a diffusive motion in momentum space while scattering from excitations at the Fermi level. This is reminiscent to the first passage problem of amore » Brownian particle and, regardless of the interaction strength, can be described by an inhomogeneous Fokker-Planck equation. From general solutions of the latter we calculate the hole backscattering rate for different wire lengths and discuss the resulting length dependence of interaction-induced correction to the conductance of a clean single channel quantum wire.« less

Comptonization of X-rays by low-temperature electrons. [photon wavelength redistribution in cosmic sources

NASA Technical Reports Server (NTRS)

Illarionov, A.; Kallman, T.; Mccray, R.; Ross, R.

1979-01-01

A method is described for calculating the spectrum that results from the Compton scattering of a monochromatic source of X-rays by low-temperature electrons, both for initial-value relaxation problems and for steady-state spatial diffusion problems. The method gives an exact solution of the inital-value problem for evolution of the spectrum in an infinite homogeneous medium if Klein-Nishina corrections to the Thomson cross section are neglected. This, together with approximate solutions for problems in which Klein-Nishina corrections are significant and/or spatial diffusion occurs, shows spectral structure near the original photon wavelength that may be used to infer physical conditions in cosmic X-ray sources. Explicit results, shown for examples of time relaxation in an infinite medium and spatial diffusion through a uniform sphere, are compared with results obtained by Monte Carlo calculations and by solving the appropriate Fokker-Planck equation.

Accelerated Monte Carlo Methods for Coulomb Collisions

NASA Astrophysics Data System (ADS)

Rosin, Mark; Ricketson, Lee; Dimits, Andris; Caflisch, Russel; Cohen, Bruce

2014-03-01

We present a new highly efficient multi-level Monte Carlo (MLMC) simulation algorithm for Coulomb collisions in a plasma. The scheme, initially developed and used successfully for applications in financial mathematics, is applied here to kinetic plasmas for the first time. The method is based on a Langevin treatment of the Landau-Fokker-Planck equation and has a rich history derived from the works of Einstein and Chandrasekhar. The MLMC scheme successfully reduces the computational cost of achieving an RMS error ɛ in the numerical solution to collisional plasma problems from (ɛ-3) - for the standard state-of-the-art Langevin and binary collision algorithms - to a theoretically optimal (ɛ-2) scaling, when used in conjunction with an underlying Milstein discretization to the Langevin equation. In the test case presented here, the method accelerates simulations by factors of up to 100. We summarize the scheme, present some tricks for improving its efficiency yet further, and discuss the method's range of applicability. Work performed for US DOE by LLNL under contract DE-AC52- 07NA27344 and by UCLA under grant DE-FG02-05ER25710.

Comparisons of characteristic timescales and approximate models for Brownian magnetic nanoparticle rotations

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

Reeves, Daniel B., E-mail: dbr@Dartmouth.edu; Weaver, John B.

2015-06-21

Magnetic nanoparticles are promising tools for a host of therapeutic and diagnostic medical applications. The dynamics of rotating magnetic nanoparticles in applied magnetic fields depend strongly on the type and strength of the field applied. There are two possible rotation mechanisms and the decision for the dominant mechanism is often made by comparing the equilibrium relaxation times. This is a problem when particles are driven with high-amplitude fields because they are not necessarily at equilibrium at all. Instead, it is more appropriate to consider the “characteristic timescales” that arise in various applied fields. Approximate forms for the characteristic time ofmore » Brownian particle rotations do exist and we show agreement between several analytical and phenomenological-fit models to simulated data from a stochastic Langevin equation approach. We also compare several approximate models with solutions of the Fokker-Planck equation to determine their range of validity for general fields and relaxation times. The effective field model is an excellent approximation, while the linear response solution is only useful for very low fields and frequencies for realistic Brownian particle rotations.« less

Hybrid reconstruction of field-reversed configurations

NASA Astrophysics Data System (ADS)

Steinhauer, Loren; TAE Team

2016-10-01

Field-reversed configurations (FRC) are poorly represented by fluid-based models and require instead an ion-distribution function. Two such populations are needed since ``core'' ions are roughly restricted to the region inside the separatrix, whereas ``periphery'' ions can escape along open field lines. The Vlasov equation governs the distribution, the general solution to which is an arbitrary function of the constants of motion (Hamiltonian, canonical angular momentum). Only a small subset of such distributions are realistic in view of collisions, which smooth the distribution, and instabilities, which reorganize the field structure. Collisions and end loss are included if the distribution is a solution to the Fokker-Planck (FP) equation. Vlasov and FP solutions are nearly identical in weakly-collisional plasmas. Numerical construction of such equilibria requires solving both Ampere's law for the magnetic flux variable and the ponderous task of a full velocity-space integration at each point. The latter can be done analytically by expressing the distribution as the superposition of simple basis elements. This procedure allows rapid reconstruction of evolving equilibria based on limited diagnostic observables in FRC experiments.

Communication: On the diffusion tensor in macroscopic theory of cavitation

NASA Astrophysics Data System (ADS)

Shneidman, Vitaly A.

2017-08-01

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

Stabilization effect of Weibel modes in relativistic laser fusion plasma

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

Belghit, Slimen, E-mail: Belghit.slimen@gmail.com; Sid, Abdelaziz, E-mail: Sid-abdelaziz@hotmail.com

In this work, the Weibel instability (WI) due to inverse bremsstrahlung (IB) absorption in a laser fusion plasma has been investigated. The stabilization effect due to the coupling of the self-generated magnetic field by WI with the laser wave field is explicitly shown. In this study, the relativistic effects are taken into account. Here, the basic equation is the relativistic Fokker-Planck (F-P) equation. The main obtained result is that the coupling of self-generated magnetic field with the laser wave causes a stabilizing effect of excited Weibel modes. We found a decrease in the spectral range of Weibel unstable modes. Thismore » decreasing is accompanied by a reduction of two orders in the growth rate of instable Weibel modes or even stabilization of these modes. It has been shown that the previous analysis of the Weibel instability due to IB has overestimated the values of the generated magnetic fields. Therefore, the generation of magnetic fields by the WI due to IB should not affect the experiences of an inertial confinement fusion.« less

Tempest Neoclassical Simulation of Fusion Edge Plasmas

NASA Astrophysics Data System (ADS)

Xu, X. Q.; Xiong, Z.; Cohen, B. I.; Cohen, R. H.; Dorr, M.; Hittinger, J.; Kerbel, G. D.; Nevins, W. M.; Rognlien, T. D.

2006-04-01

We are developing a continuum gyrokinetic full-F code, TEMPEST, to simulate edge plasmas. The geometry is that of a fully diverted tokamak and so includes boundary conditions for both closed magnetic flux surfaces and open field lines. The code, presently 4-dimensional (2D2V), includes kinetic ions and electrons, a gyrokinetic Poisson solver for electric field, and the nonlinear Fokker-Planck collision operator. Here we present the simulation results of neoclassical transport with Boltzmann electrons. In a large aspect ratio circular geometry, excellent agreement is found for neoclassical equilibrium with parallel flows in the banana regime without a temperature gradient. In divertor geometry, it is found that the endloss of particles and energy induces pedestal-like density and temperature profiles inside the magnetic separatrix and parallel flow stronger than the neoclassical predictions in the SOL. The impact of the X-point divertor geometry on the self-consistent electric field and geo-acoustic oscillations will be reported. We will also discuss the status of extending TEMPEST into a 5-D code.

The concept of collision strength and its applications

NASA Astrophysics Data System (ADS)

Chang, Yongbin

Collision strength, the measure of strength for a binary collision, hasn't been defined clearly. In practice, many physical arguments have been employed for the purpose and taken for granted. A scattering angle has been widely and intensively used as a measure of collision strength in plasma physics for years. The result of this is complication and unnecessary approximation in deriving some of the basic kinetic equations and in calculating some of the basic physical terms. The Boltzmann equation has a five-fold integral collision term that is complicated. Chandrasekhar and Spitzer's approaches to the linear Fokker-Planck coefficients have several approximations. An effective variable-change technique has been developed in this dissertation as an alternative to scattering angle as the measure of collision strength. By introducing the square of the reduced impulse or its equivalencies as a collision strength variable, many plasma calculations have been simplified. The five-fold linear Boltzmann collision integral and linearized Boltzmann collision integral are simplified to three-fold integrals. The arbitrary order linear Fokker-Planck coefficients are calculated and expressed in a uniform expression. The new theory provides a simple and exact method for describing the equilibrium plasma collision rate, and a precise calculation of the equilibrium relaxation time. It generalizes bimolecular collision reaction rate theory to a reaction rate theory for plasmas. A simple formula of high precision with wide temperature range has been developed for electron impact ionization rates for carbon atoms and ions. The universality of the concept of collision strength is emphasized. This dissertation will show how Arrhenius' chemical reaction rate theory and Thomson's ionization theory can be unified as one single theory under the concept of collision strength, and how many important physical terms in different disciplines, such as activation energy in chemical reaction theory, ionization energy in Thomson's ionization theory, and the Coulomb logarithm in plasma physics, can be unified into a single one---the threshold value of collision strength. The collision strength, which is a measure of a transfer of momentum in units of energy, can be used to reconcile the differences between Descartes' opinion and Leibnitz's opinion about the "true" measure of a force. Like Newton's second law, which provides an instantaneous measure of a force, collision strength, as a cumulative measure of a force, can be regarded as part of a law of force in general.

On the solution of the continuity equation for precipitating electrons in solar flares

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

Emslie, A. Gordon; Holman, Gordon D.; Litvinenko, Yuri E., E-mail: emslieg@wku.edu, E-mail: gordon.d.holman@nasa.gov

2014-09-01

Electrons accelerated in solar flares are injected into the surrounding plasma, where they are subjected to the influence of collisional (Coulomb) energy losses. Their evolution is modeled by a partial differential equation describing continuity of electron number. In a recent paper, Dobranskis and Zharkova claim to have found an 'updated exact analytical solution' to this continuity equation. Their solution contains an additional term that drives an exponential decrease in electron density with depth, leading them to assert that the well-known solution derived by Brown, Syrovatskii and Shmeleva, and many others is invalid. We show that the solution of Dobranskis andmore » Zharkova results from a fundamental error in the application of the method of characteristics and is hence incorrect. Further, their comparison of the 'new' analytical solution with numerical solutions of the Fokker-Planck equation fails to lend support to their result. We conclude that Dobranskis and Zharkova's solution of the universally accepted and well-established continuity equation is incorrect, and that their criticism of the correct solution is unfounded. We also demonstrate the formal equivalence of the approaches of Syrovatskii and Shmeleva and Brown, with particular reference to the evolution of the electron flux and number density (both differential in energy) in a collisional thick target. We strongly urge use of these long-established, correct solutions in future works.« less

Effect of nonlinear friction on the motion of an object on solid surface induced by external vibration

NASA Astrophysics Data System (ADS)

Gooh Pattader, Partho Sarathi

There are enumerable examples of natural processes which fall in the class of non-equilibrium stochastic dynamics. In the literature it is prescribed that such a process can be described completely using transition probability that satisfy the Fokker Planck equation. The analytical solutions of transition probability density function are difficult to obtain and are available for linear systems along with few first order nonlinear systems. We studied such nonlinear stochastic systems and tried to identify the important parameters associated with the dynamics and energy dissipative mechanism using statistical tools. We present experimental study of macroscopic systems driven away far from equilibrium with an applied bias and external mechanical noise. This includes sliding of small solid object, gliding of a liquid drop or a rolling of a rigid sphere. We demonstrated that the displacement statistics are non-Gaussian at short observation time, but they tend towards a Gaussian behavior at long time scale. We also found that, the drift velocity increases sub-linearly, but the diffusivity increases super-linearly with the strength of the noise. These observations reflect that the underlying non-linear friction controls the stochastic dynamics in each of these cases. We established a new statistical approach to determine the underlying friction law and identified the operating range of linear and nonlinear friction regime. In all these experiments source of the noise and the origin of the energy dissipation mechanism (i.e. friction) are decoupled. Naturally question arises whether the stochastic dynamics of these athermal systems are amenable to Einstein's Fluctuation dissipation theorem which is valid strictly for a closed thermodynamic system. We addressed these issues by comparing Einstein's ratio of Diffusivity and mobility which are measurable quantities in our experimental systems. As all our experimental systems exhibit substantial negative fluctuations of displacement that diminishes with observation time scale, we used another approach of integrated fluctuation theorem to identify athermal temperature of the system by characterizing a persistence time of negative fluctuations in terms of the measurable quantity. Specific experiments have also been designed to study the crossing of a small object over a physical barrier assisted by an external noise and a bias force. These results mimic the classical Arrhenius behavior from which another effective temperature may be deduced. All these studies confer that the nonlinear system does not possess any unique temperature. Detachment of a solid sphere as well as a liquid drop from a structured rubber surface during subcritical motion in presence of external noise was examined in the light of Arrhenius' activated rate equation. Drift velocity of small drops of water-glycerin solution behaves nonlinearly with viscosity which is reminiscence of Kramers' turn over theory of activated rate. In a designed experiment of barrier crossing of liquid drops we satisfactorily verified the Kramers' formalism of activated rate at the low friction limit.

Eulerian simulations of collisional effects on electrostatic plasma waves

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

Pezzi, Oreste; Valentini, Francesco; Perrone, Denise

2013-09-15

The problem of collisions in a plasma is a wide subject with a huge historical literature. In fact, the description of realistic plasmas is a tough problem to attack, both from the theoretical and the numerical point of view. In this paper, a Eulerian time-splitting algorithm for the study of the propagation of electrostatic waves in collisional plasmas is presented. Collisions are modeled through one-dimensional operators of the Fokker-Planck type, both in linear and nonlinear forms. The accuracy of the numerical code is discussed by comparing the numerical results to the analytical predictions obtained in some limit cases when tryingmore » to evaluate the effects of collisions in the phenomenon of wave plasma echo and collisional dissipation of Bernstein-Greene-Kruskal waves. Particular attention is devoted to the study of the nonlinear Dougherty collisional operator, recently used to describe the collisional dissipation of electron plasma waves in a pure electron plasma column [M. W. Anderson and T. M. O'Neil, Phys. Plasmas 14, 112110 (2007)]. Finally, for the study of collisional plasmas, a recipe to set the simulation parameters in order to prevent the filamentation problem can be provided, by exploiting the property of velocity diffusion operators to smooth out small velocity scales.« less

Gyrokinetic simulation of edge blobs and divertor heat-load footprint

NASA Astrophysics Data System (ADS)

Chang, C. S.; Ku, S.; Hager, R.; Churchill, M.; D'Azevedo, E.; Worley, P.

