#### Sample records for nonlinear fokker-planck equation

1. Multi-diffusive nonlinear Fokker-Planck equation

Ribeiro, Mauricio S.; Casas, Gabriela A.; Nobre, Fernando D.

2017-02-01

Nonlinear Fokker-Planck equations, characterized by more than one diffusion term, have appeared recently in literature. Here, it is shown that these equations may be derived either from approximations in a master equation, or from a Langevin-type approach. An H-theorem is proven, relating these Fokker-Planck equations to an entropy composed by a sum of contributions, each of them associated with a given diffusion term. Moreover, the stationary state of the Fokker-Planck equation is shown to coincide with the equilibrium state, obtained by extremization of the entropy, in the sense that both procedures yield precisely the same equation. Due to the nonlinear character of this equation, the equilibrium probability may be obtained, in most cases, only by means of numerical approaches. Some examples are worked out, where the equilibrium probability distribution is computed for nonlinear Fokker-Planck equations presenting two diffusion terms, corresponding to an entropy characterized by a sum of two contributions. It is shown that the resulting equilibrium distribution, in general, presents a form that differs from a sum of the equilibrium distributions that maximizes each entropic contribution separately, although in some cases one may construct such a linear combination as a good approximation for the equilibrium distribution.

2. Curl forces and the nonlinear Fokker-Planck equation

Wedemann, R. S.; Plastino, A. R.; Tsallis, C.

2016-12-01

Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are q exponentials of an appropriate potential function, are determined. It is proved that when these stationary solutions exist, the nonlinear Fokker-Planck equations satisfy an H theorem in terms of a free-energy-like quantity involving the Sq entropy. A particular two-dimensional model admitting analytical, time-dependent q -Gaussian solutions is discussed in detail. This model describes a system of particles with short-range interactions, performing overdamped motion under drag effects due to a rotating resisting medium. It is related to models that have been recently applied to the study of type-II superconductors. The relevance of the present developments to the study of complex systems in physics, astronomy, and biology is discussed.

3. An Efficient Numerical Approach for Nonlinear Fokker-Planck equations

Otten, Dustin; Vedula, Prakash

2009-03-01

Fokker-Planck equations which are nonlinear with respect to their probability densities that occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, classical fermions and bosons can be challenging to solve numerically. To address some underlying challenges in obtaining numerical solutions, we propose a quadrature based moment method for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations. In this approach the distribution function is represented as a collection of Dirac delta functions with corresponding quadrature weights and locations, that are in turn determined from constraints based on evolution of generalized moments. Properties of the distribution function can be obtained by solution of transport equations for quadrature weights and locations. We will apply this computational approach to study a wide range of problems, including the Desai-Zwanzig Model (for nonlinear muscular contraction) and multivariate nonlinear Fokker-Planck equations describing classical fermions and bosons, and will also demonstrate good agreement with results obtained from Monte Carlo and other standard numerical methods.

4. Nonlinear inhomogeneous Fokker-Planck equations: Entropy and free-energy time evolution.

PubMed

Sicuro, Gabriele; Rapčan, Peter; Tsallis, Constantino

2016-12-01

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is expressed in terms of an entropic functional and an auxiliary potential, both derived from the coefficients of the equation. With reference to the introduced entropic functional, we discuss the entropy production in a relaxation process towards equilibrium. The properties of the stationary solutions of the considered Fokker-Planck equations are also discussed.

5. A quadrature based method of moments for nonlinear Fokker-Planck equations

Otten, Dustin L.; Vedula, Prakash

2011-09-01

Fokker-Planck equations which are nonlinear with respect to their probability densities and occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, fermions and bosons can be challenging to solve numerically. To address some underlying challenges, we propose the application of the direct quadrature based method of moments (DQMOM) for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations (NLFPEs). In DQMOM, probability density (or other distribution) functions are represented using a finite collection of Dirac delta functions, characterized by quadrature weights and locations (or abscissas) that are determined based on constraints due to evolution of generalized moments. Three particular examples of nonlinear Fokker-Planck equations considered in this paper include descriptions of: (i) the Shimizu-Yamada model, (ii) the Desai-Zwanzig model (both of which have been developed as models of muscular contraction) and (iii) fermions and bosons. Results based on DQMOM, for the transient and stationary solutions of the nonlinear Fokker-Planck equations, have been found to be in good agreement with other available analytical and numerical approaches. It is also shown that approximate reconstruction of the underlying probability density function from moments obtained from DQMOM can be satisfactorily achieved using a maximum entropy method.

6. Symmetries of the One-Dimensional Fokker-Planck-Kolmogorov Equation with a Nonlocal Quadratic Nonlinearity

Levchenko, E. A.; Trifonov, A. Yu.; Shapovalov, A. V.

2017-06-01

The one-dimensional Fokker-Planck-Kolmogorov equation with a special type of nonlocal quadratic nonlinearity is represented as a consistent system of differential equations, including a dynamical system describing the evolution of the moments of the unknown function. Lie symmetries are found for the consistent system using methods of classical group analysis. An example of an invariant-group solution obtained with an additional integral constraint imposed on the system is considered.

7. Similarity solutions of nonlinear diffusion problems related to mathematical hydraulics and the Fokker-Planck equation.

PubMed

Daly, Edoardo; Porporato, Amilcare

2004-11-01

Similarity solutions of the shallow-water equation with a generalized resistance term are studied for open channel flows when both inertial and gravity forces are negligible. The resulting model encompasses various particular cases that appear, in addition to mathematical hydraulics, in diverse physical phenomena, such as gravity currents, creeping flows of Newtonian and non-Newtonian fluids, thin films, and nonlinear Fokker-Planck equations. Solutions of both source-type and dam-break problems are analyzed. Closed-form solutions are discussed, when possible, along with a qualitative study of two phase-plane formulations based on two different variable transformations.

8. Generalized Keller-Segel Models of Chemotaxis: Analogy with Nonlinear Mean Field Fokker-Planck Equations

Chavanis, Pierre-Henri

We consider a generalized class of Keller-Segel models describing the chemo-taxis of biological populations (bacteria, amoebae, endothelial cells, social insects,…). We show the analogy with nonlinear mean field Fokker-Planck equations and generalized thermodynamics. As an illustration, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). We also discuss the analogy between biological populations described by the Keller-Segel model and self-gravitating Brownian particles described by the Smoluchowski-Poisson system.

9. Study of Bunch Instabilities By the Nonlinear Vlasov-Fokker-Planck Equation

SciTech Connect

Warnock, Robert L.; /SLAC

2006-07-11

Instabilities of the bunch form in storage rings may be induced through the wake field arising from corrugations in the vacuum chamber, or from the wake and precursor fields due to coherent synchrotron radiation (CSR). For over forty years the linearized Vlasov equation has been applied to calculate the threshold in current for an instability, and the initial growth rate. Increasing interest in nonlinear aspects of the motion has led to numerical solutions of the nonlinear Vlasov equation, augmented with Fokker-Planck terms to describe incoherent synchrotron radiation in the case of electron storage rings. This opens the door to much deeper studies of coherent instabilities, revealing a rich variety of nonlinear phenomena. Recent work on this topic by the author and collaborators is reviewed.

10. How accurate are the nonlinear chemical Fokker-Planck and chemical Langevin equations?

Grima, Ramon; Thomas, Philipp; Straube, Arthur V.

2011-08-01

The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order Ω-3/2 for reaction systems which do not obey detailed balance and at least accurate to order Ω-2 for systems obeying detailed balance, where Ω is the characteristic size of the system. Hence, the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order Ω-1/2 and variance estimates accurate to order Ω-3/2. This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.

11. How accurate are the nonlinear chemical Fokker-Planck and chemical Langevin equations?

PubMed

Grima, Ramon; Thomas, Philipp; Straube, Arthur V

2011-08-28

The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order Ω(-3∕2) for reaction systems which do not obey detailed balance and at least accurate to order Ω(-2) for systems obeying detailed balance, where Ω is the characteristic size of the system. Hence, the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order Ω(-1∕2) and variance estimates accurate to order Ω(-3∕2). This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.

12. The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems

Chen, Lincong; Sun, Jian-Qiao

2016-12-01

In this paper, we propose a new method to obtain the closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for single degree of freedom nonlinear systems under external and parametric Gaussian white noise excitations. The assumed stationary probability density function consists of an exponential polynomial with a logarithmic term to account for parametric excitations. The undetermined coefficients in the assumed solution are computed with the help of an iterative method of weighted residue. We have found that the iterative process generates a sequence of solutions that converge to the exact solutions if they exist. Three examples with known exact steady-state probability density functions are used to demonstrate the convergence of the proposed method.

13. Analysis of linear and nonlinear conductivity of plasma-like systems on the basis of the Fokker-Planck equation

SciTech Connect

Trigger, S. A.; Ebeling, W.; Heijst, G. J. F. van; Litinski, D.

2015-04-15

The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular chains, lattices, conducting polymers, and semiconductor layers. Exploring the role of noise we introduce the generalized Fokker-Planck equation. Second, one-dimensional models are considered on the basis of the Fokker-Planck equation with active and passive velocity-dependent friction including an external electrical field. On this basis, it is possible to find the linear and nonlinear conductivities for electrons and other charged particles in a homogeneous external field. It is shown that the velocity dependence of the friction coefficient can lead to an essential increase of the electron average velocity and the corresponding conductivity in comparison with the usual model of constant friction, which is described by the Drude-type conductivity. Applications including novel forms of controlled charge transfer and non-Ohmic conductance are discussed.

14. Periodic solutions of Fokker-Planck equations

Chen, Feng; Han, Yuecai; Li, Yong; Yang, Xue

2017-07-01

In this paper, the existence of periodic solutions of Fokker-Planck equations is obtained by discussing the existence of periodic solutions in distribution for some stochastic differential equations. To prove the existence of periodic solutions in distribution for stochastic differential equations, a new criterion analogous to Halanay's criterion is given. Actually, the criterion is similar to a law of large numbers. Based on this criterion, the existence of periodic solutions in distribution for stochastic (functional) differential equations is established by Lyapunov's method.

15. Fokker Planck equation with fractional coordinate derivatives

Tarasov, Vasily E.; Zaslavsky, George M.

2008-11-01

Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations, with averaging with respect to a fast variable, is used. The main assumption is that the correlation function of probability densities of particles to make a step has a power-law dependence. As a result, we obtain a Fokker-Planck equation with fractional coordinate derivative of order 1<α<2.

16. A nodal integral method for the Fokker-Planck equation

SciTech Connect

McArdle, K.R.; Dorning, J.J. )

1989-01-01

The Fokker-Planck equation is important in the kinetic theory of plasmas for the description of long-range coulomb collisions of charged particles. Hence, it is used extensively in modeling fusion devices, such as magnetic mirrors and certain aspects of tokamaks. The authors have developed a nodal integral method (NIM) for the accurate numerical solution of the Fokker-Planck equation, applied it to test problems, and compared the results obtained with those obtained using a finite difference method (FDM). These comparisons show that the NIM is more accurate and more computationally efficient than the FDM, especially in the calculation of particle and energy leakages and when applied to more difficult test problems. The new method significantly extends ideas developed previously to more complicated partial differential equations (PDEs) in two important ways. Since the nonlinearities in the Fokker-Planck equation are considerably more complicated than those that arise in the Navier-Stokes equations and the Boussinesq equations, the NIM developed here extends the general technique farther into the nonlinear regime. Further, since the Fokker-Planck equation is singular at the origin in spherical velocity coordinates, the geometry relevant to most practical problems, special origin equations had to be developed for the computational elements adjacent to the v = 0 boundary.

17. Invariants of Fokker-Planck equations

Abe, Sumiyoshi

2017-02-01

A weak invariant of a stochastic system is defined in such a way that its expectation value with respect to the distribution function as a solution of the associated Fokker-Planck equation is constant in time. A general formula is given for time evolution of the fluctuations of the invariant. An application to the problem of share price in finance is illustrated. It is shown how this theory makes it possible to reduce the growth rate of the fluctuations.

18. NORSE: A solver for the relativistic non-linear Fokker-Planck equation for electrons in a homogeneous plasma

Stahl, A.; Landreman, M.; Embréus, O.; Fülöp, T.

2017-03-01

Energetic electrons are of interest in many types of plasmas, however previous modeling of their properties has been restricted to the use of linear Fokker-Planck collision operators or non-relativistic formulations. Here, we describe a fully non-linear kinetic-equation solver, capable of handling large electric-field strengths (compared to the Dreicer field) and relativistic temperatures. This tool allows modeling of the momentum-space dynamics of the electrons in cases where strong departures from Maxwellian distributions may arise. As an example, we consider electron runaway in magnetic-confinement fusion plasmas and describe a transition to electron slide-away at field strengths significantly lower than previously predicted.

19. Fokker-Planck equation in mirror research

SciTech Connect

Post, R.F.

1983-08-11

Open confinement systems based on the magnetic mirror principle depend on the maintenance of particle distributions that may deviate substantially from Maxwellian distributions. Mirror research has therefore from the beginning relied on theoretical predictions of non-equilibrium rate processes obtained from solutions to the Fokker-Planck equation. The F-P equation plays three roles: Design of experiments, creation of classical standards against which to compare experiment, and predictions concerning mirror based fusion power systems. Analytical and computational approaches to solving the F-P equation for mirror systems will be reviewed, together with results and examples that apply to specific mirror systems, such as the tandem mirror.

20. Operator solutions for fractional Fokker-Planck equations.

PubMed

Górska, K; Penson, K A; Babusci, D; Dattoli, G; Duchamp, G H E

2012-03-01

We obtain exact results for fractional equations of Fokker-Planck type using the evolution operator method. We employ exact forms of one-sided Lévy stable distributions to generate a set of self-reproducing solutions. Explicit cases are reported and studied for various fractional order of derivatives, different initial conditions, and for different versions of Fokker-Planck operators.

1. Application of the Green's function method to some nonlinear problems of an electron storage ring: Part 1, The Green's function for the Fokker-Planck equation

SciTech Connect

Kheifets, S.

1982-07-01

For an electron storage ring the beam size evaluation including beam-beam interaction gives an example of such a problem. Another good example is finding the beam size for a nonlinear machine. The present work gives a way to solve some of these problems, at least in principle. The approach described here is an application of the well known Green's function method, which in this case is applied to the Fokker-Planck equation governing the distribution function in the phase space of particle motion. The new step made in this paper is to consider the particle motion in two degrees of freedom rather than in one dimension, a characteristic of all the previous work. This step seems to be necessary for an adequate description of the problem, at least for the class of problems which are considered below. This work consists of the formal solution of the Fokker-Planck equation in terms of its Green's function and describing the Green's function itself. The Green's function and the description of some of its properties can be found in the Appendices. I discuss the distribution function in the transverse phase space of a particle and it's Fokker-Planck equation for a simple case of a weak focusing machine. Part of this paper is devoted to describing the Green's function and solution of this equation. Then this technique is applied to a strong focusing machine and finally there is a discussion of applicability of this method, its limitations and relation to other methods. 13 refs.

2. Spectral Decomposition of a Fokker-Planck Equation at Criticality

Bologna, M.; Beig, M. T.; Svenkeson, A.; Grigolini, P.; West, B. J.

2015-07-01

The mean field for a complex network consisting of a large but finite number of random two-state elements, , has been shown to satisfy a nonlinear Langevin equation. The noise intensity is inversely proportional to . In the limiting case , the solution to the Langevin equation exhibits a transition from exponential to inverse power law relaxation as criticality is approached from above or below the critical point. When , the inverse power law is truncated by an exponential decay with rate , the evaluation of which is the main purpose of this article. An analytic/numeric approach is used to obtain the lowest-order eigenvalues in the spectral decomposition of the solution to the corresponding Fokker-Planck equation and its equivalent Schrödinger equation representation.

3. Fokker-Planck and Langevin equations for arbitrary slip velocities

Fernández-Feria, R.; Riesco-Chueca, P.

1987-11-01

An expression for the Fokker-Planck equation governing the velocity distribution function of particles or heavy molecules immersed in a host light gas valid for arbitrary mean velocities of the heavy component is given. This expression generalizes previous results which were limited to small differences between the mean velocities of the heavy and light components compared with the thermal velocity of the light gas. The derivation assumes a Maxwellian velocity distribution function for the light gas, elastic heavy-light collisions, and makes use of integrals computed by Riesco-Chueca, Fernández-Feria, and Fernández de la Mora in Ref. 1. The stochastic Langevin equation associated with this Fokker-Planck collision operator is also obtained. More in general, we derive the Langevin equation corresponding to the general form of the Fokker-Planck collision operator, and particularize it to the present case.

4. Simplified Derivation of the Fokker-Planck Equation.

ERIC Educational Resources Information Center

Siegman, A. E.

1979-01-01

Presents an alternative derivation of the Fokker-Planck equation for the probability density of a random noise process, starting from the Langevin equation. The derivation makes use of the first two derivatives of the Dirac delta function. (Author/GA)

5. Simplified Derivation of the Fokker-Planck Equation.

ERIC Educational Resources Information Center

Siegman, A. E.

1979-01-01

Presents an alternative derivation of the Fokker-Planck equation for the probability density of a random noise process, starting from the Langevin equation. The derivation makes use of the first two derivatives of the Dirac delta function. (Author/GA)

6. Generalized thermodynamics and Fokker-Planck equations: Applications to stellar dynamics and two-dimensional turbulence

Chavanis, Pierre-Henri

2003-09-01

We introduce a class of generalized Fokker-Planck equations that conserve energy and mass and increase a generalized entropy functional until a maximum entropy state is reached. Nonlinear Fokker-Planck equations associated with Tsallis entropies are a special case of these equations. Applications of these results to stellar dynamics and vortex dynamics are proposed. Our prime result is a relaxation equation that should offer an easily implementable parametrization of two-dimensional turbulence. Usual parametrizations (including a single turbulent viscosity) correspond to the infinite temperature limit of our model. They forget a fundamental systematic drift that acts against diffusion as in Brownian theory. Our generalized Fokker-Planck equations can have applications in other fields of physics such as chemotaxis for bacterial populations. We propose the idea of a classification of generalized entropies in “classes of equivalence” and provide an aesthetic connection between topics (vortices, stars, bacteria,…) which were previously disconnected.

7. Fast algorithms for numerical, conservative, and entropy approximations of the Fokker-Planck-Landau equation

SciTech Connect

Buet, C.; Cordier; Degond, P.; Lemou, M.

1997-05-15

We present fast numerical algorithms to solve the nonlinear Fokker-Planck-Landau equation in 3D velocity space. The discretization of the collision operator preserves the properties required by the physical nature of the Fokker-Planck-Landau equation, such as the conservation of mass, momentum, and energy, the decay of the entropy, and the fact that the steady states are Maxwellians. At the end of this paper, we give numerical results illustrating the efficiency of these fast algorithms in terms of accuracy and CPU time. 20 refs., 7 figs.

8. The Fokker-Planck equation for a bistable potential

Caldas, Denise; Chahine, Jorge; Filho, Elso Drigo

2014-10-01

The Fokker-Planck equation is studied through its relation to a Schrödinger-type equation. The advantage of this combination is that we can construct the probability distribution of the Fokker-Planck equation by using well-known solutions of the Schrödinger equation. By making use of such a combination, we present the solution of the Fokker-Planck equation for a bistable potential related to a double oscillator. Thus, we can observe the temporal evolution of the system describing its dynamic properties such as the time τ to overcome the barrier. By calculating the rates k=1/τ as a function of the inverse scaled temperature 1/D, where D is the diffusion coefficient, we compare the aspect of the curve k×1/D, with the ones obtained from other studies related to four different kinds of activated process. We notice that there are similarities in some ranges of the scaled temperatures, where the different processes follow the Arrhenius behavior. We propose that the type of bistable potential used in this study may be used, qualitatively, as a simple model, whose rates share common features with the rates of some single rate-limited thermally activated processes.

9. Chaotic universe dynamics using a Fokker-Planck equation

SciTech Connect

Coule, D.H.; Olynyk, K.O.

1987-07-01

A Fokker-Planck equation that accounts for fluctuations in field and its conjugate momentum is solved numerically for the case of a lambda phi/sup 4/ potential. Although the amount of inflation agrees closely with that expected classically, in certain cases (large initial fields or large dispersions),the ''slow rolling'' approximation appears invalid. In such cases inflation would stop prematurely before possibly restarting. 18 refs., 2 figs.

10. Derivative pricing with non-linear Fokker-Planck dynamics

Michael, Fredrick; Johnson, M. D.

2003-06-01

We examine how the Black-Scholes derivative pricing formula is modified when the underlying security obeys non-extensive statistics and Fokker-Planck dynamics. An unusual feature of such securities is that the volatility in the underlying Ito-Langevin equation depends implicitly on the actual market rate of return. This complicates most approaches to valuation. Here we show that progress is possible using variations of the Cox-Ross valuation technique.

11. Solving the Fokker-Planck kinetic equation on a lattice

Moroni, Daniele; Rotenberg, Benjamin; Hansen, Jean-Pierre; Succi, Sauro; Melchionna, Simone

2006-06-01

We propose a discrete lattice version of the Fokker-Planck kinetic equation in close analogy with the lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension D . A generalized Hermite-Gauss procedure is used to construct a discretized kinetic equation and a Chapman-Enskog expansion is applied to adapt the scheme so as to correctly reproduce the macroscopic continuum equations. The linear stability of the algorithm with respect to the finite time step Δt is characterized by the eigenvalues of the collision matrix. A heuristic second-order algorithm in Δt is applied to investigate the time evolution of the distribution function of simple model systems, and compared to known analytical solutions. Preliminary investigations of sedimenting Brownian particles subjected to an orthogonal centrifugal force illustrate the numerical efficiency of the Lattice-Fokker-Planck algorithm to simulate nontrivial situations. Interactions between Brownian particles may be accounted for by adding a standard Bhatnagar-Gross-Krook collision operator to the discretized Fokker-Planck kernel.

12. 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.

13. Quantum Fokker-Planck-Kramers equation and entropy production.

PubMed

de Oliveira, Mário J

2016-07-01

We use a canonical quantization procedure to set up a quantum Fokker-Planck-Kramers equation that accounts for quantum dissipation in a thermal environment. The dissipation term is chosen to ensure that the thermodynamic equilibrium is described by the Gibbs state. An expression for the quantum entropy production that properly describes quantum systems in a nonequilibrium stationary state is also provided. The time-dependent solution is given for a quantum harmonic oscillator in contact with a heat bath. We also obtain the stationary solution for a system of two coupled harmonic oscillators in contact with reservoirs at distinct temperatures, from which we obtain the entropy production and the quantum thermal conductance.

14. Quantum Fokker-Planck-Kramers equation and entropy production

de Oliveira, Mário J.

2016-07-01

We use a canonical quantization procedure to set up a quantum Fokker-Planck-Kramers equation that accounts for quantum dissipation in a thermal environment. The dissipation term is chosen to ensure that the thermodynamic equilibrium is described by the Gibbs state. An expression for the quantum entropy production that properly describes quantum systems in a nonequilibrium stationary state is also provided. The time-dependent solution is given for a quantum harmonic oscillator in contact with a heat bath. We also obtain the stationary solution for a system of two coupled harmonic oscillators in contact with reservoirs at distinct temperatures, from which we obtain the entropy production and the quantum thermal conductance.

15. State-space-split method for some generalized Fokker-Planck-Kolmogorov equations in high dimensions.

PubMed

Er, Guo-Kang; Iu, Vai Pan

2012-06-01

The state-space-split method for solving the Fokker-Planck-Kolmogorov equations in high dimensions is extended to solving the generalized Fokker-Planck-Kolmogorov equations in high dimensions for stochastic dynamical systems with a polynomial type of nonlinearity and excited by Poissonian white noise. The probabilistic solution of the motion of the stretched Euler-Bernoulli beam with cubic nonlinearity and excited by uniformly distributed Poissonian white noise is analyzed with the presented solution procedure. The numerical analysis shows that the results obtained with the state-space-split method together with the exponential polynomial closure method are close to those obtained with the Monte Carlo simulation when the relative value of the basic system relaxation time and the mean arrival time of the Poissonian impulse is in some limited range.

16. Darboux transformations for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix

SciTech Connect

Schulze-Halberg, Axel

2012-10-15

We construct a Darboux transformation for (1+2)-dimensional Fokker-Planck equations with constant diffusion matrix. Our transformation is based on the two-dimensional supersymmetry formalism for the Schroedinger equation. The transformed Fokker-Planck equation and its solutions are obtained in explicit form.

17. Temporal Diffusion: From Microscopic Dynamics to Generalised Fokker-Planck and Fractional Equations

Boon, Jean Pierre; Lutsko, James F.

2017-03-01

The temporal Fokker-Planck equation (Boon et al. in J Stat Phys 3/4: 527, 2003) or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical diffusion. We present two generalizations of the temporal Fokker-Planck equation for the first passage distribution function f_j(r,t) of a particle moving on a substrate with time delays τ _j. Both generalizations follow from the first visit recurrence relation. In the first case, the time delays depend on the local concentration, that is the time delay probability P_j is a functional of the particle distribution function and we show that when the functional dependence is of the power law type, P_j ∝ f_j^{ν - 1}, the generalized Fokker-Planck equation exhibits a structure similar to that of the nonlinear spatial diffusion equation where the roles of space and time are reversed. In the second case, we consider the situation where the time delays are distributed according to a power law, P_j ∝ τ _j^{-1-α } (with 0< α < 2), in which case we obtain a fractional propagation-dispersion equation which is the temporal analog of the fractional spatial diffusion equation (with space and time interchanged). The analysis shows how certain microscopic mechanisms can lead to non-Gaussian distributions and non-classical scaling exponents.

18. Fokker-Planck approach to stochastic delay differential equations

Guillouzic, Steve

2001-10-01

Models written in terms of stochastic delay differential equations (SDDE's) have recently appeared in a number of fields, such as physiology, optics, and climatology. Unfortunately, the development of a Fokker-Planck approach for these equations is being hampered by their non-Markovian nature. In this thesis, an exact Fokker- Planck equation (FPE) is formulated for univariate SDDE's involving Gaussian white noise. Although this FPE is not self-sufficient, it is found to be helpful in at least two different contexts: with a short delay approximation and under an appropriate separation of time scales. In the short delay approximation, a Taylor expansion is applied to an SDDE with nondelayed diffusion and yields a nondelayed stochastic differential equation. The aforementioned FPE then allows the derivation of an alternate and complementary approximation of the original SDDE. This method is illustrated with linear and logistic SDDE's. Under the separation of time scales assumption, the FPE of a bistable system is reduced to a form that is uniquely determined by the steady-state probability density when the diffusion term of the SDDE is nondelayed. In the context of an overdamped particle with delayed coupling to a symmetrical and stochastically driven potential, the resulting FPE is used with standard techniques to express the transition rate between wells in terms of the noise amplitude and of the steady-state probability density. The same is also accomplished for the mean first passage time from one point to another. This whole approach is then applied to the case of a quartic potential, for which all realisations eventually stabilise on an oscillatory trajectory with an ever increasing amplitude. Although this latter phenomenon prevents the existence of a steady-state limit, a pseudo- steady-state probability density can be defined and used instead of the non-existent steady-state one when the transition rate to these unbounded oscillatory trajectories is

19. Adjoint Fokker-Planck equation and runaway electron dynamics

Liu, Chang; Brennan, Dylan P.; Bhattacharjee, Amitava; Boozer, Allen H.

2016-01-01

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 time 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.

20. Adjoint Fokker-Planck equation and runaway electron dynamics

SciTech Connect

Liu, Chang; Brennan, Dylan P.; Bhattacharjee, Amitava; Boozer, Allen H.

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 time 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.

1. Numerical analysis of the Fokker-Planck equation with adiabatic focusing: Realistic pitch-angle scattering

Lasuik, J.; Fiege, J. D.; Shalchi, A.

2017-01-01

We solve the focused transport equation of cosmic rays numerically to investigate non-isotropic models of the pitch-angle scattering coefficient. In previous work, the Fokker-Planck equation was solved either analytically by using approximations, or by using a numerical approach together with simple models for the pitch-angle scattering coefficient. It is the purpose of the current article so compute particle distribution functions as well as the parallel diffusion coefficient by solving numerically the focused transport equation for a more realistic Fokker-Planck coefficient of pitch-angle scattering. Our analytical form for the scattering parameter is based on non-linear diffusion theory that takes into account realistic scattering at pitch-angles close to 90 ° . This general form contains the isotropic form as well as the quasi-linear limit as special cases. We show that the ratio of the diffusion coefficients with and without focusing sensitively depends on the ratio of the turbulent magnetic field and the mean field. The assumed form of the pitch-angle Fokker-Planck coefficient has an influence on the parallel diffusion coefficient. In all considered cases we found a reduction of the ratio of the diffusion coefficients if the ratio of magnetic fields is reduced.

2. A pseudospectral solution of a Fokker-Planck equation to model isomerization reactions

Shizgal, Bernie D.

2016-11-01

A Fokker-Planck equation is used to model a reactive system with two stable states. The barrier of the potential that separates the states is controlled with a parameter, ɛ, that alters the height of the barrier that separates the two states of the system. The rate of transitions between the two states, equivalently the rate of reaction, can be treated with a transition state theory as for a large class of chemical reactions. The Fokker-Planck equation is solved with a pseudospectral method based on nonclassical basis polynomials. The time dependent solution is expressed in terms of the eigenvalues and eigenfunctions of the linear Fokker-Planck operator. This eigenvalue problem can be written as the solution of a Schrödinger equation with a potential function defined by the drift and diffusion coefficients in the Fokker-Planck equation.

3. An efficient iterative method for solving the Fokker-Planck equation

AL-Jawary, M. A.