2015-11-01

Gyrokinetic study of divertor heat-load width Lq has been performed using the edge gyrokinetic code XGC1. Both neoclassical and electrostatic turbulence physics are self-consistently included in the simulation with fully nonlinear Fokker-Planck collision operation and neutral recycling. Gyrokinetic ions and drift kinetic electrons constitute the plasma in realistic magnetic separatrix geometry. The electron density fluctuations from nonlinear turbulence form blobs, as similarly seen in the experiments. DIII-D and NSTX geometries have been used to represent today's conventional and tight aspect ratio tokamaks. XGC1 shows that the ion neoclassical orbit dynamics dominates over the blob physics in setting Lq in the sample DIII-D and NSTX plasmas, re-discovering the experimentally observed 1/Ip type scaling. Magnitude of Lq is in the right ballpark, too, in comparison with experimental data. However, in an ITER standard plasma, XGC1 shows that the negligible neoclassical orbit excursion effect makes the blob dynamics to dominate Lq. Differently from Lq 1mm (when mapped back to outboard midplane) as was predicted by simple-minded extrapolation from the present-day data, XGC1 shows that Lq in ITER is about 1 cm that is somewhat smaller than the average blob size. Supported by US DOE and the INCITE program.

Stochastic theory of large-scale enzyme-reaction networks: Finite copy number corrections to rate equation models

NASA Astrophysics Data System (ADS)

Thomas, Philipp; Straube, Arthur V.; Grima, Ramon

2010-11-01

Chemical reactions inside cells occur in compartment volumes in the range of atto- to femtoliters. Physiological concentrations realized in such small volumes imply low copy numbers of interacting molecules with the consequence of considerable fluctuations in the concentrations. In contrast, rate equation models are based on the implicit assumption of infinitely large numbers of interacting molecules, or equivalently, that reactions occur in infinite volumes at constant macroscopic concentrations. In this article we compute the finite-volume corrections (or equivalently the finite copy number corrections) to the solutions of the rate equations for chemical reaction networks composed of arbitrarily large numbers of enzyme-catalyzed reactions which are confined inside a small subcellular compartment. This is achieved by applying a mesoscopic version of the quasisteady-state assumption to the exact Fokker-Planck equation associated with the Poisson representation of the chemical master equation. The procedure yields impressively simple and compact expressions for the finite-volume corrections. We prove that the predictions of the rate equations will always underestimate the actual steady-state substrate concentrations for an enzyme-reaction network confined in a small volume. In particular we show that the finite-volume corrections increase with decreasing subcellular volume, decreasing Michaelis-Menten constants, and increasing enzyme saturation. The magnitude of the corrections depends sensitively on the topology of the network. The predictions of the theory are shown to be in excellent agreement with stochastic simulations for two types of networks typically associated with protein methylation and metabolism.

Thermalization of mini-jets in a quark-gluon plasma

NASA Astrophysics Data System (ADS)

Iancu, Edmond; Wu, Bin

2015-10-01

We complete the physical picture for the evolution of a high-energy jet propagating through a weakly-coupled quark-gluon plasma by investigating the thermalization of the soft components of the jet. We argue that the following scenario should hold: the leading particle emits a significant number of mini-jets which promptly evolve via quasi-democratic branchings and thus degrade into a myriad of soft gluons, with energies of the order of the medium temperature T. Via elastic collisions with the medium constituents, these soft gluons relax to local thermal equilibrium with the plasma over a time scale which is considerably shorter than the typical lifetime of the mini-jet. The thermalized gluons form a tail which lags behind the hard components of the jet. We support this scenario, first, via parametric arguments and, next, by studying a simplified kinetic equation, which describes the jet dynamics in longitudinal phase-space. We solve the kinetic equation using both (semi-)analytical and numerical methods. In particular, we obtain the first exact, analytic, solutions to the ultrarelativistic Fokker-Planck equation in one-dimensional phase-space. Our results confirm the physical picture aforementioned and demonstrate the quenching of the jet via multiple branching followed by the thermalization of the soft gluons in the cascades.

Kinetics of binary nucleation of vapors in size and composition space.

PubMed

Fisenko, Sergey P; Wilemski, Gerald

2004-11-01

We reformulate the kinetic description of binary nucleation in the gas phase using two natural independent variables: the total number of molecules g and the molar composition x of the cluster. The resulting kinetic equation can be viewed as a two-dimensional Fokker-Planck equation describing the simultaneous Brownian motion of the clusters in size and composition space. Explicit expressions for the Brownian diffusion coefficients in cluster size and composition space are obtained. For characterization of binary nucleation in gases three criteria are established. These criteria establish the relative importance of the rate processes in cluster size and composition space for different gas phase conditions and types of liquid mixtures. The equilibrium distribution function of the clusters is determined in terms of the variables g and x. We obtain an approximate analytical solution for the steady-state binary nucleation rate that has the correct limit in the transition to unary nucleation. To further illustrate our description, the nonequilibrium steady-state cluster concentrations are found by numerically solving the reformulated kinetic equation. For the reformulated transient problem, the relaxation or induction time for binary nucleation was calculated using Galerkin's method. This relaxation time is affected by processes in both size and composition space, but the contributions from each process can be separated only approximately.

Theory of relativistic Brownian motion in the presence of electromagnetic field in (1+1) dimension

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Annesh; Bandyopadhyay, M.; Bhamidipati, C.

2018-04-01

In this work, we consider the relativistic generalization of the theory of Brownian motion for the (1+1) dimensional case, which is again consistent with Einstein's special theory of relativity and reduces to standard Brownian motion in the Newtonian limit. All the generalizations are made considering Special theory of relativity into account. The particle under consideration has a velocity close to the speed of light and is a free Brownian particle suspended in a heat bath. With this generalization the velocity probability density functions are also obtained using Ito, Stratonovich and Hanggi-Klimontovich approach of pre-point, mid-point and post-point discretization rule. Subsequently, in our work, we have obtained the relativistic Langevin equations in the presence of an electromagnetic field. Finally, taking a special case of a constant vector potential and a constant electric field into account the Langevin equations are solved for the momentum and subsequently the velocity of the particle. Using a similar approach to the Fokker-planck equations of motion, the velocity distributions are also obtained in the presence of a constant vector potential and are plotted, which shows essential deviations from the one obtained without a potential. Our constant potential model can be realized in an optical potential.

Fokker-Planck simulation of runaway electron generation in disruptions with the hot-tail effect

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

Nuga, H., E-mail: nuga@p-grp.nucleng.kyoto-u.ac.jp; Fukuyama, A.; Yagi, M.

2016-06-15

To study runaway electron generation in disruptions, we have extended the three-dimensional (two-dimensional in momentum space; one-dimensional in the radial direction) Fokker-Planck code, which describes the evolution of the relativistic momentum distribution function of electrons and the induced toroidal electric field in a self-consistent manner. A particular focus is placed on the hot-tail effect in two-dimensional momentum space. The effect appears if the drop of the background plasma temperature is sufficiently rapid compared with the electron-electron slowing down time for a few times of the pre-quench thermal velocity. It contributes to not only the enhancement of the primary runaway electronmore » generation but also the broadening of the runaway electron distribution in the pitch angle direction. If the thermal energy loss during the major disruption is assumed to be isotropic, there are hot-tail electrons that have sufficiently large perpendicular momentum, and the runaway electron distribution becomes broader in the pitch angle direction. In addition, the pitch angle scattering also yields the broadening. Since the electric field is reduced due to the burst of runaway electron generation, the time required for accelerating electrons to the runaway region becomes longer. The longer acceleration period makes the pitch-angle scattering more effective.« less

Impurities in a non-axisymmetric plasma. Transport and effect on bootstrap current

DOE PAGES

Mollén, A.; Landreman, M.; Smith, H. M.; ...

2015-11-20

Impurities cause radiation losses and plasma dilution, and in stellarator plasmas the neoclassical ambipolar radial electric field is often unfavorable for avoiding strong impurity peaking. In this work we use a new continuum drift-kinetic solver, the SFINCS code (the Stellarator Fokker-Planck Iterative Neoclassical Conservative Solver) [M. Landreman et al., Phys. Plasmas 21 (2014) 042503] which employs the full linearized Fokker-Planck-Landau operator, to calculate neoclassical impurity transport coefficients for a Wendelstein 7-X (W7-X) magnetic configuration. We compare SFINCS calculations with theoretical asymptotes in the high collisionality limit. We observe and explain a 1/nu-scaling of the inter-species radial transport coefficient at lowmore » collisionality, arising due to the field term in the inter-species collision operator, and which is not found with simplified collision models even when momentum correction is applied. However, this type of scaling disappears if a radial electric field is present. We use SFINCS to analyze how the impurity content affects the neoclassical impurity dynamics and the bootstrap current. We show that a change in plasma effective charge Z eff of order unity can affect the bootstrap current enough to cause a deviation in the divertor strike point locations.« less

Entropy-based separation of yeast cells using a microfluidic system of conjoined spheres

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

Huang, Kai-Jian; Qin, S.-J., E-mail: shuijie.qin@gmail.com; Bai, Zhong-Chen

2013-11-21

A physical model is derived to create a biological cell separator that is based on controlling the entropy in a microfluidic system having conjoined spherical structures. A one-dimensional simplified model of this three-dimensional problem in terms of the corresponding effects of entropy on the Brownian motion of particles is presented. This dynamic mechanism is based on the Langevin equation from statistical thermodynamics and takes advantage of the characteristics of the Fokker-Planck equation. This mechanism can be applied to manipulate biological particles inside a microfluidic system with identical, conjoined, spherical compartments. This theoretical analysis is verified by performing a rapid andmore » a simple technique for separating yeast cells in these conjoined, spherical microfluidic structures. The experimental results basically match with our theoretical model and we further analyze the parameters which can be used to control this separation mechanism. Both numerical simulations and experimental results show that the motion of the particles depends on the geometrical boundary conditions of the microfluidic system and the initial concentration of the diffusing material. This theoretical model can be implemented in future biophysics devices for the optimized design of passive cell sorters.« less

Non-equilibrium Statistical Mechanics and the Sea Ice Thickness Distribution

NASA Astrophysics Data System (ADS)

Wettlaufer, John; Toppaladoddi, Srikanth

We use concepts from non-equilibrium statistical physics to transform the original evolution equation for the sea ice thickness distribution g (h) due to Thorndike et al., (1975) into a Fokker-Planck like conservation law. The steady solution is g (h) = calN (q) hqe - h / H , where q and H are expressible in terms of moments over the transition probabilities between thickness categories. The solution exhibits the functional form used in observational fits and shows that for h << 1 , g (h) is controlled by both thermodynamics and mechanics, whereas for h >> 1 only mechanics controls g (h) . Finally, we derive the underlying Langevin equation governing the dynamics of the ice thickness h, from which we predict the observed g (h) . This allows us to demonstrate that the ice thickness field is ergodic. The genericity of our approach provides a framework for studying the geophysical scale structure of the ice pack using methods of broad relevance in statistical mechanics. Swedish Research Council Grant No. 638-2013-9243, NASA Grant NNH13ZDA001N-CRYO and the National Science Foundation and the Office of Naval Research under OCE-1332750 for support.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise

NASA Astrophysics Data System (ADS)

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ -stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α . We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ -stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

Exact milestoning

PubMed Central

Bello-Rivas, Juan M.; Elber, Ron

2015-01-01

A new theory and an exact computer algorithm for calculating kinetics and thermodynamic properties of a particle system are described. The algorithm avoids trapping in metastable states, which are typical challenges for Molecular Dynamics (MD) simulations on rough energy landscapes. It is based on the division of the full space into Voronoi cells. Prior knowledge or coarse sampling of space points provides the centers of the Voronoi cells. Short time trajectories are computed between the boundaries of the cells that we call milestones and are used to determine fluxes at the milestones. The flux function, an essential component of the new theory, provides a complete description of the statistical mechanics of the system at the resolution of the milestones. We illustrate the accuracy and efficiency of the exact Milestoning approach by comparing numerical results obtained on a model system using exact Milestoning with the results of long trajectories and with a solution of the corresponding Fokker-Planck equation. The theory uses an equation that resembles the approximate Milestoning method that was introduced in 2004 [A. K. Faradjian and R. Elber, J. Chem. Phys. 120(23), 10880-10889 (2004)]. However, the current formulation is exact and is still significantly more efficient than straightforward MD simulations on the system studied. PMID:25747056

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

Bello-Rivas, Juan M.; Elber, Ron; Department of Chemistry, University of Texas at Austin, Austin, Texas 78712

A new theory and an exact computer algorithm for calculating kinetics and thermodynamic properties of a particle system are described. The algorithm avoids trapping in metastable states, which are typical challenges for Molecular Dynamics (MD) simulations on rough energy landscapes. It is based on the division of the full space into Voronoi cells. Prior knowledge or coarse sampling of space points provides the centers of the Voronoi cells. Short time trajectories are computed between the boundaries of the cells that we call milestones and are used to determine fluxes at the milestones. The flux function, an essential component of themore » new theory, provides a complete description of the statistical mechanics of the system at the resolution of the milestones. We illustrate the accuracy and efficiency of the exact Milestoning approach by comparing numerical results obtained on a model system using exact Milestoning with the results of long trajectories and with a solution of the corresponding Fokker-Planck equation. The theory uses an equation that resembles the approximate Milestoning method that was introduced in 2004 [A. K. Faradjian and R. Elber, J. Chem. Phys. 120(23), 10880-10889 (2004)]. However, the current formulation is exact and is still significantly more efficient than straightforward MD simulations on the system studied.« less

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise.

PubMed

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ-stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α. We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ-stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

A minimal model of an autonomous thermal motor

NASA Astrophysics Data System (ADS)

Fogedby, Hans C.; Imparato, Alberto

2017-09-01

We consider a model of a Brownian motor composed of two coupled overdamped degrees of freedom moving in periodic potentials and driven by two heat reservoirs. This model exhibits a spontaneous breaking of symmetry and gives rise to directed transport in the case of a non-vanishing interparticle interaction strength. For strong coupling between the particles we derive an expression for the propagation velocity valid for arbitrary periodic potentials. In the limit of strong coupling the model is equivalent to the Büttiker-Landauer model for a single particle diffusing in an environment with position-dependent temperature. By using numerical calculations of the Fokker-Planck equation and simulations of the Langevin equations we study the model for arbitrary coupling, retrieving many features of the strong-coupling limit. In particular, directed transport emerges even for symmetric potentials. For distinct heat reservoirs the heat currents are well-defined quantities allowing a study of the motor efficiency. We show that the optimal working regime occurs for moderate coupling. Finally, we introduce a model with discrete phase space which captures the essential features of the continuous model, can be solved in the limit of weak coupling, and exhibits a larger efficiency than the continuous counterpart.

Heat, temperature and Clausius inequality in a model for active Brownian particles

PubMed Central

Marconi, Umberto Marini Bettolo; Puglisi, Andrea; Maggi, Claudio

2017-01-01

Methods of stochastic thermodynamics and hydrodynamics are applied to a recently introduced model of active particles. The model consists of an overdamped particle subject to Gaussian coloured noise. Inspired by stochastic thermodynamics, we derive from the system’s Fokker-Planck equation the average exchanges of heat and work with the active bath and the associated entropy production. We show that a Clausius inequality holds, with the local (non-uniform) temperature of the active bath replacing the uniform temperature usually encountered in equilibrium systems. Furthermore, by restricting the dynamical space to the first velocity moments of the local distribution function we derive a hydrodynamic description where local pressure, kinetic temperature and internal heat fluxes appear and are consistent with the previous thermodynamic analysis. The procedure also shows under which conditions one obtains the unified coloured noise approximation (UCNA): such an approximation neglects the fast relaxation to the active bath and therefore yields detailed balance and zero entropy production. In the last part, by using multiple time-scale analysis, we provide a constructive method (alternative to UCNA) to determine the solution of the Kramers equation and go beyond the detailed balance condition determining negative entropy production. PMID:28429787

Heat, temperature and Clausius inequality in a model for active Brownian particles.

PubMed

Marconi, Umberto Marini Bettolo; Puglisi, Andrea; Maggi, Claudio

2017-04-21

Methods of stochastic thermodynamics and hydrodynamics are applied to a recently introduced model of active particles. The model consists of an overdamped particle subject to Gaussian coloured noise. Inspired by stochastic thermodynamics, we derive from the system's Fokker-Planck equation the average exchanges of heat and work with the active bath and the associated entropy production. We show that a Clausius inequality holds, with the local (non-uniform) temperature of the active bath replacing the uniform temperature usually encountered in equilibrium systems. Furthermore, by restricting the dynamical space to the first velocity moments of the local distribution function we derive a hydrodynamic description where local pressure, kinetic temperature and internal heat fluxes appear and are consistent with the previous thermodynamic analysis. The procedure also shows under which conditions one obtains the unified coloured noise approximation (UCNA): such an approximation neglects the fast relaxation to the active bath and therefore yields detailed balance and zero entropy production. In the last part, by using multiple time-scale analysis, we provide a constructive method (alternative to UCNA) to determine the solution of the Kramers equation and go beyond the detailed balance condition determining negative entropy production.

Cosmic ray propagation in interplanetary space

NASA Technical Reports Server (NTRS)

Voelk, H. J.

1975-01-01

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

Lotka-Volterra system in a random environment.

PubMed

Dimentberg, Mikhail F

2002-03-01

Classical Lotka-Volterra (LV) model for oscillatory behavior of population sizes of two interacting species (predator-prey or parasite-host pairs) is conservative. This may imply unrealistically high sensitivity of the system's behavior to environmental variations. Thus, a generalized LV model is considered with the equation for preys' reproduction containing the following additional terms: quadratic "damping" term that accounts for interspecies competition, and term with white-noise random variations of the preys' reproduction factor that simulates the environmental variations. An exact solution is obtained for the corresponding Fokker-Planck-Kolmogorov equation for stationary probability densities (PDF's) of the population sizes. It shows that both population sizes are independent gamma-distributed stationary random processes. Increasing level of the environmental variations does not lead to extinction of the populations. However it may lead to an intermittent behavior, whereby one or both population sizes experience very rare and violent short pulses or outbreaks while remaining on a very low level most of the time. This intermittency is described analytically by direct use of the solutions for the PDF's as well as by applying theory of excursions of random functions and by predicting PDF of peaks in the predators' population size.

Lotka-Volterra system in a random environment

NASA Astrophysics Data System (ADS)

Dimentberg, Mikhail F.

2002-03-01

Classical Lotka-Volterra (LV) model for oscillatory behavior of population sizes of two interacting species (predator-prey or parasite-host pairs) is conservative. This may imply unrealistically high sensitivity of the system's behavior to environmental variations. Thus, a generalized LV model is considered with the equation for preys' reproduction containing the following additional terms: quadratic ``damping'' term that accounts for interspecies competition, and term with white-noise random variations of the preys' reproduction factor that simulates the environmental variations. An exact solution is obtained for the corresponding Fokker-Planck-Kolmogorov equation for stationary probability densities (PDF's) of the population sizes. It shows that both population sizes are independent γ-distributed stationary random processes. Increasing level of the environmental variations does not lead to extinction of the populations. However it may lead to an intermittent behavior, whereby one or both population sizes experience very rare and violent short pulses or outbreaks while remaining on a very low level most of the time. This intermittency is described analytically by direct use of the solutions for the PDF's as well as by applying theory of excursions of random functions and by predicting PDF of peaks in the predators' population size.

Effects of group velocity and multiplasmon resonances on the modulation of Langmuir waves in a degenerate plasma

NASA Astrophysics Data System (ADS)

Misra, Amar P.; Chatterjee, Debjani; Brodin, Gert

2017-11-01

We study the nonlinear wave modulation of Langmuir waves (LWs) in a fully degenerate plasma. Using the Wigner-Moyal equation coupled to the Poisson equation and the multiple scale expansion technique, a modified nonlocal nonlinear Schrödinger (NLS) equation is derived which governs the evolution of LW envelopes in degenerate plasmas. The nonlocal nonlinearity in the NLS equation appears due to the group velocity and multiplasmon resonances, i.e., resonances induced by the simultaneous particle absorption of multiple wave quanta. We focus on the regime where the resonant velocity of electrons is larger than the Fermi velocity and thereby the linear Landau damping is forbidden. As a result, the nonlinear wave-particle resonances due to the group velocity and multiplasmon processes are the dominant mechanisms for wave-particle interaction. It is found that in contrast to classical or semiclassical plasmas, the group velocity resonance does not necessarily give rise the wave damping in the strong quantum regime where ℏ k ˜m vF with ℏ denoting the reduced Planck's constant, m the electron mass, and vF the Fermi velocity; however, the three-plasmon process plays a dominant role in the nonlinear Landau damping of wave envelopes. In this regime, the decay rate of the wave amplitude is also found to be higher compared to that in the modest quantum regime where the multiplasmon effects are forbidden.

Probable or improbable universe? Correlating electroweak vacuum instability with the scale of inflation

DOE PAGES

Hook, Anson; Kearney, John; Shakya, Bibhushan; ...

2015-01-13

Measurements of the Higgs boson and top quark masses indicate that the Standard Model Higgs potential becomes unstable around Λ I ~ 10 11 GeV. This instability is cosmologically relevant since quantum fluctuations during inflation can easily destabilize the electroweak vacuum if the Hubble parameter during inflation is larger than Λ I (as preferred by the recent BICEP 2 measurement). Here, we perform a careful study of the evolution of the Higgs field during inflation, obtaining different results from those currently in the literature. We consider both tunneling via a Coleman-de Luccia or Hawking-Moss instanton, valid when the scale ofmore » inflation is below the instability scale, as well as a statistical treatment via the Fokker-Planck equation appropriate in the opposite regime. We show that a better understanding of the post-inflation evolution of the unstable AdS vacuum regions is crucial for determining the eventual fate of the universe. If these AdS regions devour all of space, a universe like ours is indeed extremely unlikely without new physics to stabilize the Higgs potential; however, if these regions crunch, our universe survives, but inflation must last a few e-folds longer to compensate for the lost AdS regions. Lastly, we examine the effects of generic Planck-suppressed corrections to the Higgs potential, which can be sufficient to stabilize the electroweak vacuum during inflation.« less

From quantum to classical modeling of radiation reaction: A focus on stochasticity effects

NASA Astrophysics Data System (ADS)

Niel, F.; Riconda, C.; Amiranoff, F.; Duclous, R.; Grech, M.

2018-04-01

Radiation reaction in the interaction of ultrarelativistic electrons with a strong external electromagnetic field is investigated using a kinetic approach in the nonlinear moderately quantum regime. Three complementary descriptions are discussed considering arbitrary geometries of interaction: a deterministic one relying on the quantum-corrected radiation reaction force in the Landau and Lifschitz (LL) form, a linear Boltzmann equation for the electron distribution function, and a Fokker-Planck (FP) expansion in the limit where the emitted photon energies are small with respect to that of the emitting electrons. The latter description is equivalent to a stochastic differential equation where the effect of the radiation reaction appears in the form of the deterministic term corresponding to the quantum-corrected LL friction force, and by a diffusion term accounting for the stochastic nature of photon emission. By studying the evolution of the energy moments of the electron distribution function with the three models, we are able to show that all three descriptions provide similar predictions on the temporal evolution of the average energy of an electron population in various physical situations of interest, even for large values of the quantum parameter χ . The FP and full linear Boltzmann descriptions also allow us to correctly describe the evolution of the energy variance (second-order moment) of the distribution function, while higher-order moments are in general correctly captured with the full linear Boltzmann description only. A general criterion for the limit of validity of each description is proposed, as well as a numerical scheme for the inclusion of the FP description in particle-in-cell codes. This work, not limited to the configuration of a monoenergetic electron beam colliding with a laser pulse, allows further insight into the relative importance of various effects of radiation reaction and in particular of the discrete and stochastic nature of high-energy photon emission and its back-reaction in the deformation of the particle distribution function.

Theory of nonclassical photonic states in driven-dissipative circuit quantum electrodynamics

NASA Astrophysics Data System (ADS)

Elliott, Matthew

Superconducting circuits provide an architecture upon which cavity quantum electrodynamics (QED) can be implemented at microwave frequencies in a highly tunable environment. Known as circuit QED, these systems can achieve larger nonlinearities, stronger coupling and greater controllability than can be achieved in cavity QED, all in a customisable, solid state device, making this technology an exciting test bed for both quantum optics and quantum information processing. These new parameter regimes open up new avenues for quantum technology, while also allowing older quantum optics results to finally be tested. In particular is is now possible to experimentally produce nonclassical states, such as squeezed and Schrodinger cat states, relatively simply in these devices. Using open quantum systems methods, in this thesis we investigate four problems which involve the use of nonclassical states in circuit QED. First we investigate the effects of a Kerr nonlinearity on the ability to preserve transported squeezed states in a superconducting cavity, and whether this setup permits us to generate, and perform tomography, of a highly squeezed field using a qubit, with possible applications in the characterisation of sources of squeezed microwaves. Second, we present a novel scheme for the amplification of cat states using a coupled qubit and external microwave drives, inspired by the stimulated Raman adiabatic passage. This scheme differs from similar techniques in circuit QED in that it is deterministic and therefore compatible with a protocol for stabilising cat states without the need for complex dissipation engineering. Next we use solutions of Fokker-Planck equations to study the exact steady-state response of two nonlinear systems: a transmon qubit coupled to a readout resonator, where we find good agreement with experiments and see simultaneous bistability of the cavity and transmon; and a parametrically driven nonlinear resonator, where we compare the classical and quantum phases of the system and discuss applications in the generation of squeezed states and stabilisation of cat states. Finally, we investigate the use of two different types of superconducting qubits in a single experiment, seeing that this enables engineering of the self- and cross-Kerr effects in a line of cavities. This could provide a valuable means of entangling cavity states, in addition to a resource for quantum simulation.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J. M.

2009-12-01

A proper understanding of the different behavior of intensities of galactic cosmic rays in different solar cycle phases requires solving the modulation equation with time dependence. We present a detailed description of our newly developed stochastic approach for cosmic ray modulation which we believe is the first attempt to solve the time dependent Parker equation in 3D evolving from our 3D steady state stochastic approach, which has been benchmarked extensively by using the finite difference method. Our 3D stochastic method is different from other stochastic approaches in literature (Ball et al 2005, Miyake et al 2005, and Florinski 2008) in several ways. For example, we employ spherical coordinates which makes the code much more efficient by reducing coordinate transformations. What's more, our stochastic differential equations are different from others because our map from Parker's original equation to the Fokker-Planck equation extends the method used by Jokipii and Levy 1977 while others don't although all 3D stochastic methods are essentially based on Ito formula. The advantage of the stochastic approach is that it also gives the probability information of travel times and path lengths of cosmic rays besides the intensities. We show that excellent agreement exists between solutions obtained by our steady state stochastic method and by the traditional finite difference method. We also show time dependent solutions for an idealized heliosphere which has a Parker magnetic field, a planar current sheet, and a simple initial condition.

Tuning structure and mobility of solvation shells surrounding tracer additives

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

Carmer, James; Jain, Avni; Bollinger, Jonathan A.