In the present paper, the new iterative method proposed by Daftardar-Gejji and Jafari (NIM or DJM) (2006) is used to solve the linear and nonlinear Fokker-Planck equations and some similar equations. In this iterative method the solution is obtained in the series form that converge to the exact solution with easily computed components. The results demonstrate that the method has many merits such as being derivative-free, overcome the difficulty arising in calculating Adomian polynomials to handle the nonlinear terms in Adomian decomposition method (ADM). It does not require to calculate Lagrange multiplier as in variational iteration method (VIM) and for solving a nonlinear case, the terms of the sequence become complex after several iterations. Thus, analytical evaluation of terms becomes very difficult or impossible in VIM. No needs to construct a homotopy and solve the corresponding algebraic equations as in homotopy perturbation method (HPM). In this work, the applications of the DJM for 1D, 2D, 3D linear and nonlinear Fokker-Planck equations are given and the results demonstrate that the presented method is very effective and reliable and does not require any restrictive assumptions for nonlinear terms and provide the analytic solutions. A symbolic manipulator Mathematica® 10.0 was used to evaluate terms in the iterative process.

4. Numerical Study on Fokker-Planck Equation of Bistable System Driven by Colored Noise

Lu, Zhiheng; Hu, Gang; L, Schoendorff; H, Risken

1992-06-01

A finite difference method is used to solve a Fokker-Planck equation of bistable system with Landau potential. The detailed dynamical relaxation process in the case of large correlation time is manifested via the phenomena including the saddle point appearance, the hole formation and distortion. The method is used to obtain the stationary solutions of Fokker-Planck equation of bistable system driven by rather weak noise.

5. Gaseous microflow modeling using the Fokker-Planck equation

Singh, S. K.; Thantanapally, Chakradhar; Ansumali, Santosh

2016-12-01

We present a comparative study of gaseous microflow systems using the recently introduced Fokker-Planck approach and other methods such as: direct simulation Monte Carlo, lattice Boltzmann, and variational solution of Boltzmann-BGK. We show that this Fokker-Plank approach performs efficiently at intermediate values of Knudsen number, a region where direct simulation Monte Carlo becomes expensive and lattice Boltzmann becomes inaccurate. We also investigate the effectiveness of a recently proposed Fokker-Planck model in simulations of heat transfer, as a function of relevant parameters such as the Prandtl, Knudsen numbers. Furthermore, we present simulation of shock wave as a function of Mach number in transonic regime. Our results suggest that the performance of the Fokker-Planck approach is superior to that of the other methods in transition regime for rarefied gas flow and transonic regime for shock wave.

6. Deterministic conservative solver for the inhomogeneous Fokker-Planck-Landau equation coupled with Poisson equation

Zhang, Chenglong; Gamba, Irene M.

2016-11-01

We propose a deterministic conservative solver for the inhomogeneous Fokker-Planck-Landau equation coupled with Poisson equation. Through time-splitting scheme, a Vlasov-Poisson (collisionless) problem and a homogeneous Landau (collisional) problem are obtained. These two subproblems can be treated separately. We use operator splitting where the transport dynamics for Runge-Kutta Discontinuous Galerkin (RK-DG) method and the collisional dynamics for homogeneous conservative spectral method are adopted respectively. Since two different numerical schemes are applied separately, we have designed a new conservation correction process such that, after projecting the conservative spectral solution onto the DG mesh, there is no loss of moment consvervation. Parallelization is readily implemented. To verify our solver, numerical experiments on linear and nonlinear Landau damping are provided.

7. NIM for Fokker-Planck equation applied to electrostatically confined plasmas

SciTech Connect

McArdle, K.R. )

1993-01-01

The Fokker-Planck equation is important in the kinetic theory of plasmas because it is used extensively to model the trapping of charged particles in magnetic mirrors and tokamaks. Standard finite difference numerical methods already exist that can compute the loss rates for multispecies linear and nonlinear models; however, these calculations are more difficult for smaller particle leakage (i.e., problems with larger magnetic mirror ratios R, defined as the ratio of the B-field at the end of the mirror to the B-field at the midplane). Approximate analytic estimates for the loss rates, accurate in the limit of large mirror ratios, exist via the Pastukov analytic method 4 but the accuracy is fixed and <20% (Ref. 5) for problems of interest to fusion. A nodal integral method (NIM) has been developed for the steady-state, space-independent Fokker-Planck equation and is now applied to electrostatic trapping of particles in a magnetic mirror. This paper shows that the NIM is superior to the finite difference method (FDM) for problems with less particle leakage and also in the calculation of the energy leakage. Electrostatic trapping, a difficult problem because the formulation becomes singular in the limit of complete trapping (zero leakage), is not as difficult for the NIM because the NIM gives exact one-dimensional solutions in such cases as zero leakage (a normalization constraint is required).

8. Transport in the spatially tempered, fractional Fokker-Planck equation

SciTech Connect

Kullberg, A.; Del-Castillo-Negrete, Diego B

2012-01-01

A study of truncated Levy flights in super-diffusive transport in the presence of an external potential is presented. The study is based on the spatially tempered, fractional Fokker-Planck (TFFP) equation in which the fractional diffusion operator is replaced by a tempered fractional diffusion (TFD) operator. We focus on harmonic (quadratic) potentials and periodic potentials with broken spatial symmetry. The main objective is to study the dependence of the steady-state probability density function (PDF), and the current (in the case of periodic potentials) on the level of tempering, lambda, and on the order of the fractional derivative in space, alpha. An expansion of the TFD operator for large lambda is presented, and the corresponding equation for the coarse grained PDF is obtained. The steady-state PDF solution of the TFFP equation for a harmonic potential is computed numerically. In the limit lambda -> infinity, the PDF approaches the expected Boltzmann distribution. However, nontrivial departures from this distribution are observed for finite (lambda > 0) truncations, and alpha not equal 2. In the study of periodic potentials, we use two complementary numerical methods: a finite-difference scheme based on the Grunwald-Letnikov discretization of the truncated fractional derivatives and a Fourier-based spectral method. In the limit lambda -> infinity, the PDFs converges to the Boltzmann distribution and the current vanishes. However, for alpha not equal 2, the PDF deviates from the Boltzmann distribution and a finite non-equilibrium ratchet current appears for any lambda > 0. The current is observed to converge exponentially in time to the steady-state value. The steady-state current exhibits algebraical decay with lambda, as J similar to lambda(-zeta), for alpha >= 1.75. However, for alpha <= 1.5, the steady-state current decays exponentially with lambda, as J similar to e(-xi lambda). In the presence of an asymmetry in the TFD operator, the tempering can lead

9. Fokker-Planck equation in the presence of a uniform magnetic field

SciTech Connect

Dong, Chao; Zhang, Wenlu; Li, Ding

2016-08-15

The Fokker-Planck equation in the presence of a uniform magnetic field is derived which has the same form as the case of no magnetic field but with different Fokker-Planck coefficients. The coefficients are calculated explicitly within the binary collision model, which are free from infinite sums of Bessel functions. They can be used to investigate relaxation and transport phenomena conveniently. The kinetic equation is also manipulated into the Landau form from which it is straightforward to compare with previous results and prove the conservation laws.

10. Fokker Planck equations for globally coupled many-body systems with time delays

Frank, T. D.; Beek, P. J.

2005-10-01

A Fokker-Planck description for globally coupled many-body systems with time delays was developed by integrating previously derived Fokker-Planck equations for many-body systems and for time-delayed systems. By means of the Fokker-Planck description developed, we examined the dependence of the variability of many-body systems on attractive coupling forces and time delays. For a fundamental class of systems exemplified by a time-delayed Shimizu-Yamada model for muscular contractions, we established that the variability is an invertible one-to-one mapping of coupling forces and time delays and that coupling forces and time delays have opposite effects on system variability, allowing time delays to annihilate the impact of coupling forces. Furthermore, we showed how variability measures could be used to determine coupling parameters and time delays from experimental data.

11. Invariance principle and model reduction for the Fokker-Planck equation

Karlin, I. V.

2016-11-01

The principle of dynamic invariance is applied to obtain closed moment equations from the Fokker-Planck kinetic equation. The analysis is carried out to explicit formulae for computation of the lowest eigenvalue and of the corresponding eigenfunction for arbitrary potentials. This article is part of the themed issue 'Multiscale modelling at the physics-chemistry-biology interface'.

12. Conservative differencing of the electron Fokker-Planck transport equation

SciTech Connect

Langdon, A.B.

1981-01-12

We need to extend the applicability and improve the accuracy of kinetic electron transport codes. In this paper, special attention is given to modelling of e-e collisions, including the dominant contributions arising from anisotropy. The electric field and spatial gradient terms are also considered. I construct finite-difference analogues to the Fokker-Planck integral-differential collision operator, which conserve the particle number, momentum and energy integrals (sums) regardless of the coarseness of the velocity zoning. Such properties are usually desirable, but are especially useful, for example, when there are spatial regions and/or time intervals in which the plasma is cool, so that the collision operator acts rapidly and the velocity distribution is poorly resolved, yet it is crucial that gross conservation properties be respected in hydro-transport applications, such as in the LASNEX code. Some points are raised concerning spatial differencing and time integration.

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

SciTech Connect

Prinja, Anil K.

2000-12-31

The overall goal of this project was to develop advanced theoretical and numerical techniques to quantitatively describe the spreading of a collimated beam of charged particles in space, in angle, and in energy, as a result of small deflection, small energy transfer Coulomb collisions with the target nuclei and electrons. Such beams arise in several applications of great interest in nuclear engineering, and include electron and ion radiotherapy, ion beam modification of materials, accelerator transmutation of waste, and accelerator production of tritium, to name some important candidates. These applications present unique and difficult modeling challenges, but from the outset are amenable to the language of ''transport theory'', which is very familiar to nuclear engineers and considerably less-so to physicists and material scientists. Thus, our approach has been to adopt a fundamental description based on transport equations, but the forward peakedness associated with charged particle interactions precludes a direct application of solution methods developed for neutral particle transport. Unique problem formulations and solution techniques are necessary to describe the transport and interaction of charged particles. In particular, we have developed the Generalized Fokker-Planck (GFP) approach to describe the angular and radial spreading of a collimated beam and a renormalized transport model to describe the energy-loss straggling of an initially monoenergetic distribution. Both analytic and numerical solutions have been investigated and in particular novel finite element numerical methods have been developed. In the first phase of the project, asymptotic methods were used to develop closed form solutions to the GFP equation for different orders of expansion, and was described in a previous progress report. In this final report we present a detailed description of (i) a novel energy straggling model based on a Fokker-Planck approximation but which is adapted for a

14. A covariant Fokker-Planck equation for a simple gas from relativistic kinetic theory

SciTech Connect

Chacon-Acosta, Guillermo; Dagdug, Leonardo; Morales-Tecotl, Hugo A.

2010-12-14

A manifestly covariant Fokker-Planck differential equation is derived for the case of a relativistic simple gas by taking a small momentum transfer approximation within the collision integral of the relativistic Boltzmann equation. We follow closely previous work, with the main difference that we keep manifest covariance at every stage of the analysis. In addition, we use the covariant Juettner distribution function to find a relativistic generalization of the Einstein's fluctuation-dissipation relation.

15. Fokker-Planck quantum master equation for mixed quantum-semiclassical dynamics.

PubMed

Ding, Jin-Jin; Wang, Yao; Zhang, Hou-Dao; Xu, Rui-Xue; Zheng, Xiao; Yan, YiJing

2017-01-14

We revisit Caldeira-Leggett's quantum master equation representing mixed quantum-classical theory, but with limited applications. Proposed is a Fokker-Planck quantum master equation theory, with a generic bi-exponential correlation function description on semiclassical Brownian oscillators' environments. The new theory has caustic terms that bridge between the quantum description on primary systems and the semiclassical or quasi-classical description on environments. Various parametrization schemes, both analytical and numerical, for the generic bi-exponential environment bath correlation functions are proposed and scrutinized. The Fokker-Planck quantum master equation theory is of the same numerical cost as the original Caldeira-Leggett's approach but acquires a significantly broadened validity and accuracy range, as illustrated against the exact dynamics on model systems in quantum Brownian oscillators' environments, at moderately low temperatures.

16. Moment-Preserving SN Discretizations for the One-Dimensional Fokker-Planck Equation

SciTech Connect

Warsa, James S.; Prinja, Anil K.

2012-06-14

The Fokker-Planck equation: (1) Describes the transport and interactions of charged particles, (2) Many small-angle scattering collisions, (3) Asymptotic limit of the Boltzmann equation (Pomraning, 1992), and (4) The Boltzmann collision operator becomes the angular Laplacian. SN angular discretization: (1) Angular flux is collocated at the SN quadrature points, (2) The second-order derivatives in the Laplacian term must be discretized, and (3) Weighted finite-difference method preserves zeroth and first moments (Morel, 1985). Moment-preserving methods: (1) Collocate the Fokker-Planck operator at the SN quadrature points, (2) Develop several related and/or equivalent methods, and (3) Motivated by discretizations for the angular derivative appearing in the transport equation in one-dimensional spherical coordinates.

17. Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime

Liang, Jin-Rong; Wang, Jun; Lǔ, Long-Jin; Gu, Hui; Qiu, Wei-Yuan; Ren, Fu-Yao

2012-01-01

In statistical physics, anomalous diffusion plays an important role, whose applications have been found in many areas. In this paper, we introduce a composite-diffusive fractional Brownian motion X α, H ( t)= X H ( S α ( t)), 0< α, H<1, driven by anomalous diffusions as a model of asset prices and discuss the corresponding fractional Fokker-Planck equation and Black-Scholes formula. We obtain the fractional Fokker-Planck equation governing the dynamics of the probability density function of the composite-diffusive fractional Brownian motion and find the Black-Scholes differential equation driven by the stock asset X α, H ( t) and the corresponding Black-Scholes formula for the fair prices of European option.

18. Closing the reduced position-space Fokker-Planck equation for shear-induced diffusion using the Physalis method

Sierakowski, Adam J.; Lukassen, Laura J.

2016-11-01

In the shear flow of non-Brownian particles, we describe the long-time diffusive processes stochastically using a Fokker-Planck equation. Previous work has indicated that a Fokker-Planck equation coupling the probability densities of position and velocity spaces may be appropriate for describing this phenomenon. The stochastic description, integrated over velocity space to obtain a reduced position-space Fokker-Planck equation, contains unknown space diffusion coefficients. In this work, we use the Physalis method for simulating disperse particle flows to verify the colored-noise velocity space model (an Ornstein-Uhlenbeck process) by comparing the simulated long-time diffusion rate with the diffusion rate proposed by the theory. We then use the simulated data to calculate the unknown space diffusion coefficients that appear in the reduced position-space Fokker-Planck equation and summarize the results. This study was partially supported by US NSF Grant CBET1335965.

19. NUMERICAL ANALYSIS OF THE FOKKER-PLANCK EQUATION WITH ADIABATIC FOCUSING: ISOTROPIC PITCH-ANGLE SCATTERING

SciTech Connect

Danos, Rebecca J.; Fiege, Jason D.; Shalchi, Andreas E-mail: fiege@physics.umanitoba.ca

2013-07-20

We present numerical solutions to both the standard and modified two-dimensional Fokker-Planck equations with adiabatic focusing and isotropic pitch-angle scattering. With the numerical solution of the particle distribution function, we then discuss the related numerical issues, calculate the parallel diffusion coefficient using several different methods, and compare our numerical solutions for the parallel diffusion coefficient to the analytical forms derived earlier. We find the numerical solution to the diffusion coefficient for both the standard and modified Fokker-Planck equations agrees with that of Shalchi for the mean squared displacement method of computing the diffusion coefficient. However, we also show the numerical solution agrees with that of Litvinenko and Shalchi and Danos when calculating the diffusion coefficient via the velocity correlation function.

20. Fractional Fokker-Planck equation and oscillatory behavior of cumulant moments

Suzuki, N.; Biyajima, M.

2002-01-01

The Fokker-Planck equation is considered, which is connected to the birth and death process with immigration by the Poisson transform. The fractional derivative in time variable is introduced into the Fokker-Planck equation in order to investigate an origin of oscillatory behavior of cumulant moments. From its solution (the probability density function), the generating function (GF) for the corresponding probability distribution is derived. We consider the case when the GF reduces to that of the negative binomial distribution (NBD), if the fractional derivative is replaced to the ordinary one. The Hj moment derived from the GF of the NBD decreases monotonically as the rank j increases. However, the Hj moment derived in our approach oscillates, which is contrasted with the case of the NBD. Calculated Hj moments are compared with those of charged multiplicities observed in ppbar, e+e-, and e+p collisions. A phenomenological meaning of introducing the fractional derivative in time variable is discussed.

1. Group of contact transformations: Symmetry classification of Fokker-Planck type equations

Rudra, P.

1999-11-01

Fokker-Planck type equations have been classified according to the groups of contact transformations to which they belong. It has been found that there are only five classes as in the case of groups of point transformations. We have also obtained the algebraic structures of the correspond-ing Lie algebras. However, there are isomorphies in their group properties. The corresponding basis sets of functionally independent invariants formed by the generators of these groups have also been obtained.

2. Stationary Fokker-Planck equation on noncompact manifolds and in unbounded domains

Noarov, A. I.

2016-12-01

We investigate the Fokker-Planck equation on an infinite cylindrical surface and in an infinite strip with reflecting boundary conditions, prove the existence of a positive (not necessarily integrable) solution, and derive various conditions on the vector field f that are sufficient for the existence of a solution that is the probability density. In particular, these conditions are satisfied for some vector fields f with integral trajectories going to infinity.

3. Shear-induced diffusion of non-Brownian suspensions using a colored noise Fokker-Planck equation

Lukassen, Laura; Oberlack, Martin

2013-11-01

In the Literature, shear-induced diffusion resulting from hydrodynamic interactions between particles, is described as a long-time diffusion. In contrast to the well-known Brownian diffusion which is described by a white noise force, several authors report that the former type of diffusion exhibits the particularity of a much longer correlation time of velocities. Further, Fokker-Planck equations describing this process of shear-induced diffusion have mostly been derived in position space. We present a considerably extended framework of the shear-induced diffusion problem, which essentially relies on the Markov process assumption under the consideration of long correlation times. Applying the mathematical machinery of Markov processes and Fokker-Planck equations, we conclude that this process may only be properly modelled by a Fokker-Planck approach if written in both position and velocity space. With this complementation we observe, that the long correlation times enter as a colored noise velocity. As a result, the Fokker-Planck equation also needs to be extended and we derive the Fokker-Planck equation for the shear-induced diffusion problem following the definitions of a colored noise Fokker-Planck equation. Graduate School of Excellence Computational Engineering.

4. Applications of the Fokker-Planck equation in circuit quantum electrodynamics

Elliott, Matthew; Ginossar, Eran

2016-10-01

We study exact solutions of the steady-state behavior of several nonlinear open quantum systems which can be applied to the field of circuit quantum electrodynamics. Using Fokker-Planck equations in the generalized P representation, we investigate the analytical solutions of two fundamental models. First, we solve for the steady-state response of a linear cavity that is coupled to an approximate transmon qubit and use this solution to study both the weak and strong driving regimes, using analytical expressions for the moments of both cavity and transmon fields, along with the Husimi Q function for the transmon. Second, we revist exact solutions of a quantum Duffing oscillator, which is driven both coherently and parametrically while also experiencing decoherence by the loss of single photons and pairs of photons. We use this solution to discuss both stabilization of Schrödinger cat states and the generation of squeezed states in parametric amplifiers, in addition to studying the Q functions of the different phases of the quantum system. The field of superconducting circuits, with its strong nonlinearities and couplings, has provided access to parameter regimes in which returning to these exact quantum optics methods can provide valuable insights.

5. A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids

Sun, Yifei; Kumar, Mrinal

2015-05-01

In this paper, a tensor decomposition approach combined with Chebyshev spectral differentiation is presented to solve the high dimensional transient Fokker-Planck equations (FPE) arising in the simulation of polymeric fluids via multi-bead-spring (MBS) model. Generalizing the authors' previous work on the stationary FPE, the transient solution is obtained in a single CANDECOMP/PARAFAC decomposition (CPD) form for all times via the alternating least squares algorithm. This is accomplished by treating the temporal dimension in the same manner as all other spatial dimensions, thereby decoupling it from them. As a result, the transient solution is obtained without resorting to expensive time stepping schemes. A new, relaxed approach for imposing the vanishing boundary conditions is proposed, improving the quality of the approximation. The asymptotic behavior of the temporal basis functions is studied. The proposed solver scales very well with the dimensionality of the MBS model. Numerical results for systems up to 14 dimensional state space are successfully obtained on a regular personal computer and compared with the corresponding matrix Riccati differential equation (for linear models) or Monte Carlo simulations (for nonlinear models).

6. Classical integrability for beta-ensembles and general Fokker-Planck equations

SciTech Connect

Rumanov, Igor

2015-01-15

Beta-ensembles of random matrices are naturally considered as quantum integrable systems, in particular, due to their relation with conformal field theory, and more recently appeared connection with quantized Painlevé Hamiltonians. Here, we demonstrate that, at least for even integer beta, these systems are classically integrable, e.g., there are Lax pairs associated with them, which we explicitly construct. To come to the result, we show that a solution of every Fokker-Planck equation in one space (and one time) dimensions can be considered as a component of an eigenvector of a Lax pair. The explicit finding of the Lax pair depends on finding a solution of a governing system–a closed system of two nonlinear partial differential equations (PDEs) of hydrodynamic type. This result suggests that there must be a solution for all values of beta. We find the solution of this system for even integer beta in the particular case of quantum Painlevé II related to the soft edge of the spectrum for beta-ensembles. The solution is given in terms of Calogero system of β/2 particles in an additional time-dependent potential. Thus, we find another situation where quantum integrability is reduced to classical integrability.

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

Shah, Kushal

2010-05-01

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.

8. 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.

9. Fokker-Planck-Boltzmann equation for dissipative particle dynamics

Marsh, C. A.; Backx, G.; Ernst, M. H.

1997-05-01

The algorithm for Dissipative Particle Dynamics (DPD), as modified by Español and Warren, is used as a starting point for proving an H-theorem for the free energy and deriving hydrodynamic equations. Equilibrium and transport properties of the DPD fluid are explicitly calculated in terms of the system parameters for the continuous time version of the model.

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

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.

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

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

2017-01-01

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

SciTech Connect

Bakhtiyari-Ramezani, M. Alinejad, N.; Mahmoodi, J.

2015-11-15

In the fusion devices, ions, H atoms, and H{sub 2} molecules collide with dust grains and exert stochastic torques which lead to small variations in angular momentum of the grain. By considering adsorption of the colliding particles, thermal desorption of H atoms and normal H{sub 2} molecules, and desorption of the recombined H{sub 2} molecules from the surface of an oblate spheroidal grain, we obtain diffusion coefficients of the Fokker-Planck equation for the distribution function of fluctuating angular momentum. Torque coefficients corresponding to the recombination mechanism show that the nonspherical dust grains may rotate with a suprathermal angular velocity.

13. Solving the Fokker-Planck equation with the finite-element method

PubMed Central

Galán, Roberto F.; Ermentrout, G. Bard; Urban, Nathaniel N.

2008-01-01

We apply an efficient approach from computational engineering, the finite-element method, to numerically solve the Fokker-Planck equation in two dimensions. This approach permits us to find the solution to stochastic problems that cannot be solved analytically. We illustrate our strategy with an example from neuroscience that recently has attracted considerable attention - synchronization of neural oscillators. In particular, we show that resonators (type II neural oscillators) respond and synchronize more reliably when provided correlated stochastic inputs than do integrators (type I neural oscillators). This result is consistent with recent experimental and computational work. We briefly discuss its relevance for neuroscience. PMID:18233721

14. Pseudospectral Solution of the Fokker-Planck Equation with Equilibrium Bistable States: the Eigenvalue Spectrum and the Approach to Equilibrium

Shizgal, Bernie D.

2016-09-01

The Fokker-Planck equation with a constant diffusion coefficient and a particular polynomial drift coefficient can exhibit a bistable equilibrium distribution. Such model systems have been used to study chemical reactions, nucleation, climate, optical bistability and other phenomena. In this paper, we consider a particular choice for the drift coefficient of the form A(x) = x^5 - x^3 to exemplify the statistical behaviour of such systems. The transformation of the Fokker-Planck equation to a Schrödinger equation leads to a potential that belongs to the class of potentials in supersymmetric (SUSY) quantum mechanics. A pseudospectral method based on nonclassical polynomials is used to determine the spectrum of the Fokker-Planck operator and of the Schrödinger equation. The converged numerical eigenvalues are compared with WKB and SWKB approximations of the eigenvalues.

15. Characteristics of isothermal Fokker-Planck equation for opinion-cluster involved with self-thinking

Yano, Ryosuke

2017-03-01

In this paper, we investigate two types of isothermal Fokker-Planck equation to demonstrate the opinion-cluster involved with self-thinking. Firstly, the isothermal Fokker-Planck equation (IFPE type-I) is introduced from the microscopic equation of motion of opinions by extending the Hegselmann-Krause (HK) model in discrete time to the HK model in continuum time. We find that a steady solution of the opinion distribution function obtained using the IFPE type-I depends only on initial conservative variables. A steady solution of the opinion distribution function obtained using the IFPE type-I, however, deviates from that obtained using the isothermal HK model, which is solved using the direct simulation Monte Carlo (DSMC) method, when the time interval, which is used to solve the isothermal HK model, becomes large. Afterwards, we consider another type of the IFPE (IFPE type-II) from the inelastic Boltzmann equation with the cut-off opinions, which is equivalent to the microscopic model by Deffuant et al (2000 Adv. Complex Syst. 3 87). A steady solution of the opinion distribution function obtained using the IFPE type-II depends on the initial state of opinions. Such a dependency of the steady solution on the initial opinion distribution function is exclusively caused by the dependency of the propagation speed of the opinion on the value of the opinion in the IFPE type-II.

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

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.

17. Robust identification of harmonic oscillator parameters using the adjoint Fokker-Planck equation

Boujo, E.; Noiray, N.

2017-04-01

We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties are postulated, guided by physical understanding of the oscillatory phenomena. The temporal dynamics and the probability density function of the oscillation amplitude are described by a Langevin equation and its associated Fokker-Planck equation, respectively. One method consists in fitting the postulated analytical drift and diffusion coefficients with their estimated values, obtained from data processing by taking the short-time limit of the first two transition moments. However, this limit estimation loses robustness in some situations-for instance when the data are band-pass filtered to isolate the spectral contents of the oscillatory phenomena of interest. In this paper, we use a robust alternative where the adjoint Fokker-Planck equation is solved to compute Kramers-Moyal coefficients exactly, and an iterative optimization yields the parameters that best fit the observed statistics simultaneously in a wide range of amplitudes and time scales. The method is illustrated with a stochastic Van der Pol oscillator serving as a prototypical model of thermoacoustic instabilities in practical combustors, where system identification is highly relevant to control.

18. Perturbative expansion of irreversible work in Fokker-Planck equation à la quantum mechanics

Koide, T.

2017-08-01

We discuss the systematic expansion of the solution of the Fokker-Planck equation with the help of the eigenfunctions of the time-dependent Fokker-Planck operator. The expansion parameter is the time derivative of the external parameter which controls the form of an external potential. Our expansion corresponds to the perturbative calculation of the adiabatic motion in quantum mechanics. With this method, we derive a new formula to calculate the irreversible work order by order, which is expressed as the expectation value with a pseudo density matrix. Applying this method to the case of the harmonic potential, we show that the first order term of the expansion gives the exact result. Because we do not need to solve the coupled differential equations of moments, our method simplifies the calculations of various functions such as the fluctuation of the irreversible work per unit time. We further investigate the exact optimized protocol to minimize the irreversible work by calculating its variation with respect to the control parameter itself.

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

SciTech Connect

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

2008-01-01

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.

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

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.

1. A Fokker-Planck-Landau collision equation solver on two-dimensional velocity grid and its application to particle-in-cell simulation

SciTech Connect

Yoon, E. S.; Chang, C. S.

2014-03-15

An approximate two-dimensional solver of the nonlinear Fokker-Planck-Landau collision operator has been developed using the assumption that the particle probability distribution function is independent of gyroangle in the limit of strong magnetic field. The isotropic one-dimensional scheme developed for nonlinear Fokker-Planck-Landau equation by Buet and Cordier [J. Comput. Phys. 179, 43 (2002)] and for linear Fokker-Planck-Landau equation by Chang and Cooper [J. Comput. Phys. 6, 1 (1970)] have been modified and extended to two-dimensional nonlinear equation. In addition, a method is suggested to apply the new velocity-grid based collision solver to Lagrangian particle-in-cell simulation by adjusting the weights of marker particles and is applied to a five dimensional particle-in-cell code to calculate the neoclassical ion thermal conductivity in a tokamak plasma. Error verifications show practical aspects of the present scheme for both grid-based and particle-based kinetic codes.

2. Global classical solutions of the Vlasov-Fokker-Planck equation with local alignment forces

Choi, Young-Pil

2016-07-01

In this paper, we are concerned with the global well-posedness and time-asymptotic decay of the Vlasov-Fokker-Planck equation with local alignment forces. The equation can be formally derived from an agent-based model for self-organized dynamics called the Motsch-Tadmor model with noises. We present the global existence and uniqueness of classical solutions to the equation around the global Maxwellian in the whole space. For the large-time behavior, we show the algebraic decay rate of solutions towards the equilibrium under suitable assumptions on the initial data. We also remark that the rate of convergence is exponential when the spatial domain is periodic. The main methods used in this paper are the classical energy estimates combined with hyperbolic-parabolic dissipation arguments.

3. Global well-posedness for the Fokker-Planck-Boltzmann equation in Besov-Chemin-Lerner type spaces

Liu, Zhengrong; Tang, Hao

2016-06-01

In this paper, motivated by [16], we use the Littlewood-Paley theory to establish some estimates on the nonlinear collision term, which enable us to investigate the Cauchy problem of the Fokker-Planck-Boltzmann equation. When the initial data is a small perturbation of the Maxwellian equilibrium state, under the Grad's angular cutoff assumption, the unique global solution for the hard potential case is obtained in the Besov-Chemin-Lerner type spaces C ([ 0 , ∞) ; L˜ξ 2 (B2,rs)) with 1 ≤ r ≤ 2 and s > 3 / 2 or s = 3 / 2 and r = 1. Besides, we also obtain the uniform stability of the dependence on the initial data.

4. A Fokker-Planck Model of the Boltzmann Equation with Correct Prandtl Number for Polyatomic Gases

Mathiaud, J.; Mieussens, L.

2017-09-01

We propose an extension of the Fokker-Planck model of the Boltzmann equation to get a correct Prandtl number in the Compressible Navier-Stokes asymptotics for polyatomic gases. This is obtained by replacing the diffusion coefficient (which is the equilibrium temperature) by a non diagonal temperature tensor, like the Ellipsoidal-Statistical model is obtained from the Bathnagar-Gross-Krook model of the Boltzmann equation, and by adding a diffusion term for the internal energy. Our model is proved to satisfy the properties of conservation and a H-theorem. A Chapman-Enskog analysis shows how to compute the transport coefficients of our model. Some numerical tests are performed to illustrate that a correct Prandtl number can be obtained.

5. A Fokker-Planck Model of the Boltzmann Equation with Correct Prandtl Number for Polyatomic Gases

Mathiaud, J.; Mieussens, L.

2017-07-01

We propose an extension of the Fokker-Planck model of the Boltzmann equation to get a correct Prandtl number in the Compressible Navier-Stokes asymptotics for polyatomic gases. This is obtained by replacing the diffusion coefficient (which is the equilibrium temperature) by a non diagonal temperature tensor, like the Ellipsoidal-Statistical model is obtained from the Bathnagar-Gross-Krook model of the Boltzmann equation, and by adding a diffusion term for the internal energy. Our model is proved to satisfy the properties of conservation and a H-theorem. A Chapman-Enskog analysis shows how to compute the transport coefficients of our model. Some numerical tests are performed to illustrate that a correct Prandtl number can be obtained.

6. Entropy production in irreversible systems described by a Fokker-Planck equation.

PubMed

Tomé, Tânia; de Oliveira, Mário J

2010-08-01

We analyze the irreversibility and the entropy production in nonequilibrium interacting particle systems described by a Fokker-Planck equation by the use of a suitable master equation representation. The irreversible character is provided either by nonconservative forces or by the contact with heat baths at distinct temperatures. The expression for the entropy production is deduced from a general definition, which is related to the probability of a trajectory in phase space and its time reversal, that makes no reference a priori to the dissipated power. Our formalism is applied to calculate the heat conductance in a simple system consisting of two Brownian particles each one in contact to a heat reservoir. We show also the connection between the definition of entropy production rate and the Jarzynski equality.

7. An analytical solution of the Fokker-Planck equation in the phase-locked loop transient analysis

NASA Technical Reports Server (NTRS)

Zhang, Weijian

1987-01-01

A probabilistic approach is used to obtain an analytical solution to the Fokker-Planck equation used in the transient analysis of the phase-locked loop phase error process of the first-order phase-locked loop. The solution procedure, which is based on the Girsanov transformation, is described.

8. Fokker-Planck equation for Boltzmann-type and active particles: transfer probability approach.

PubMed

Trigger, S A

2003-04-01

A Fokker-Planck equation with velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides a self-consistent and universal description of friction and diffusion for Brownian particles. Renormalization of the friction coefficient is shown to occur for two-dimensional and three-dimensional cases, due to the tensorial character of diffusion. The specific forms of PT are calculated for Boltzmann-type and absorption-type collisions (the latter are typical in dusty plasmas and some other systems). The validity of the Einstein's relation for Boltzmann-type collisions is analyzed for the velocity-dependent friction and diffusion coefficients. For Boltzmann-type collisions in the region of very high grain velocity as well as it is always for non-Boltzmann collisions, such as, absorption collisions, the Einstein relation is violated, although some other relations (determined by the structure of PT) can exist. The generalized friction force is investigated in dusty plasmas in the framework of the PT approach. The relation among this force, the negative collecting friction force, and scattering and collecting drag forces is established. The concept of probability transition is used to describe motion of active particles in an ambient medium. On basis of the physical arguments, the PT for a simple model of the active particle is constructed and the coefficients of the relevant Fokker-Planck equation are found. The stationary solution of this equation is typical for the simplest self-organized molecular machines.

9. Studies of parallel algorithms for the solution of a Fokker-Planck equation

SciTech Connect

Deck, D.; Samba, G.

1995-11-01

The study of laser-created plasmas often requires the use of a kinetic model rather than a hydrodynamic one. This model change occurs, for example, in the hot spot formation in an ICF experiment or during the relaxation of colliding plasmas. When the gradients scalelengths or the size of a given system are not small compared to the characteristic mean-free-path, we have to deal with non-equilibrium situations, which can be described by the distribution functions of every species in the system. We present here a numerical method in plane or spherical 1-D geometry, for the solution of a Fokker-Planck equation that describes the evolution of stich functions in the phase space. The size and the time scale of kinetic simulations require the use of Massively Parallel Computers (MPP). We have adopted a message-passing strategy using Parallel Virtual Machine (PVM).

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

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.

11. Monte Carlo implementation of a guiding-center Fokker-Planck kinetic equation

SciTech Connect

Hirvijoki, E.; Snicker, A.; Kurki-Suonio, T.; Brizard, A.

2013-09-15

A Monte Carlo method for the collisional guiding-center Fokker-Planck kinetic equation is derived in the five-dimensional guiding-center phase space, where the effects of magnetic drifts due to the background magnetic field nonuniformity are included. It is shown that, in the limit of a homogeneous magnetic field, our guiding-center Monte Carlo collision operator reduces to the guiding-center Monte Carlo Coulomb operator previously derived by Xu and Rosenbluth [Phys. Fluids B 3, 627 (1991)]. Applications of the present work will focus on the collisional transport of energetic ions in complex nonuniform magnetized plasmas in the large mean-free-path (collisionless) limit, where magnetic drifts must be retained.

12. Fokker-Planck equation with linear and time dependent load forces

Sau Fa, Kwok

2016-11-01

The motion of a particle described by the Fokker-Planck equation with constant diffusion coefficient, linear force (-γ (t)x) and time dependent load force (β (t)) is investigated. The solution for the probability density function is obtained and it has the Gaussian form; it is described by the solution of the linear force with the translation of the position coordinate x. The constant load force preserves the stationary state of the harmonic potential system, however the time dependent load force may not preserve the stationary state of the harmonic potential system. Moreover, the n-moment and variance are also investigated. The solutions are obtained in a direct and pedagogical manner readily understandable by undergraduate and graduate students.

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

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.

14. A fully non-linear multi-species Fokker-Planck-Landau collision operator for simulation of fusion plasma

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

2016-06-01

Fusion edge plasmas can be far from thermal equilibrium and require the use of a non-linear collision operator for accurate numerical simulations. In this article, the non-linear single-species Fokker-Planck-Landau collision operator developed by Yoon and Chang (2014) [9] is generalized to include multiple particle species. The finite volume discretization used in this work naturally yields exact conservation of mass, momentum, and energy. The implementation of this new non-linear Fokker-Planck-Landau operator in the gyrokinetic particle-in-cell codes XGC1 and XGCa is described and results of a verification study are discussed. Finally, the numerical techniques that make our non-linear collision operator viable on high-performance computing systems are described, including specialized load balancing algorithms and nested OpenMP parallelization. The collision operator's good weak and strong scaling behavior are shown.

15. Fokker-Planck description for a linear delayed Langevin equation with additive Gaussian noise

Giuggioli, Luca; McKetterick, Thomas John; Kenkre, V. M.; Chase, Matthew

2016-09-01

We construct an equivalent probability description of linear multi-delay Langevin equations subject to additive Gaussian white noise. By exploiting the time-convolutionless transform and a time variable transformation we are able to write a Fokker-Planck equation (FPE) for the 1-time and for the 2-time probability distributions valid irrespective of the regime of stability of the Langevin equations. We solve exactly the derived FPEs and analyze the aging dynamics by studying analytically the conditional probability distribution. We discuss explicitly why the initially conditioned distribution is not sufficient to describe fully out a non-Markov process as both preparation and observation times have bearing on its dynamics. As our analytic procedure can also be applied to linear Langevin equations with memory kernels, we compare the non-Markov dynamics of a one-delay system with that of a generalized Langevin equation with an exponential as well as a power law memory. Application to a generalization of the Green-Kubo formula is also presented.

16. An Adaptive Runge-Kutta Algorithm for Solving Fokker-Planck Associated Stochastic Differential Equations

Miller, J. A.; Piscicelli, M.

2005-12-01

The momentum diffusion or Fokker-Planck operator describes, at least approximately, the evolution of a distribution of particles interacting with a collection of scattering centers. The interactions can range from Coulomb collisions with particles of the same or another species, to resonant interactions with linear plasma waves, to nonresonant collisions with randomly-moving large-scale (compared to the particle gyroradius) magnetic inhomogeneities. Consequently, this operator is a common feature in descriptions of particle transport and stochastic acceleration by electromagnetic turbulence in a wide variety of astrophysical and space plasma situations. An analytical solution of a kinetic equation involving this operator is intractable in practical instances, and hence numerical solutions must be employed. We demonstrate how to transform the kinetic equation into an equivalent system of Stratonovich Stochastic Differential Equations, and present a high-order adaptive Runge-Kutta algorithm for their solution. This technique can provide accurate solutions of a kinetic equation over long timescales, and is easily adapted to take into account nonstochastic processes. This work was supported by NASA grant NAG5-12794

17. Power-law Fokker-Planck equation of unimolecular reaction based on the approximation to master equation

Zhou, Yanjun; Yin, Cangtao

2016-12-01

The Fokker-Planck equation (FPE) of the unimolecular reaction with Tsallis distribution is established by means of approximation to the master equation. The memory effect, taken into transition probability, is relevant and important for lots of anomalous phenomena. The Taylor expansion for large volume is applied to derive the power-law FPE. The steady-state solution of FPE and microscopic dynamics Ito-Langevin equation of concentration variables are therefore obtained and discussed. Two unimolecular reactions are taken as examples and the concentration distributions with different power-law parameters are analyzed, which may imply strong memory effect of hopping process.

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

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.

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

PubMed

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[over ̇]=1/a^{2}, where a(t) is the expansion scale factor. If the medium expansion is driven by a power law [a(t)∝t^{γ} 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.

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

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.

1. 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.

2. Computations of ion diffusion coefficients from the Boltzmann-Fokker-Planck equation

NASA Technical Reports Server (NTRS)

Roussel-Dupre, R.

1981-01-01

The Boltzmann-Fokker-Planck equation is solved with the Chapman-Enskog method of analysis for the velocity distribution functions of helium, carbon, nitrogen, and oxygen. The analysis is a perturbation scheme based on the assumption of a collision-dominated gas, and the calculations are carried out to first order. The elements considered are treated as trace constituents in an electron-proton gas. From the resulting distribution functions, diffusion coefficients are computed which are found to be 20-30% less than those obtained by Chapman and Burgers. In addition, it is shown that the return current of cold electrons needed to maintain quasi-neutrality in a plasma with a temperature gradient contributes a term in the thermal diffusion coefficient omitted erroneously in previous works. This added term resolves the longstanding controversy over the discrepancy between the coefficients of Chapman and Burgers, which are seen to be completely equivalent in the light of this analysis. The viscosity coefficient for an electron-proton gas is also computed and found to be 7% less than that obtained by Braginskii.

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

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.

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

PubMed

Jang, Seogjoo

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 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.

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

SciTech Connect

Tanimura, Yoshitaka

2015-04-14

We consider a quantum mechanical system represented in phase space (referred to hereafter as “Wigner space”), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for the hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material.

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

PubMed

Tanimura, Yoshitaka

2015-04-14

We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time but also in imaginary time, which represents an inverse temperature. This is an extension of a previous work, in which we studied a spin-boson system, to a Brownian system. It is shown that the QHFP in real time obtained from a correlated thermal equilibrium state of the total system possesses the same form as those obtained from a factorized initial state. A modified terminator for the hierarchal equations of motion is introduced to treat the non-Markovian case more efficiently. Using the imaginary-time QHFP, numerous thermodynamic quantities, including the free energy, entropy, internal energy, heat capacity, and susceptibility, can be evaluated for any potential. These equations allow us to treat non-Markovian, non-perturbative system-bath interactions at finite temperature. Through numerical integration of the real-time QHFP for a harmonic system, we obtain the equilibrium distributions, the auto-correlation function, and the first- and second-order response functions. These results are compared with analytically exact results for the same quantities. This provides a critical test of the formalism for a non-factorized thermal state and elucidates the roles of fluctuation, dissipation, non-Markovian effects, and system-bath coherence. Employing numerical solutions of the imaginary-time QHFP, we demonstrate the capability of this method to obtain thermodynamic quantities for any potential surface. It is shown that both types of QHFP equations can produce numerical results of any desired accuracy. The FORTRAN source codes that we developed, which allow for the treatment of Wigner space dynamics with any potential form (TanimuranFP15 and ImTanimuranFP15), are provided as the supplementary material.

7. Exact solution of the Fokker-Planck equation for isotropic scattering

Malkov, M. A.

2017-01-01

The Fokker-Planck (FP) equation ∂tf +μ ∂xf =∂μ(1 -μ2) ∂μf is solved analytically. Foremost among its applications, this equation describes the propagation of energetic particles through a scattering medium (in x - direction, with μ being the x - projection of particle velocity). The solution is found in terms of an infinite series of mixed moments of particle distribution, ⟨μjxk⟩. The second moment ⟨x2⟩ (j =0 , k =2 ) was obtained by G. I. Taylor (1920) in his classical study of random walk: ⟨x2⟩ =⟨x2⟩0+t /3 +[exp (-2 t ) -1 ] /6 (where t is given in units of an average time between collisions). It characterizes a spatial dispersion of a particle cloud released at t =0 , with √{⟨x2⟩0} being its initial width. This formula distills a transition from ballistic (rectilinear) propagation phase, ⟨x2⟩ -⟨x2⟩0≈t2/3 to a time-asymptotic, diffusive phase, ⟨x2⟩ -⟨x2⟩0≈t /3 . The present paper provides all the higher moments by a recurrence formula. The full set of moments is equivalent to the full solution of the FP equation, expressed in form of an infinite series in moments ⟨μjxk⟩. An explicit, easy-to-use approximation for a point source spreading of a pitch-angle averaged distribution f0(x ,t ) (starting from f0(x ,0 ) =δ (x ) , i.e., Green's function), is also presented and verified by a numerical integration of the FP equation.

8. A data-driven alternative to the fractional Fokker-Planck equation

Pressé, Steve

2015-07-01

Anomalous diffusion processes are ubiquitous in biology and arise in the transport of proteins, vesicles and other particles. Such anomalously diffusive behavior is attributed to a number of factors within the cell including heterogeneous environments, active transport processes and local trapping/binding. There are a number of microscopic principles—such as power law jump size and/or waiting time distributions—from which the fractional Fokker-Planck equation (FFPE) can be derived and used to provide mechanistic insight into the origins of anomalous diffusion. On the other hand, it is fair to ask if other microscopic principles could also have given rise to the evolution of an observed density profile that appears to be well fit by an FFPE. Here we discuss another possible mechanistic alternative that can give rise to densities like those generated by FFPEs. Rather than to fit a density (or concentration profile) using a solution to the spatial FFPE, we reconstruct the profile generated by an FFPE using a regular FPE with a spatial and time-dependent force. We focus on the special case of the spatial FFPE for superdiffusive processes. This special case is relevant to, for example, active transport in a biological context. We devise a prescription for extracting such forces on synthetically generated data and provide an interpretation to the forces extracted. In particular, the time-dependence of forces could tell us about ATP depletion or changes in the cell's metabolic activity. Modeling anomalous behavior with normal diffusion driven by these effective forces yields an alternative mechanistic picture that, ultimately, could help motivate future experiments.

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

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.

10. Generalized Fokker Planck Equation with Time-Dependent Transport Coefficients and a Quadratic Potential: Its Application in Econophysics

Wang, Peng; Wang, Shun-Jin; Zhang, Hua

2005-01-01

In order to control non-equilibrium processes and to describe the fat-tail phenomenon in econophysics, we generalize the traditional the Fokker-Planck equation (FPE) by including a quadratic correlation potential, and by making the time-dependent drift-diffusion coefficients. We investigate the su(1,1)⊕u(1) algebraic structure and obtain the exact solutions to the generalized time-dependent FPE by using the algebraic dynamical method. Based on the exact solution, an important issue in modern econophysics, i.e. the fat-tail distribution in stock markets, is analysed.

11. Backward transformation of the colored-noise Fokker-Planck equation for shear-induced diffusion processes of non-Brownian particles

Lukassen, Laura; Oberlack, Martin

2014-11-01

As described in literature, non-Brownian particles in shear flow show a diffusive behavior due to hydrodynamic interactions. This shear-induced diffusion differs from the well-known Brownian diffusion, as there is no separation of time scales. That means that the configuration of non-Brownian particles changes on the same time scale as the hydrodynamic velocity. This fact impedes the derivation of a Fokker-Planck equation describing non-Brownian particles in pure position space. In this context, we derived a new Fokker-Planck approach in coupled position-velocity space to assure the validity of the Markov process assumption which is violated in pure position space formulation (Lukassen, Oberlack, Phys. Rev. E 89, 2014). Here, we present a further validation of our new Fokker-Planck approach that allows us to establish a relation to a modified purely position space Fokker-Planck equation. This backward transformation exhibits additional correction terms when compared to other position space Fokker-Planck equations in that context known from literature. Our extended approach shall enable a better stochastic description of non-Brownian particle flows. The work of L. Lukassen is supported by the Excellence Initiative'' of the German Federal and State Governments and the Graduate School of Computational Engineering at TU Darmstadt.

12. Space-fractional Fokker-Planck equation and optimization of random search processes in the presence of an external bias

Palyulin, Vladimir V.; Chechkin, Aleksei V.; Metzler, Ralf

2014-11-01

Based on the space-fractional Fokker-Planck equation with a δ-sink term, we study the efficiency of random search processes based on Lévy flights with power-law distributed jump lengths in the presence of an external drift, for instance, an underwater current, an airflow, or simply the preference of the searcher based on prior experience. While Lévy flights turn out to be efficient search processes when the target is upstream relative to the starting point, in the downstream scenario, regular Brownian motion turns out to be advantageous. This is caused by the occurrence of leapovers of Lévy flights, due to which Lévy flights typically overshoot a point or small interval. Studying the solution of the fractional Fokker-Planck equation, we establish criteria when the combination of the external stream and the initial distance between the starting point and the target favours Lévy flights over the regular Brownian search. Contrary to the common belief that Lévy flights with a Lévy index α = 1 (i.e. Cauchy flights) are optimal for sparse targets, we find that the optimal value for α may range in the entire interval (1, 2) and explicitly include Brownian motion as the most efficient search strategy overall.

13. Weibull Statistics for Upper Ocean Currents with the Fokker-Planck Equation

Chu, P. C.

2012-12-01

Upper oceans typically exhibit of a surface mixed layer with a thickness of a few to several hundred meters. This mixed layer is a key component in studies of climate, biological productivity and marine pollution. It is the link between the atmosphere and the deep ocean and directly affects the air-sea exchange of heat, momentum and gases. Vertically averaged horizontal currents across the mixed layer are driven by the residual between the Ekman transport and surface wind stress, and damped by the Rayleigh friction. A set of stochastic differential equations are derived for the two components of the current vector (u, v). The joint probability distribution function of (u, v) satisfies the Fokker-Planck equation (Chu, 2008, 2009), with the Weibull distribution as the solution for the current speed. To prove it, the PDF of the upper (0-50 m) tropical Pacific current speeds (w) was calculated from hourly ADCP data (1990-2007) at six stations for the Tropical Atmosphere Ocean project. In fact, it satisfies the two-parameter Weibull distribution reasonably well with different characteristics between El Nino and La Nina events: In the western Pacific, the PDF of w has a larger peakedness during the La Nina events than during the El Nino events; and vice versa in the eastern Pacific. However, the PDF of w for the lower layer (100-200 m) does not fit the Weibull distribution so well as the upper layer. This is due to the different stochastic differential equations between upper and lower layers in the tropical Pacific. For the upper layer, the stochastic differential equations, established on the base of the Ekman dynamics, have analytical solution, i.e., the Rayleigh distribution (simplest form of the Weibull distribution), for constant eddy viscosity K. Knowledge on PDF of w during the El Nino and La Nina events will improve the ensemble horizontal flux calculation, which contributes to the climate studies. Besides, the Weibull distribution is also identified from the

14. Families of Fokker-Planck equations and the associated entropic form for a distinct steady-state probability distribution with a known external force field.

PubMed

Asgarani, Somayeh

2015-02-01

A method of finding entropic form for a given stationary probability distribution and specified potential field is discussed, using the steady-state Fokker-Planck equation. As examples, starting with the Boltzmann and Tsallis distribution and knowing the force field, we obtain the Boltzmann-Gibbs and Tsallis entropies. Also, the associated entropy for the gamma probability distribution is found, which seems to be in the form of the gamma function. Moreover, the related Fokker-Planck equations are given for the Boltzmann, Tsallis, and gamma probability distributions.

15. Fokker-Planck equation of distributions of financial returns and power laws

Sornette, Didier

2001-02-01

Our purpose is to relate the Fokker-Planck formalism proposed by [Friedrich et al., Phys. Rev. Lett. 84 (2000) 5224] for the distribution of stock market returns to the empirically well-established power-law distribution with an exponent in the range 3-5. We show how to use Friedrich et al.'s formalism to predict that the distribution of returns is indeed asymptotically a power law with an exponent μ that can be determined from the Kramers-Moyal coefficients determined by Friedrich et al. However, with their values determined for the U.S. dollar-German mark exchange rates, the exponent μ predicted from their theory is found to be around 12, in disagreement with the often-quoted value between 3 and 5. This could be explained by the fact that the large asymptotic value of 12 does not apply to real data that lie still far from the stationary state of the Fokker-Planck description. Another possibility is that power laws are inadequate. The mechanism for the power law is based on the presence of multiplicative noise across time-scales, which is different from the multiplicative noise at fixed time-scales implicit in the ARCH models developed in the Finance literature.

16. Unification of one-dimensional Fokker-Planck equations beyond hypergeometrics: Factorizer solution method and eigenvalue schemes

Debosscher, A.

1998-01-01

A one-dimensional Fokker-Planck equation with nonmonotonic exponentially dependent drift and diffusion coefficients is defined by further generalizing a previously studied unifying stochastic Markov process.'' The equation, which has six essential parameters, defines and unifies a large class of interdisciplinary relevant stochastic processes, many of them being embedded'' as limiting cases. In addition to several known processes that previously have been solved independently, the equation also covers a wide interpolating'' variety of different, more general stochastic systems that are characterized by a more complex state dependence of the stochastic forces determining the process. The systems can be driven by additive and/or multiplicative noises. They can have saturating or nonsaturating characteristics and they can have unimodal or bimodal equilibrium distributions. Mathematically, the generalization considered parallels the extension from the Gauss hypergeometric to the Heun differential equation, by adding one more finite regular singularity and its associated confluence possibilities. A previously developed constructive solution method, based upon double integral transforms and contour integral representation, is extended for the actual equation by introducing factorizers'' and by using a few of their fundamental properties (compiled in Appendix A). In addition, the equivalent Schrödinger equation and the reflection symmetry principle prove to be important tools for analysis. Fully analytical results including normalization are obtained for the discrete part of the generally mixed spectrum. Only the eigenvalues have to be numerically determined as zeros of a spectral kernel. This kernel generally is unknown, but its zeros are accessible via appropriate, infinite continued fraction based search schemes. The basic role of congruence'' in this context is highlighted. For clarity, the simpler standard case corresponding to directly accessible zeros is

17. The projection approach to the Fokker-Planck equation. I. Colored Gaussian noise

Faetti, Sandro; Fronzoni, Leone; Grigolini, Paolo; Mannella, Riccardo

1988-08-01

It is shown that the Fokker-Planck operator can be derived via a projection-perturbation approach, using the repartition of a more detailed operator ℒ into a perturbation ℒ 1 and an unperturbed part ℒ 0. The standard Fokker-Planck structure is recovered at the second order in ℒ 1, whereas the perturbation terms of higher order are shown to provoke the breakdown of this structure. To get rid of these higher order terms, a key approximation, local linearization (LL), is made. In general, to evaluate at the second order in ℒ 1 the exact expression of the diffusion coefficient which simulates the influence of a Gaussian noise with a finite correlation time τ, a resummation up to infinite order in τ must be carried out, leading to what other authors call the best Fokker-Planck approximation (BFPA). It is shown that, due to the role of terms of higher order in ℒ 1, the BFPA leads to predictions on the equilibrium distributions that are reliable only up to the first order in t. The LL, on the contrary, in addition to making the influence of terms of higher order in ℒ 1 vanish, results in a simple analytical expression for the term of second order that is formally coincident with the complete resummation over all the orders in t provided by the Fox theory. The corresponding diffusion coefficient in turn is shown to lead in the limiting case τ→∞ to exact results for the steady-state distributions. Therefore, over the whole range 0⩽τ⩽∞ the LL turns out to be an approximation much more accurate than the global linearization proposed by other authors for the same purpose of making the terms of higher order in ℒ 1 vanish. In the short- τ region the LL leads to results virtually coincident with those of the BFPA. In the large- τ region the LL is a more accurate approximation than the BFPA itself. These theoretical arguments are supported by the results of both analog and digital simulation.

18. On the Derivation of a High-Velocity Tail from the Boltzmann-Fokker-Planck Equation for Shear Flow

Acedo, L.; Santos, A.; Bobylev, A. V.

2002-12-01

Uniform shear flow is a paradigmatic example of a nonequilibrium fluid state exhibiting non-Newtonian behavior. It is characterized by uniform density and temperature and a linear velocity profile U x ( y)= ay, where a is the constant shear rate. In the case of a rarefied gas, all the relevant physical information is represented by the one-particle velocity distribution function f( r, v)= f( V), with V≡ v- U( r), which satisfies the standard nonlinear integro-differential Boltzmann equation. We have studied this state for a two-dimensional gas of Maxwell molecules with a collision rate K( θ)∝lim ∈→0 ∈ -2 δ( θ- ∈), where θ is the scattering angle, in which case the nonlinear Boltzmann collision operator reduces to a Fokker-Planck operator. We have found analytically that for shear rates larger than a certain threshold value a th≃0.3520 ν (where ν is an average collision frequency and a th/ ν is the real root of the cubic equation 64 x 3+16 x 2+12 x-9=0) the velocity distribution function exhibits an algebraic high-velocity tail of the form f( V; a)˜| V|-4- σ( a) Φ( ϕ; a), where ϕ≡tan V y / V x and the angular distribution function Φ( ϕ; a) is the solution of a modified Mathieu equation. The enforcement of the periodicity condition Φ( ϕ; a)= Φ( ϕ+ π; a) allows one to obtain the exponent σ( a) as a function of the shear rate. It diverges when a→ a th and tends to a minimum value σ min≃1.252 in the limit a→∞. As a consequence of this power-law decay for a> a th, all the velocity moments of a degree equal to or larger than 2+ σ( a) are divergent. In the high-velocity domain the velocity distribution is highly anisotropic, with the angular distribution sharply concentrated around a preferred orientation angle ~ϕ( a), which rotates from ~ϕ=- π/4,3 π/4 when a→ a th to ~ϕ=0, π in the limit a→∞.

19. Stochastic dynamics from the fractional Fokker-Planck-Kolmogorov equation: large-scale behavior of the turbulent transport coefficient.

PubMed

Milovanov, A V

2001-04-01

The formulation of the fractional Fokker-Planck-Kolmogorov (FPK) equation [Physica D 76, 110 (1994)] has led to important advances in the description of the stochastic dynamics of Hamiltonian systems. Here, the long-time behavior of the basic transport processes obeying the fractional FPK equation is analyzed. A derivation of the large-scale turbulent transport coefficient for a Hamiltonian system with 11 / 2 degrees of freedom is proposed in connection with the fractal structure of the particle chaotic trajectories. The principal transport regimes (i.e., a diffusion-type process, ballistic motion, subdiffusion in the limit of the frozen Hamiltonian, and behavior associated with self-organized criticality) are obtained as partial cases of the generalized transport law. A comparison with recent numerical and experimental studies is given.

20. Colored-noise Fokker-Planck equation for the shear-induced self-diffusion process of non-Brownian particles

Lukassen, Laura J.; Oberlack, Martin

2014-05-01

In the literature, it is pointed out that non-Brownian particles tend to show shear-induced diffusive behavior due to hydrodynamic interactions. Several authors indicate a long correlation time of the particle velocities in comparison to Brownian particle velocities modeled by a white noise. This work deals with the derivation of a Fokker-Planck equation both in position and velocity space which describes the process of shear-induced self-diffusion, whereas, so far, this problem has been described by Fokker-Planck equations restricted to position space. The long velocity correlation times actually would necessitate large time-step sizes in the mathematical description of the problem in order to capture the diffusive regime. In fact, time steps of specific lengths pose problems to the derivation of the corresponding Fokker-Planck equation because the whole particle configuration changes during long time-step sizes. On the other hand, small time-step sizes, i.e., in the range of the velocity correlation time, violate the Markov property of the position variable. In this work we regard the problem of shear-induced self-diffusion with respect to the Markov property and reformulate the problem with respect to small time-step sizes. In this derivation, we regard the nondimensionalized Langevin equation and develop a new compact form which allows us to analyze the Langevin equation for all time scales of interest for both Brownian and non-Brownian particles starting from a single equation. This shows that the Fokker-Planck equation in position space should be extended to a colored-noise Fokker-Planck equation in both position and colored-noise velocity space, which we will derive.