2015-03-28

Molecular dynamics simulations and a stochastic Fokker-Planck equation based approach are used to illuminate how position-dependent solvent mobility near one or more tracer particle(s) is affected when tracer-solvent interactions are rationally modified to affect corresponding solvation structure. For tracers in a dense hard-sphere fluid, we compare two types of tracer-solvent interactions: (1) a hard-sphere-like interaction, and (2) a soft repulsion extending beyond the hard core designed via statistical mechanical theory to enhance tracer mobility at infinite dilution by suppressing coordination-shell structure [Carmer et al., Soft Matter 8, 4083–4089 (2012)]. For the latter case, we show that the mobility of surroundingmore » solvent particles is also increased by addition of the soft repulsive interaction, which helps to rationalize the mechanism underlying the tracer’s enhanced diffusivity. However, if multiple tracer surfaces are in closer proximity (as at higher tracer concentrations), similar interactions that disrupt local solvation structure instead suppress the position-dependent solvent dynamics.« less

Tuning structure and mobility of solvation shells surrounding tracer additives.

PubMed

Carmer, James; Jain, Avni; Bollinger, Jonathan A; van Swol, Frank; Truskett, Thomas M

2015-03-28

Molecular dynamics simulations and a stochastic Fokker-Planck equation based approach are used to illuminate how position-dependent solvent mobility near one or more tracer particle(s) is affected when tracer-solvent interactions are rationally modified to affect corresponding solvation structure. For tracers in a dense hard-sphere fluid, we compare two types of tracer-solvent interactions: (1) a hard-sphere-like interaction, and (2) a soft repulsion extending beyond the hard core designed via statistical mechanical theory to enhance tracer mobility at infinite dilution by suppressing coordination-shell structure [Carmer et al., Soft Matter 8, 4083-4089 (2012)]. For the latter case, we show that the mobility of surrounding solvent particles is also increased by addition of the soft repulsive interaction, which helps to rationalize the mechanism underlying the tracer's enhanced diffusivity. However, if multiple tracer surfaces are in closer proximity (as at higher tracer concentrations), similar interactions that disrupt local solvation structure instead suppress the position-dependent solvent dynamics.

ME(SSY)**2: Monte Carlo Code for Star Cluster Simulations

NASA Astrophysics Data System (ADS)

Freitag, Marc Dewi

2013-02-01

ME(SSY)**2 stands for “Monte-carlo Experiments with Spherically SYmmetric Stellar SYstems." This code simulates the long term evolution of spherical clusters of stars; it was devised specifically to treat dense galactic nuclei. It is based on the pioneering Monte Carlo scheme proposed by Hénon in the 70's and includes all relevant physical ingredients (2-body relaxation, stellar mass spectrum, collisions, tidal disruption, ldots). It is basically a Monte Carlo resolution of the Fokker-Planck equation. It can cope with any stellar mass spectrum or velocity distribution. Being a particle-based method, it also allows one to take stellar collisions into account in a very realistic way. This unique code, featuring most important physical processes, allows million particle simulations, spanning a Hubble time, in a few CPU days on standard personal computers and provides a wealth of data only rivalized by N-body simulations. The current version of the software requires the use of routines from the "Numerical Recipes in Fortran 77" (http://www.nrbook.com/a/bookfpdf.php).

Diffusive transport in the presence of stochastically gated absorption

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; Karamched, Bhargav R.; Lawley, Sean D.; Levien, Ethan

2017-08-01

We analyze a population of Brownian particles moving in a spatially uniform environment with stochastically gated absorption. The state of the environment at time t is represented by a discrete stochastic variable k (t )∈{0 ,1 } such that the rate of absorption is γ [1 -k (t )] , with γ a positive constant. The variable k (t ) evolves according to a two-state Markov chain. We focus on how stochastic gating affects the attenuation of particle absorption with distance from a localized source in a one-dimensional domain. In the static case (no gating), the steady-state attenuation is given by an exponential with length constant √{D /γ }, where D is the diffusivity. We show that gating leads to slower, nonexponential attenuation. We also explore statistical correlations between particles due to the fact that they all diffuse in the same switching environment. Such correlations can be determined in terms of moments of the solution to a corresponding stochastic Fokker-Planck equation.

NASA Galactic Cosmic Radiation Environment Model: Badhwar - O'Neill (2014)

NASA Technical Reports Server (NTRS)

Golge, S.; O'Neill, P. M.; Slaba, T. C.

2015-01-01

The Badhwar-O'Neill (BON) Galactic Cosmic Ray (GCR) flux model has been used by NASA to certify microelectronic systems and in the analysis of radiation health risks for human space flight missions. Of special interest to NASA is the kinetic energy region below 4.0 GeV/n due to the fact that exposure from GCR behind shielding (e.g., inside a space vehicle) is heavily influenced by the GCR particles from this energy domain. The BON model numerically solves the Fokker-Planck differential equation to account for particle transport in the heliosphere due to diffusion, convection, and adiabatic deceleration under the assumption of a spherically symmetric heliosphere. The model utilizes a comprehensive database of GCR measurements from various particle detectors to determine boundary conditions. By using an updated GCR database and improved model fit parameters, the new BON model (BON14) is significantly improved over the previous BON models for describing the GCR radiation environment of interest to human space flight.

NASA Galactic Cosmic Radiation Environment Model: Badhwar-O'Neill (2014)

NASA Technical Reports Server (NTRS)

O'Neill, P. M.; Golge, S.; Slaba, T. C.

2015-01-01

The Badhwar-O'Neill (BON) Galactic Cosmic Ray (GCR) flux model is used by NASA to certify microelectronic systems and in the analysis of radiation health risks for human space flight missions. Of special interest to NASA is the kinetic energy region below 4.0 GeV/n due to the fact that exposure from GCR behind shielding (e.g., inside a space vehicle) is heavily influenced by the GCR particles from this energy domain. The BON model numerically solves the Fokker-Planck differential equation to account for particle transport in the heliosphere due to diffusion, convection, and adiabatic deceleration under the assumption of a spherically symmetric heliosphere. The model utilizes a GCR measurements database from various particle detectors to determine the boundary conditions. By using an updated GCR database and improved model fit parameters, the new BON model (BON14) is significantly improved over the previous BON models for describing the GCR radiation environment of interest to human space flight.

Spatially-Dependent Modelling of Pulsar Wind Nebula G0.9+0.1

NASA Astrophysics Data System (ADS)

van Rensburg, C.; Krüger, P. P.; Venter, C.

2018-03-01

We present results from a leptonic emission code that models the spectral energy distribution of a pulsar wind nebula by solving a Fokker-Planck-type transport equation and calculating inverse Compton and synchrotron emissivities. We have created this time-dependent, multi-zone model to investigate changes in the particle spectrum as they traverse the pulsar wind nebula, by considering a time and spatially-dependent B-field, spatially-dependent bulk particle speed implying convection and adiabatic losses, diffusion, as well as radiative losses. Our code predicts the radiation spectrum at different positions in the nebula, yielding the surface brightness versus radius and the nebular size as function of energy. We compare our new model against more basic models using the observed spectrum of pulsar wind nebula G0.9+0.1, incorporating data from H.E.S.S. as well as radio and X-ray experiments. We show that simultaneously fitting the spectral energy distribution and the energy-dependent source size leads to more stringent constraints on several model parameters.

Collective degrees of freedom involved in absorption and desorption of surfactant molecules in spherical non-ionic micelles

NASA Astrophysics Data System (ADS)

Ahn, Yong Nam; Mohan, Gunjan; Kopelevich, Dmitry I.

2012-10-01

Dynamics of absorption and desorption of a surfactant monomer into and out of a spherical non-ionic micelle is investigated by coarse-grained molecular dynamics (MD) simulations. It is shown that these processes involve a complex interplay between the micellar structure and the monomer configuration. A quantitative model for collective dynamics of these degrees of freedom is developed. This is accomplished by reconstructing a multi-dimensional free energy landscape of the surfactant-micelle system using constrained MD simulations in which the distance between the micellar and monomer centers of mass is held constant. Results of this analysis are verified by direct (unconstrained) MD simulations of surfactant absorption in the micelle. It is demonstrated that the system dynamics is likely to deviate from the minimum energy path on the energy landscape. These deviations create an energy barrier for the monomer absorption and increase an existing barrier for the monomer desorption. A reduced Fokker-Planck equation is proposed to model these effects.

Influence of thermal agitation on the electric field induced precessional magnetization reversal with perpendicular easy axis

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

Cheng, Hongguang, E-mail: chenghg7932@gmail.com; Deng, Ning

2013-12-15

We investigated the influence of thermal agitation on the electric field induced precessional magnetization switching probability with perpendicular easy axis by solving the Fokker-Planck equation numerically with finite difference method. The calculated results show that the thermal agitation during the reversal process crucially influences the switching probability. The switching probability can be achieved is only determined by the thermal stability factor Δ of the free layer, it is independent on the device dimension, which is important for the high density device application. Ultra-low error rate down to the order of 10{sup −9} can be achieved for the device of thermalmore » stability factor Δ of 40. Low damping factor α material should be used for the free layer for high reliability device applications. These results exhibit potential of electric field induced precessional magnetization switching with perpendicular easy axis for ultra-low power, high speed and high density magnetic random access memory (MRAM) applications.« less

A radially resolved kinetic model for nonlocal electron ripple diffusion losses in tokamaks

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

Robertson, Scott

A relatively simple radially resolved kinetic model is applied to the ripple diffusion problem for electrons in tokamaks. The distribution function f(r,v) is defined on a two-dimensional grid, where r is the radial coordinate and v is the velocity coordinate. Particle transport in the radial direction is from ripple and banana diffusion and transport in the velocity direction is described by the Fokker-Planck equation. Particles and energy are replaced by source functions that are adjusted to maintain a constant central density and temperature. The relaxed profiles of f(r,v) show that the electron distribution function at the wall contains suprathermal electronsmore » that have diffused from the interior that enhance ripple transport. The transport at the periphery is therefore nonlocal. The energy replacement times from the computational model are near to the experimental replacement times for tokamak discharges in the compilation by Pfeiffer and Waltz [Nucl. Fusion 19, 51 (1979)].« less

Collisional tests and an extension of the TEMPEST continuum gyrokinetic code

NASA Astrophysics Data System (ADS)

Cohen, R. H.; Dorr, M.; Hittinger, J.; Kerbel, G.; Nevins, W. M.; Rognlien, T.; Xiong, Z.; Xu, X. Q.

2006-04-01

An important requirement of a kinetic code for edge plasmas is the ability to accurately treat the effect of colllisions over a broad range of collisionalities. To test the interaction of collisions and parallel streaming, TEMPEST has been compared with published analytic and numerical (Monte Carlo, bounce-averaged Fokker-Planck) results for endloss of particles confined by combined electrostatic and magnetic wells. Good agreement is found over a wide range of collisionality, confining potential and mirror ratio, and the required velocity space resolution is modest. We also describe progress toward extension of (4-dimensional) TEMPEST into a ``kinetic edge transport code'' (a kinetic counterpart of UEDGE). The extension includes averaging of the gyrokinetic equations over fast timescales and approximating the averaged quadratic terms by diffusion terms which respect the boundaries of inaccessable regions in phase space. F. Najmabadi, R.W. Conn and R.H. Cohen, Nucl. Fusion 24, 75 (1984); T.D. Rognlien and T.A. Cutler, Nucl. Fusion 20, 1003 (1980).

Spatially dependent modelling of pulsar wind nebula G0.9+0.1

NASA Astrophysics Data System (ADS)

van Rensburg, C.; Krüger, P. P.; Venter, C.

2018-07-01

We present results from a leptonic emission code that models the spectral energy distribution of a pulsar wind nebula by solving a Fokker-Planck-type transport equation and calculating inverse Compton and synchrotron emissivities. We have created this time-dependent, multizone model to investigate changes in the particle spectrum as they traverse the pulsar wind nebula, by considering a time and spatially dependent B-field, spatially dependent bulk particle speed implying convection and adiabatic losses, diffusion, as well as radiative losses. Our code predicts the radiation spectrum at different positions in the nebula, yielding the surface brightness versus radius and the nebular size as function of energy. We compare our new model against more basic models using the observed spectrum of pulsar wind nebula G0.9+0.1, incorporating data from H.E.S.S. as well as radio and X-ray experiments. We show that simultaneously fitting the spectral energy distribution and the energy-dependent source size leads to more stringent constraints on several model parameters.

ULF Waves and Diffusive Radial Transport of Charged Particles

NASA Astrophysics Data System (ADS)

Ali, Ashar Fawad

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

Analytical solution of the Poisson-Nernst-Planck equations for an electrochemical system close to electroneutrality

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

Pabst, M., E-mail: M.Pabst@fz-juelich.de

2014-06-14

Single charge densities and the potential are used to describe models of electrochemical systems. These quantities can be calculated by solving a system of time dependent nonlinear coupled partial differential equations, the Poisson-Nernst-Planck equations. Assuming small deviations from the electroneutral equilibrium, the linearized and decoupled equations are solved for a radial symmetric geometry, which represents the interface between a cell and a sensor device. The densities and the potential are expressed by Fourier-Bessels series. The system considered has a ratio between the Debye-length and its geometric dimension on the order of 10{sup −4} so the Fourier-Bessel series can be approximatedmore » by elementary functions. The time development of the system is characterized by two time constants, τ{sub c} and τ{sub g}. The constant τ{sub c} describes the approach to the stationary state of the total charge and the potential. τ{sub c} is several orders of magnitude smaller than the geometry-dependent constant τ{sub g}, which is on the order of 10 ms characterizing the transition to the stationary state of the single ion densities.« less

Overview of the new capabilities of TORIC-v6 and comparison with TORIC-v5

NASA Astrophysics Data System (ADS)

Bilato, R.; Brambilla, M.; Bertelli, N.