1. Colored-noise Fokker-Planck equation for the shear-induced self-diffusion process of non-Brownian particles.

PubMed

Lukassen, Laura J; Oberlack, Martin

2014-05-01

In the literature, it is pointed out that non-Brownian particles tend to show shear-induced diffusive behavior due to hydrodynamic interactions. Several authors indicate a long correlation time of the particle velocities in comparison to Brownian particle velocities modeled by a white noise. This work deals with the derivation of a Fokker-Planck equation both in position and velocity space which describes the process of shear-induced self-diffusion, whereas, so far, this problem has been described by Fokker-Planck equations restricted to position space. The long velocity correlation times actually would necessitate large time-step sizes in the mathematical description of the problem in order to capture the diffusive regime. In fact, time steps of specific lengths pose problems to the derivation of the corresponding Fokker-Planck equation because the whole particle configuration changes during long time-step sizes. On the other hand, small time-step sizes, i.e., in the range of the velocity correlation time, violate the Markov property of the position variable. In this work we regard the problem of shear-induced self-diffusion with respect to the Markov property and reformulate the problem with respect to small time-step sizes. In this derivation, we regard the nondimensionalized Langevin equation and develop a new compact form which allows us to analyze the Langevin equation for all time scales of interest for both Brownian and non-Brownian particles starting from a single equation. This shows that the Fokker-Planck equation in position space should be extended to a colored-noise Fokker-Planck equation in both position and colored-noise velocity space, which we will derive.

2. The van Kampen expansion for the Fokker-Planck equation of a duffing oscillator excited by colored noise

Weinstein, Edward M.; Benaroya, H.

1994-11-01

In Rodríguez and van Kampen's 1976 paper a method of extracting information from the Fokker-Planck equation without having to solve the equation is outlined. The Fokker-Planck equation for a Duffing oscillator excited by white noise is expanded about the intensity α of the forcing function. In Weinstein and Benaroya, the effect of the order of expansion is investigated by carrying the expansion to a higher order. The effect of varying the system parameters is also investigated. All results are verified by comparison to Monte Carlo experiments. In this paper, the van Kampen expansion is modified and applied to the case of a Duffing oscillator excited by colored noise. The effect of the correlation time is investigated. Again the results are compared to those of Monte Carlo experiments. It is found that the expansion compares closely with those of the Monte Carlo experiments as the correlation time τc is varied from 0.001 to 10 sec. Examination of the results reveals that the colored noise can be categorized in one of four ways: (1) fortau _c< O(0.01{{ }}sec ) the noise can be considered as white for all intents and purposes, (2) fortau _c = O(0.1{{ }}sec ) the noise can be considered white for some purposes, (3) fortau _c = O(1.0{{ }}sec ) the correlated nature of the noise must be considered in an analysis, and (4) forO(1.0{{ }}sec )< tau _c the noise can be considered as deterministic.

3. A dynamic model for the time evolution of the modulated cosmic ray spectrum. [using Fokker-Planck equation

NASA Technical Reports Server (NTRS)

Ogallagher, J. J.; Maslyar, G. A., III

1975-01-01

A recently developed model predicts an energy dependent phase lag in the modulated cosmic ray density U(t) given by U(t) approximately equal to US (t - tau) where US is the solution to the Fokker-Planck equation under time independent conditions and tau is the average time spent by particles inside the modulating region. The delay times tau are functions of modulating parameters R (the radius of the modulating cavity), V (the solar wind velocity), and K (the effective average diffusion-coefficient which is a function of energy). This model is applied to predict the time evolution of the modulated cosmic ray proton spectrum over a simulated solar cycle. A modulation produced mostly by varying R over the solar cycle is less consistent with the observations.

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

SciTech Connect

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, pair 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

5. Fokker-Planck analysis of the Langevin-Lorentz equation: Application to ligand-receptor binding under electromagnetic exposure

Moggia, Elsa; Chiabrera, Alessandro; Bianco, Bruno

1997-11-01

The statistical properties of the solution of the Langevin-Lorentz equation are analyzed by means of the Fokker-Planck approach. The equation describes the dynamics of an ion that is attracted by a central field and is interacting with a time-varying magnetic field and with the thermal bath. If the endogenous force is assumed to be elastic, then a closed-form expression for the probability density of the process can be obtained, in the case of constant magnetic exposure and, for the time-varying case, at least asymptotically. In the general case, a numerical integration of the resulting set of differential equations with periodically time-varying coefficients has been implemented. A framework for studying the possible effects of low-frequency, low-intensity electromagnetic fields on biological systems has been developed on the basis of the equation. The model assumes that an exogenous electromagnetic field may affect the binding of a messenger attracted by the endogenous force field of its receptor protein. The results are applicable to the analysis of experiments, e.g., exposing a Petri dish, containing a biological sample, to a periodically time-varying magnetic field generated by a pair of Helmholtz coils, most widely used in the scientific literature. The proposed model provides a theoretical mean for evaluating the biological effectiveness of low-frequency, low-intensity electromagnetic exposure.

6. Numerical solution of a time-space fractional Fokker Planck equation with variable force field and diffusion

Pinto, Luís; Sousa, Ercília

2017-09-01

We present a numerical method to solve a time-space fractional Fokker-Planck equation with a space-time dependent force field F(x, t), and diffusion d(x, t). When the problem being modelled includes time dependent coefficients, the time fractional operator, that typically appears on the right hand side of the fractional equation, should not act on those coefficients and consequently the differential equation can not be simplified using the standard technique of transferring the time fractional operator to the left hand side of the equation. We take this into account when deriving the numerical method. Discussions on the unconditional stability and accuracy of the method are presented, including results that show the order of convergence is affected by the regularity of solutions. The numerical experiments confirm that the convergence of the method is second order in time and space for sufficiently regular solutions and they also illustrate how the order of convergence can depend on the regularity of the solutions. In this case, the rate of convergence can be improved by considering a non-uniform mesh.

7. Fokker-Planck Equations: Uncertainty in Network Security Games and Information

DTIC Science & Technology

2012-02-12

out [40].. 3. Numerical methods were developed for elastic waves propagation in a Kelvin- Voigt media. The objective is to simulate an elastic wave...behavior of nonlinear stochastic differential equations, especially the stochastic resonance effects based on the probability density function ... Computation North Carolina State University Box 8205 Raleigh, NC 27695-8212 Abstract We have significant accomplishments on uncertainty

8. Global well-posedness and large time behavior of classical solutions to the Vlasov-Fokker-Planck and magnetohydrodynamics equations

Jiang, Peng

2017-02-01

We are concerned with the global well-posedness of the fluid-particle system which describes the evolutions of disperse two-phase flows. The system consists of the Vlasov-Fokker-Planck equation for the dispersed phase (particles) coupled to the compressible magnetohydrodynamics equations modelling a dense phase (fluid) through the friction forcing. Global well-posedness of the Cauchy problem is established in perturbation framework, and rates of convergence of solutions toward equilibrium, which are algebraic in the whole space and exponential on torus, are also obtained under some additional conditions on initial data. The existence of global solution and decay rate of the solution are proved based on the classical energy estimates and Fourier multiplier technique, which are considerably complicated and some new ideas and techniques are thus required. Moreover, it is shown that neither shock waves nor vacuum and concentration in the solution are developed in a finite time although there is a complex interaction between particle and fluid.

9. Fokker-Planck/Transport model for neutral beam driven tokamaks

SciTech Connect

Killeen, J.; Mirin, A.A.; McCoy, M.G.

1980-01-01

The application of nonlinear Fokker-Planck models to the study of beam-driven plasmas is briefly reviewed. This evolution of models has led to a Fokker-Planck/Transport (FPT) model for neutral-beam-driven Tokamaks, which is described in detail. The FPT code has been applied to the PLT, PDX, and TFTR Tokamaks, and some representative results are presented.

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

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.

11. Probing photoisomerization processes by means of multi-dimensional electronic spectroscopy: The multi-state quantum hierarchical Fokker-Planck equation approach

Ikeda, Tatsushi; Tanimura, Yoshitaka

2017-07-01

Photoisomerization in a system with multiple electronic states and anharmonic potential surfaces in a dissipative environment is investigated using a rigorous numerical method employing quantum hierarchical Fokker-Planck equations (QHFPEs) for multi-state systems. We have developed a computer code incorporating QHFPE for general-purpose computing on graphics processing units that can treat multi-state systems in phase space with any strength of diabatic coupling of electronic states under non-perturbative and non-Markovian system-bath interactions. This approach facilitates the calculation of both linear and nonlinear spectra. We computed Wigner distributions for excited, ground, and coherent states. We then investigated excited state dynamics involving transitions among these states by analyzing linear absorption and transient absorption processes and multi-dimensional electronic spectra with various values of heat bath parameters. Our results provide predictions for spectroscopic measurements of photoisomerization dynamics. The motion of excitation and ground state wavepackets and their coherence involved in the photoisomerization were observed as the profiles of positive and negative peaks of two-dimensional spectra.

12. Probing photoisomerization processes by means of multi-dimensional electronic spectroscopy: The multi-state quantum hierarchical Fokker-Planck equation approach.

PubMed

Ikeda, Tatsushi; Tanimura, Yoshitaka

2017-07-07

Photoisomerization in a system with multiple electronic states and anharmonic potential surfaces in a dissipative environment is investigated using a rigorous numerical method employing quantum hierarchical Fokker-Planck equations (QHFPEs) for multi-state systems. We have developed a computer code incorporating QHFPE for general-purpose computing on graphics processing units that can treat multi-state systems in phase space with any strength of diabatic coupling of electronic states under non-perturbative and non-Markovian system-bath interactions. This approach facilitates the calculation of both linear and nonlinear spectra. We computed Wigner distributions for excited, ground, and coherent states. We then investigated excited state dynamics involving transitions among these states by analyzing linear absorption and transient absorption processes and multi-dimensional electronic spectra with various values of heat bath parameters. Our results provide predictions for spectroscopic measurements of photoisomerization dynamics. The motion of excitation and ground state wavepackets and their coherence involved in the photoisomerization were observed as the profiles of positive and negative peaks of two-dimensional spectra.

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

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.

14. On polynomial solutions to Fokker-Planck and sinked density evolution equations

Zuparic, Mathew

2015-04-01

We analytically solve for the time dependent solutions of various density evolution models. With specific forms of the diffusion, drift and sink coefficients, the eigenfunctions can be expressed in terms of hypergeometric functions. We obtain the relevant discrete and continuous spectra for the eigenfunctions. With non-zero sink terms the discrete spectra eigenfunctions are generalizations of well known orthogonal polynomials: the so-called associated-Laguerre, Bessel, Fisher-Snedecor and Romanovski functions. We use MacRobert’s proof to obtain closed form expressions for the continuous normalization of the Romanovski density function. Finally, we apply our results to obtain the analytical solutions associated with the Bertalanffy-Richards-Langevin equation.

15. Fokker-Planck response of stochastic satellites

NASA Technical Reports Server (NTRS)

Huang, T. C.; Das, A.

1982-01-01

The present investigation is concerned with the effects of stochastic geometry and random environmental torques on the pointing accuracy of spinning and three-axis stabilized satellites. The study of pointing accuracies requires a knowledge of the rates of error growth over and above any criteria for the asymptotic stability of the satellites. For this reason the investigation is oriented toward the determination of the statistical properties of the responses of the satellites. The geometries of the satellites are considered stochastic so as to have a phenomenological model of the motions of the flexible structural elements of the satellites. A widely used method of solving stochastic equations is the Fokker-Planck approach where the equations are assumed to define a Markoff process and the transition probability densities of the responses are computed directly as a function of time. The Fokker-Planck formulation is used to analyze the response vector of a rigid satellite.

16. Fokker-Planck formalism in magnetic resonance simulations.

PubMed

Kuprov, Ilya

2016-09-01

This paper presents an overview of the Fokker-Planck formalism for non-biological magnetic resonance simulations, describes its existing applications and proposes some novel ones. The most attractive feature of Fokker-Planck theory compared to the commonly used Liouville - von Neumann equation is that, for all relevant types of spatial dynamics (spinning, diffusion, stationary flow, etc.), the corresponding Fokker-Planck Hamiltonian is time-independent. Many difficult NMR, EPR and MRI simulation problems (multiple rotation NMR, ultrafast NMR, gradient-based zero-quantum filters, diffusion and flow NMR, off-resonance soft microwave pulses in EPR, spin-spin coupling effects in MRI, etc.) are simplified significantly in Fokker-Planck space. The paper also summarises the author's experiences with writing and using the corresponding modules of the Spinach library - the methods described below have enabled a large variety of simulations previously considered too complicated for routine practical use.

17. Fokker-Planck formalism in magnetic resonance simulations

Kuprov, Ilya

2016-09-01

This paper presents an overview of the Fokker-Planck formalism for non-biological magnetic resonance simulations, describes its existing applications and proposes some novel ones. The most attractive feature of Fokker-Planck theory compared to the commonly used Liouville - von Neumann equation is that, for all relevant types of spatial dynamics (spinning, diffusion, stationary flow, etc.), the corresponding Fokker-Planck Hamiltonian is time-independent. Many difficult NMR, EPR and MRI simulation problems (multiple rotation NMR, ultrafast NMR, gradient-based zero-quantum filters, diffusion and flow NMR, off-resonance soft microwave pulses in EPR, spin-spin coupling effects in MRI, etc.) are simplified significantly in Fokker-Planck space. The paper also summarises the author's experiences with writing and using the corresponding modules of the Spinach library - the methods described below have enabled a large variety of simulations previously considered too complicated for routine practical use.

18. Ion dynamics in compacted clays: Derivation of a two-state diffusion-reaction scheme from the lattice Fokker-Planck equation

Rotenberg, B.; Dufrêche, J.-F.; Bagchi, B.; Giffaut, E.; Hansen, J.-P.; Turq, P.

2006-04-01

We show how a two-state diffusion-reaction description of the mobility of ions confined within compacted clays can be constructed from the microscopic dynamics of ions in an external field. The diffusion-reaction picture provides the usual interpretation of the reduced ionic mobility in clays, but the required partitioning coefficient Kd between trapped and mobile ions is generally an empirical parameter. We demonstrate that it is possible to obtain Kd from the microscopic dynamics of ions interacting with the clay surfaces by evaluating the ionic mobility using a novel lattice implementation of the Fokker-Planck equation. The resulting Kd allows a clear-cut characterization of the trapping sites on the clay surfaces and determines the adsorption/desorption rates. The results highlight the limitations of standard approximation schemes and pinpoint the crossover from jump to Brownian diffusion regimes.

19. Vlasov-Fokker-Planck modeling of plasma near hohlraum walls heated with nanosecond laser pulses calculated using the ray tracing equations

Joglekar, Archis; Thomas, Alec

2013-10-01

Here, we present 2D numerical modeling of near critical density plasma using a fully implicit Vlasov-Fokker-Planck code, IMPACTA, which includes self-consistent magnetic fields as well as anisotropic electron pressure terms in the expansion of the distribution function, as well as an implementation of the Boris CYLRAD algorithm through a ray tracing add-on package. This allows to model inverse brehmsstrahlung heating as a laser travels through a plasma by solving the ray tracing equations. Generated magnetic fields (eg. the Biermann battery effect) as well as field advection through heat fluxes from the laser heating is shown. Additionally, perturbations in the plasma density profile arise as a result of the high pressures and flows in the plasma. These perturbations in the plasma density affect the path of the laser traveling through the plasma and modify the heating profile accordingly. The interplay between these effects is discussed in this study.

20. Extension of the analytical kinetics of micellar relaxation: Improving a relation between the Becker-Döring difference equations and their Fokker-Planck approximation

Babintsev, I. A.; Adzhemyan, L. Ts.; Shchekin, A. K.

2017-08-01

Relaxation of micellar systems can be described with the help of the Becker-Döring kinetic difference equations for aggregate concentrations. Passing in these equations to continual description, when the aggregation number is considered as continuous variable and the concentration difference is replaced by the concentration differential, allows one to find analytically the eigenvalues (to whom the inverse times of micellar relaxation are related) and eigenfunctions (or the modes of fast relaxation) of the linearized differential operator of the kinetic equation corresponding to the Fokker-Planck approximation. At this the spectrum of eigenvalues appears to be degenerated at some surfactant concentrations. However, as has been recently found by us, there is no such a degeneracy at numerical determination of the eigenvalues of the matrix of coefficients for the linearized difference Becker-Döring equations. It is shown in this work in the frameworks of the perturbation theory, that taking into account the corrections to the kinetic equation produced by second derivatives at transition from differences to differentials and by deviation of the aggregation work from a parabolic form in the vicinity of the work minimum, lifts the degeneracy of eigenvalues and improves markedly the agreement of concentration-dependent fast relaxation time with the results of the numerical solution of the linearized Becker-Döring difference equations.

1. The Bogolyubov-Born-Green-Kirkwood-Yvon hierarchy and Fokker-Planck equation for many-body dissipative randomly driven systems

SciTech Connect

Sliusarenko, O. Yu.; Chechkin, A. V.; Slyusarenko, Yu. V.

2015-04-15

By generalizing Bogolyubov’s reduced description method, we suggest a formalism to derive kinetic equations for many-body dissipative systems in external stochastic field. As a starting point, we use a stochastic Liouville equation obtained from Hamilton’s equations taking dissipation and stochastic perturbations into account. The Liouville equation is then averaged over realizations of the stochastic field by an extension of the Furutsu-Novikov formula to the case of a non-Gaussian field. As the result, a generalization of the classical Bogolyubov-Born-Green-Kirkwood-Yvon (BBGKY) hierarchy is derived. In order to get a kinetic equation for the single-particle distribution function, we use a regular cutoff procedure of the BBGKY hierarchy by assuming weak interaction between the particles and weak intensity of the field. Within this approximation, we get the corresponding Fokker-Planck equation for the system in a non-Gaussian stochastic field. Two particular cases are discussed by assuming either Gaussian statistics of external perturbation or homogeneity of the system.

2. Analytical results of the Fokker-Planck equation derived for one superconducting nanowire quantum interference device and for DC SQUIDs-asymmetric devices

SciTech Connect

Shahzamanian, M.A.; Eatesami, M.; Yavary, H.

2007-11-15

We consider an asymmetric two-junction superconducting quantum interference device, whose junctions are assumed to be overdamped, and regard Sin Fourier series for their current-phase relations. We take into account the effects of thermal fluctuations by forming a two-dimensional Fokker-Planck equation for the distribution function. We judge a series expansion of first order with respect to the components of the reduced inductance for distribution function and obtain current-voltage relation. We consider the measured resistance of the superconducting nanowire quantum interference device with mesoscopic leads that Hopkins et al. reported in Hopkins et al. [D.S. Hopkins, D. Pekker, P.M. Goldbart, A. Bezryadin, Science 308 (2005) 1762] and analyzed in Pekker et al. [D. Pekker, A. Bezryadin, D.S. Hopkins, P.M. Goldbart, Phys. Rev. B 72 (2005) 104517], by defining loop inductance, and by considering appropriate relations for resistance of nanowires. In fact we extend Chesca formulation [B. Chesca, J. Low Temp. Phys. 112 (1998) 165] simultaneously in three aspects and give a unified theory for nanowire two-junction devices, low T{sub c} and high T{sub c} DC SQUIDs, in restricted conditions.

3. Bounce-averaged Fokker-Planck code for stellarator transport

SciTech Connect

Mynick, H.E.; Hitchon, W.N.G.

1985-07-01

A computer code for solving the bounce-averaged Fokker-Planck equation appropriate to stellarator transport has been developed, and its first applications made. The code is much faster than the bounce-averaged Monte-Carlo codes, which up to now have provided the most efficient numerical means for studying stellarator transport. Moreover, because the connection to analytic kinetic theory of the Fokker-Planck approach is more direct than for the Monte-Carlo approach, a comparison of theory and numerical experiment is now possible at a considerably more detailed level than previously.

4. Strategies for Nonlinear Analysis of Marine Structures

DTIC Science & Technology

1988-08-01

a stronger nonlinear system, the Fokker - Planck equation may be applied. In this case, no restriction is applied to the degree of nonlinearity in the...x) = w.2x + rx3 (3.87) including a linear spring and cubic spring term; wN is the natural frequency = Vk/m . The Fokker - Planck equation for this...superposition and Fokker - Planck equation 69 methods and obtaining the equivalent white-noise spectrum. An example of the probability density function

5. Numerical Computation of Time-Fractional Fokker-Planck Equation Arising in Solid State Physics and Circuit Theory Numerical Computation of Time-Fractional Fokker-Planck Equation Arising in Solid State Physics and Circuit Theory

Kumar, Sunil

2013-12-01

The main aim of the present work is to propose a new and simple algorithm to obtain a quick and accurate analytical solution of the time fractional Fokker-Plank equation which arises in various fields in natural science, including solid-state physics, quantum optics, chemical physics, theoretical biology, and circuit theory. This new and simple algorithm is an innovative adjustment in Laplace transform algorithm which makes the calculations much simpler and applicable to several practical problems in science and engineering. The proposed scheme finds the solutions without any discretization or restrictive assumptions and is free from round-off errors and therefore reduces the numerical computations to a great extent. Furthermore, several numerical examples are presented to illustrate the accuracy and the stability of the method.

6. Direct discrete simulation of the kinetic Landau-Fokker-Planck equation with an alternating external electromagnetic field

SciTech Connect

Karpov, S. A.; Potapenko, I. F.

2015-10-15

A stochastic method of simulation of Coulomb interaction is considered. The main idea of the method is to approximate the nonlinear Landau kinetic collision integral by the Boltzmann integral. In its realization, the method can be attributed to a wide class of Monte Carlo-type methods. It is easily combined with the existing particle methods used to simulate collisionless plasmas. This is important for simulation of the dynamics of both laboratory and space plasmas when the mean free path of plasma particles is comparable with the plasma inhomogeneity scale length. Illustrative examples of relaxation of two-temperature plasma being subject to a high-frequency alternating electric field are given, and differences from their classical description are considered. The method satisfies the conservation laws for the number of particles, momentum, and energy and is simple and efficient in implementation.

7. Multigroup discrete ordinates solution of Boltzmann-Fokker-Planck equations and cross section library development of ion transport

SciTech Connect

Prinja, A.K.

1995-08-01

We have developed and successfully implemented a two-dimensional bilinear discontinuous in space and time, used in conjunction with the S{sub N} angular approximation, to numerically solve the time dependent, one-dimensional, one-speed, slab geometry, (ion) transport equation. Numerical results and comparison with analytical solutions have shown that the bilinear-discontinuous (BLD) scheme is third-order accurate in the space ad time dimensions independently. Comparison of the BLD results with diamond-difference methods indicate that the BLD method is both quantitavely and qualitatively superior to the DD scheme. We note that the form of the transport operator is such that these conclusions carry over to energy dependent problems that include the constant-slowing-down-approximation term, and to multiple space dimensions or combinations thereof. An optimized marching or inversion scheme or a parallel algorithm should be investigated to determine if the increased accuracy can compensate for the extra overhead required for a BLD solution, and then could be compared to other discretization methods such as nodal or characteristic schemes.

8. Pointwise Description for the Linearized Fokker-Planck-Boltzmann Model

Wu, Kung-Chien

2015-09-01

In this paper, we study the pointwise (in the space variable) behavior of the linearized Fokker-Planck-Boltzmann model for nonsmooth initial perturbations. The result reveals both the fluid and kinetic aspects of this model. The fluid-like waves are constructed as the long-wave expansion in the spectrum of the Fourier modes for the space variable, and it has polynomial time decay rate. We design a Picard-type iteration for constructing the increasingly regular kinetic-like waves, which are carried by the transport equations and have exponential time decay rate. The Mixture Lemma plays an important role in constructing the kinetic-like waves, this lemma was originally introduced by Liu-Yu (Commun Pure Appl Math 57:1543-1608, 2004) for Boltzmann equation, but the Fokker-Planck term in this paper creates some technical difficulties.

9. A Fokker-Planck description for Parrondo's games

Toral, Raul; Amengual, Pau; Mangioni, Sergio

2003-05-01

We discuss in detail two recently proposed relations between the Parrondo's games and the Fokker-Planck equation describing the flashing ratchet as the overdamped motion of a particle in a potential landscape. In both cases it is possible to relate exactly the probabilities of the games to the potential in which the overdamped particle moves. We will discuss under which conditions current-less potentials correspond to fair games and vie versa.

10. Fokker-Planck modeling of current penetration during electron cyclotron current drive

SciTech Connect

Merkulov, A.; Westerhof, E.; Schueller, F. C.

2007-05-15

The current penetration during electron cyclotron current drive (ECCD) on the resistive time scale is studied with a Fokker-Planck simulation, which includes a model for the magnetic diffusion that determines the parallel electric field evolution. The existence of the synergy between the inductive electric field and EC driven current complicates the process of the current penetration and invalidates the standard method of calculation in which Ohm's law is simply approximated by j-j{sub cd}={sigma}E. Here it is proposed to obtain at every time step a self-consistent approximation to the plasma resistivity from the Fokker-Planck code, which is then used in a concurrent calculation of the magnetic diffusion equation in order to obtain the inductive electric field at the next time step. A series of Fokker-Planck calculations including a self-consistent evolution of the inductive electric field has been performed. Both the ECCD power and the electron density have been varied, thus varying the well known nonlinearity parameter for ECCD P{sub rf}[MW/m{sup -3}]/n{sub e}{sup 2}[10{sup 19} m{sup -3}] [R. W. Harvey et al., Phys. Rev. Lett 62, 426 (1989)]. This parameter turns out also to be a good predictor of the synergetic effects. The results are then compared with the standard method of calculations of the current penetration using a transport code. At low values of the Harvey parameter, the standard method is in quantitative agreement with Fokker-Planck calculations. However, at high values of the Harvey parameter, synergy between ECCD and E{sub parallel} is found. In the case of cocurrent drive, this synergy leads to the generation of large amounts of nonthermal electrons and a concomitant increase of the electrical conductivity and current penetration time. In the case of countercurrent drive, the ECCD efficiency is suppressed by the synergy with E{sub parallel} while only a small amount of nonthermal electrons is produced.

11. A Fokker-Planck model of hard sphere gases based on H-theorem

Gorji, M. Hossein; Torillhon, Manuel

2016-11-01

It has been shown recently that the Fokker-Planck kinetic model can be employed as an approximation of the Boltzmann equation for rarefied gas flow simulations [4, 5, 10]. Similar to the direct simulation Monte-Carlo (DSMC), the Fokker-Planck solution algorithm is based on the particle Monte-Carlo representation of the distribution function. Yet opposed to DSMC, here the particles evolve along independent stochastic paths where no collisions need to be resolved. This leads to significant computational advantages over DSMC, considering small Knudsen numbers [10]. The original Fokker-Planck model (FP) for rarefied gas flow simulations was devised according to the Maxwell type pseudo-molecules [4, 5]. In this paper a consistent Fokker-Planck equation is derived based on the Boltzmann collision integrals and maximum entropy distribution. Therefore the resulting model fulfills the H-theorem and leads to correct relaxation of velocity moments up to heat fluxes consistent with hard sphere interactions. For assessment of the model, simulations are performed for Mach 5 flow around a vertical plate using both Fokker-Planck and DSMC simulations. Compared to the original FP model, significant improvements are achieved at high Mach flows.

12. Fokker-Planck description of wealth dynamics and the origin of Pareto's law

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.

13. Dimensional interpolation for nonlinear filters

Daum, Fred

2005-09-01

Dimensional interpolation has been used successfully by physicists and chemists to solve the Schroedinger equation for atoms and complex molecules. The same basic idea can be used to solve the Fokker-Planck equation for nonlinear filters. In particular, it is well known (by physicists) that two Schroedinger equations are equivalent to two Fokker-Planck equations. Moreover, we can avoid the Schroedinger equation altogether and use dimensional interpolation directly on the Fokker-Planck equation. Dimensional interpolation sounds like a crazy idea, but it works. We will attempt to make this paper accessible to normal engineers who do not have quantum mechanics for breakfast.

14. Application of Fokker-Planck-Kramers equation treatment for short-time dynamics of diffusion-controlled reaction in supercritical Lennard-Jones fluids over a wide density range.

PubMed

Ibuki, Kazuyasu; Ueno, Masakatsu

2006-04-07

The validity of a Fokker-Planck-Kramers equation (FPKE) treatment of the rate of diffusion-controlled reaction at short times [K. Ibuki and M. Ueno, J. Chem. Phys. 119, 7054 (2003)] is tested in a supercritical Lennard-Jones fluid over a wide density range by comparing it with the Langevin dynamics and molecular dynamics simulations and other theories. The density n range studied is 0.323n(c)< or =n< or =2.58n(c) and the temperature 1.52T(c), where n(c) and T(c) are the critical density and temperature, respectively. For the rate of bimolecular reactions, the transition between the collision-limited and diffusion-limited regimes is expected to take place in this density range. The simulations show that the rate constant decays with time extensively at high densities, and that the magnitude of decay decreases gradually with decreasing density. The decay profiles of the rate constants obtained by the simulations are reproduced reasonably well by the FPKE treatment in the whole density range studied if a continuous velocity distribution is used in solving the FPKE approximately. If a discontinuous velocity distribution is used instead of the continuous one, the FPKE treatment leads to a rate constant much larger than the simulation results at medium and low densities. The rate constants calculated from the Smoluchowski-Collins-Kimball (SCK) theory based on the diffusion equation are somewhat smaller than the simulation results in medium and low densities when the intrinsic rate constant is chosen to adjust the steady state rate constant in the low density limit to that derived by the kinetic collision theory. The discrepancy is relatively small, so that the SCK theory provides a useful guideline for a qualitative discussion of the density effect on the rate constant.

15. Parallelized Vlasov-Fokker-Planck solver for desktop personal computers

Schönfeldt, Patrik; Brosi, Miriam; Schwarz, Markus; Steinmann, Johannes L.; Müller, Anke-Susanne

2017-03-01

The numerical solution of the Vlasov-Fokker-Planck equation is a well established method to simulate the dynamics, including the self-interaction with its own wake field, of an electron bunch in a storage ring. In this paper we present Inovesa, a modularly extensible program that uses opencl to massively parallelize the computation. It allows a standard desktop PC to work with appropriate accuracy and yield reliable results within minutes. We provide numerical stability-studies over a wide parameter range and compare our numerical findings to known results. Simulation results for the case of coherent synchrotron radiation will be compared to measurements that probe the effects of the microbunching instability occurring in the short bunch operation at ANKA. It will be shown that the impedance model based on the shielding effect of two parallel plates can not only describe the instability threshold, but also the presence of multiple regimes that show differences in the emission of coherent synchrotron radiation.

16. Noise on resistive switching: a Fokker-Planck approach

Patterson, G. A.; Grosz, D. F.; Fierens, P. I.