2016-10-01

Since its release, version 5 (v5) of the full-wave TORIC code, characterized by an optimized parallelized solver for its routinely use in TRANSP package, has been ameliorated in many technical issues, e.g. the plasma-vacuum transition and the full-spectrum antenna modeling. For the WPCD-benchmark cases a good agreement between the new version, v6, and v5 is found. The major improvement, however, has been done in interfacing TORIC-v6 with the Fokker-Planck SSFPQL solver to account for the back-reaction of ICRF and NBI heating on the wave propagation and absorption. Special algorithms have been developed for SSFPQL for the numerical precision at high pitch-angle resolution and to evaluate the generalized dispersion function directly from the numerical solution. Care has been spent in automatizing the non-linear loop between TORIC-v6 and SSFPQL. In v6 the description of wave absorption at high-harmonics has been revised and applied to DEMO. For high-harmonic regimes there is an ongoing activity on the comparison with AORSA.

Control of plasma profiles and stability through localised Electron Cyclotron Current Drive

NASA Astrophysics Data System (ADS)

Merkulov, Oleksiy

2006-06-01

The work presented in this thesis addresses several topics from the physics of the magnetically confined plasma inside a tokamak. At the moment, the tokamak is the most successful concept for becoming a future thermonuclear reactor. However, there are plenty of physics and engineering problems to surpass before the prototype can become an economically and environmentally feasible device. The plasma in the tokamak experiences periodic oscillations of the central temperature and density when the safety factor, q, drops below unity on-axis. These oscillations are called the sawtooth instability and are the subject of the first part of this thesis. The sawtooth oscillations are characterised by the relatively slow rise phase, when the central temperature increases, and a following crash phase, when the central temperature drops. The energy, particles and plasma current are redistributed during the sawtooth crash. Obviously, this leads to a confinement degradation and moreover, the sawtooth instability can trigger potentially other more dangerous instabilities, such as a neoclassical tearing mode. The sawtooth period control is realised on the basis of the sawtooth trigger model, derived by Porcelli. The main idea of this model is that the sawtooth crash is triggered when the magnetic shear at the q=1 surface, s1, reaches a critical value which depends on the local plasma parameters. The magnetic shear, s, is a measure for the rate of change in the direction of the field line as a function of the position in the plasma. The sawtooth period can be changed by affecting the evolution of s1. The effects of the electron cyclotron current drive (ECCD) on the shear evolution are studied with a simple model for the poloidal field evolution. The results of the model are summarised in a form of a criterion for the amount of the non-inductive current drive required for sawtooth period control. The effects of the ECCD have been studied in the TEXTOR tokamak in order to confirm the outcome of the model. The observations are complicated by the unavoidable presence of concurrent heating, which also affects the sawtooth period. The effects of additional heating have been separated from the effects of current drive by normalising the sawtooth period, as a function of the power deposition radius, to a case with heating only. The results are in qualitative agreement with the predictions of the theory and confirm that the shear around the q=1 surface determines the moment of the sawtooth crash. The next topic addresses the current diffusion in the presence of the ECCD. It is known that the synergy between non-inductively driven current and the ohmic current can affect the current penetration. However, the standard method of calculations, which assumes neoclassical plasma resistivity, cannot describe the synergistic effects. We propose a model which combines a Fokker-Planck code and magnetic diffusion calculation in a self-consistent manner; where the plasma resistivity is approximated from the Fokker-Planck code at every time step. In this way the parallel electric field is no longer a constant input profile for the Fokker-Planck code, but is a result of calculations of the magnetic diffusion. This model allowed us to identify situations where the synergy between the driven and the ohmic currents becomes significant and affects the current penetration. Both the ECCD power and the electron density have been varied over a wide range of parameters, thus changing the well known non-linearity criterion for ECCD after Harvey. This criterion indicates the non-linear behaviour of the current drive efficiency and also appears to be a good predictor for the synergistic effects. The results are compared with the standard method of calculations which were supplied by the ASTRA transport code. The standard method and the Fokker-Planck code with the self-consistent electric field show similar results in the absence of the synergy and therefore for low values of the Harvey parameter. For co-ECCD and high values of the Harvey parameter substantial synergy between ECCD and the ohmic current is observed and leads to the generation of a large population of suprathermal electrons and slows down the current penetration. The synergy between counter-ECCD and the inductive current results in a decrease of the total driven current and a much smaller population of suprathermal electrons. Another plasma stability problem has been studied during the current ramp-up phase. Quiet and MHD free current ramp-up is a necessary requirement for a long and efficient flat-top phase. The current penetration in the plasma scenarios with various plasma ramp-up rates has been modelled with the ASTRA transport code. It is shown that in the absence of MHD activity the predictions of the ASTRA code are in a agreement with the experimental results.

Kinematic state estimation and motion planning for stochastic nonholonomic systems using the exponential map

PubMed Central

Park, Wooram; Liu, Yan; Zhou, Yu; Moses, Matthew; Chirikjian, Gregory S.

2010-01-01

SUMMARY A nonholonomic system subjected to external noise from the environment, or internal noise in its own actuators, will evolve in a stochastic manner described by an ensemble of trajectories. This ensemble of trajectories is equivalent to the solution of a Fokker–Planck equation that typically evolves on a Lie group. If the most likely state of such a system is to be estimated, and plans for subsequent motions from the current state are to be made so as to move the system to a desired state with high probability, then modeling how the probability density of the system evolves is critical. Methods for solving Fokker-Planck equations that evolve on Lie groups then become important. Such equations can be solved using the operational properties of group Fourier transforms in which irreducible unitary representation (IUR) matrices play a critical role. Therefore, we develop a simple approach for the numerical approximation of all the IUR matrices for two of the groups of most interest in robotics: the rotation group in three-dimensional space, SO(3), and the Euclidean motion group of the plane, SE(2). This approach uses the exponential mapping from the Lie algebras of these groups, and takes advantage of the sparse nature of the Lie algebra representation matrices. Other techniques for density estimation on groups are also explored. The computed densities are applied in the context of probabilistic path planning for kinematic cart in the plane and flexible needle steering in three-dimensional space. In these examples the injection of artificial noise into the computational models (rather than noise in the actual physical systems) serves as a tool to search the configuration spaces and plan paths. Finally, we illustrate how density estimation problems arise in the characterization of physical noise in orientational sensors such as gyroscopes. PMID:20454468

Constraining dark sector perturbations I: cosmic shear and CMB lensing

NASA Astrophysics Data System (ADS)

Battye, Richard A.; Moss, Adam; Pearson, Jonathan A.

2015-04-01

We present current and future constraints on equations of state for dark sector perturbations. The equations of state considered are those corresponding to a generalized scalar field model and time-diffeomorphism invariant Script L(g) theories that are equivalent to models of a relativistic elastic medium and also Lorentz violating massive gravity. We develop a theoretical understanding of the observable impact of these models. In order to constrain these models we use CMB temperature data from Planck, BAO measurements, CMB lensing data from Planck and the South Pole Telescope, and weak galaxy lensing data from CFHTLenS. We find non-trivial exclusions on the range of parameters, although the data remains compatible with w=-1. We gauge how future experiments will help to constrain the parameters. This is done via a likelihood analysis for CMB experiments such as CoRE and PRISM, and tomographic galaxy weak lensing surveys, focussing in on the potential discriminatory power of Euclid on mildly non-linear scales.

Numerical heat transfer study in a scattering, absorbing and emitting semi-transparent porous medium in a cylindrical enclosure

NASA Astrophysics Data System (ADS)

Timoumi, M.; Chérif, B.; Sifaoui, M. S.

2005-12-01

In this paper, heat transfer problem through a semi-transparent porous medium in a cylindrical enclosure is investigated. The governing equations for this problem and the boundary conditions are non-linear differential equations depending on the dimensionless radial coordinate, Planck number N, scattering albedo ω, walls emissivity and thermal conductivity ratio kr. The set of differential equations are solved by a numerical technique taken from the IMSL MATH/LIBRARY. Various results are obtained for the dimensionless temperature profiles in the solid and fluid phases and the radiative heat flux. The effects of some radiative properties of the medium on the heat transfer rate are examined.

Geometrical Effects on Nonlinear Electrodiffusion in Cell Physiology

NASA Astrophysics Data System (ADS)

Cartailler, J.; Schuss, Z.; Holcman, D.

2017-12-01

We report here new electrical laws, derived from nonlinear electrodiffusion theory, about the effect of the local geometrical structure, such as curvature, on the electrical properties of a cell. We adopt the Poisson-Nernst-Planck equations for charge concentration and electric potential as a model of electrodiffusion. In the case at hand, the entire boundary is impermeable to ions and the electric field satisfies the compatibility condition of Poisson's equation. We construct an asymptotic approximation for certain singular limits to the steady-state solution in a ball with an attached cusp-shaped funnel on its surface. As the number of charge increases, they concentrate at the end of cusp-shaped funnel. These results can be used in the design of nanopipettes and help to understand the local voltage changes inside dendrites and axons with heterogeneous local geometry.

Analytic expression for poloidal flow velocity in the banana regime

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

Taguchi, M.

The poloidal flow velocity in the banana regime is calculated by improving the l = 1 approximation for the Fokker-Planck collision operator [M. Taguchi, Plasma Phys. Controlled Fusion 30, 1897 (1988)]. The obtained analytic expression for this flow, which can be used for general axisymmetric toroidal plasmas, agrees quite well with the recently calculated numerical results by Parker and Catto [Plasma Phys. Controlled Fusion 54, 085011 (2012)] in the full range of aspect ratio.

Modern Perspectives in Applied Mathematics: Theory and Numerics of PDEs

DTIC Science & Technology

2015-04-13

Stokes-Fokker- Planck systems 09:45 – 10:25 Helena Lopes (Universidade Federal do Rio de Janeiro ) Boundary correctors and energy estimates for...Duke%University x Helena Lopes Universidade%Federal%do% Rio % de % Janeiro x x Andrew Majda New%York%University x Siddhartha Mishra ETH%Zurich x Stanley...09:00 – 09:40 Chair: Doron Levy (University of Maryland) Pierre-Louis Lions (Collège de France) 09:45 – 10:25 Andrew Majda (New York University

On the quantum Landau collision operator and electron collisions in dense plasmas

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

Daligault, Jérôme, E-mail: daligaul@lanl.gov

2016-03-15

The quantum Landau collision operator, which extends the widely used Landau/Fokker-Planck collision operator to include quantum statistical effects, is discussed. The quantum extension can serve as a reference model for including electron collisions in non-equilibrium dense plasmas, in which the quantum nature of electrons cannot be neglected. In this paper, the properties of the Landau collision operator that have been useful in traditional plasma kinetic theory and plasma transport theory are extended to the quantum case. We outline basic properties in connection with the conservation laws, the H-theorem, and the global and local equilibrium distributions. We discuss the Fokker-Planck formmore » of the operator in terms of three potentials that extend the usual two Rosenbluth potentials. We establish practical closed-form expressions for these potentials under local thermal equilibrium conditions in terms of Fermi-Dirac and Bose-Einstein integrals. We study the properties of linearized quantum Landau operator, and extend two popular approximations used in plasma physics to include collisions in kinetic simulations. We apply the quantum Landau operator to the classic test-particle problem to illustrate the physical effects embodied in the quantum extension. We present useful closed-form expressions for the electron-ion momentum and energy transfer rates. Throughout the paper, similarities and differences between the quantum and classical Landau collision operators are emphasized.« less

LETTER: Study of combined NBI and ICRF enhancement of the D-3He fusion yield with a Fokker-Planck code

NASA Astrophysics Data System (ADS)

Azoulay, M.; George, M. A.; Burger, A.; Collins, W. E.; Silberman, E.

A two-dimensional bounce averaged Fokker-Planck code is used to study the fusion yield and the wave absorption by residual hydrogen ions in higher harmonic ICRF heating of D (120 keV) and 3He (80 keV) beams in the JT-60U tokamak. Both for the fourth harmonic resonance of 3He (ω = 4ωc3He(0), which is accompanied by the third harmonic resonance of hydrogen (ω = 3ωcH) at the low field side, and for the third harmonic resonance of 3He (ω = 4ωcD(0) = 3ωc3He(0)) = 2ωcH(0)), a few per cent of hydrogen ions are found to absorb a large fraction of the ICRF power and to degrade the fusion output power. In the latter case, D beam acceleration due to the fourth harmonic resonance in the 3He(D) regime can enhance the fusion yield more effectively. A discussion is given of the effect of D beam acceleration due to the fifth harmonic resonance (ω = 5ωcD) at the high field side in the case of ω = 4ωc3He(0) and of the optimization of the fusion yield in the case of lower electron density and higher electron temperature

On the quantum Landau collision operator and electron collisions in dense plasmas

NASA Astrophysics Data System (ADS)

Daligault, Jérôme

2016-03-01

The quantum Landau collision operator, which extends the widely used Landau/Fokker-Planck collision operator to include quantum statistical effects, is discussed. The quantum extension can serve as a reference model for including electron collisions in non-equilibrium dense plasmas, in which the quantum nature of electrons cannot be neglected. In this paper, the properties of the Landau collision operator that have been useful in traditional plasma kinetic theory and plasma transport theory are extended to the quantum case. We outline basic properties in connection with the conservation laws, the H-theorem, and the global and local equilibrium distributions. We discuss the Fokker-Planck form of the operator in terms of three potentials that extend the usual two Rosenbluth potentials. We establish practical closed-form expressions for these potentials under local thermal equilibrium conditions in terms of Fermi-Dirac and Bose-Einstein integrals. We study the properties of linearized quantum Landau operator, and extend two popular approximations used in plasma physics to include collisions in kinetic simulations. We apply the quantum Landau operator to the classic test-particle problem to illustrate the physical effects embodied in the quantum extension. We present useful closed-form expressions for the electron-ion momentum and energy transfer rates. Throughout the paper, similarities and differences between the quantum and classical Landau collision operators are emphasized.