2016-05-01

We study the effect of internal and external noise on the phenomenon of resistive switching. We consider a non-harmonic external driving signal and provide a theoretical framework to explain the observed behavior in terms of the related Fokker-Planck equations. It is found that internal noise causes an enhancement of the resistive contrast and that noise proves to be advantageous when considering short driving pulses. In the case of external noise, however, noise only has the effect of degrading the resistive contrast. Furthermore, we find a relationship between the noise amplitude and the driving signal pulsewidth that constrains the persistence of the resistive state. In particular, results suggest that strong and short driving pulses favor a longer persistence time, an observation that may find applications in the field of high-integration high-speed resistive memory devices.

17. Current dependence of spin torque switching rate based on Fokker-Planck approach

SciTech Connect

Taniguchi, Tomohiro Imamura, Hiroshi

2014-05-07

The spin torque switching rate of an in-plane magnetized system in the presence of an applied field is derived by solving the Fokker-Planck equation. It is found that three scaling currents are necessary to describe the current dependence of the switching rate in the low-current limit. The dependences of these scaling currents on the applied field strength are also studied.

18. Orbit-averaged guiding-center Fokker-Planck operator for numerical applications

SciTech Connect

Decker, J.; Peysson, Y.; Duthoit, F.-X.; Brizard, A. J.

2010-11-15

A guiding-center Fokker-Planck operator is derived in a coordinate system that is well suited for the implementation in a numerical code. This differential operator is transformed such that it can commute with the orbit-averaging operation. Thus, in the low-collisionality approximation, a three-dimensional Fokker-Planck evolution equation for the orbit-averaged distribution function in a space of invariants is obtained. This transformation is applied to a collision operator with nonuniform isotropic field particles. Explicit neoclassical collisional transport diffusion and convection coefficients are derived, and analytical expressions are obtained in the thin orbit approximation. To illustrate this formalism and validate our results, the bootstrap current is analytically calculated in the Lorentz limit.

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

Lindberg, Ryan R.

2016-12-01

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 profile 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.

20. Fokker Planck and Krook theory of energetic electron transport in a laser produced plasma

SciTech Connect

Manheimer, Wallace; Colombant, Denis

2015-09-15

Various laser plasma instabilities, such as the two plasma decay instability and the stimulated Raman scatter instability, produce large quantities of energetic electrons. How these electrons are transported and heat the plasma are crucial questions for laser fusion. This paper works out a Fokker Planck and Krook theory for such transport and heating. The result is a set of equations, for which one can find a simple asymptotic approximation for the solution, for the Fokker Planck case, and an exact solution for the Krook case. These solutions are evaluated and compared with one another. They give rise to expressions for the spatially dependent heating of the background plasma, as a function of the instantaneous laser and plasma parameters, in either planar or spherical geometry. These formulas are simple, universal (depending weakly only on the single parameter Z, the charge state), and can be easily be incorporated into a fluid simulation.

1. Relaxation of terrace-width distributions: Physical information from Fokker Planck time

Hamouda, Ajmi BH.; Pimpinelli, Alberto; Einstein, T. L.

2008-12-01

Recently some of us have constructed a Fokker-Planck formalism to describe the equilibration of the terrace-width distribution of a vicinal surface from an arbitrary initial configuration. However, the meaning of the associated relaxation time, related to the strength of the random noise in the underlying Langevin equation, was rather unclear. Here we present a set of careful kinetic Monte Carlo simulations that demonstrate convincingly that the time constant shows activated behavior with a barrier that has a physically plausible dependence on the energies of the governing microscopic model. Remarkably, the rate-limiting step for relaxation in the far-from-equilibrium regime is the generation of kink-antikink pairs, involving the breaking of three lateral bonds on a cubic {0 0 1} surface, in contrast to the processes breaking two bonds that dominate equilibrium fluctuations. After an initial regime, the Fokker-Planck time at least semiquantitatively tracks the actual physical time.

2. The Fokker-Planck law of diffusion and pattern formation in heterogeneous environments.

PubMed

Bengfort, Michael; Malchow, Horst; Hilker, Frank M

2016-09-01

We analyze the influence of spatially inhomogeneous diffusion on several common ecological problems. Diffusion is modeled with Fick's law and the Fokker-Planck law of diffusion. We discuss the differences between the two formalisms and when to use either the one or the other. In doing so, we start with a pure diffusion equation, then turn to a reaction-diffusion system with one logistically growing component which invades the spatial domain. We also look at systems of two reacting components, namely a trimolecular oscillating chemical model system and an excitable predator-prey model. Contrary to Fickian diffusion, spatial inhomogeneities promote spatial and spatiotemporal pattern formation in case of Fokker-Planck diffusion.

3. A Fokker-Planck model for wealth inequality dynamics

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.

4. Numeric Solution of Plasma Impulse Response with Model Fokker-Planck Operator

Klein, Kristopher; Skiff, Fred

2009-11-01

Using a model Fokker-Planck collision operatorfootnotetextJ. P. Dougherty Phys. Fluids 7 (1964) we have investigated the impulse response of a kinetic plasma, in prescribed external electric and magnetic fields, due to several types of perturbations in phase space. The one-dimensional case is treated numerically as a solution of a Fredholm-Volterra Equation of the Second Kind. We also provide motivation for using the same numeric method for finding solutions of the higher dimensional cases. By comparing the numeric impulse response to measured two-point correlation functions in a magnetized plasma, we hope to test Onsager's regression hypothesis.

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

SciTech Connect

Galan, Roberto F.; Urban, Nathaniel N.; Ermentrout, G. Bard

2007-11-15

We have investigated the effect of the phase response curve on the dynamics of oscillators driven by noise in two limit cases that are especially relevant for neuroscience. Using the finite element method to solve the Fokker-Planck equation we have studied (i) the impact of noise on the regularity of the oscillations quantified as the coefficient of variation, (ii) stochastic synchronization of two uncoupled phase oscillators driven by correlated noise, and (iii) their cross-correlation function. We show that, in general, the limit of type II oscillators is more robust to noise and more efficient at synchronizing by correlated noise than type I.

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

Galán, Roberto F.; Ermentrout, G. Bard; Urban, Nathaniel N.

2007-11-01

We have investigated the effect of the phase response curve on the dynamics of oscillators driven by noise in two limit cases that are especially relevant for neuroscience. Using the finite element method to solve the Fokker-Planck equation we have studied (i) the impact of noise on the regularity of the oscillations quantified as the coefficient of variation, (ii) stochastic synchronization of two uncoupled phase oscillators driven by correlated noise, and (iii) their cross-correlation function. We show that, in general, the limit of type II oscillators is more robust to noise and more efficient at synchronizing by correlated noise than type I.

7. Orbit-averaged guiding-center Fokker-Planck operator

SciTech Connect

Brizard, A. J.; Decker, J.; Peysson, Y.; Duthoit, F.-X.

2009-10-15

A general orbit-averaged guiding-center Fokker-Planck operator suitable for the numerical analysis of transport processes in axisymmetric magnetized plasmas is presented. The orbit-averaged guiding-center operator describes transport processes in a three-dimensional guiding-center invariant space: the orbit-averaged magnetic-flux invariant {psi}, the minimum-B pitch-angle coordinate {xi}{sub 0}, and the momentum magnitude p.

8. 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.

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

Garèche, A.; Disdier, G.; Kockelkoren, J.; Bouchaud, J.-P.

2013-09-01

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation. Our description explicitly includes state dependence, i.e., the fact that the drift and diffusion depend on the volume present on both sides of the spread. “Jump” events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on the best quotes. One of our central findings is that the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.

10. An efficient particle Fokker-Planck algorithm for rarefied gas flows

Gorji, M. Hossein; Jenny, Patrick

2014-04-01

This paper is devoted to the algorithmic improvement and careful analysis of the Fokker-Planck kinetic model derived by Jenny et al. [1] and Gorji et al. [2]. The motivation behind the Fokker-Planck based particle methods is to gain efficiency in low Knudsen rarefied gas flow simulations, where conventional direct simulation Monte Carlo (DSMC) becomes expensive. This can be achieved due to the fact that the resulting model equations are continuous stochastic differential equations in velocity space. Accordingly, the computational particles evolve along independent stochastic paths and thus no collision needs to be calculated. Therefore the computational cost of the solution algorithm becomes independent of the Knudsen number. In the present study, different computational improvements were persuaded in order to augment the method, including an accurate time integration scheme, local time stepping and noise reduction. For assessment of the performance, gas flow around a cylinder and lid driven cavity flow were studied. Convergence rates, accuracy and computational costs were compared with respect to DSMC for a range of Knudsen numbers (from hydrodynamic regime up to above one). In all the considered cases, the model together with the proposed scheme give rise to very efficient yet accurate solution algorithms.

11. Vlasov-Fokker-Planck Simulation of a Collisional Ion-Electron Shockwave

Taitano, William; Knoll, Dana; Prinja, Anil

2012-10-01

There has been recent increased interest in a range of kinetic plasma physics phenomena which may be important in simulating ICF pellet performance. [1] have numerically demonstrated the limitations of the classic Spitzer, Braginski fluid closures in collisional plasmas for shockwave problems. [1] has shown the importance of modeling kinetic effects for scale lengths of shockwave much larger than the ion collision mean free path. In [1], the ions were modeled kinetically using the Fokker-Planck approximation while the electrons were modeled as a fluid. An investigation of a full kinetic treatment of electron with collision is computationally intractable with standard explicit schemes due to collision CFL limitation that requires resolving the electron-electron collision timescale. [2] has developed a new, fully implicit and discretely consistent moment based accelerator method to solve the full ion-electron kinetic Vlasov-Ampere system. A similar moment based accelerator will be extended to a collisionless shock problem in order to accelerate the Fokker-Planck collision source in the kinetic equations. In the presentation, we provide some preliminary results. [4pt] [1] M. Casanova and O. Larroche, Phys. Rev. Let. 67-(16), 1991. [0pt] [2] W.T. Taitano et al. SISC in review.

12. A fractional Fokker-Planck model for anomalous diffusion

SciTech Connect

Anderson, Johan; Kim, Eun-jin; Moradi, Sara

2014-12-15

In this paper, we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality of the stable Lévy distribution. The statistical properties of the distribution functions are assessed by a generalized normalized expectation measure and entropy in terms of Tsallis statistical mechanics. We find that the ratio of the generalized entropy and expectation is increasing with decreasing fractionality towards the well known so-called sub-diffusive domain, indicating a self-organising behavior.

13. 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.

14. 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.

15. 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.

16. A High-Order Finite-Volume Algorithm for Fokker-Planck Collisions in Magnetized Plasmas

SciTech Connect

Xiong, Z; Cohen, R H; Rognlien, T D; Xu, X Q

2007-04-18

A high-order finite volume algorithm is developed for the Fokker-Planck Operator (FPO) describing Coulomb collisions in strongly magnetized plasmas. The algorithm is based on a general fourth-order reconstruction scheme for an unstructured grid in the velocity space spanned by parallel velocity and magnetic moment. The method provides density conservation and high-order-accurate evaluation of the FPO independent of the choice of the velocity coordinates. As an example, a linearized FPO in constant-of-motion coordinates, i.e. the total energy and the magnetic moment, is developed using the present algorithm combined with a cut-cell merging procedure. Numerical tests include the Spitzer thermalization problem and the return to isotropy for distributions initialized with velocity space loss cones. Utilization of the method for a nonlinear FPO is straightforward but requires evaluation of the Rosenbluth potentials.

17. Evaluation of the Fokker-Planck probability by Asymptotic Taylor Expansion Method

Firat, Kenan; Ozer, Okan

2017-02-01

The one-dimensional Fokker-Planck equation is solved by the Asymptotic Taylor Expansion Method for the time-dependent probability density of a particle. Using an ansatz wave function, one obtains the series expansion of the solution for the Schrödinger and it allows one to find out the eigen functions and eigen energies of the states to the evaluation of the probability. The eigen energies of some certain kind of Bistable potentials are calculated for some certain potential parameters. The probability function is determined and graphed for potential parameters. The numerical results are compared with existing literature, and a conclusion about the advantages and disadvantages on the method is given.

18. Importance sampling variance reduction for the Fokker-Planck rarefied gas particle method

Collyer, B. S.; Connaughton, C.; Lockerby, D. A.

2016-11-01

The Fokker-Planck approximation to the Boltzmann equation, solved numerically by stochastic particle schemes, is used to provide estimates for rarefied gas flows. This paper presents a variance reduction technique for a stochastic particle method that is able to greatly reduce the uncertainty of the estimated flow fields when the characteristic speed of the flow is small in comparison to the thermal velocity of the gas. The method relies on importance sampling, requiring minimal changes to the basic stochastic particle scheme. We test the importance sampling scheme on a homogeneous relaxation, planar Couette flow and a lid-driven-cavity flow, and find that our method is able to greatly reduce the noise of estimated quantities. Significantly, we find that as the characteristic speed of the flow decreases, the variance of the noisy estimators becomes independent of the characteristic speed.

19. Path integrals for Fokker-Planck dynamics with singular diffusion: Accurate factorization for the time evolution operator

Drozdov, Alexander N.; Talkner, Peter

1998-08-01

Fokker-Planck processes with a singular diffusion matrix are quite frequently met in Physics and Chemistry. For a long time the resulting noninvertability of the diffusion matrix has been looked as a serious obstacle for treating these Fokker-Planck equations by various powerful numerical methods of quantum and statistical mechanics. In this paper, a path-integral method is presented that takes advantage of the singularity of the diffusion matrix and allows one to solve such problems in a simple and economic way. The basic idea is to split the Fokker-Planck equation into one of a linear system and an anharmonic correction and then to employ a symmetric decomposition of the short time propagator, which is exact up to a high order in the time step. Just because of the singularity of the diffusion matrix, the factors of the resulting product formula consist of well behaved propagators. In this way one obtains a highly accurate propagation scheme, which is simultaneously fast, stable, and computationally simple. Because it allows much larger time steps, it is more efficient than the standard propagation scheme based on the Trotter splitting formula. The proposed method is tested for Brownian motion in different types of potentials. For a harmonic potential we compare to the known analytic results. For a symmetric double well potential we determine the transition rates between the two wells for different friction strengths and compare them with the crossover theories of Mel'nikov and Meshkov and Pollak, Grabert, and Hänggi. Using a properly defined energy loss of the deterministic particle dynamics, we obtain excellent agreement. The methodology is outlined for a large class of processes defined by generalized Langevin equations and processes driven by colored noise.

20. Compact Collision Kernels for Hard Sphere and Coulomb Cross Sections; Fokker-Planck Coefficients

SciTech Connect

Chang Yongbin; Shizgal, Bernie D.

2008-12-31

A compact collision kernel is derived for both hard sphere and Coulomb cross sections. The difference between hard sphere interaction and Coulomb interaction is characterized by a parameter {eta}. With this compact collision kernel, the calculation of Fokker-Planck coefficients can be done for both the Coulomb and hard sphere interactions. The results for arbitrary order Fokker-Planck coefficients are greatly simplified. An alternate form for the Coulomb logarithm is derived with concern to the temperature relaxation in a binary plasma.

1. Full linearized Fokker-Planck collisions in neoclassical transport simulations

Belli, E. A.; Candy, J.

2012-01-01

The complete linearized Fokker-Planck collision operator has been implemented in the drift-kinetic code NEO (Belli and Candy 2008 Plasma Phys. Control. Fusion 50 095010) for the calculation of neoclassical transport coefficients and flows. A key aspect of this work is the development of a fast numerical algorithm for treatment of the field particle operator. This Eulerian algorithm can accurately treat the disparate velocity scales that arise in the case of multi-species plasmas. Specifically, a Legendre series expansion in ξ (the cosine of the pitch angle) is combined with a novel Laguerre spectral method in energy to ameliorate the rapid numerical precision loss that occurs for traditional Laguerre spectral methods. We demonstrate the superiority of this approach to alternative spectral and finite-element schemes. The physical accuracy and limitations of more commonly used model collision operators, such as the Connor and Hirshman-Sigmar operators, are studied, and the effects on neoclassical impurity poloidal flows and neoclassical transport for experimental parameters are explored.

2. Vlasov-Fokker-Planck modeling of magnetized plasma

SciTech Connect

Thomas, Alexander

2016-08-01

Understanding the magnetic fields that can develop in high-power-laser interactions with solid-density plasma is important because such fields significantly modify both the magnitude and direction of electron heat fluxes. The dynamics of such fields evidently have consequences for inertial fusion energy applications, as the coupling of the laser beams with the walls or pellet and the development of temperature inhomogeneities are critical to the uniformity of the implosion and potentially the success of, for example, the National Ignition Facility. To study these effects, we used the code Impacta, a two-dimensional, fully implicit, Vlasov-Fokker-Planck code with self-consistent magnetic fields and a hydrodynamic ion model, designed for nanosecond time-scale laser-plasma interactions. Heat-flux effects in Ohm’s law under non-local conditions was investigated; physics that is not well captured by standard numerical models but is nevertheless important in fusion-related scenarios. Under such conditions there are numerous interesting physical effects, such as collisional magnetic instabilities, amplification of magnetic fields, re-emergence of non-locality through magnetic convection, and reconnection of magnetic field lines and redistribution of thermal energy. In this project highlights included the first full scale kinetic simulations of a magnetized hohlraum [Joglekar 2016] and the discovery of a new magnetic reconnection mechanism [Joglekar 2014] as well as a completed PhD thesis and the production of a new code for Inertial Fusion research.

3. Fokker-Planck Kinetic Description of Small-scale Fluid Turbulence for Classical Incompressible Fluids§

Tessarotto, M.; Ellero, M.; Sarmah, D.; Nicolini, P.

2008-12-01

Extending the statistical approach proposed in a parallel paper [1], purpose of this work is to propose a stochastic inverse kinetic theory for small-scale hydrodynamic turbulence based on the introduction of a suitable local phase-space probability density function (pdf). In particular, we pose the problem of the construction of Fokker-Planck kinetic models of hydrodynamic turbulence. The approach here adopted is based on the so-called IKT approach (inverse kinetic theory), developed by Tessarotto et al. (2004-2008) which permits an exact phase-space description of incompressible fluids based on the adoption of a local pdf. We intend to show that for prescribed models of stochasticity the present approach permits to determine uniquely the time evolution of the stochastic fluid fields. The stochastic-averaged local pdf is shown to obey a kinetic equation which, although generally non-Markovian, locally in velocity-space can be approximated by means of a suitable Fokker-planck kinetic equation. As a side result, the same pdf is proven to have generally a non-Gaussian behavior.

4. Self-consistent full-wave and Fokker-Planck calculations for ion cyclotron heating in non-Maxwellian plasmasa)

Jaeger, E. F.; Berry, L. A.; Ahern, S. D.; Barrett, R. F.; Batchelor, D. B.; Carter, M. D.; D'Azevedo, E. F.; Moore, R. D.; Harvey, R. W.; Myra, J. R.; D'Ippolito, D. A.; Dumont, R. J.; Phillips, C. K.; Okuda, H.; Smithe, D. N.; Bonoli, P. T.; Wright, J. C.; Choi, M.

2006-05-01

Magnetically confined plasmas can contain significant concentrations of nonthermal plasma particles arising from fusion reactions, neutral beam injection, and wave-driven diffusion in velocity space. Initial studies in one-dimensional and experimental results show that nonthermal energetic ions can significantly affect wave propagation and heating in the ion cyclotron range of frequencies. In addition, these ions can absorb power at high harmonics of the cyclotron frequency where conventional two-dimensional global-wave models are not valid. In this work, the all-orders global-wave solver AORSA [E. F. Jaeger et al., Phys. Rev. Lett. 90, 195001 (2003)] is generalized to treat non-Maxwellian velocity distributions. Quasilinear diffusion coefficients are derived directly from the wave fields and used to calculate energetic ion velocity distributions with the CQL3D Fokker-Planck code [R. W. Harvey and M. G. McCoy, Proceedings of the IAEA Technical Committee Meeting on Simulation and Modeling of Thermonuclear Plasmas, Montreal, Canada, 1992 (USDOC NTIS Document No. DE93002962)]. For comparison, the quasilinear coefficients can be calculated numerically by integrating the Lorentz force equations along particle orbits. Self-consistency between the wave electric field and resonant ion distribution function is achieved by iterating between the global-wave and Fokker-Planck solutions.

5. An Implicit Energy-Conservative 2D Fokker-Planck Algorithm. II. Jacobian-Free Newton-Krylov Solver

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

2000-01-01

Energy-conservative implicit integration schemes for the Fokker-Planck transport equation in multidimensional geometries require inverting a dense, non-symmetric matrix (Jacobian), which is very expensive to store and solve using standard solvers. However, these limitations can be overcome with Newton-Krylov iterative techniques, since they can be implemented Jacobian-free (the Jacobian matrix from Newton's algorithm is never formed nor stored to proceed with the iteration), and their convergence can be accelerated by preconditioning the original problem. In this document, the efficient numerical implementation of an implicit energy-conservative scheme for multidimensional Fokker-Planck problems using multigrid-preconditioned Krylov methods is discussed. Results show that multigrid preconditioning is very effective in speeding convergence and decreasing CPU requirements, particularly in fine meshes. The solver is demonstrated on grids up to 128×128 points in a 2D cylindrical velocity space (vr, vp) with implicit time steps of the order of the collisional time scale of the problem, τ. The method preserves particles exactly, and energy conservation is improved over alternative approaches, particularly in coarse meshes. Typical errors in the total energy over a time period of 10τ remain below a percent.

6. Harmonically bound Brownian motion in fluids under shear: Fokker-Planck and generalized Langevin descriptions.

PubMed

Híjar, Humberto

2015-02-01

We study the Brownian motion of a particle bound by a harmonic potential and immersed in a fluid with a uniform shear flow. We describe this problem first in terms of a linear Fokker-Planck equation which is solved to obtain the probability distribution function for finding the particle in a volume element of its associated phase space. We find the explicit form of this distribution in the stationary limit and use this result to show that both the equipartition law and the equation of state of the trapped particle are modified from their equilibrium form by terms increasing as the square of the imposed shear rate. Subsequently, we propose an alternative description of this problem in terms of a generalized Langevin equation that takes into account the effects of hydrodynamic correlations and sound propagation on the dynamics of the trapped particle. We show that these effects produce significant changes, manifested as long-time tails and resonant peaks, in the equilibrium and nonequilibrium correlation functions for the velocity of the Brownian particle. We implement numerical simulations based on molecular dynamics and multiparticle collision dynamics, and observe a very good quantitative agreement between the predictions of the model and the numerical results, thus suggesting that this kind of numerical simulations could be used as complement of current experimental techniques.

7. Feedback-induced bistability of an optically levitated nanoparticle: A Fokker-Planck treatment

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.

8. 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.

9. 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

10. Adaptive particle-cell algorithm for Fokker-Planck based rarefied gas flow simulations

Pfeiffer, M.; Gorji, M. H.

2017-04-01

Recently, the Fokker-Planck (FP) kinetic model has been devised on the basis of the Boltzmann equation (Jenny et al., 2010; Gorji et al., 2011). Particle Monte-Carlo schemes are then introduced for simulations of rarefied gas flows based on the FP kinetics. Here the particles follow independent stochastic paths and thus a spatio-temporal resolution coarser than the collisional scales becomes possible. In contrast to the direct simulation Monte-Carlo (DSMC), the computational cost is independent of the Knudsen number resulting in efficient simulations at moderate/low Knudsen flows. In order to further exploit the efficiency of the FP method, the required particle-cell resolutions should be found, and a cell refinement strategy has to be developed accordingly. In this study, an adaptive particle-cell scheme applicable to a general unstructured mesh is derived for the FP model. Virtual sub cells are introduced for the adaptive mesh refinement. Moreover a sub cell-merging algorithm is provided to honor the minimum required number of particles per cell. For assessments, the 70 degree blunted cone reentry flow (Allgre et al., 1997) is studied. Excellent agreement between the introduced adaptive FP method and DSMC is achieved.

11. A rapid fast ion Fokker-Planck solver for integrated modelling of tokamaks

Schneider, M.; Eriksson, L.-G.; Johnson, T.; Futtersack, R.; Artaud, J. F.; Dumont, R.; Wolle, B.; Contributors, ITM-TF

2015-01-01

The RISK (rapid ion solver for tokamaks) code for simulating the evolution of the distribution function of neutral beam injected ions (NBI) in tokamak plasmas is described. The code has been especially developed for use in integrated modelling frameworks. Within this context, a code needs to be modular, machine independent and fast. RISK fulfils all these conditions. The RISK code solves the bounce averaged Fokker-Planck equation for the species of the injected ions by expanding the distribution function in the eigenfunctions of the collisional pitch angle scattering operator. The velocity dependent coefficient functions are calculated with a finite element solver. Finite orbit width effects are handled by an ad hoc broadening algorithm of the NBI ionization source. In order to assess the validity of the approximations employed in RISK, a comparison with a full orbit following Monte Carlo code is presented. RISK is integrated into the CRONOS transport suite of codes (Artaud et al 2010 Nucl. Fusion 50 043001) and the European integrated modelling (EU-IM) framework (Falchetto et al 2014 Nucl. Fusion 54 043018). The RISK implementation in this platform is discussed and exemplified to show the strength of running simulation codes in a modular and machine independent environment for simulation of fusion plasmas.

12. A Multi-Resolution Approach to the Fokker-Planck-Kolmogorov Equation with Application to Stochastic Nonlinear Filtering and Optimal Design

DTIC Science & Technology

2012-12-14

surprise since the I-POD uses different time -scales, as well as the adjoint information to get a higher fidelity ROM. 5. Application of I-POD to Filtering of...Turbulent and Magnetohydrodynamic Flows . Boston, MA: Systems and Control: Foundations and Applications , Birkhauser, 2007. [31] H. T. Banks and K...been one of the most successful applications of control theoretic techniques in the industry [4]. The MPC techniques solve a sequence of finite horizon

13. 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.

14. On Non-Linear Sensitivity of Marine Biological Models to Parameter Variations

DTIC Science & Technology

2007-01-01

M.B., 2002. Understanding uncertain enviromental systems. In: Grasman, J., van Straten, G. (Eds.), Predictability and Nonlinear Modelling in Natural... Sciences and Economics. Kluwer, Dordrecht, pp. 294–311. Chu, P.C., Ivanov, L.M., Fan, C.W., 2002a. Backward Fokker-Planck equation for determining

15. Hermite approximation of a hyperbolic Fokker-Planck optimality system to control a piecewise-deterministic process

2016-07-01

The Hermite spectral approximation of a hyperbolic Fokker-Planck (FP) optimality system arising in the control of an unbounded piecewise-deterministic process (PDP) is discussed. To control the probability density function (PDF) corresponding to the PDP process, an optimal control based on an FP strategy is considered. The resulting optimality system consists of a hyperbolic system with opposite-time orientation and an integral optimality condition equation. A Hermite spectral discretisation is investigated to approximate solutions to the optimality system in unbounded domains. It is proven that the proposed scheme satisfies the conservativity requirement of the PDFs. The spectral convergence rate of the discretisation scheme is proved and validated by numerical experiments.

16. Runaway electron distributions obtained with the CQL3D Fokker-Planck code under tokamak disruption conditions

SciTech Connect

Harvey, R.W.; Chan, V.S.

1996-12-31

Runaway of electrons to high energy during plasma disruptions occurs due to large induced toroidal electric fields which tend to maintain the toroidal plasma current, in accord with Lenz law. This has been observed in many tokamaks. Within the closed flux surfaces, the bounce-averaged CQL3D Fokker-Planck code is well suited to obtain the resulting electron distributions, nonthermal contributions to electrical conductivity, and runaway rates. The time-dependent 2D in momentum-space (p{sub {parallel}} and p{sub {perpendicular}}) distributions axe calculated on a radial array of noncircular flux surfaces, including bounce-averaging of the Fokker-Planck equation to account for toroidal trapping effects. In the steady state, the resulting distributions represent a balance between applied toroidal electric field, relativistic Coulomb collisions, and synchrotron radiation. The code can be run in a mode where the electrons are sourced at low velocity and run off the high velocity edge of the computational mesh, giving runaway rates at steady state. At small minor radius, the results closely match previous results reported by Kulsrud et al. It is found that the runaway rate has a strong dependence on inverse aspect ratio e, decreasing by a factor {approx} 5 as e increases from 0.0 to 0.3. The code can also be run with a radial diffusion and pinching term, simulating radial transport with plasma pinching to maintain a given density profile. Results show a transport reduction of runaways in the plasma center, and an enhancement towards the edge due to the electrons from the plasma center. Avalanching of runaways due to a knock-on electron source is being included.

17. Self-consistent full-wave and Fokker-Planck calculations for ion cyclotron heating in non-Maxwellian plasmas

Jaeger, E. F.

2005-10-01

High-performance burning plasma devices such as ITER will contain significant concentrations of non-thermal plasma particles arising from fusion reactions, neutral beam injection, and wave-driven diffusion in velocity space. Initial studies in 1-D [1] and experimental results [2] show that non-thermal energetic ions can significantly alter wave propagation and absorption in the ion cyclotron range of frequencies. In addition, these ions can absorb power at high harmonics of the cyclotron frequency where conventional 2-D global-wave models are not valid. In this work, the all-orders, full-wave solver AORSA [3] is generalized to treat non-Maxwellian velocity distributions. Quasi-linear diffusion coefficients are derived directly from the global wave fields and used to calculate the energetic ion velocity distribution with the CQL3D Fokker-Planck code [4]. Alternately, the quasi-linear coefficients can be calculated numerically by integrating the Lorentz force equations along particle orbits. Self-consistency between the wave electric field and resonant ion distribution function is achieved by iterating between the full-wave and Fokker-Planck solutions.[1] R. J. Dumont, C. K. Phillips and D. N. Smithe, Phys. Plasmas 12, 042508 (2005).[2] A. L. Rosenberg, J. E. Menard, J. R. Wilson, et al., Phys. Plasmas 11, 2441(2004).[3] E. F. Jaeger, L. A. Berry, J. R. Myra, et al., Phys. Rev. Lett. 90, 195001-1 (2003).[4] R. W. Harvey and M. G. McCoy, in Proceedings of the IAEA Technical Committee Meeting on Advances in Simulation and Modeling of Thermonuclear Plasmas (IAEA, Montreal, 1992).