Particle Acceleration and Fractional Transport in Turbulent Reconnection

NASA Astrophysics Data System (ADS)

Isliker, Heinz; Pisokas, Theophilos; Vlahos, Loukas; Anastasiadis, Anastasios

2017-11-01

We consider a large-scale environment of turbulent reconnection that is fragmented into a number of randomly distributed unstable current sheets (UCSs), and we statistically analyze the acceleration of particles within this environment. We address two important cases of acceleration mechanisms when particles interact with the UCS: (a) electric field acceleration and (b) acceleration by reflection at contracting islands. Electrons and ions are accelerated very efficiently, attaining an energy distribution of power-law shape with an index 1-2, depending on the acceleration mechanism. The transport coefficients in energy space are estimated from test-particle simulation data, and we show that the classical Fokker-Planck (FP) equation fails to reproduce the simulation results when the transport coefficients are inserted into it and it is solved numerically. The cause for this failure is that the particles perform Levy flights in energy space, while the distributions of the energy increments exhibit power-law tails. We then use the fractional transport equation (FTE) derived by Isliker et al., whose parameters and the order of the fractional derivatives are inferred from the simulation data, and solving the FTE numerically, we show that the FTE successfully reproduces the kinetic energy distribution of the test particles. We discuss in detail the analysis of the simulation data and the criteria that allow one to judge the appropriateness of either an FTE or a classical FP equation as a transport model.

Repulsive particles under a general external potential: Thermodynamics by neglecting thermal noise.

PubMed

Ribeiro, Mauricio S; Nobre, Fernando D

2016-08-01

A recent proposal of an effective temperature θ, conjugated to a generalized entropy s_{q}, typical of nonextensive statistical mechanics, has led to a consistent thermodynamic framework in the case q=2. The proposal was explored for repulsively interacting vortices, currently used for modeling type-II superconductors. In these systems, the variable θ presents values much higher than those of typical room temperatures T, so that the thermal noise can be neglected (T/θ≃0). The whole procedure was developed for an equilibrium state obtained after a sufficiently long-time evolution, associated with a nonlinear Fokker-Planck equation and approached due to a confining external harmonic potential, ϕ(x)=αx^{2}/2 (α>0). Herein, the thermodynamic framework is extended to a quite general confining potential, namely ϕ(x)=α|x|^{z}/z (z>1). It is shown that the main results of the previous analyses hold for any z>1: (i) The definition of the effective temperature θ conjugated to the entropy s_{2}. (ii) The construction of a Carnot cycle, whose efficiency is shown to be η=1-(θ_{2}/θ_{1}), where θ_{1} and θ_{2} are the effective temperatures associated with two isothermal transformations, with θ_{1}>θ_{2}. The special character of the Carnot cycle is indicated by analyzing another cycle that presents an efficiency depending on z. (iii) Applying Legendre transformations for a distinct pair of variables, different thermodynamic potentials are obtained, and furthermore, Maxwell relations and response functions are derived. The present approach shows a consistent thermodynamic framework, suggesting that these results should hold for a general confining potential ϕ(x), increasing the possibility of experimental verifications.

Exact analytical solutions of continuity equation for electron beams precipitating in Coulomb collisions

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

Dobranskis, R. R.; Zharkova, V. V., E-mail: valentina.zharkova@northumbria.ac.uk

2014-06-10

The original continuity equation (CE) used for the interpretation of the power law energy spectra of beam electrons in flares was written and solved for an electron beam flux while ignoring an additional free term with an electron density. In order to remedy this omission, the original CE for electron flux, considering beam's energy losses in Coulomb collisions, was first differentiated by the two independent variables: depth and energy leading to partial differential equation for an electron beam density instead of flux with the additional free term. The analytical solution of this partial differential continuity equation (PDCE) is obtained bymore » using the method of characteristics. This solution is further used to derive analytical expressions for mean electron spectra for Coulomb collisions and to carry out numeric calculations of hard X-ray (HXR) photon spectra for beams with different parameters. The solutions revealed a significant departure of electron densities at lower energies from the original results derived from the CE for the flux obtained for Coulomb collisions. This departure is caused by the additional exponential term that appeared in the updated solutions for electron differential density leading to its faster decrease at lower energies (below 100 keV) with every precipitation depth similar to the results obtained with numerical Fokker-Planck solutions. The effects of these updated solutions for electron densities on mean electron spectra and HXR photon spectra are also discussed.« less

Analysis of porosity distribution of large-scale porous media and their reconstruction by Langevin equation.

PubMed

Jafari, G Reza; Sahimi, Muhammad; Rasaei, M Reza; Tabar, M Reza Rahimi

2011-02-01

Several methods have been developed in the past for analyzing the porosity and other types of well logs for large-scale porous media, such as oil reservoirs, as well as their permeability distributions. We developed a method for analyzing the porosity logs ϕ(h) (where h is the depth) and similar data that are often nonstationary stochastic series. In this method one first generates a new stationary series based on the original data, and then analyzes the resulting series. It is shown that the series based on the successive increments of the log y(h)=ϕ(h+δh)-ϕ(h) is a stationary and Markov process, characterized by a Markov length scale h(M). The coefficients of the Kramers-Moyal expansion for the conditional probability density function (PDF) P(y,h|y(0),h(0)) are then computed. The resulting PDFs satisfy a Fokker-Planck (FP) equation, which is equivalent to a Langevin equation for y(h) that provides probabilistic predictions for the porosity logs. We also show that the Hurst exponent H of the self-affine distributions, which have been used in the past to describe the porosity logs, is directly linked to the drift and diffusion coefficients that we compute for the FP equation. Also computed are the level-crossing probabilities that provide insight into identifying the high or low values of the porosity beyond the depth interval in which the data have been measured. ©2011 American Physical Society

High-order solution methods for grey discrete ordinates thermal radiative transfer

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

Maginot, Peter G., E-mail: maginot1@llnl.gov; Ragusa, Jean C., E-mail: jean.ragusa@tamu.edu; Morel, Jim E., E-mail: morel@tamu.edu

This work presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

High-order solution methods for grey discrete ordinates thermal radiative transfer

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

Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.

This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

High-order solution methods for grey discrete ordinates thermal radiative transfer

DOE PAGES

Maginot, Peter G.; Ragusa, Jean C.; Morel, Jim E.

2016-09-29

This paper presents a solution methodology for solving the grey radiative transfer equations that is both spatially and temporally more accurate than the canonical radiative transfer solution technique of linear discontinuous finite element discretization in space with implicit Euler integration in time. We solve the grey radiative transfer equations by fully converging the nonlinear temperature dependence of the material specific heat, material opacities, and Planck function. The grey radiative transfer equations are discretized in space using arbitrary-order self-lumping discontinuous finite elements and integrated in time with arbitrary-order diagonally implicit Runge–Kutta time integration techniques. Iterative convergence of the radiation equation ismore » accelerated using a modified interior penalty diffusion operator to precondition the full discrete ordinates transport operator.« less

Spectral Definition of the Characteristic Times for Anomalous Diffusion in a Potential

NASA Astrophysics Data System (ADS)

Kalmykov, Yuri P.; Coffey, William T.; Titov, Serguey V.

Characteristic times of the noninertial fractional diffusion of a particle in a potential are defined in terms of three time constants, viz., the integral, effective, and longest relaxation times. These times are described using the eigenvalues of the corresponding Fokker-Planck operator for the normal diffusion. Knowledge of them is sufficient to accurately predict the anomalous relaxation behavior for all time scales of interest. As a particular example, we consider the subdiffusion of a planar rotor in a double-well potential.

Generation of noninductive current by electron-Bernstein waves on the COMPASS-D Tokamak.

PubMed

Shevchenko, V; Baranov, Y; O'Brien, M; Saveliev, A

2002-12-23

Electron-Bernstein waves (EBW) were excited in the plasma by mode converted extraordinary (X) waves launched from the high field side of the COMPASS-D tokamak at different toroidal angles. It has been found experimentally that X-mode injection perpendicular to the magnetic field provides maximum heating efficiency. Noninductive currents of up to 100 kA were found to be driven by the EBW mode with countercurrent drive. These results are consistent with ray tracing and quasilinear Fokker-Planck simulations.

Spacetime dynamics of a Higgs vacuum instability during inflation

DOE PAGES

East, William E.; Kearney, John; Shakya, Bibhushan; ...

2017-01-31

A remarkable prediction of the Standard Model is that, in the absence of corrections lifting the energy density, the Higgs potential becomes negative at large field values. If the Higgs field samples this part of the potential during inflation, the negative energy density may locally destabilize the spacetime. Here, we use numerical simulations of the Einstein equations to study the evolution of inflation-induced Higgs fluctuations as they grow towards the true (negative-energy) minimum. Our simulations show that forming a single patch of true vacuum in our past light cone during inflation is incompatible with the existence of our Universe; themore » boundary of the true vacuum region grows outward in a causally disconnected manner from the crunching interior, which forms a black hole. We also find that these black hole horizons may be arbitrarily elongated—even forming black strings—in violation of the hoop conjecture. Furthermore, by extending the numerical solution of the Fokker-Planck equation to the exponentially suppressed tails of the field distribution at large field values, we derive a rigorous correlation between a future measurement of the tensor-to-scalar ratio and the scale at which the Higgs potential must receive stabilizing corrections in order for the Universe to have survived inflation until today.« less

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.

The Arrow of Time in the Collapse of Collisionless Self-gravitating Systems: Non-validity of the Vlasov-Poisson Equation during Violent Relaxation

NASA Astrophysics Data System (ADS)

Beraldo e Silva, Leandro; de Siqueira Pedra, Walter; Sodré, Laerte; Perico, Eder L. D.; Lima, Marcos

2017-09-01

The collapse of a collisionless self-gravitating system, with the fast achievement of a quasi-stationary state, is driven by violent relaxation, with a typical particle interacting with the time-changing collective potential. It is traditionally assumed that this evolution is governed by the Vlasov-Poisson equation, in which case entropy must be conserved. We run N-body simulations of isolated self-gravitating systems, using three simulation codes, NBODY-6 (direct summation without softening), NBODY-2 (direct summation with softening), and GADGET-2 (tree code with softening), for different numbers of particles and initial conditions. At each snapshot, we estimate the Shannon entropy of the distribution function with three different techniques: Kernel, Nearest Neighbor, and EnBiD. For all simulation codes and estimators, the entropy evolution converges to the same limit as N increases. During violent relaxation, the entropy has a fast increase followed by damping oscillations, indicating that violent relaxation must be described by a kinetic equation other than the Vlasov-Poisson equation, even for N as large as that of astronomical structures. This indicates that violent relaxation cannot be described by a time-reversible equation, shedding some light on the so-called “fundamental paradox of stellar dynamics.” The long-term evolution is well-described by the orbit-averaged Fokker-Planck model, with Coulomb logarithm values in the expected range 10{--}12. By means of NBODY-2, we also study the dependence of the two-body relaxation timescale on the softening length. The approach presented in the current work can potentially provide a general method for testing any kinetic equation intended to describe the macroscopic evolution of N-body systems.

Storm Time Evolution of Outer Radiation Belt Relativistic Electrons by a Nearly Continuous Distribution of Chorus

NASA Astrophysics Data System (ADS)

Yang, Chang; Xiao, Fuliang; He, Yihua; Liu, Si; Zhou, Qinghua; Guo, Mingyue; Zhao, Wanli

2018-03-01

During the 13-14 November 2012 storm, Van Allen Probe A simultaneously observed a 10 h period of enhanced chorus (including quasi-parallel and oblique propagation components) and relativistic electron fluxes over a broad range of L = 3-6 and magnetic local time = 2-10 within a complete orbit cycle. By adopting a Gaussian fit to the observed wave spectra, we obtain the wave parameters and calculate the bounce-averaged diffusion coefficients. We solve the Fokker-Planck diffusion equation to simulate flux evolutions of relativistic (1.8-4.2 MeV) electrons during two intervals when Probe A passed the location L = 4.3 along its orbit. The simulating results show that chorus with combined quasi-parallel and oblique components can produce a more pronounced flux enhancement in the pitch angle range ˜45°-80°, consistent well with the observation. The current results provide the first evidence on how relativistic electron fluxes vary under the drive of almost continuously distributed chorus with both quasi-parallel and oblique components within a complete orbit of Van Allen Probe.

Model for calorimetric measurements in an open quantum system

NASA Astrophysics Data System (ADS)

Donvil, Brecht; Muratore-Ginanneschi, Paolo; Pekola, Jukka P.; Schwieger, Kay

2018-05-01

We investigate the experimental setup proposed in New J. Phys. 15, 115006 (2013), 10.1088/1367-2630/15/11/115006 for calorimetric measurements of thermodynamic indicators in an open quantum system. As a theoretical model we consider a periodically driven qubit coupled with a large yet finite electron reservoir, the calorimeter. The calorimeter is initially at equilibrium with an infinite phonon bath. As time elapses, the temperature of the calorimeter varies in consequence of energy exchanges with the qubit and the phonon bath. We show how under weak-coupling assumptions, the evolution of the qubit-calorimeter system can be described by a generalized quantum jump process including as dynamical variable the temperature of the calorimeter. We study the jump process by numeric and analytic methods. Asymptotically with the duration of the drive, the qubit-calorimeter attains a steady state. In this same limit, we use multiscale perturbation theory to derive a Fokker-Planck equation governing the calorimeter temperature distribution. We inquire the properties of the temperature probability distribution close and at the steady state. In particular, we predict the behavior of measurable statistical indicators versus the qubit-calorimeter coupling constant.

Default risk modeling beyond the first-passage approximation: extended Black-Cox model.

PubMed

Katz, Yuri A; Shokhirev, Nikolai V

2010-07-01

We develop a generalization of the Black-Cox structural model of default risk. The extended model captures uncertainty related to firm's ability to avoid default even if company's liabilities momentarily exceeding its assets. Diffusion in a linear potential with the radiation boundary condition is used to mimic a company's default process. The exact solution of the corresponding Fokker-Planck equation allows for derivation of analytical expressions for the cumulative probability of default and the relevant hazard rate. Obtained closed formulas fit well the historical data on global corporate defaults and demonstrate the split behavior of credit spreads for bonds of companies in different categories of speculative-grade ratings with varying time to maturity. Introduction of the finite rate of default at the boundary improves valuation of credit risk for short time horizons, which is the key advantage of the proposed model. We also consider the influence of uncertainty in the initial distance to the default barrier on the outcome of the model and demonstrate that this additional source of incomplete information may be responsible for nonzero credit spreads for bonds with very short time to maturity.

Optimal harvesting policy of a stochastic two-species competitive model with Lévy noise in a polluted environment

NASA Astrophysics Data System (ADS)

Zhao, Yu; Yuan, Sanling

2017-07-01

As well known that the sudden environmental shocks and toxicant can affect the population dynamics of fish species, a mechanistic understanding of how sudden environmental change and toxicant influence the optimal harvesting policy requires development. This paper presents the optimal harvesting of a stochastic two-species competitive model with Lévy noise in a polluted environment, where the Lévy noise is used to describe the sudden climate change. Due to the discontinuity of the Lévy noise, the classical optimal harvesting methods based on the explicit solution of the corresponding Fokker-Planck equation are invalid. The object of this paper is to fill up this gap and establish the optimal harvesting policy. By using of aggregation and ergodic methods, the approximation of the optimal harvesting effort and maximum expectation of sustainable yields are obtained. Numerical simulations are carried out to support these theoretical results. Our analysis shows that the Lévy noise and the mean stress measure of toxicant in organism may affect the optimal harvesting policy significantly.

Rapid temporal evolution of radiation from non-thermal electrons in solar flares

NASA Technical Reports Server (NTRS)

Lu, Edward T.; Petrosian, Vahe

1987-01-01

Solutions of the time dependent Fokker-Planck equation was found for accelerated electrons undergoing Coulomb collisions in a magnetized, fully ionized plasma. An exact solution was found for arbitrary pitch angle and energy distribution in a uniform background plasma. Then, for an inhomogeneous plasma, a solution was found for particles with small pitch angles. These solutions were used to calculate the temporal evolution of bremsstrahlung x-rays from short bursts of nonthermal electron beams, and these spectra were compared with observed high time resolution spectra of short timescale solar hard x-ray bursts. It is shown that the observed softening in time of the spectra rules out a homogeneous background and therefore the possibility of electrons being confined to the corona either because of converging magnetic field or high densities. The inhomogeneous solution was also applied to a model with constant coronal density and exponentially rising chromospheric density. The spectra are shown to be consistent with that produced by a collimated beam of electrons accelerated in the corona with certain given conditions. These conditions could be violated if large pitch angle electrons are present.

Fermi-Compton scattering due to magnetopause surface fluctuations in Jupiter's magnetospheric cavity

NASA Technical Reports Server (NTRS)

Barbosa, D. D.

1981-01-01

The effects of boundary surface fluctuations on a spectrum of electromagnetic radiation trapped in a high Q (quality) cavity are considered. Undulating walls introduce small frequency shifts at reflection to the radiation, and it is argued that the process is entirely analogous to both Fermi (particle) acceleration and inverse Compton scattering. A Fokker-Planck formalism is pursued; it yields a diffusion equation in frequency for which the Green's function and steady-state solutions are found. Applying this analysis to the Jovian continuum radiation discovered by Voyager spacecraft, it is suggested that characteristic diffusion times are greater than 1 year, and that in order to account for the steep frequency spectra observed, an unidentified loss mechanism must operate in the cavity with a decay time constant approximately equal to the characteristic diffusion time divided by 28. A radiator-reactor model of the cavity is investigated to provide an estimate for the intrinsic luminosity of the low frequency (approximately 100 Hz) continuum source whose power is approximately 7 x 10 to the 6th W.

Hybrid simulations of weakly collisional plasmas

NASA Astrophysics Data System (ADS)

Xia, Qian; Reville, Brian; Tzoufras, Michail

2016-10-01

Laser produced plasma experiments can be exploited to investigate phenomena of astrophysical relevance. The high densities and velocities that can be generated in the laboratory provide ideal conditions to investigate weakly collisional or collisionless plasma shock physics. In addition, the high temperatures permit magnetic and kinetic Reynolds numbers that are difficult to achieve in other plasma experiments, opening the possibility to study plasma dynamo. Many of these experiments are based on a classic plasma physics problem, namely the interpenetration of two plasma flows. To investigate this phenomenon, we are constructing a novel multi-dimensional hybrid numerical scheme, that solves the ion distribution kinetically via a Vlasov-Fokker-Planck equation, with electrons providing a charge neutralizing fluid. This allows us to follow the evolution on hydrodynamic timescales, while permitting inclusion ofcollisionlesseffects on small scales. It also could be used to study the increasing collisional effects due to the stiff gradient and weakly anisotropic velocity distribution. We present some preliminary validation tests for the code, demonstrating its ability to accurately model key processes that are relevant to laboratory and astrophysical plasmas.

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

Morales, George J.; Maggs, James E.

The project expanded and developed mathematical descriptions, and corresponding numerical modeling, of non-diffusive transport to incorporate new perspectives derived from basic transport experiments performed in the LAPD device at UCLA, and at fusion devices throughout the world. By non-diffusive it is meant that the transport of fundamental macroscopic parameters of a system, such as temperature and density, does not follow the standard diffusive behavior predicted by a classical Fokker-Planck equation. The appearance of non-diffusive behavior is often related to underlying microscopic processes that cause the value of a system parameter, at one spatial position, to be linked to distant events,more » i.e., non-locality. In the LAPD experiments the underlying process was traced to large amplitude, coherent drift-waves that give rise to chaotic trajectories. Significant advances were made in this project. The results have lead to a new perspective about the fundamentals of edge transport in magnetically confined plasmas; the insight has important consequences for worldwide studies in fusion devices. Progress was also made in advancing the mathematical techniques used to describe fractional diffusion.« less

Continuous-feed optical sorting of aerosol particles

PubMed Central

Curry, J. J.; Levine, Zachary H.

2016-01-01

We consider the problem of sorting, by size, spherical particles of order 100 nm radius. The scheme we analyze consists of a heterogeneous stream of spherical particles flowing at an oblique angle across an optical Gaussian mode standing wave. Sorting is achieved by the combined spatial and size dependencies of the optical force. Particles of all sizes enter the flow at a point, but exit at different locations depending on size. Exiting particles may be detected optically or separated for further processing. The scheme has the advantages of accommodating a high throughput, producing a continuous stream of continuously dispersed particles, and exhibiting excellent size resolution. We performed detailed Monte Carlo simulations of particle trajectories through the optical field under the influence of convective air flow. We also developed a method for deriving effective velocities and diffusion constants from the Fokker-Planck equation that can generate equivalent results much more quickly. With an optical wavelength of 1064 nm, polystyrene particles with radii in the neighborhood of 275 nm, for which the optical force vanishes, may be sorted with a resolution below 1 nm. PMID:27410570

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

Wright, J. C.; Bonoli, P. T.; Schmidt, A. E.

Lower hybrid (LH) waves ({omega}{sub ci}<<{omega}<<{omega}{sub ce}, where {omega}{sub i,e}{identical_to}Z{sub i,e}eB/m{sub i,e}c) have the attractive property of damping strongly via electron Landau resonance on relatively fast tail electrons and consequently are well-suited to driving current. Established modeling techniques use Wentzel-Kramers-Brillouin (WKB) expansions with self-consistent non-Maxwellian distributions. Higher order WKB expansions have shown some effects on the parallel wave number evolution and consequently on the damping due to diffraction [G. Pereverzev, Nucl. Fusion 32, 1091 (1991)]. A massively parallel version of the TORIC full wave electromagnetic field solver valid in the LH range of frequencies has been developed [J. C. Wrightmore » et al., Comm. Comp. Phys. 4, 545 (2008)] and coupled to an electron Fokker-Planck solver CQL3D[R. W. Harvey and M. G. McCoy, in Proceedings of the IAEA Technical Committee Meeting, Montreal, 1992 (IAEA Institute of Physics Publishing, Vienna, 1993), USDOC/NTIS Document No. DE93002962, pp. 489-526] in order to self-consistently evolve nonthermal electron distributions characteristic of LH current drive (LHCD) experiments in devices such as Alcator C-Mod and ITER (B{sub 0}{approx_equal}5 T, n{sub e0}{approx_equal}1x10{sup 20} m{sup -3}). These simulations represent the first ever self-consistent simulations of LHCD utilizing both a full wave and Fokker-Planck calculation in toroidal geometry.« less

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

PubMed Central

Lu, Benzhuo; Zhou, Y.C.

2011-01-01

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

Electrophoresis of a polarizable charged colloid with hydrophobic surface: A numerical study

NASA Astrophysics Data System (ADS)

Bhattacharyya, Somnath; Majee, Partha Sarathi

2017-04-01

We consider the electrophoresis of a charged colloid for a generalized situation in which the particle is considered to be polarizable and the surface exhibits hydrophobicity. The dielectric polarization of the particle creates a nonlinear dependence of the electrophoretic velocity on the applied electric field, and the core hydrophobicity amplifies the fluid convection in the Debye layer. Thus, a linear analysis is no longer applicable for this situation. The present analysis is based on the numerical solution of the nonlinear electrokinetic equations based on the Navier-Stokes-Nernst-Planck-Poisson equations coupled with the Laplace equation for the electric field within the dielectric particle. The hydrophobicity of the particle may influence its electric polarization by enhancing the convective transport of ions. The nonlinear effects, such as double-layer polarization and relaxation, are also influenced by the hydrophobicity of the particle surface. The present results compare well for a lower range of the applied electric field and surface charge density with the existing results for a perfectly dielectric particle with a hydrophobic surface based on the first-order perturbation analysis due to Khair and Squires [Phys. Fluids 21, 042001 (2009), 10.1063/1.3116664]. Dielectric polarization creates a reduction in particle electrophoretic velocity, and its impact is strong for a moderate range of Debye length. A quantitative measure of the nonlinear effects is demonstrated by comparing the electrophoretic velocity with an existing linear model.

Predicted reliability of aerospace electronics: Application of two advanced probabilistic concepts

NASA Astrophysics Data System (ADS)

Suhir, E.

Two advanced probabilistic design-for-reliability (PDfR) concepts are addressed and discussed in application to the prediction, quantification and assurance of the aerospace electronics reliability: 1) Boltzmann-Arrhenius-Zhurkov (BAZ) model, which is an extension of the currently widely used Arrhenius model and, in combination with the exponential law of reliability, enables one to obtain a simple, easy-to-use and physically meaningful formula for the evaluation of the probability of failure (PoF) of a material or a device after the given time in operation at the given temperature and under the given stress (not necessarily mechanical), and 2) Extreme Value Distribution (EVD) technique that can be used to assess the number of repetitive loadings that result in the material/device degradation and eventually lead to its failure by closing, in a step-wise fashion, the gap between the bearing capacity (stress-free activation energy) of the material or the device and the demand (loading). It is shown that the material degradation (aging, damage accumulation, flaw propagation, etc.) can be viewed, when BAZ model is considered, as a Markovian process, and that the BAZ model can be obtained as the ultimate steady-state solution to the well-known Fokker-Planck equation in the theory of Markovian processes. It is shown also that the BAZ model addresses the worst, but a reasonably conservative, situation. It is suggested therefore that the transient period preceding the condition addressed by the steady-state BAZ model need not be accounted for in engineering evaluations. However, when there is an interest in understanding the transient degradation process, the obtained solution to the Fokker-Planck equation can be used for this purpose. As to the EVD concept, it attributes the degradation process to the accumulation of damages caused by a train of repetitive high-level loadings, while loadings of levels that are considerably lower than their extreme values do not contribute- appreciably to the finite lifetime of a material or a device. In our probabilistic risk management (PRM) based analysis we treat the stress-free activation energy (capacity) as a normally distributed random variable, and choose, for the sake of simplicity, the (single-parametric) Rayleigh law as the basic distribution underlying the EVD. The general concepts addressed and discussed are illustrated by numerical examples. It is concluded that the application of the PDfR approach and particularly the above two advanced models should be considered as a natural, physically meaningful, informative, comprehensive, and insightful technique that reflects well the physics underlying the degradation processes in materials, devices and systems. It is the author's belief that they will be widely used in engineering practice, when high reliability is imperative, and the ability to quantify it is highly desirable.

Waiting time distribution for continuous stochastic systems

NASA Astrophysics Data System (ADS)

Gernert, Robert; Emary, Clive; Klapp, Sabine H. L.

2014-12-01

The waiting time distribution (WTD) is a common tool for analyzing discrete stochastic processes in classical and quantum systems. However, there are many physical examples where the dynamics is continuous and only approximately discrete, or where it is favourable to discuss the dynamics on a discretized and a continuous level in parallel. An example is the hindered motion of particles through potential landscapes with barriers. In the present paper we propose a consistent generalization of the WTD from the discrete case to situations where the particles perform continuous barrier crossing characterized by a finite duration. To this end, we introduce a recipe to calculate the WTD from the Fokker-Planck (Smoluchowski) equation. In contrast to the closely related first passage time distribution (FPTD), which is frequently used to describe continuous processes, the WTD contains information about the direction of motion. As an application, we consider the paradigmatic example of an overdamped particle diffusing through a washboard potential. To verify the approach and to elucidate its numerical implications, we compare the WTD defined via the Smoluchowski equation with data from direct simulation of the underlying Langevin equation and find full consistency provided that the jumps in the Langevin approach are defined properly. Moreover, for sufficiently large energy barriers, the WTD defined via the Smoluchowski equation becomes consistent with that resulting from the analytical solution of a (two-state) master equation model for the short-time dynamics developed previously by us [Phys. Rev. E 86, 061135 (2012), 10.1103/PhysRevE.86.061135]. Thus, our approach "interpolates" between these two types of stochastic motion. We illustrate our approach for both symmetric systems and systems under constant force.