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

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.

19. Coexistence of competitors mediated by nonlinear noise

Siekmann, Ivo; Bengfort, Michael; Malchow, Horst

2017-06-01

Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative models such as Fokker-Planck diffusion is not less convincing, movement of populations is most commonly modelled using the diffusion law due to Fick. An interesting feature of Fokker-Planck diffusion is the fact that for spatially varying diffusion coefficients the stationary solution is not a homogeneous distribution - in contrast to Fick's law of diffusion. Instead, concentration accumulates in regions of low diffusivity and tends to lower levels for areas of high diffusivity. Thus, we may interpret the stationary distribution of the Fokker-Planck diffusion as a reflection of different levels of habitat quality. Moreover, the most common model for environmental fluctuations, linear multiplicative noise, is based on the assumption that individuals respond independently to stochastic environmental fluctuations. For large population densities the assumption of independence is debatable and the model further implies that noise intensities can increase to arbitrarily high levels. Therefore, instead of the commonly used linear multiplicative noise model, we implement environmental variability by an alternative nonlinear noise term which never exceeds a certain maximum noise intensity. With Fokker-Planck diffusion and the nonlinear noise model replacing the classical approaches we investigate a simple invasive system based on the Lotka-Volterra competition model. We observe that the heterogeneous stationary distribution generated by Fokker-Planck diffusion generally facilitates the formation of segregated habitats of resident and invader. However, this segregation can be broken by nonlinear noise leading to coexistence of resident and invader across the whole spatial domain, an effect that would not be possible in the non

20. A guiding-center Fokker-Planck collision operator for nonuniform magnetic fields

Brizard, Alain J.

2004-11-01

A new formulation for collisional kinetic theory is presented based on the use of Lie-transform methods to eliminate fast orbital time scales from a general bilinear collision operator. As an application of this new formalism, a general guiding-center bilinear Fokker-Planck collision operator is derived following the elimination of the fast gyromotion time scale of a charged particle moving in a nonuniform magnetic field. It is expected that classical transport processes in a strongly magnetized nonuniform plasma can, thus, be described in terms of this reduced guiding-center Fokker-Planck kinetic theory. The poster introduces the reduced-collision formalism only while its applications are left to future work.

1. Stochastic Nonlinear Dynamics of Floating Structures

DTIC Science & Technology

1994-08-03

examples of colored noise filters exist in the literature. Billah and Shinozuka [4] use the following Tr/(t) = -y(t) + F(t), (8) where rc is the...several sources such as Billah and Shinozuka [6]. Because the Fokker-Planck equation requires that the governing equations be cast as a series of first...Nonlinear Stochastic Dynamics Engineering systems, pages 87- 100, New York, 1987. IUTAM, Springer-Verlag. [6] K.Y.R. Billah and M. Shinozuka

2. Stochastic theory of an optical vortex in nonlinear media.

PubMed

Kuratsuji, Hiroshi

2013-07-01

A stochastic theory is given of an optical vortex occurring in nonlinear Kerr media. This is carried out by starting from the nonlinear Schrödinger type equation which accommodates vortex solution. By using the action functional method, the evolution equation of vortex center is derived. Then the Langevin equation is introduced in the presence of random fluctuations, which leads to the Fokker-Planck equation for the distribution function of the vortex center coordinate by using a functional integral. The Fokker-Planck equation is analyzed for a specific form of pinning potential by taking into account an interplay between the strength of the pinning potential and the random parameters, diffusion and dissipation constants. This procedure is performed by several approximate schemes.

3. Stochastic theory of an optical vortex in nonlinear media

Kuratsuji, Hiroshi

2013-07-01

A stochastic theory is given of an optical vortex occurring in nonlinear Kerr media. This is carried out by starting from the nonlinear Schrödinger type equation which accommodates vortex solution. By using the action functional method, the evolution equation of vortex center is derived. Then the Langevin equation is introduced in the presence of random fluctuations, which leads to the Fokker-Planck equation for the distribution function of the vortex center coordinate by using a functional integral. The Fokker-Planck equation is analyzed for a specific form of pinning potential by taking into account an interplay between the strength of the pinning potential and the random parameters, diffusion and dissipation constants. This procedure is performed by several approximate schemes.

4. A Fokker-Planck-Kolmogorov approach for inverse modeling of complex processes applied to a hydrological system

Dominguez, Efrain; Rosmann, Thomas; Chavarro, John

2014-05-01

In order to extract the mathematical operators that rule complex system behavior, a numeric scheme of the multidimensional Fokker-Planck-Kolmogorov equation is proposed allowing, through conjugate gradient optimization, the identification of deterministic kernels for an observed complex system. This scheme is analyzed using a hydrological basin as example but can be used in many fields. It is assumed that there are observed input-output signals of the system and no especial assumptions about the system kernel are required. This approach can be used at different time resolutions and it is expected to be powerful enough to characterize hydrological variability at different time scales, even under no-stationary conditions. This inverse modeling scheme has three different identification methods, the first one is related to Langevin equations system types, thus random components are described, additively, as noises while in the second method they are represented by the noises intensities instead of noise processes itself. As a result of this inverse modeling approach, hydrological processes can be described as a combination of deterministic kernels and random processes and the system phase space dimensionality can be objectively established. In this work, proposed approach was used to study hydrological variability, trends and extremes at different time resolution.

5. 3D Fokker-Planck modeling of axisymmetric collisional losses of fusion products in TFTR

SciTech Connect

Goloborodko, V.Ya.; Reznik, S.N.; Yavorskij, V.A.; Zweben, S.J.

1995-10-01

Results of a 3D (in constants of motion space) Fokker-Planck simulation of collisional losses of fusion products in axisymmetric DT and DD discharges on TFTR are presented. The distributions of escaped ions over poloidal angle, pitch angle, and their energy spectra are obtained. Axisymmetric collisional losses of fusion products are found to be less than (2--5)%. The distribution of confined fusion products is shown to be strongly anisotropic and nonuniform in the radial coordinate mainly for slowed-down fusion products with small longitudinal energy. Comparison of these results of modeling and experimental data is done.

6. Forecasting with the Fokker-Planck model: Bayesian setting of parameter

Montagnon, Chris

2017-04-01

Using a closed solution to a Fokker-Planck model of a time series, a probability distribution for the next point in the time series is developed. This probability distribution has one free parameter. Various Bayesian approaches to setting this parameter are tested by forecasting some real world time series. Results show a more than 25 % reduction in the ' 95 % point' of the probability distribution (the safety stock required in these real world situations), versus the conventional ARMA approach, without a significant increase in actuals exceeding this level.

7. Well-posedness of the limiting equation of a noisy consensus model in opinion dynamics

Chazelle, Bernard; Jiu, Quansen; Li, Qianxiao; Wang, Chu

2017-07-01

This paper establishes the global well-posedness of the nonlinear Fokker-Planck equation for a noisy version of the Hegselmann-Krause model. The equation captures the mean-field behavior of a classic multiagent system for opinion dynamics. We prove the global existence, uniqueness, nonnegativity and regularity of the weak solution. We also exhibit a global stability condition, which delineates a forbidden region for consensus formation. This is the first nonlinear stability result derived for the Hegselmann-Krause model.

8. A fully-neoclassical finite-orbit-width version of the CQL3D Fokker-Planck code

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

2016-11-01

The time-dependent bounce-averaged CQL3D flux-conservative finite-difference Fokker-Planck equation (FPE) solver has been upgraded to include finite-orbit-width (FOW) capabilities which are necessary for an accurate description of neoclassical transport, losses to the walls, and transfer of particles, momentum, and heat to the scrape-off layer. The FOW modifications are implemented in the formulation of the neutral beam source, collision operator, RF quasilinear diffusion operator, and in synthetic particle diagnostics. The collisional neoclassical radial transport appears naturally in the FOW version due to the orbit-averaging of local collision coefficients coupled with transformation coefficients from local (R, Z) coordinates along each guiding-center orbit to the corresponding midplane computational coordinates, where the FPE is solved. In a similar way, the local quasilinear RF diffusion terms give rise to additional radial transport of orbits. We note that the neoclassical results are obtained for ‘full’ orbits, not dependent on a common small orbit-width approximation. Results of validation tests for the FOW version are also presented.

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

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)

10. New multigroup Monte Carlo scattering algorithm suitable for neutral- and charged-particle Boltzmann and Fokker-Planck calculations

SciTech Connect

Sloan, D.P.

1983-05-01

Morel (1981) has developed multigroup Legendre cross sections suitable for input to standard discrete ordinates transport codes for performing charged-particle Fokker-Planck calculations in one-dimensional slab and spherical geometries. Since the Monte Carlo neutron transport code, MORSE, uses the same multigroup cross section data that discrete ordinates codes use, it was natural to consider whether Fokker-Planck calculations could be performed with MORSE. In order to extend the unique three-dimensional forward or adjoint capability of MORSE to Fokker-Planck calculations, the MORSE code was modified to correctly treat the delta-function scattering of the energy operator, and a new set of physically acceptable cross sections was derived to model the angular operator. Morel (1979) has also developed multigroup Legendre cross sections suitable for input to standard discrete ordinates codes for performing electron Boltzmann calculations. These electron cross sections may be treated in MORSE with the same methods developed to treat the Fokker-Planck cross sections. The large magnitude of the elastic scattering cross section, however, severely increases the computation or run time. It is well-known that approximate elastic cross sections are easily obtained by applying the extended transport (or delta function) correction to the Legendre coefficients of the exact cross section. An exact method for performing the extended transport cross section correction produces cross sections which are physically acceptable. Sample calculations using electron cross sections have demonstrated this new technique to be very effective in decreasing the large magnitude of the cross sections.

11. A guiding-center Fokker-Planck collision operator for nonuniform magnetic fields

Brizard, Alain J.

2004-09-01

A formulation for collisional kinetic theory is presented based on the use of Lie-transform methods to eliminate fast orbital time scales from a general bilinear collision operator. As an application of this formalism, a general guiding-center bilinear Fokker-Planck (FP) collision operator is derived following the elimination of the fast gyromotion time scale of a charged particle moving in a nonuniform magnetic field. It is expected that classical transport processes in a strongly magnetized nonuniform plasma can, thus, be described in terms of this reduced guiding-center FP kinetic theory. The present paper introduces the reduced-collision formalism only, while its applications are left to future work.

12. Nonlinear Ginzburg-Landau-type approach to quantum dissipation.

PubMed

López, José L

2004-02-01

We formally derive two nonlinear Ginzburg-Landau type models starting from the Wigner-Fokker-Planck system, which rules the evolution of a quantum electron gas interacting with a heat bath in thermodynamic equilibrium. These models mainly consist of a quantum, dissipative O(Planck 3) hydrodynamic/O(Planck 4) stochastic correction to the frictional (Caldeira-Leggett-)Schrödinger equation. The main ingredient lies in the use of the hydrodynamic/stochastic fluid model approach associated with the quantum Fokker-Planck equation and the identification of the associated pressure field. Then, Madelung transformations set the problem in the Schrödinger picture of dissipative quantum mechanics. We also describe the stationary dynamics associated with both systems.

13. 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.

14. Mirroring within the Fokker-Planck formulation of cosmic ray pitch angle scattering in homogeneous magnetic turbulence

NASA Technical Reports Server (NTRS)

Goldstein, M. L.; Klimas, A. J.; Sandri, G.

1974-01-01

The Fokker-Planck coefficient for pitch angle scattering, appropriate for cosmic rays in homogeneous, stationary, magnetic turbulence, is computed from first principles. No assumptions are made concerning any special statistical symmetries the random field may have. This result can be used to compute the parallel diffusion coefficient for high energy cosmic rays moving in strong turbulence, or low energy cosmic rays moving in weak turbulence. Becuase of the generality of the magnetic turbulence which is allowed in this calculation, special interplanetary magnetic field features such as discontinuities, or particular wave modes, can be included rigorously. The reduction of this results to previously available expressions for the pitch angle scattering coefficient in random field models with special symmetries is discussed. The general existance of a Dirac delta function in the pitch angle scattering coefficient is demonstrated. It is proved that this delta function is the Fokker-Planck prediction for pitch angle scattering due to mirroring in the magnetic field.

15. The Fokker-Planck coefficient for pitch-angle scattering of cosmic rays. [considering magnetic field fluctuations

NASA Technical Reports Server (NTRS)

Fisk, L. A.; Goldstein, M. L.; Klimas, A. J.; Sandri, G.

1973-01-01

For the case of homogeneous, isotropic magnetic field fluctuations, it is shown that most theories which are based on the quasi-linear and adiabatic approximation yield the same integral for the Fokker-Planck coefficient for the pitch angle scattering of cosmic rays. For example, despite apparent differences, the theories due to Jokipii and to Klimas and Sandri yield the same integral. It is also shown, however, that this integral in most cases has been evaluated incorrectly in the past. For large pitch angles these errors become significant, and for pitch angles of 90 deg the actual Fokker-Planck coefficient contains a delta function. The implications for these corrections relating cosmic ray diffusion coefficients to observed properties of the interplanetary magnetic field are discussed.

16. Fokker-Planck model for collisional loss of fast ions in tokamaks

Yavorskij, V.; Goloborod'ko, V.; Schoepf, K.

2016-11-01

Modelling of the collisional loss of fast ions from tokamak plasmas is important from the point of view of the impact of fusion alphas and neutral beam injection ions on plasma facing components as well as for the development of diagnostics of fast ion losses [1-3]. This paper develops a Fokker-Planck (FP) method for the assessment of distributions of collisional loss of fast ions as depending on the coordinates of the first wall surface and on the velocities of lost ions. It is shown that the complete 4D drift FP approach for description of fast ions in axisymmetric tokamak plasmas can be reduced to a 2D FP problem for lost ions with a boundary condition delivered by the solution of a 3D boundary value problem for confined ions. Based on this newly developed FP approach the poloidal distribution of neoclassical loss, depending on pitch-angle and energy, of fast ions from tokamak plasma may be examined as well as the contribution of this loss to the signal detected by the scintillator probe may be evaluated. It is pointed out that the loss distributions obtained with the novel FP treatment may serve as an alternative approach with respect to Monte-Carlo models [4, 5] commonly used for simulating fast ion loss from toroidal plasmas.

17. Bounce-averaged Fokker-Planck Simulation of Runaway Avalanche from Secondary Knock-on Production

Chiu, S. C.; Chan, V. S.; Harvey, R. W.; Rosenbluth, M. N.

1996-11-01

It has been pointed out that secondary production of runaway electrons by knock-on collisions with very energetic confined electrons can significantly change the runaway rate,(M.N. Rosenbluth, Bull. Amer. Phys. Soc. 40), 1804 (1995).^,(N.T. Besedin, I.M. Pankratov, Nucl. Fusion 26), 807 (1986).^,(R. Jaspers, K.H. Finden, G. Mank et al.), Nucl. Fusion 33, 1775 (1993). and is potentially a serious problem in reactors. Previous calculations of the effect have only partially included important effects such as toroidal trapping, synchrotron radiation, and bremsstrahlung. Furthermore, in a normal constant current operation, the increase of the density of runaway electrons causes a decrease of the ohmic field and all these effects can balance to a steady-state. The purpose of the present paper is to present results on bounce-averaged Fokker-Planck simulations of knock-on avalanching runaways including these effects. Initially, an energetic seed component is inserted to initiate knock-on avalanching. Results on the dependence of the steady-state runaway current on Z_eff, density, and radial location will be presented.

18. Fokker-Planck simulation of runaway electron generation in disruptions with the hot-tail effect

Nuga, H.; Yagi, M.; Fukuyama, A.

2016-06-01

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 electron 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.

19. Fokker-Planck description of single nucleosome repositioning by dimeric chromatin remodelers

Vandecan, Yves; Blossey, Ralf

2013-07-01

Recent experiments have demonstrated that the ATP-utilizing chromatin assembly and remodeling factor (ACF) is a dimeric, processive motor complex which can move a nucleosome more efficiently towards longer flanking DNA than towards shorter flanking DNA strands, thereby centering an initially ill-positioned nucleosome on DNA substrates. We give a Fokker-Planck description for the repositioning process driven by transitions between internal chemical states of the remodelers. In the chemical states of ATP hydrolysis during which the repositioning takes place a power stroke is considered. The slope of the effective driving potential is directly related to ATP hydrolysis and leads to the unidirectional motion of the nucleosome-remodeler complex along the DNA strand. The Einstein force relation allows us to deduce the ATP-concentration dependence of the diffusion constant of the nucleosome-remodeler complex. We have employed our model to study the efficiency of positioning of nucleosomes as a function of the ATP sampling rate between the two motors which shows that the synchronization between the motors is crucial for the remodeling mechanism to work.

20. Fokker-Planck simulation of runaway electron generation in disruptions with the hot-tail effect

SciTech Connect

Nuga, H. 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 electron 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.

1. Analysis of discrete reaction-diffusion equations for autocatalysis and continuum diffusion equations for transport

SciTech Connect

Wang, Chi-Jen

2013-01-01

In this thesis, we analyze both the spatiotemporal behavior of: (A) non-linear “reaction” models utilizing (discrete) reaction-diffusion equations; and (B) spatial transport problems on surfaces and in nanopores utilizing the relevant (continuum) diffusion or Fokker-Planck equations. Thus, there are some common themes in these studies, as they all involve partial differential equations or their discrete analogues which incorporate a description of diffusion-type processes. However, there are also some qualitative differences, as shall be discussed below.

2. Effect of a large-amplitude wave on the one-dimensional velocity distribution of particles in a linearized Fokker-Planck collisional plasma

SciTech Connect

Heikkinen, J.A. ); Paettikangas, T.J.H. )

1994-09-01

The evolution of a one-dimensional velocity distribution is studied in the presence of a monochromatic large-amplitude periodic force which is turned on adiabatically. The periodic Vlasov-Poisson equations are solved in the presence of a linearized Fokker-Planck collision term. For a constant driving force, the system is found to approach, after transient oscillations, a steady state which is maintained by one wave at the driving frequency. This is in contrast to the result in the absence of collisions where the steady state tends to be supported by several waves. An analytical solution for the steady-state distribution function in the presence of a driven large-amplitude wave is obtained by a Hamiltonian approach. The distribution function is expanded in powers of a small parameter [Gamma] proportional to the collision strength. From the expansion, the zeroth order term is shown to give the space-averaged distribution function correct to first order in [Gamma]. Comparison with the results of the simulations and of the harmonics expansion method shows that the solution estimates the distribution with good accuracy. The plateau in the wave trapping regime is analyzed, and the current driven by the large-amplitude traveling wave is determined.

3. FOKKER-PLANCK MODELS FOR M15 WITHOUT A CENTRAL BLACK HOLE: THE ROLE OF THE MASS FUNCTION

SciTech Connect

Murphy, Brian W.; Cohn, Haldan N.; Lugger, Phyllis M.

2011-05-10

We have developed a set of dynamically evolving Fokker-Planck models for the collapsed-core globular star cluster M15, which directly address the issue of whether a central black hole is required to fit Hubble Space Telescope (HST) observations of the stellar spatial distribution and kinematics. As in our previous work reported by Dull et al., we find that a central black hole is not needed. Using local mass-function data from HST studies, we have also inferred the global initial stellar mass function. As a consequence of extreme mass segregation, the local mass functions differ from the global mass function at every location. In addition to reproducing the observed mass functions, the models also provide good fits to the star-count and velocity-dispersion profiles, and to the millisecond pulsar accelerations. We address concerns about the large neutron star populations adopted in our previous Fokker-Planck models for M15. We find that good model fits can be obtained with as few as 1600 neutron stars; this corresponds to a retention fraction of 5% of the initial population for our best-fit initial mass function. The models contain a substantial population of massive white dwarfs, that range in mass up to 1.2M{sub sun} . The combined contribution by the massive white dwarfs and neutron stars provides the gravitational potential needed to reproduce HST measurements of the central velocity-dispersion profile.

4. Parallel Fokker-Planck-DSMC algorithm for rarefied gas flow simulation in complex domains at all Knudsen numbers

Küchlin, Stephan; Jenny, Patrick

2017-01-01

A major challenge for the conventional Direct Simulation Monte Carlo (DSMC) technique lies in the fact that its computational cost becomes prohibitive in the near continuum regime, where the Knudsen number (Kn)-characterizing the degree of rarefaction-becomes small. In contrast, the Fokker-Planck (FP) based particle Monte Carlo scheme allows for computationally efficient simulations of rarefied gas flows in the low and intermediate Kn regime. The Fokker-Planck collision operator-instead of performing binary collisions employed by the DSMC method-integrates continuous stochastic processes for the phase space evolution in time. This allows for time step and grid cell sizes larger than the respective collisional scales required by DSMC. Dynamically switching between the FP and the DSMC collision operators in each computational cell is the basis of the combined FP-DSMC method, which has been proven successful in simulating flows covering the whole Kn range. Until recently, this algorithm had only been applied to two-dimensional test cases. In this contribution, we present the first general purpose implementation of the combined FP-DSMC method. Utilizing both shared- and distributed-memory parallelization, this implementation provides the capability for simulations involving many particles and complex geometries by exploiting state of the art computer cluster technologies.

5. A multi-dimensional Vlasov-Fokker-Planck code for arbitrarily anisotropic high-energy-density plasmas

SciTech Connect

Tzoufras, M.; Tableman, A.; Tsung, F. S.; Mori, W. B.; Bell, A. R.

2013-05-15

To study the kinetic physics of High-Energy-Density Laboratory Plasmas, we have developed the parallel relativistic 2D3P Vlasov-Fokker-Planck code Oshun. The numerical scheme uses a Cartesian mesh in configuration-space and incorporates a spherical harmonic expansion of the electron distribution function in momentum-space. The expansion is truncated such that the necessary angular resolution of the distribution function is retained for a given problem. Finite collisionality causes rapid decay of the high-order harmonics, thereby providing a natural truncation mechanism for the expansion. The code has both fully explicit and implicit field-solvers and employs a linearized Fokker-Planck collision operator. Oshun has been benchmarked against well-known problems, in the highly kinetic limit to model collisionless relativistic instabilities, and in the hydrodynamic limit to recover transport coefficients. The performance of the code, its applicability, and its limitations are discussed in the context of simple problems with relevance to inertial fusion energy.

6. Fokker-Planck/Ray Tracing for Electron Bernstein and Fast Wave Modeling in Support of NSTX

SciTech Connect

Harvey, R. W.

2009-11-12

This DOE grant supported fusion energy research, a potential long-term solution to the world's energy needs. Magnetic fusion, exemplified by confinement of very hot ionized gases, i.e., plasmas, in donut-shaped tokamak vessels is a leading approach for this energy source. Thus far, a mixture of hydrogen isotopes has produced 10's of megawatts of fusion power for seconds in a tokamak reactor at Princeton Plasma Physics Laboratory in New Jersey. The research grant under consideration, ER54684, uses computer models to aid in understanding and projecting efficacy of heating and current drive sources in the National Spherical Torus Experiment, a tokamak variant, at PPPL. The NSTX experiment explores the physics of very tight aspect ratio, almost spherical tokamaks, aiming at producing steady-state fusion plasmas. The current drive is an integral part of the steady-state concept, maintaining the magnetic geometry in the steady-state tokamak. CompX further developed and applied models for radiofrequency (rf) heating and current drive for applications to NSTX. These models build on a 30 year development of rf ray tracing (the all-frequencies GENRAY code) and higher dimensional Fokker-Planck rf-collisional modeling (the 3D collisional-quasilinear CQL3D code) at CompX. Two mainline current-drive rf modes are proposed for injection into NSTX: (1) electron Bernstein wave (EBW), and (2) high harmonic fast wave (HHFW) modes. Both these current drive systems provide a means for the rf to access the especially high density plasma--termed high beta plasma--compared to the strength of the required magnetic fields. The CompX studies entailed detailed modeling of the EBW to calculate the efficiency of the current drive system, and to determine its range of flexibility for driving current at spatial locations in the plasma cross-section. The ray tracing showed penetration into NSTX bulk plasma, relatively efficient current drive, but a limited ability to produce current over the whole

7. Fractional Fokker-Planck Equations and Artificial Neural Networks for Stochastic Control of Tokamak

Rastovic, Danilo

2008-09-01

The general form of description of Kolmogorov-Arnold-Moser (KAM) theorem in controlled plasma fusion, is obtained via the theory of artificial fuzzy neural networks. Without of the global maximum entropy principle, the complexity function is used for the Monte Carlo simulations.

8. A 2D finite element/1D Fourier solution to the Fokker-Planck equation

Spencer, Joseph Andrew

Plasma, the fourth state of matter, is a gas in which a significant portion of the atoms are ionized. It is estimated that more than 99% of the material in the visible universe is in the plasma state. The process that stars, including our sun, combine atomic nuclei and produce large amounts of energy is called thermonuclear fusion. It is anticipated future energy demands will be met by large terrestrial devices harnessing the energy of nuclear fusion. A gas hot enough to produce the number of atomic collisions needed for fusion is necessarily in the plasma state. Therefore, plasmas are of great interest to researchers studying nuclear fusion. Stars are massive enough that the gravitational attraction heats and confines the plasma. Gravitational confinement cannot be used to confine fusion plasmas on Earth. Material containers cause cooling, which prevent a plasma from maintaining the high temperature needed for fusion. Fortunately plasmas have electrical properties, which allow them to be controlled by strong magnetic fields. Although serious research into controlled thermonuclear fusion began over 60 years ago, only a couple of man-made devices are even close to obtaining more energy from fusion than is put into them. One difficulty lies in understanding the physics of particle collisions. A relative few particle collisions result in the fusion of atomic nuclei, while the vast majority of collisions are understood in terms of the electrostatic force between particles. My work has been to create an a computer code, which can be executed in parallel on supercomputers, to quickly and accurately calculate the evolution of a plasma due to particle collisions. This work explains the physics and mathematics underlying our code, as well as several tests which demonstrate the code is working as expected.

9. Langevin equation with multiplicative white noise: Transformation of diffusion processes into the Wiener process in different prescriptions

SciTech Connect

Kwok, Sau Fa

2012-08-15

A Langevin equation with multiplicative white noise and its corresponding Fokker-Planck equation are considered in this work. From the Fokker-Planck equation a transformation into the Wiener process is provided for different orders of prescription in discretization rule for the stochastic integrals. A few applications are also discussed. - Highlights: Black-Right-Pointing-Pointer Fokker-Planck equation corresponding to the Langevin equation with mul- tiplicative white noise is presented. Black-Right-Pointing-Pointer Transformation of diffusion processes into the Wiener process in different prescriptions is provided. Black-Right-Pointing-Pointer The prescription parameter is associated with the growth rate for a Gompertz-type model.

10. 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.

11. Transport equation for plasmas in a stationary-homogeneous turbulence

SciTech Connect

Wang, Shaojie

2016-02-15

For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose symmetry has been proved, can be computed in a straightforward way when the fluctuating particle trajectories are provided. As an application, it has been shown that a mean parallel electric filed can drive a particle flux through the Stokes-Einstein relation, independent of the details of the fluctuations.

12. Stability and Bifurcation of a Class of Stochastic Closed Orbit Equations

Luo, Chaoliang; Guo, Shangjiang

In this paper, by using Lyapunov functions and exponents, Feller's scale functions, and the Fokker-Planck equations, we investigate the stability and bifurcation of stochastic closed orbit equations with singular diffusion coefficients.

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

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.

14. Variational Derivation of Dissipative Equations

Sogo, Kiyoshi

2017-03-01

A new variational principle is formulated to derive various dissipative equations. Model equations considered are the damping equation, Bloch equation, diffusion equation, Fokker-Planck equation, Kramers equation and Smoluchowski equation. Each equation and its time reversal equation are simultaneously obtained in our variational principle.

15. A Virtual Statistical Mechanical Neural Computer.

DTIC Science & Technology

1987-12-01

Fokker - Planck equations [30] provides another a means of % validating the SMNC’s ability to solve truly nonlinear...difficulties in their work on path-integral solutions to Fokker - Planck equations . They derived a numerical method, based on the path-integral formalism to solve...nonlinear Fokker - Planck equations . In solving Fokker - Planck equations dealing with bifurcation of a stochastic process, Wehner and Wolfer used

16. Kinetic Simulations - Oshun (Vlasov-Fokker-Planck) and PIC (Osiris) - Physics and Open Source Software In The UCLA PICKSE Initiative

Tableman, Adam; Tzoufras, Michail; Fonseca, Ricardo; Mori, W. B.

2016-10-01

We present physics results and general updates for two plasma kinetic simulation codes developed under the UCLA PICKSE initiative. We also discuss the issues around making these codes open source such that they can be used (and contributed too) by a large audience. The first code discussed is Oshun - a Vlasov-Fokker-Planck (VFP) code. Recent simulations with the VFP code OSHUN will be presented for all of the aforementioned problems. The algorithmic improvements that have facilitated these studies will be also be discussed. The second code discussed is the PIC code Osiris. Osiris is a widely respected code used in hundreds of papers. Osiris was first developed for laser-plasma interactions but has grown into a robust framework covering most areas of plasma research. One defining feature of Osiris is that it is highly optimized for a variety of hardware configurations and scales linearly over 1 million + CPU nodes. We will discuss the recently released version 4.0 written in modern, fully-object oriented FORTRAN. Funding provided by Grants NSF ACI 1339893 and DOE DE NA 0001833.

17. Neoclassical Transport Including Collisional Nonlinearity

SciTech Connect

Candy, J.; Belli, E. A.

2011-06-10

In the standard {delta}f theory of neoclassical transport, the zeroth-order (Maxwellian) solution is obtained analytically via the solution of a nonlinear equation. The first-order correction {delta}f is subsequently computed as the solution of a linear, inhomogeneous equation that includes the linearized Fokker-Planck collision operator. This equation admits analytic solutions only in extreme asymptotic limits (banana, plateau, Pfirsch-Schlueter), and so must be solved numerically for realistic plasma parameters. Recently, numerical codes have appeared which attempt to compute the total distribution f more accurately than in the standard ordering by retaining some nonlinear terms related to finite-orbit width, while simultaneously reusing some form of the linearized collision operator. In this work we show that higher-order corrections to the distribution function may be unphysical if collisional nonlinearities are ignored.

18. Fractional Differential Equations and Multifractality

Larcheveque, M.; Schertzer, D. J.; Schertzer, D. J.; Duan, J.; Lovejoy, S.

2001-12-01

There has been a mushrooming interest in the linear Fokker-Planck Equation (FPPE) which corresponds to the generating equation of Lévy's anomalous diffusion. We already pointed out some theoretical and empirical limitations of the linear FPPE for various geophysical problems: the medium is in fact considered as homogeneous and the exponent of the power law of the pdf tails should be smaller than 2. We showed that a nonlinear extension based on a nonlinear Langevin equation forced by a Lévy stable motion overcomes these limitations. We show that in order to generate multifractal diffusion, and more generally multifractal fields, we need to furthermore consider fractional time derivatives in the Langevin equation and in FPPE. We compare our approach with the Continuous-Time Random Walk (CTWR) approach.

19. Physics-based computational complexity of nonlinear filters

Daum, Frederick E.; Huang, Jim

2004-08-01

Our theory is based on the mapping between two Fokker-Planck equations and two Schroedinger equations (see [1] & [2]), which is well known in physics, but which has not been exploited in filtering theory. This theory expands Brockett's Lie algebra homomorphism conjecture for characterizing finite dimensional filters. In particular, the Schroedinger equation generates a group, whereas the Zakai equation (as well as the Fokker-Planck equation) does not, owing to the lack of a smooth inverse. Simple non-pathological low-dimensional linear-Gaussian timeinvariant counterexamples show that Brockett's conjecture does not reliably predict when a nonlinear filtering problem will have an exact finite dimensional solution. That is, there are manifestly finite dimensional filters for estimation problems with infinite dimensional Lie algebras. There are three reasons that the Lie algebraic approach as originally formulated by Brockett is incomplete: (1) the Zakai equation does not generate a group; (2) Lie algebras are coordinate free, whereas separation of variables in PDEs is not coordinate free, and (3) Brockett's theory aims to characterize finite dimensional filters for any initial condition of the Zakai equation, whereas SOV for PDEs generally depends on the initial condition. We will attempt to make this paper accessible to normal engineers who do not have Lie algebras for breakfast.

20. Nonlinear ordinary difference equations

NASA Technical Reports Server (NTRS)

Caughey, T. K.

1979-01-01

Future space vehicles will be relatively large and flexible, and active control will be necessary to maintain geometrical configuration. While the stresses and strains in these space vehicles are not expected to be excessively large, their cumulative effects will cause significant geometrical nonlinearities to appear in the equations of motion, in addition to the nonlinearities caused by material properties. Since the only effective tool for the analysis of such large complex structures is the digital computer, it will be necessary to gain a better understanding of the nonlinear ordinary difference equations which result from the time discretization of the semidiscrete equations of motion for such structures.

1. Multilevel Iterative Methods in Nonlinear Computational Plasma Physics

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)

2. Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schrödinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

Keanini, R. G.

2011-04-01

A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schrödinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the motion and spread of single, multiple, and continuous sets of Burger's vortex sheets, evolving within deterministic and random strain rate fields, under both viscous and inviscid conditions, are obtained. In order to promote application to other nonlinear problems, a tutorial development of the framework is presented. Likewise, time-incremental solution approaches and

3. Integrable nonlinear relativistic equations

This work focuses on three nonlinear relativistic equations: the symmetric Chiral field equation, Einstein's field equation for metrics with two commuting Killing vectors and Einstein's field equation for diagonal metrics that depend on three variables. The symmetric Chiral field equation is studied using the Zakharov-Mikhailov transform, with which its infinitely many local conservation laws are derived and its solitons on diagonal backgrounds are studied. It is also proven that it is equivalent to a novel equation that poses a fascinating similarity to the Sinh-Gordon equation. For the 1+1 Einstein equation the Belinski-Zakharov transformation is explored. It is used to derive explicit formula for N gravitational solitons on arbitrary diagonal background. In particular, the method is used to derive gravitational solitons on the Einstein-Rosen background. The similarities and differences between the attributes of the solitons of the symmetric Chiral field equation and those of the 1+1 Einstein equation are emphasized, and their origin is pointed out. For the 1+2 Einstein equation, new equations describing diagonal metrics are derived and their compatibility is proven. Different gravitational waves are studied that naturally extend the class of Bondi-Pirani-Robinson waves. It is further shown that the Bondi-Pirani-Robinson waves are stable with respect to perturbations of the spacetime. Their stability is closely related to the stability of the Schwarzschild black hole and the relation between the two allows to conjecture about the stability of a wide range of gravitational phenomena. Lastly, a new set of equations that describe weak gravitational waves is derived. This new system of equations is closely and fundamentally connected with the nonlinear Schrodinger equation and can be properly called the nonlinear Schrodinger-Einstein equations. A few preliminary solutions are constructed.

4. Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schroedinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

SciTech Connect

Keanini, R.G.

2011-04-15

Research Highlights: > Systematic approach for physically probing nonlinear and random evolution problems. > Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. > Organization of near-molecular scale vorticity mediated by hydrodynamic modes. > Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the motion

5. Photonic Reagents: The Production of Cyclic Ozone, With a Focus on Developing Equation Free Methods for Optimization Schemes

DTIC Science & Technology

2008-03-31

clustering and eigenfunctions of Fokker - Planck Operators, B. Nadler, S. Lafon, R. R. Coifman and I. G. Kevrekidis, Proceedings of the 2005 Neural...Diffusion maps, spectral clustering and eigenfunctions of Fokker - Planck Operators, B. Nadler, S. Lafon, R. R. Coifman and I. G. Kevrekidis, Proceedings...0039 5b. GRANT NUMBER 4. TITLE AND SUBTITLE Photonic Reagents: The Production of Cyclic Ozone, With a Focus on Developing Equation Free

6. Mesh-free adjoint methods for nonlinear filters

Daum, Fred

2005-09-01

We apply a new industrial strength numerical approximation, called the "mesh-free adjoint method", to solve the nonlinear filtering problem. This algorithm exploits the smoothness of the problem, unlike particle filters, and hence we expect that mesh-free adjoints are superior to particle filters for many practical applications. The nonlinear filter problem is equivalent to solving the Fokker-Planck equation in real time. The key idea is to use a good adaptive non-uniform quantization of state space to approximate the solution of the Fokker-Planck equation. In particular, the adjoint method computes the location of the nodes in state space to minimize errors in the final answer. This use of an adjoint is analogous to optimal control algorithms, but it is more interesting. The adjoint method is also analogous to importance sampling in particle filters, but it is better for four reasons: (1) it exploits the smoothness of the problem; (2) it explicitly minimizes the errors in the relevant functional; (3) it explicitly models the dynamics in state space; and (4) it can be used to compute a corrected value for the desired functional using the residuals. We will attempt to make this paper accessible to normal engineers who do not have PDEs for breakfast.

7. The benefits of Duffing-type nonlinearities and electrical optimisation of a mono-stable energy harvester under white Gaussian excitations

Green, P. L.; Worden, K.; Atallah, K.; Sims, N. D.

2012-09-01

This work is concerned with the performance of a single degree of freedom electromagnetic energy harvester when subjected to a broadband white noise base acceleration. First, using the Fokker-Planck-Kolmogorov equation, it is shown that Duffing-type nonlinearities can be used to reduce the size of energy harvesting devices without affecting their power output. This is then verified using the technique of Equivalent Linearisation. Second, it is shown analytically that the optimum load resistance of the device is different to that which is dictated by the principle of impedance matching. This result is then verified experimentally.

8. Perturbed nonlinear differential equations

NASA Technical Reports Server (NTRS)

Proctor, T. G.

1974-01-01

For perturbed nonlinear systems, a norm, other than the supremum norm, is introduced on some spaces of continuous functions. This makes possible the study of new types of behavior. A study is presented on a perturbed nonlinear differential equation defined on a half line, and the existence of a family of solutions with special boundedness properties is established. The ideas developed are applied to the study of integral manifolds, and examples are given.

9. Nonlinear gyrokinetic equations

SciTech Connect

Dubin, D.H.E.; Krommes, J.A.; Oberman, C.; Lee, W.W.

1983-03-01

Nonlinear gyrokinetic equations are derived from a systematic Hamiltonian theory. The derivation employs Lie transforms and a noncanonical perturbation theory first used by Littlejohn for the simpler problem of asymptotically small gyroradius. For definiteness, we emphasize the limit of electrostatic fluctuations in slab geometry; however, there is a straight-forward generalization to arbitrary field geometry and electromagnetic perturbations. An energy invariant for the nonlinear system is derived, and various of its limits are considered. The weak turbulence theory of the equations is examined. In particular, the wave kinetic equation of Galeev and Sagdeev is derived from an asystematic truncation of the equations, implying that this equation fails to consider all gyrokinetic effects. The equations are simplified for the case of small but finite gyroradius and put in a form suitable for efficient computer simulation. Although it is possible to derive the Terry-Horton and Hasegawa-Mima equations as limiting cases of our theory, several new nonlinear terms absent from conventional theories appear and are discussed.

10. Nonlinear differential equations

SciTech Connect

Dresner, L.

1988-01-01

This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.

11. Existence of global weak solutions to compressible isentropic finitely extensible nonlinear bead-spring chain models for dilute polymers: The two-dimensional case

Barrett, John W.; Süli, Endre

2016-07-01

We prove the existence of global-in-time weak solutions to a general class of models that arise from the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains with finitely extensible nonlinear elastic (FENE) type spring potentials. The class of models under consideration involves the unsteady, compressible, isentropic, isothermal Navier-Stokes system in a bounded domain Ω in Rd, d = 2, for the density ρ, the velocity u ˜ and the pressure p of the fluid, with an equation of state of the form p (ρ) =cpργ, where cp is a positive constant and γ > 1. The right-hand side of the Navier-Stokes momentum equation includes an elastic extra-stress tensor, which is the classical Kramers expression. The elastic extra-stress tensor stems from the random movement of the polymer chains and is defined through the associated probability density function that satisfies a Fokker-Planck-type parabolic equation, a crucial feature of which is the presence of a centre-of-mass diffusion term. This extends the result in our paper J.W. Barrett and E. Süli (2016) [9], which established the existence of global-in-time weak solutions to the system for d ∈ { 2 , 3 } and γ >3/2, but the elastic extra-stress tensor required there the addition of a quadratic interaction term to the classical Kramers expression to complete the compactness argument on which the proof was based. We show here that in the case of d = 2 and γ > 1 the existence of global-in-time weak solutions can be proved in the absence of the quadratic interaction term. Our results require no structural assumptions on the drag term in the Fokker-Planck equation; in particular, the drag term need not be corotational. With a nonnegative initial density ρ0 ∈L∞ (Ω) for the continuity equation; a square-integrable initial velocity datum u˜0 for the Navier-Stokes momentum equation; and a nonnegative initial probability density function ψ0

12. Perturbed nonlinear differential equations

NASA Technical Reports Server (NTRS)

Proctor, T. G.

1972-01-01

The existence of a solution defined for all t and possessing a type of boundedness property is established for the perturbed nonlinear system y = f(t,y) + F(t,y). The unperturbed system x = f(t,x) has a dichotomy in which some solutions exist and are well behaved as t increases to infinity, and some solution exists and are well behaved as t decreases to minus infinity. A similar study is made for a perturbed nonlinear differential equation defined on a half line, R+, and the existence of a family of solutions with special boundedness properties is established. The ideas are applied to integral manifolds.

13. Electron dynamics with radiation and nonlinear wigglers

SciTech Connect

Jowett, J.M.

1986-06-01

The physics of electron motion in storage rings is described by supplementing the Hamiltonian equations of motion with fluctuating radiation reaction forces to describe the effects of synchrotron radiation. This leads to a description of radiation damping and quantum diffusion in single-particle phase-space by means of Fokker-Planck equations. For practical purposes, most storage rings remain in the regime of linear damping and diffusion; this is discussed in some detail with examples, concentrating on longitudinal phase space. However special devices such as nonlinear wigglers may permit the new generation of very large rings to go beyond this into regimes of nonlinear damping. It is shown how a special combined-function wiggler can be used to modify the energy distribution and current profile of electron bunches.

14. 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.

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

Wilson, Dan; Moehlis, Jeff

2016-07-01

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

16. Nonlinear filtering for spacecraft attitude estimation

NASA Technical Reports Server (NTRS)

Vathsal, S.

1986-01-01

Nonlinear filtering techniques are applied to spacecraft attitude estimation using quaternion parameterization for the attitude kinematics. By replacing the angular velocity vector by the gyro output vector, a state dependent noise vector is introduced in the seven-dimensional system equations. The resulting conditional probability density function from the Ito differential rule is governed by the Fokker Planck partial differential equation which is approximated by the second order mean and covariance differential equations. In order to minimize computer loading, the covariance propagation is carried out in six-dimensional state space using a matrix transformation. The star tracker data is used to update the covariance matrix in the seven-dimensional space. The algorithm is simulated for an earth pointing spacecraft mission, using Monte Carlo samples of gyro and star measurements. The performance of the second order filter is compared with the extended Kalman Filter through several simulation runs and drift rates have been identified.

17. Adaptive approach for nonlinear sensitivity analysis of reaction kinetics.

PubMed

Horenko, Illia; Lorenz, Sönke; Schütte, Christof; Huisinga, Wilhelm

2005-07-15

We present a unified approach for linear and nonlinear sensitivity analysis for models of reaction kinetics that are stated in terms of systems of ordinary differential equations (ODEs). The approach is based on the reformulation of the ODE problem as a density transport problem described by a Fokker-Planck equation. The resulting multidimensional partial differential equation is herein solved by extending the TRAIL algorithm originally introduced by Horenko and Weiser in the context of molecular dynamics (J. Comp. Chem. 2003, 24, 1921) and discussed it in comparison with Monte Carlo techniques. The extended TRAIL approach is fully adaptive and easily allows to study the influence of nonlinear dynamical effects. We illustrate the scheme in application to an enzyme-substrate model problem for sensitivity analysis w.r.t. to initial concentrations and parameter values.

18. Effects of introducing nonlinear components for a random excited hybrid energy harvester

Zhou, Xiaoya; Gao, Shiqiao; Liu, Haipeng; Guan, Yanwei

2017-01-01

This work is mainly devoted to discussing the effects of introducing nonlinear components for a hybrid energy harvester under random excitation. For two different types of nonlinear hybrid energy harvesters subjected to random excitation, the analytical solutions of the mean output power, voltage and current are derived from Fokker-Planck (FP) equations. Monte Carlo simulation exhibits qualitative agreement with FP theory, showing that load values and excitation’s spectral density have an effect on the total mean output power, piezoelectric (PE) power and electromagnetic power. Nonlinear components affect output characteristics only when the PE capacitance of the hybrid energy harvester is non-negligible. Besides, it is also demonstrated that for this type of nonlinear hybrid energy harvesters under random excitation, introducing nonlinear components can improve output performances effectively.

19. Probabilistic approach to nonlinear wave-particle resonant interaction

Artemyev, A. V.; Neishtadt, A. I.; Vasiliev, A. A.; Mourenas, D.

2017-02-01

In this paper we provide a theoretical model describing the evolution of the charged-particle distribution function in a system with nonlinear wave-particle interactions. Considering a system with strong electrostatic waves propagating in an inhomogeneous magnetic field, we demonstrate that individual particle motion can be characterized by the probability of trapping into the resonance with the wave and by the efficiency of scattering at resonance. These characteristics, being derived for a particular plasma system, can be used to construct a kinetic equation (or generalized Fokker-Planck equation) modeling the long-term evolution of the particle distribution. In this equation, effects of charged-particle trapping and transport in phase space are simulated with a nonlocal operator. We demonstrate that solutions of the derived kinetic equations agree with results of test-particle tracing. The applicability of the proposed approach for the description of space and laboratory plasma systems is also discussed.

20. Resonant-test-field model of fluctuating nonlinear waves

West, Bruce J.

1982-03-01

A Hamiltonian system of nonlinear dispersive waves is used as a basis for generalizing the test-wave model to a set of resonantly interacting waves. The resonant test field (RTF) is shown to obey a nonlinear generalized Langevin equation in general. In the Markov limit a Fokker-Planck equation is obtained and the exact steady-state solution is determined. An algebraic expression for the power spectral density is obtained in terms of the number of resonantly interacting waves (n) in the RTF, the interaction strength (Vk), and the dimensionality of the wave field (d). For gravity waves on the ocean surface a k-4 spectrum is obtained, and for capillary waves a k-8 spectrum, both of which are in essential agreement with data.

1. Quantum fluctuation of nonlinear degenerate optical parametric amplification

Zhao, C. Y.; Tan, W. H.

An analytical solution of the Fokker Planck equation for the nonlinear degenerate optical parametric amplifier (DOPA) is presented, taking into account the influence of pump depletion on the generation of squeezed light. Results conform to those obtained using perturbation series expansion theory near threshold, and also apply to the whole region far away from threshold. When the nonlinear term(η → 0) is neglected, the solution transitions naturally to the linear approximation solution; when the nonlinear term is retained (∞ η), in the case μ → 0, the quantum fluctuations are close to vacuum fluctuations; in the case μ ≫ 1, squeezing increases, and tends to the result obtained using linear theory, 1/(1 + μ).

2. Solving Nonlinear Coupled Differential Equations

NASA Technical Reports Server (NTRS)

Mitchell, L.; David, J.

1986-01-01

Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.

3. 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.

4. On stochastic optimal control of partially observable nonlinear quasi Hamiltonian systems.

PubMed

Zhu, Wei-qiu; Ying, Zu-guang

2004-11-01

A stochastic optimal control strategy for partially observable nonlinear quasi Hamiltonian systems is proposed. The optimal control forces consist of two parts. The first part is determined by the conditions under which the stochastic optimal control problem of a partially observable nonlinear system is converted into that of a completely observable linear system. The second part is determined by solving the dynamical programming equation derived by applying the stochastic averaging method and stochastic dynamical programming principle to the completely observable linear control system. The response of the optimally controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation associated with the optimally controlled completely observable linear system and solving the Riccati equation for the estimated error of system states. An example is given to illustrate the procedure and effectiveness of the proposed control strategy.

5. Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus

Kiesewetter, Simon; Drummond, Peter D.

2017-03-01

A variance reduction method for stochastic integration of Fokker-Planck equations is derived. This unifies the cumulant hierarchy and stochastic equation approaches to obtaining moments, giving a performance superior to either. We show that the brute force method of reducing sampling error by just using more trajectories in a sampled stochastic equation is not the best approach. The alternative of using a hierarchy of moment equations is also not optimal, as it may converge to erroneous answers. Instead, through Bayesian conditioning of the stochastic noise on the requirement that moment equations are satisfied, we obtain improved results with reduced sampling errors for a given number of stochastic trajectories. The method used here converges faster in time-step than Ito-Euler algorithms. This parallel optimized sampling (POS) algorithm is illustrated by several examples, including a bistable nonlinear oscillator case where moment hierarchies fail to converge.

6. Nonlinear equations of 'variable type'

Larkin, N. A.; Novikov, V. A.; Ianenko, N. N.

In this monograph, new scientific results related to the theory of equations of 'variable type' are presented. Equations of 'variable type' are equations for which the original type is not preserved within the entire domain of coefficient definition. This part of the theory of differential equations with partial derivatives has been developed intensively in connection with the requirements of mechanics. The relations between equations of the considered type and the problems of mathematical physics are explored, taking into account quasi-linear equations, and models of mathematical physics which lead to equations of 'variable type'. Such models are related to transonic flows, problems involving a separation of the boundary layer, gasdynamics and the van der Waals equation, shock wave phenomena, and a combustion model with a turbulent diffusion flame. Attention is also given to nonlinear parabolic equations, and nonlinear partial differential equations of the third order.

7. On the conditions for the onset of nonlinear chirping structures in NSTX

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.

8. LETTER: Study of combined NBI and ICRF enhancement of the D-3He fusion yield with a Fokker-Planck code

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

9. Long-time behavior of a finite volume discretization for a fourth order diffusion equation

Maas, Jan; Matthes, Daniel

2016-07-01

We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the d-dimensional cube, for arbitrary d≥slant 1 . The scheme preserves two important structural properties of the equation: the first is the interpretation as a gradient flow in a mass transportation metric, and the second is an intimate relation to a linear Fokker-Planck equation. Thanks to these structural properties, the scheme possesses two discrete Lyapunov functionals. These functionals approximate the entropy and the Fisher information, respectively, and their dissipation rates converge to the optimal ones in the discrete-to-continuous limit. Using the dissipation, we derive estimates on the long-time asymptotics of the discrete solutions. Finally, we present results from numerical experiments which indicate that our discretization is able to capture significant features of the complex original dynamics, even with a rather coarse spatial resolution.

10. An H Theorem for Boltzmann's Equation for the Yard-Sale Model of Asset Exchange

Boghosian, Bruce M.; Johnson, Merek; Marcq, Jeremy A.

2015-12-01

In recent work (Boghosian, Phys Rev E 89:042804-042825, 2014; Boghosian, Int J Mod Phys 25:1441008-1441015, 2014), Boltzmann and Fokker-Planck equations were derived for the "Yard-Sale Model" of asset exchange. For the version of the model without redistribution, it was conjectured, based on numerical evidence, that the time-asymptotic state of the model was oligarchy—complete concentration of wealth by a single individual. In this work, we prove that conjecture by demonstrating that the Gini coefficient, a measure of inequality commonly used by economists, is an H function of both the Boltzmann and Fokker-Planck equations for the model.

11. 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.

12. Extreme-Value Prediction for Non-Linear Stochastic Oscillators via Numerical Solutions of the Stationary Fpk Equation

Dunne, J. F.; Ghanbari, M.

1997-10-01

The accuracy of two well-established numerical methods is demonstrated, and the importance of “bandwidth” examined, for computationally efficient Markov based extreme-value predictions associated with finite duration stationary sample paths of a non-linear oscillator driven by Gaussian white noise. By making the Poisson assumption of independent upcrossings, extreme exceedance probabilities are predicted via the mean threshold crossing rate, using numerical solutions of the stationary Fokker-Planck (FPK) equation. With bandwidth initially ignored, predicted exceedances using the Weighted Residual methods of Bhandari and Sherrer, Soize and Kunert, and the Finite Element method of Langley, are compared with nominally “exact” predictions for a heavily damped Duffing-type model obtained by using an explicit FPK solution—the FE method being established as superior. Predictions via FE solutions are then compared with very long Monte Carlo simulations, in which bandwidth effects are included. Two lightly damped non-linear oscillator models are examined, both with cubic stiffness, but different damping mechanisms—one model again being of simple Duffing-type with linear damping, the other being appropriate to single co-ordinate random vibration of a clamped-clamped beam, with wholly non-linear damping. The realistic damping parameter values assigned to the beam model are statistically equivalent to the linear damping level chosen for the simple model, at just above 1%. At this overall damping level, results clearly demonstrate that, for the probability levels and durations considered, bandwidth is only important for the linearly damped model—for the beam model with non-linear damping, bandwidth can be ignored, allowing accurate extreme exceedance predictions by using only the stationary FPK equation. The paper also demonstrates that the “limiting decay rate of the first-passage probability”—advocated by Crandall, Roberts and others, as a criterion for

13. Non-Maxwellian distribution functions in flaring coronal loops - Comparison of Landau-Fokker-Planck and BGK solutions

NASA Technical Reports Server (NTRS)

Ljepojevic, N. N.; Macneice, P.

1988-01-01

The high-velocity tail of the electron distribution has been calculated by solving the high-velocity form of the Landau equation for a thermal structure representative of a flaring coronal loop. These calculations show an enhancement of the tail population above Maxwellian for electrons moving down the temperature gradient. The results obtained are used to test the reliability of the BGK approximation. The comparison shows that the BGK technique can estimate contributions to the heat flux from the high-energy tail to within an order of magnitude.

14. 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

SciTech Connect

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

2013-12-03

Within the US Department of Energy/Office of Fusion Energy magnetic fusion research program, there is an important whole-plasma-modeling need for a radio-frequency/neutral-beam-injection (RF/NBI) transport-oriented finite-difference Fokker-Planck (FP) code with combined capabilities for 4D (2R2V) geometry near the fusion plasma periphery, and computationally less demanding 3D (1R2V) bounce-averaged capabilities for plasma in the core of fusion devices. Demonstration of proof-of-principle achievement of this goal has been carried out in research carried out under Phase I of the SBIR award. Two DOE-sponsored codes, the CQL3D bounce-average Fokker-Planck code in which CompX has specialized, and the COGENT 4D, plasma edge-oriented Fokker-Planck code which has been constructed by Lawrence Livermore National Laboratory and Lawrence Berkeley Laboratory scientists, where coupled. Coupling was achieved by using CQL3D calculated velocity distributions including an energetic tail resulting from NBI, as boundary conditions for the COGENT code over the two-dimensional velocity space on a spatial interface (flux) surface at a given radius near the plasma periphery. The finite-orbit-width fast ions from the CQL3D distributions penetrated into the peripheral plasma modeled by the COGENT code. This combined code demonstrates the feasibility of the proposed 3D/4D code. By combining these codes, the greatest computational efficiency is achieved subject to present modeling needs in toroidally symmetric magnetic fusion devices. The more efficient 3D code can be used in its regions of applicability, coupled to the more computationally demanding 4D code in higher collisionality edge plasma regions where that extended capability is necessary for accurate representation of the plasma. More efficient code leads to greater use and utility of the model. An ancillary aim of the project is to make the combined 3D/4D code user friendly. Achievement of full-coupling of these two Fokker-Planck

15. Modeling water table fluctuations by means of a stochastic differential equation

Bierkens, Marc F. P.

1998-10-01

The combined system of soil-water and shallow groundwater is modeled with simple mass balance equations assuming equilibrium soil moisture conditions. This results in an ordinary but nonlinear differential equation of water table depth at a single location. If errors in model inputs, errors due to model assumptions and parameter uncertainty are lumped and modeled as a wide band noise process, a stochastic differential equation (SDE) results. A solution for the stationary probability density function is given through use of the Fokker-Planck equation. For the nonstationary case, where the model inputs are given as daily time series, sample functions of water table depth, soil saturation, and drainage discharge can be simulated by numerically solving the SDE. These sample functions can be used for designing drainage systems and to perform risk analyses. The parameters and noise statistics of the SDE are calibrated on time series of water table depths by embedding the SDE in a Kaiman filter algorithm and using the filter innovations in a filter-type maximum likelihood criterion. The stochastic model is calibrated and validated at two locations: a peat soil with a very shallow water table and a loamy sand soil with a moderately shallow water table. It is shown in both cases that sample functions simulated with the SDE are able to reproduce a wide range of statistics of water table depth. Despite its unrealistic assumption of constant inputs, the stationary solution derived from the Fokker-Planck equation gives good results for the peat soil, most likely because the characteristic response time of the water table is very small.

16. Global Weak Solutions for Kolmogorov-Vicsek Type Equations with Orientational Interactions

Gamba, Irene M.; Kang, Moon-Jin

2016-10-01

We study the global existence and uniqueness of weak solutions to kinetic Kolmogorov-Vicsek models that can be considered as non-local, non-linear, Fokker-Planck type equations describing the dynamics of individuals with orientational interactions. This model is derived from the discrete Couzin-Vicsek algorithm as mean-field limit (Bolley et al., Appl Math Lett, 25:339-343, 2012; Degond et al., Math Models Methods Appl Sci 18:1193-1215, 2008), which governs the interactions of stochastic agents moving with a velocity of constant magnitude, that is, the corresponding velocity space for these types of Kolmogorov-Vicsek models is the unit sphere. Our analysis for L p estimates and compactness properties take advantage of the orientational interaction property, meaning that the velocity space is a compact manifold.

17. Kramers Moyal expansion for stochastic differential equations with single and multiple delays: Applications to financial physics and neurophysics

Frank, T. D.

2007-01-01

We present a generalized Kramers Moyal expansion for stochastic differential equations with single and multiple delays. In particular, we show that the delay Fokker Planck equation derived earlier in the literature is a special case of the proposed Kramers Moyal expansion. Applications for bond pricing and a self-inhibitory neuron model are discussed.

18. Linear superposition in nonlinear equations.

PubMed

Khare, Avinash; Sukhatme, Uday

2002-06-17

Several nonlinear systems such as the Korteweg-de Vries (KdV) and modified KdV equations and lambda phi(4) theory possess periodic traveling wave solutions involving Jacobi elliptic functions. We show that suitable linear combinations of these known periodic solutions yield many additional solutions with different periods and velocities. This linear superposition procedure works by virtue of some remarkable new identities involving elliptic functions.

19. Kinetic equation for classical particles obeying an exclusion principle

1993-12-01

In this paper we analyze the kinetics of classical particles which obey an exclusion principle (EP) in the only-individual-transitions (OIT) approximation, and separately in the more rigorous contemporary-transitions (CT) description. In order to be able to include the EP into the kinetics equations we consider a discrete, one-dimensional, heterogeneous and anisotropic phase space and, after defining the reduced transition probabilities, we write a master equation. As a limit to the continuum of this master equation we obtain a generalized Fokker-Planck (FP) equation. This last is a nonlinear partial differential equation and reduces to the standard FP equation if the nonlinear term, which takes into account the EP, is neglected. The steady states of this equation, both in the OIT approximation and CT description, are considered. In the particularly interesting case of Brownian particles as a steady state in the OIT approximation we obtain the Fermi-Dirac (FD) distribution, while in the CT description we obtain another distribution which differs slightly from that of the FD. Moreover, our approach permits us to treat in an alternative and efficient way the problem of the determination of an effective potential to simulate the exclusion principle in classical many-body equations of motion.