Second-order Poisson Nernst-Planck solver for ion channel transport

PubMed Central

Zheng, Qiong; Chen, Duan; Wei, Guo-Wei

2010-01-01

The Poisson Nernst-Planck (PNP) theory is a simplified continuum model for a wide variety of chemical, physical and biological applications. Its ability of providing quantitative explanation and increasingly qualitative predictions of experimental measurements has earned itself much recognition in the research community. Numerous computational algorithms have been constructed for the solution of the PNP equations. However, in the realistic ion-channel context, no second order convergent PNP algorithm has ever been reported in the literature, due to many numerical obstacles, including discontinuous coefficients, singular charges, geometric singularities, and nonlinear couplings. The present work introduces a number of numerical algorithms to overcome the abovementioned numerical challenges and constructs the first second-order convergent PNP solver in the ion-channel context. First, a Dirichlet to Neumann mapping (DNM) algorithm is designed to alleviate the charge singularity due to the protein structure. Additionally, the matched interface and boundary (MIB) method is reformulated for solving the PNP equations. The MIB method systematically enforces the interface jump conditions and achieves the second order accuracy in the presence of complex geometry and geometric singularities of molecular surfaces. Moreover, two iterative schemes are utilized to deal with the coupled nonlinear equations. Furthermore, extensive and rigorous numerical validations are carried out over a number of geometries, including a sphere, two proteins and an ion channel, to examine the numerical accuracy and convergence order of the present numerical algorithms. Finally, application is considered to a real transmembrane protein, the Gramicidin A channel protein. The performance of the proposed numerical techniques is tested against a number of factors, including mesh sizes, diffusion coefficient profiles, iterative schemes, ion concentrations, and applied voltages. Numerical predictions are compared with experimental measurements. PMID:21552336

Remarks on the maximum luminosity

NASA Astrophysics Data System (ADS)

Cardoso, Vitor; Ikeda, Taishi; Moore, Christopher J.; Yoo, Chul-Moon

2018-04-01

The quest for fundamental limitations on physical processes is old and venerable. Here, we investigate the maximum possible power, or luminosity, that any event can produce. We show, via full nonlinear simulations of Einstein's equations, that there exist initial conditions which give rise to arbitrarily large luminosities. However, the requirement that there is no past horizon in the spacetime seems to limit the luminosity to below the Planck value, LP=c5/G . Numerical relativity simulations of critical collapse yield the largest luminosities observed to date, ≈ 0.2 LP . We also present an analytic solution to the Einstein equations which seems to give an unboundedly large luminosity; this will guide future numerical efforts to investigate super-Planckian luminosities.

Nonlinear Upshift of Trapped Electron Mode Critical Density Gradient: Simulation and Experiment

NASA Astrophysics Data System (ADS)

Ernst, D. R.

2012-10-01

A new nonlinear critical density gradient for pure trapped electron mode (TEM) turbulence increases strongly with collisionality, saturating at several times the linear threshold. The nonlinear TEM threshold appears to limit the density gradient in new experiments subjecting Alcator C-Mod internal transport barriers to modulated radio-frequency heating. Gyrokinetic simulations show the nonlinear upshift of the TEM critical density gradient is associated with long-lived zonal flow dominated states [1]. This introduces a strong temperature dependence that allows external RF heating to control TEM turbulent transport. During pulsed on-axis heating of ITB discharges, core electron temperature modulations of 50% were produced. Bursts of line-integrated density fluctuations, observed on phase contrast imaging, closely follow modulations of core electron temperature inside the ITB foot. Multiple edge fluctuation measurements show the edge response to modulated heating is out of phase with the core response. A new limit cycle stability diagram shows the density gradient appears to be clamped during on-axis heating by the nonlinear TEM critical density gradient, rather than by the much lower linear threshold. Fluctuation wavelength spectra will be quantitatively compared with nonlinear TRINITY/GS2 gyrokinetic transport simulations, using an improved synthetic diagnostic. In related work, we are implementing the first gyrokinetic exact linearized Fokker Planck collision operator [2]. Initial results show short wavelength TEMs are fully stabilized by finite-gyroradius collisional effects for realistic collisionalities. The nonlinear TEM threshold and its collisionality dependence may impact predictions of density peaking based on quasilinear theory, which excludes zonal flows.[4pt] In collaboration with M. Churchill, A. Dominguez, C. L. Fiore, Y. Podpaly, M. L. Reinke, J. Rice, J. L. Terry, N. Tsujii, M. A. Barnes, I. Bespamyatnov, R. Granetz, M. Greenwald, A. Hubbard, J. W. Hughes, M. Landreman, B. Li, Y. Ma, P. Phillips, M. Porkolab, W. Rowan, S. Wolfe, and S. Wukitch.[4pt] [1] D. R. Ernst et al., Proc. 21st IAEA Fusion Energy Conference, Chengdu, China, paper IAEA-CN-149/TH/1-3 (2006). http://www-pub.iaea.org/MTCD/Meetings/FEC200/th1-3.pdf[0pt] [2] B. Li and D.R. Ernst, Phys. Rev. Lett. 106, 195002 (2011).

Particle Acceleration and Heating by Turbulent Reconnection

NASA Astrophysics Data System (ADS)

Vlahos, Loukas; Pisokas, Theophilos; Isliker, Heinz; Tsiolis, Vassilis; Anastasiadis, Anastasios

2016-08-01

Turbulent flows in the solar wind, large-scale current sheets, multiple current sheets, and shock waves lead to the formation of environments in which a dense network of current sheets is established and sustains “turbulent reconnection.” We constructed a 2D grid on which a number of randomly chosen grid points are acting as scatterers (I.e., magnetic clouds or current sheets). Our goal is to examine how test particles respond inside this large-scale collection of scatterers. We study the energy gain of individual particles, the evolution of their energy distribution, and their escape time distribution. We have developed a new method to estimate the transport coefficients from the dynamics of the interaction of the particles with the scatterers. Replacing the “magnetic clouds” with current sheets, we have proven that the energization processes can be more efficient depending on the strength of the effective electric fields inside the current sheets and their statistical properties. Using the estimated transport coefficients and solving the Fokker-Planck (FP) equation, we can recover the energy distribution of the particles only for the stochastic Fermi process. We have shown that the evolution of the particles inside a turbulent reconnecting volume is not a solution of the FP equation, since the interaction of the particles with the current sheets is “anomalous,” in contrast to the case of the second-order Fermi process.

Expectation-maximization of the potential of mean force and diffusion coefficient in Langevin dynamics from single molecule FRET data photon by photon.

PubMed

Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei

2013-12-12

The dynamics of a protein along a well-defined coordinate can be formally projected onto the form of an overdamped Lagevin equation. Here, we present a comprehensive statistical-learning framework for simultaneously quantifying the deterministic force (the potential of mean force, PMF) and the stochastic force (characterized by the diffusion coefficient, D) from single-molecule Förster-type resonance energy transfer (smFRET) experiments. The likelihood functional of the Langevin parameters, PMF and D, is expressed by a path integral of the latent smFRET distance that follows Langevin dynamics and realized by the donor and the acceptor photon emissions. The solution is made possible by an eigen decomposition of the time-symmetrized form of the corresponding Fokker-Planck equation coupled with photon statistics. To extract the Langevin parameters from photon arrival time data, we advance the expectation-maximization algorithm in statistical learning, originally developed for and mostly used in discrete-state systems, to a general form in the continuous space that allows for a variational calculus on the continuous PMF function. We also introduce the regularization of the solution space in this Bayesian inference based on a maximum trajectory-entropy principle. We use a highly nontrivial example with realistically simulated smFRET data to illustrate the application of this new method.

Dynamic Looping of a Free-Draining Polymer

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

Ye, Felix X. -F.; Stinis, Panos; Qian, Hong

Here, we revisit the celebrated Wilemski--Fixman (WF) treatment for the looping time of a free-draining polymer. The WF theory introduces a sink term into the Fokker--Planck equation for themore » $3(N+1)$-dimensional Ornstein--Uhlenbeck process of polymer dynamics, which accounts for the appropriate boundary condition due to the formation of a loop. The assumption for WF theory is considerably relaxed. A perturbation method approach is developed that justifies and generalizes the previous results using either a delta sink or a Heaviside sink. For both types of sinks, we show that under the condition of a small dimensionless $$\\epsilon$$, the ratio of capture radius to the Kuhn length, we are able to systematically produce all known analytical and asymptotic results obtained by other methods. This includes most notably the transition regime between the $N^2$ scaling of Doi, and $$N\\sqrt{N}/\\epsilon$$ scaling of Szabo, Schulten, and Schulten. The mathematical issue at play is the nonuniform convergence of $$\\epsilon\\to 0$$ and $$N\\to\\infty$$, the latter being an inherent part of the theory of a Gaussian polymer. Our analysis yields a novel term in the analytical expression for the looping time with small $$\\epsilon$$, which was previously unknown. Monte Carlo numerical simulations corroborate the analytical findings. The systematic method developed here can be applied to other systems modeled by multidimensional Smoluchowski equations.« less

Dynamical Modeling of NGC 6397: Simulated HST Imaging

NASA Astrophysics Data System (ADS)

Dull, J. D.; Cohn, H. N.; Lugger, P. M.; Slavin, S. D.; Murphy, B. W.

1994-12-01

The proximity of NGC 6397 (2.2 kpc) provides an ideal opportunity to test current dynamical models for globular clusters with the HST Wide-Field/Planetary Camera (WFPC2)\\@. We have used a Monte Carlo algorithm to generate ensembles of simulated Planetary Camera (PC) U-band images of NGC 6397 from evolving, multi-mass Fokker-Planck models. These images, which are based on the post-repair HST-PC point-spread function, are used to develop and test analysis methods for recovering structural information from actual HST imaging. We have considered a range of exposure times up to 2.4times 10(4) s, based on our proposed HST Cycle 5 observations. Our Fokker-Planck models include energy input from dynamically-formed binaries. We have adopted a 20-group mass spectrum extending from 0.16 to 1.4 M_sun. We use theoretical luminosity functions for red giants and main sequence stars. Horizontal branch stars, blue stragglers, white dwarfs, and cataclysmic variables are also included. Simulated images are generated for cluster models at both maximal core collapse and at a post-collapse bounce. We are carrying out stellar photometry on these images using ``DAOPHOT-assisted aperture photometry'' software that we have developed. We are testing several techniques for analyzing the resulting star counts, to determine the underlying cluster structure, including parametric model fits and the nonparametric density estimation methods. Our simulated images also allow us to investigate the accuracy and completeness of methods for carrying out stellar photometry in HST Planetary Camera images of dense cluster cores.

Nonlinear effects on electrophoresis of a charged dielectric nanoparticle in a charged hydrogel medium

NASA Astrophysics Data System (ADS)

Bhattacharyya, S.; De, Simanta

2016-09-01

The impact of the solid polarization of a charged dielectric particle in gel electrophoresis is studied without imposing a weak-field or a thin Debye length assumption. The electric polarization of a dielectric particle due to an external electric field creates a non-uniform surface charge density, which in turn creates a non-uniform Debye layer at the solid-gel interface. The solid polarization of the particle, the polarization of the double layer, and the electro-osmosis of mobile ions within the hydrogel medium create a nonlinear effect on the electrophoresis. We have incorporated those nonlinear effects by considering the electrokinetics governed by the Stokes-Brinkman-Nernst-Planck-Poisson equations. We have computed the governing nonlinear coupled set of equations numerically by adopting a finite volume based iterative algorithm. Our numerical method is tested for accuracy by comparing with several existing results on free-solution electrophoresis as well as results based on the Debye-Hückel approximation. Our computed result shows that the electrophoretic velocity decreases with the rise of the particle dielectric permittivity constant and attains a saturation limit at large values of permittivity. A significant impact of the solid polarization is found in gel electrophoresis compared to the free-solution electrophoresis.

Inertial Effects in Suspension Dynamics

NASA Technical Reports Server (NTRS)

J. F. Brady; Subramanian, G.

2000-01-01

The present work analyses the dynamics of a suspension of heavy particles in shear flow. The magnitude of the particle inertia is given by the Stokes number St = m(gamma/6(pi)a, which is the ratio of the viscous relaxation time of a particle tau(sub p) = m=6pi(eta)a to the flow time gamma(sup -1). Here, m is the mass of the particle, a is its size, eta is the viscosity of the suspending fluid and gamma is the shear rate. The ratio of the Stokes number to the Reynolds number, Re = (rho)f(gamma)a(exp 2)/eta, is the density ratio rho(sub p)/rho(sub f). Of interest is to understand the separate roles of particle (St) and fluid (Re) inertia in the dynamics of suspensions. In this study we focus on heavy particles, rho(sub p)/rho(sub f) much greater than 1, for which the Stokes number is finite, but the Reynolds number is sufficiently small for inertial forces in the fluid to be neglected; thus, the fluid motion is governed by the Stokes equations. On the other hand, the probability density governing the statistics of the suspended particles satisfies a Fokker-Planck equation that accounts for both configuration and momentum coordinates, the latter being essential for finite St. The solution of the Fokker-Planck equation is obtained to O(St) via a Chapman-Enskog type-procedure, and the conditional velocity distribution so obtained is used to derive a configuration-space Smoluchowski equation with inertial corrections. The inertial effects are responsible for asymmetry in the relative trajectories of two spheres in shear flow, in contrast to the well known symmetric structure in the absence of inertia. Finite St open trajectories in the plane of shear suffer a downward lateral displacement resulting from the inability of a particle of finite mass to follow the curvature of the zero-Stokes-number pathlines. In addition to the induced asymmetry, the O(St) inertial perturbation dramatically alters the nature of the near-field trajectories. The stable closed orbits (for St = 0) in the plane of shear now spiral in, approaching particle-particle contact in the limit. All trajectories starting from an initial offset of O(St(sup 1/2) or less (which remain open for St = 0) also spiral in. The asymmetry of the trajectories leads to a non-Newtonian rheology and diffusive behavior. The latter because a given particle (moving along a finite St open trajectory) suffers a net displacement in the transverse direction after a single interaction. A sequence of such uncorrelated displacements leads to the particle executing a random walk. The inertial diffusivity tensor is anisotropic on account of differing strengths of interaction in the gradient and vorticity directions. Since the entire region (constituting an in finite area) of closed orbits in the plane of shear spirals onto contact for #finite St, the latter represents a singular surface for the pair-distribution function. The exact form of the pair-distribution function at contact is still, however, indeterminate in the absence of non-hydrodynamic effects. It should also be noted that finite St non-rectilinear flows do not support a spatially uniform number density owing to the cross-streamline inertial migration of particles.