20. Solutions of the cylindrical nonlinear Maxwell equations.

PubMed

Xiong, Hao; Si, Liu-Gang; Ding, Chunling; Lü, Xin-You; Yang, Xiaoxue; Wu, Ying

2012-01-01

Cylindrical nonlinear optics is a burgeoning research area which describes cylindrical electromagnetic wave propagation in nonlinear media. Finding new exact solutions for different types of nonlinearity and inhomogeneity to describe cylindrical electromagnetic wave propagation is of great interest and meaningful for theory and application. This paper gives exact solutions for the cylindrical nonlinear Maxwell equations and presents an interesting connection between the exact solutions for different cylindrical nonlinear Maxwell equations. We also provide some examples and discussion to show the application of the results we obtained. Our results provide the basis for solving complex systems of nonlinearity and inhomogeneity with simple systems.

1. Numerical methods for high-dimensional probability density function equations

Cho, H.; Venturi, D.; Karniadakis, G. E.

2016-01-01

In this paper we address the problem of computing the numerical solution to kinetic partial differential equations involving many phase variables. These types of equations arise naturally in many different areas of mathematical physics, e.g., in particle systems (Liouville and Boltzmann equations), stochastic dynamical systems (Fokker-Planck and Dostupov-Pugachev equations), random wave theory (Malakhov-Saichev equations) and coarse-grained stochastic systems (Mori-Zwanzig equations). We propose three different classes of new algorithms addressing high-dimensionality: The first one is based on separated series expansions resulting in a sequence of low-dimensional problems that can be solved recursively and in parallel by using alternating direction methods. The second class of algorithms relies on truncation of interaction in low-orders that resembles the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) framework of kinetic gas theory and it yields a hierarchy of coupled probability density function equations. The third class of algorithms is based on high-dimensional model representations, e.g., the ANOVA method and probabilistic collocation methods. A common feature of all these approaches is that they are reducible to the problem of computing the solution to high-dimensional equations via a sequence of low-dimensional problems. The effectiveness of the new algorithms is demonstrated in numerical examples involving nonlinear stochastic dynamical systems and partial differential equations, with up to 120 variables.

2. Systems of Nonlinear Hyperbolic Partial Differential Equations

DTIC Science & Technology

1997-12-01

McKinney) Travelling wave solutions of the modified Korteweg - deVries -Burgers Equation . J. Differential Equations , 116 (1995), 448-467. 4. (with D.G...SUBTITLE Systems of Nonlinear Hyperbolic Partial Differential Equations 6. AUTHOR’S) Michael Shearer PERFORMING ORGANIZATION NAMES(S) AND...DISTRIBUTION CODE 13. ABSTRACT (Maximum 200 words) This project concerns properties of wave propagation in partial differential equations that are nonlinear

3. The quasicontinuum Fokker-Plank equation

SciTech Connect

Alexander, Francis J

2008-01-01

We present a regularized Fokker-Planck equation with more accurate short-time and high-frequency behavior for continuous-time, discrete-state systems. The regularization preserves crucial aspects of state-space discreteness lost in the standard Kramers-Moyal expansion. We apply the method to a simple example of biochemical reaction kinetics and to a two-dimensional symmetric random walk, and suggest its application to more complex systerns.

4. Additivity of nonlinear biomass equations

Treesearch

Bernard R. Parresol

2001-01-01

Two procedures that guarantee the property of additivity among the components of tree biomass and total tree biomass utilizing nonlinear functions are developed. Procedure 1 is a simple combination approach, and procedure 2 is based on nonlinear joint-generalized regression (nonlinear seemingly unrelated regressions) with parameter restrictions. Statistical theory is...

5. Effects of noise on the phase dynamics of nonlinear oscillators

Daffertshofer, A.

1998-07-01

Various properties of human rhythmic movements have been successfully modeled using nonlinear oscillators. However, despite some extensions towards stochastical differential equations, these models do not comprise different statistical features that can be explained by nondynamical statistics. For instance, one observes certain lag one serial correlation functions for consecutive periods during periodic motion. This work aims at an extension of dynamical descriptions in terms of stochastically forced nonlinear oscillators such as ξ¨+ω20ξ=n(ξ,ξ˙)+q(ξ,ξ˙)Ψ(t), where the nonlinear function n(ξ,ξ˙) generates a limit cycle and Ψ(t) denotes colored noise that is multiplied via q(ξ,ξ˙). Nonlinear self-excited systems have been frequently investigated, particularly emphasizing stability properties and amplitude evolution. Thus, one can focus on the effects of noise on the frequency or phase dynamics that can be analyzed by use of time-dependent Fokker-Planck equations. It can be shown that noise multiplied via polynoms of arbitrary finite order cannot generate the desired period correlation but predominantly results in phase diffusion. The system is extended in terms of forced oscillators in order to find a minimal model producing the required error correction.

6. Nonlinear Poisson Equation for Heterogeneous Media

PubMed Central

Hu, Langhua; Wei, Guo-Wei

2012-01-01

The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects. PMID:22947937

7. Nonlinear Poisson equation for heterogeneous media.

PubMed

Hu, Langhua; Wei, Guo-Wei

2012-08-22

The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects.

8. Solutions of the cosmic ray velocity diffusion equation

Lasuik, J.; Shalchi, A.

2017-10-01

In order to describe the propagation and acceleration of cosmic rays, one usually uses a diffusive transport equation. The most fundamental equation is the pitch-angle dependent diffusion equation which is usually called the Fokker-Planck equation. In the current paper we solve the position integrated equation numerically and analytically. For a constant pitch-angle Fokker-Planck coefficient we derive an exact solution of the corresponding transport equation and compare it with numerical solutions. We show that even if the scattering coefficient is assumed to be constant, the solution behaves well. As a second example we consider the case of a linear pitch-angle Fokker-Planck coefficient. Again we solve the corresponding transport equation numerically and analytically. In all cases considered, we find similar distribution functions. We also compute the corresponding velocity correlation functions and parallel diffusion coefficients. Our results are relevant for improving analytical theories of perpendicular diffusion, for code tests, and for different astrophysical applications where a pitch-angle dependent description of the particle motion is required.

9. Nonlinear gyrokinetic equations for tokamak microturbulence

SciTech Connect

Hahm, T.S.

1988-05-01

A nonlinear electrostatic gyrokinetic Vlasov equation, as well as Poisson equation, has been derived in a form suitable for particle simulation studies of tokamak microturbulence and associated anomalous transport. This work differs from the existing nonlinear gyrokinetic theories in toroidal geometry, since the present equations conserve energy while retaining the crucial linear and nonlinear polarization physics. In the derivation, the action-variational Lie perturbation method is utilized in order to preserve the Hamiltonian structure of the original Vlasov-Poisson system. Emphasis is placed on the dominant physics of the collective fluctuations in toroidal geometry, rather than on details of particle orbits. 13 refs.

10. Probabilistic characteristics of noisy Van der Pol type oscillator with nonlinear damping

Dubkov, A. A.; Litovsky, I. A.

2016-05-01

The exact Fokker-Planck equation for the joint probability distribution of amplitude and phase of a Van der Pol oscillator perturbed by both additive and multiplicative noise sources with arbitrary nonlinear damping is first derived by the method of functional splitting of averages. We truncate this equation in the usual manner using the smallness of the damping parameter and obtain a general expression for the stationary probability density function of oscillation amplitude, which is valid for any nonlinearity in the feedback loop of the oscillator. We analyze the dependence of this stationary solution on system parameters and intensities of noise sources for two different situations: (i) Van der Pol generator with soft and hard excitation regimes; (ii) Van der Pol oscillator with negative nonlinear damping. As shown, in the first case the probability distribution of amplitude demonstrates one characteristic maximum, which indicates the presence of a stable limit cycle in the system. The non-monotonic dependence of stationary probability density function on oscillation frequency is also detected. In the second case we examine separately three situations: linear oscillator with two noise sources, nonlinear oscillator with additive noise and nonlinear oscillator with frequency fluctuations. For the last two situations, noise-induced transitions in the system under consideration are found.

11. Robust iterative method for nonlinear Helmholtz equation

Yuan, Lijun; Lu, Ya Yan

2017-08-01

A new iterative method is developed for solving the two-dimensional nonlinear Helmholtz equation which governs polarized light in media with the optical Kerr nonlinearity. In the strongly nonlinear regime, the nonlinear Helmholtz equation could have multiple solutions related to phenomena such as optical bistability and symmetry breaking. The new method exhibits a much more robust convergence behavior than existing iterative methods, such as frozen-nonlinearity iteration, Newton's method and damped Newton's method, and it can be used to find solutions when good initial guesses are unavailable. Numerical results are presented for the scattering of light by a nonlinear circular cylinder based on the exact nonlocal boundary condition and a pseudospectral method in the polar coordinate system.

12. Nonlinear Behavior of Magnetic Fluid in Brownian Relaxation

SciTech Connect

Yoshida, Takashi; Ogawa, Koutaro; Bhuiya, Anwarul K.; Enpuku, Keiji

2010-12-02

This study investigated the nonlinear behavior of magnetic fluids under high excitation fields due to nonlinear Brownian relaxation. As a direct indication of nonlinear behavior, we characterized the higher harmonics of the magnetization signal generated by the magnetic fluid. The amplitudes of the fundamental to the ninth harmonic of the magnetization signal were measured as a function of the external field. The experimental results were compared with numerical simulations based on the Fokker-Planck equation, which describes nonlinear Brownian relaxation. To allow a quantitative comparison, we estimated the size distribution and size dependence of the magnetic moment in the sample. In the present magnetic fluid, composed of agglomerates of Fe{sub 3}O{sub 4} particles, the magnetic moment was estimated to be roughly proportional to the diameter of the particles, in contrast to the case of single-domain particles. When the size distribution and the size dependence of the magnetic moment were taken into account, there was good quantitative agreement between the experiment and simulation.

13. Non-equilibrium effects upon the non-Markovian Caldeira-Leggett quantum master equation

SciTech Connect

Bolivar, A.O.

2011-05-15

Highlights: > Classical Brownian motion described by a non-Markovian Fokker-Planck equation. > Quantization process. > Quantum Brownian motion described by a non-Markovian Caldeira-Leggett equation. > A non-equilibrium quantum thermal force is predicted. - Abstract: We obtain a non-Markovian quantum master equation directly from the quantization of a non-Markovian Fokker-Planck equation describing the Brownian motion of a particle immersed in a generic environment (e.g. a non-thermal fluid). As far as the especial case of a heat bath comprising of quantum harmonic oscillators is concerned, we derive a non-Markovian Caldeira-Leggett master equation on the basis of which we work out the concept of non-equilibrium quantum thermal force exerted by the harmonic heat bath upon the Brownian motion of a free particle. The classical limit (or dequantization process) of this sort of non-equilibrium quantum effect is scrutinized, as well.

14. Two coupled nonlinear cavities in a driven-dissipative environment

Cao, Bin; Mahmud, Khan; Hafezi, Mohammad

We investigate two coupled nonlinear cavities that are driven coherently in a dissipative environment. This is the simplest setting containing a good number of features of an array of coupled cavity quantum simulator with Kerr nonlinearity which gives rise to many strongly correlated phases. We find analytical solution for the steady state using the generalized P representation and expressing the master equation in the form of Fokker-Planck equation. A comparison shows a good match of the analytical and numerical solutions across different regimes. We investigate the quantum correlations in the steady state by solving the full master equation numerically, analyzing its second-order coherence, entanglment entropy and Liouvillian gap as a function of drive and detuning. This gives us insights into the nature of bistability and how the tunneling-induced bistability emerges in coupled cavities when going beyond a single cavity. We can understand much of the semiclassical physics in terms of the underlying phase space dynamics of a driven and damped classical pendulum. Furthermore, in the semiclassical analysis, we find steady state solutions with different number density in the two wells that can be considered an analog of double well self-trapped states.

15. Identification for a Nonlinear Periodic Wave Equation

SciTech Connect

Morosanu, C.; Trenchea, C.

2001-07-01

This work is concerned with an approximation process for the identification of nonlinearities in the nonlinear periodic wave equation. It is based on the least-squares approach and on a splitting method. A numerical algorithm of gradient type and the numerical implementation are given.

16. Polynomial solutions of nonlinear integral equations

Dominici, Diego

2009-05-01

We analyze the polynomial solutions of a nonlinear integral equation, generalizing the work of Bender and Ben-Naim (2007 J. Phys. A: Math. Theor. 40 F9, 2008 J. Nonlinear Math. Phys. 15 (Suppl. 3) 73). We show that, in some cases, an orthogonal solution exists and we give its general form in terms of kernel polynomials.

17. Hybrid approach for nonlinear wave equation

2017-07-01

The solution of nonintegrable nonlinear equations is very difficult even numerically and practically impossible by standard analytical technic. New view, offered by heterogeneous computational systems, gives some new possibilities, but also need novel approaches for numerical realization of pertinent algorithms. We shall give some examples of such analysis on the base of nonlinear wave's evolution study in multiphase media with chemical reaction.

18. Nonlinear quantum equations: Classical field theory

SciTech Connect

Rego-Monteiro, M. A.; Nobre, F. D.

2013-10-15

An exact classical field theory for nonlinear quantum equations is presented herein. It has been applied recently to a nonlinear Schrödinger equation, and it is shown herein to hold also for a nonlinear generalization of the Klein-Gordon equation. These generalizations were carried by introducing nonlinear terms, characterized by exponents depending on an index q, in such a way that the standard, linear equations, are recovered in the limit q→ 1. The main characteristic of this field theory consists on the fact that besides the usual Ψ(x(vector sign),t), a new field Φ(x(vector sign),t) needs to be introduced in the Lagrangian, as well. The field Φ(x(vector sign),t), which is defined by means of an additional equation, becomes Ψ{sup *}(x(vector sign),t) only when q→ 1. The solutions for the fields Ψ(x(vector sign),t) and Φ(x(vector sign),t) are found herein, being expressed in terms of a q-plane wave; moreover, both field equations lead to the relation E{sup 2}=p{sup 2}c{sup 2}+m{sup 2}c{sup 4}, for all values of q. The fact that such a classical field theory works well for two very distinct nonlinear quantum equations, namely, the Schrödinger and Klein-Gordon ones, suggests that this procedure should be appropriate for a wider class nonlinear equations. It is shown that the standard global gauge invariance is broken as a consequence of the nonlinearity.

19. Computer models for kinetic equations of magnetically confined plasmas

SciTech Connect

Killeen, J.; Kerbel, G.D.; McCoy, M.G.; Mirin, A.A.; Horowitz, E.J.; Shumaker, D.E.

1987-01-01

This paper presents four working computer models developed by the computational physics group of the National Magnetic Fusion Energy Computer Center. All of the models employ a kinetic description of plasma species. Three of the models are collisional, i.e., they include the solution of the Fokker-Planck equation in velocity space. The fourth model is collisionless and treats the plasma ions by a fully three-dimensional particle-in-cell method.

20. Iterative performance of various formulations of the SPN equations

Zhang, Yunhuang; Ragusa, Jean C.; Morel, Jim E.

2013-11-01

In this paper, the Standard, Composite, and Canonical forms of the Simplified PN (SPN) equations are reviewed and their corresponding iterative properties are compared. The Gauss-Seidel (FLIP), Explicit, and preconditioned Source Iteration iterative schemes have been analyzed for both isotropic and highly anisotropic (Fokker-Planck) scattering. The iterative performance of the various SPN forms is assessed using Fourier analysis, corroborated with numerical experiments.

1. 2.5-Dimensional Fokker-Planck Simulation of Aneutronic D+He^3 Burning Migma-Plasma: Proton Population Inversion (Negative Temperature) in Diamagnetic Field is the Ignition Condition.

Powell, C. W.; Maglich, B. C.; Chang, T.-F.; Nering, J.; Wilmerding, A.

1996-11-01

Our 2.5 dimensional Fokker-Planck simulation on CRAY computers indicates that large-orbit migma-plasma, D+He^3 arrow α + p + 18.35MeV, β = 0.9, in alternating gradient strong focusing diamagnetic field (index=6) of auto-collider [1-3] will ignite when 30% of protons are trapped forming population inversion (negative temperature, i.e. maximum free energy''). The cycle is started by a 6 s injection of 100's of KeV D+ and He^3 beams; thereafter, only cold (10 eV) ions and electrons are injected and are collisionally accelerated by the 15 MeV p's. Thermal fusion power density P = 60MWm-3, n = 6 × 10^14cm-3, Q = 10^5; 1% of P is in neutrons, thus aneutronic.'' When proton distribution becomes maxwellian (60 s), ignition stops and cycle restarts. 1. AIP Conf. Proc. 311, 292 (1993); 2. Phys. Rev. Lett. 70, 299 (1993); 3. Nucl. Instr. Meth. A 271, 15 (1988).

2. Lax integrable nonlinear partial difference equations

2015-03-01

A systematic investigation to derive nonlinear lattice equations governed by partial difference equations admitting specific Lax representation is presented. Further whether or not the identified lattice equations possess other characteristics of integrability namely Consistency Around the Cube (CAC) property and linearizability through a global transformation is analyzed. Also it is presented that how to derive higher order ordinary difference equations or mappings from the obtained lattice equations through periodic reduction and investigated whether they are measure preserving or linearizable and admit sufficient number of integrals leading to their integrability.

3. Landau Damping for the Linearized Vlasov Poisson Equation in a Weakly Collisional Regime

Tristani, Isabelle

2017-08-01

In this paper, we consider the linearized Vlasov-Poisson equation around an homogeneous Maxwellian equilibrium in a weakly collisional regime: there is a parameter {ɛ } in front of the collision operator which will tend to 0. Moreover, we study two cases of collision operators, linear Boltzmann and Fokker-Planck. We prove a result of Landau damping for those equations in Sobolev spaces uniformly with respect to the collision parameter {ɛ } as it goes to 0.

4. Landau Damping for the Linearized Vlasov Poisson Equation in a Weakly Collisional Regime

Tristani, Isabelle

2017-10-01

In this paper, we consider the linearized Vlasov-Poisson equation around an homogeneous Maxwellian equilibrium in a weakly collisional regime: there is a parameter {ɛ } in front of the collision operator which will tend to 0. Moreover, we study two cases of collision operators, linear Boltzmann and Fokker-Planck. We prove a result of Landau damping for those equations in Sobolev spaces uniformly with respect to the collision parameter {ɛ } as it goes to 0.

5. 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.

6. 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.

7. On Coupled Rate Equations with Quadratic Nonlinearities

PubMed Central

Montroll, Elliott W.

1972-01-01

Rate equations with quadratic nonlinearities appear in many fields, such as chemical kinetics, population dynamics, transport theory, hydrodynamics, etc. Such equations, which may arise from basic principles or which may be phenomenological, are generally solved by linearization and application of perturbation theory. Here, a somewhat different strategy is emphasized. Alternative nonlinear models that can be solved exactly and whose solutions have the qualitative character expected from the original equations are first searched for. Then, the original equations are treated as perturbations of those of the solvable model. Hence, the function of the perturbation theory is to improve numerical accuracy of solutions, rather than to furnish the basic qualitative behavior of the solutions of the equations. PMID:16592013

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

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.

9. Efficient numerical methods for nonlinear Schrodinger equations

Liang, Xiao

The nonlinear Schrodinger equations are widely used to model a number of important physical phenomena, including solitary wave propagations in optical fibers, deep water turbulence, laser beam transmissions, and the Bose-Einstein condensation, just to mention a few. In the field of optics and photonics, the systems of nonlinear Schrodinger equations can be used to model multi-component solitons and the interaction of self-focusing laser beams. In three spatial dimensions, the nonlinear Schrodinger equation is known as the Gross-Pitaevskii equation, which models the soliton in a low-cost graded-index fiber. Recently, research on nonlinear space fractional Schrodinger equations, which capture the self-similarity in the fractional environment, has become prevalent. Our study includes the systems of multi-dimensional nonlinear space fractional Schrodinger equations. To solve the systems of multi-dimensional nonlinear Schrodinger equations efficiently, several novel numerical methods are presented. The central difference and quartic spline approximation based exponential time differencing Crank-Nicolson method is introduced for solving systems of one- and two-dimensional nonlinear Schrodinger equations. A local extrapolation is employed to achieve fourth-order accuracy in time. The numerical examples include the transmission of a self-focusing laser beam. The local discontinuous Galerkin methods combined with the fourth-order exponential time differencing Runge-Kutta time discretization are studied for solving the systems of nonlinear Schrodinger equations with hyperbolic terms, which are critical in modeling optical solitons in the birefringent fibers. The local discontinuous Galerkin method is able to achieve any order of accuracy in space, thanks to the usage of piecewise polynomial spaces. The exponential time differencing methods are employed to deal with the coupled nonlinearities for the reason that there is no need to solve nonlinear systems at every time step

10. Prolongation structures of nonlinear evolution equations

NASA Technical Reports Server (NTRS)

Wahlquist, H. D.; Estabrook, F. B.

1975-01-01

A technique is developed for systematically deriving a 'prolongation structure' - a set of interrelated potentials and pseudopotentials - for nonlinear partial differential equations in two independent variables. When this is applied to the Korteweg-de Vries equation, a new infinite set of conserved quantities is obtained. Known solution techniques are shown to result from the discovery of such a structure: related partial differential equations for the potential functions, linear 'inverse scattering' equations for auxiliary functions, Backlund transformations. Generalizations of these techniques will result from the use of irreducible matrix representations of the prolongation structure.

11. On implicit abstract neutral nonlinear differential equations

SciTech Connect

Hernández, Eduardo; O’Regan, Donal

2016-04-15

In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.

12. Algorithms For Integrating Nonlinear Differential Equations

NASA Technical Reports Server (NTRS)

Freed, A. D.; Walker, K. P.

1994-01-01

Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

13. Exact solutions for nonlinear foam drainage equation

Zayed, E. M. E.; Al-Nowehy, Abdul-Ghani

2017-02-01

In this paper, the modified simple equation method, the exp-function method, the soliton ansatz method, the Riccati equation expansion method and the ( G^' }/G)-expansion method are used to construct exact solutions with parameters of the nonlinear foam drainage equation. When these parameters are taken to be special values, the solitary wave solutions and the trigonometric function solutions are derived from the exact solutions. The obtained results confirm that the proposed methods are efficient techniques for analytic treatments of a wide variety of nonlinear partial differential equations in mathematical physics. We compare our results together with each other yielding from these integration tools. Also, our results have been compared with the well-known results of others.

14. The Stochastic Nonlinear Damped Wave Equation

SciTech Connect

Barbu, V. Da Prato, G.

2002-12-19

We prove the existence of an invariant measure for the transition semigroup associated with a nonlinear damped stochastic wave equation in R{sup n} of the Klein-Gordon type. The uniqueness of the invariant measure and the structure of the corresponding Kolmogorov operator are also studied.

15. A combination method for solving nonlinear equations

Silalahi, B. P.; Laila, R.; Sitanggang, I. S.

2017-01-01

This paper discusses methods for finding solutions of nonlinear equations: the Newton method, the Halley method and the combination of the Newton method, the Newton inverse method and the Halley method. Computational results in terms of the accuracy, the number of iterations and the running time for solving some given problems are presented.

16. Probabilistic solution of some multi-degree-of-freedom nonlinear systems under external independent Poisson white noises.

PubMed

Zhu, H T

2012-06-01

This paper studies the stationary probability density function (PDF) of the response of multi-degree-of-freedom nonlinear systems under external independent Poisson white noises. The PDF is governed by the high-dimensional generalized Fokker-Planck-Kolmogorov (FPK) equation. The state-space-split (3S) method is adopted to reduce the high-dimensional generalized FPK equation to a low-dimensional equation. Subsequently, the exponential-polynomial closure (EPC) method is further used to solve the reduced FPK equation for the PDF solution. Two illustrative examples are presented to examine the accuracy of the 3S-EPC solution procedure. One example involves a two-degree-of-freedom coupled nonlinear system. The other example is concerned with a ten-degree-of-freedom system with cubic terms in displacement. A Monte Carlo simulation is also performed for simulating the PDF solution of the response. The comparison with the simulated result shows that the 3S-EPC solution procedure can provide satisfactory PDF solutions. The good agreement is also observed in the tail regions of the PDF solutions.

17. Analytical determination of the bifurcation thresholds in stochastic differential equations with delayed feedback

Gaudreault, Mathieu; Drolet, François; Viñals, Jorge

2010-11-01

Analytical expressions for pitchfork and Hopf bifurcation thresholds are given for a nonlinear stochastic differential delay equation with feedback. Our results assume that the delay time τ is small compared to other characteristic time scales, not a significant limitation close to the bifurcation line. A pitchfork bifurcation line is found, the location of which depends on the conditional average ⟨x(t)|x(t-τ)⟩ , where x(t) is the dynamical variable. This conditional probability incorporates the combined effect of fluctuation correlations and delayed feedback. We also find a Hopf bifurcation line which is obtained by a multiple scale expansion around the oscillatory solution near threshold. We solve the Fokker-Planck equation associated with the slowly varying amplitudes and use it to determine the threshold location. In both cases, the predicted bifurcation lines are in excellent agreement with a direct numerical integration of the governing equations. Contrary to the known case involving no delayed feedback, we show that the stochastic bifurcation lines are shifted relative to the deterministic limit and hence that the interaction between fluctuation correlations and delay affect the stability of the solutions of the model equation studied.

18. Analytical determination of the bifurcation thresholds in stochastic differential equations with delayed feedback.

PubMed

Gaudreault, Mathieu; Drolet, François; Viñals, Jorge

2010-11-01

Analytical expressions for pitchfork and Hopf bifurcation thresholds are given for a nonlinear stochastic differential delay equation with feedback. Our results assume that the delay time τ is small compared to other characteristic time scales, not a significant limitation close to the bifurcation line. A pitchfork bifurcation line is found, the location of which depends on the conditional average , where x(t) is the dynamical variable. This conditional probability incorporates the combined effect of fluctuation correlations and delayed feedback. We also find a Hopf bifurcation line which is obtained by a multiple scale expansion around the oscillatory solution near threshold. We solve the Fokker-Planck equation associated with the slowly varying amplitudes and use it to determine the threshold location. In both cases, the predicted bifurcation lines are in excellent agreement with a direct numerical integration of the governing equations. Contrary to the known case involving no delayed feedback, we show that the stochastic bifurcation lines are shifted relative to the deterministic limit and hence that the interaction between fluctuation correlations and delay affect the stability of the solutions of the model equation studied.

19. Closure of the single fluid magnetohydrodynamic equations in presence of electron cyclotron current drive

SciTech Connect

Westerhof, E. Pratt, J.

2014-10-15

In the presence of electron cyclotron current drive (ECCD), the Ohm's law of single fluid magnetohydrodynamics is modified as E + v × B = η(J – J{sub EC}). This paper presents a new closure relation for the EC driven current density appearing in this modified Ohm's law. The new relation faithfully represents the nonlocal character of the EC driven current and its main origin in the Fisch-Boozer effect. The closure relation is validated on both an analytical solution of an approximated Fokker-Planck equation as well as on full bounce-averaged, quasi-linear Fokker-Planck code simulations of ECCD inside rotating magnetic islands. The new model contains the model put forward by Giruzzi et al. [Nucl. Fusion 39, 107 (1999)] in one of its limits.

20. Taming the nonlinearity of the Einstein equation.

PubMed

Harte, Abraham I

2014-12-31

Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate all such nonlinearities beyond a particular order: Both Landau-Lifshitz and tetrad formulations of Einstein's equation are obtained that involve only finite products of the unknowns and their derivatives. Considerable additional simplifications arise in physically interesting cases where metrics become approximately Kerr or, e.g., plane waves, suggesting that the variables described here can be used to efficiently reformulate perturbation theory in a variety of contexts. In all cases, these variables are shown to have simple geometrical interpretations that directly relate the local causal structure associated with the metric of interest to the causal structure associated with a prescribed background. A new method to search for exact solutions is outlined as well.

1. Lattice Boltzmann model for nonlinear convection-diffusion equations.

PubMed

Shi, Baochang; Guo, Zhaoli

2009-01-01

A lattice Boltzmann model for convection-diffusion equation with nonlinear convection and isotropic-diffusion terms is proposed through selecting equilibrium distribution function properly. The model can be applied to the common real and complex-valued nonlinear evolutionary equations, such as the nonlinear Schrödinger equation, complex Ginzburg-Landau equation, Burgers-Fisher equation, nonlinear heat conduction equation, and sine-Gordon equation, by using a real and complex-valued distribution function and relaxation time. Detailed simulations of these equations are performed, and it is found that the numerical results agree well with the analytical solutions and the numerical solutions reported in previous studies.

2. Explicit integration of Friedmann's equation with nonlinear equations of state

SciTech Connect

Chen, Shouxin; Gibbons, Gary W.; Yang, Yisong E-mail: gwg1@damtp.cam.ac.uk

2015-05-01

In this paper we study the integrability of the Friedmann equations, when the equation of state for the perfect-fluid universe is nonlinear, in the light of the Chebyshev theorem. A series of important, yet not previously touched, problems will be worked out which include the generalized Chaplygin gas, two-term energy density, trinomial Friedmann, Born-Infeld, two-fluid models, and Chern-Simons modified gravity theory models. With the explicit integration, we are able to understand exactly the roles of the physical parameters in various models play in the cosmological evolution which may also offer clues to a profound understanding of the problems in general settings. For example, in the Chaplygin gas universe, a few integrable cases lead us to derive a universal formula for the asymptotic exponential growth rate of the scale factor, of an explicit form, whether the Friedmann equation is integrable or not, which reveals the coupled roles played by various physical sectors and it is seen that, as far as there is a tiny presence of nonlinear matter, conventional linear matter makes contribution to the dark matter, which becomes significant near the phantom divide line. The Friedmann equations also arise in areas of physics not directly related to cosmology. We provide some examples ranging from geometric optics and central orbits to soap films and the shape of glaciated valleys to which our results may be applied.

3. Solving Nonlinear Euler Equations with Arbitrary Accuracy

NASA Technical Reports Server (NTRS)

Dyson, Rodger W.

2005-01-01

A computer program that efficiently solves the time-dependent, nonlinear Euler equations in two dimensions to an arbitrarily high order of accuracy has been developed. The program implements a modified form of a prior arbitrary- accuracy simulation algorithm that is a member of the class of algorithms known in the art as modified expansion solution approximation (MESA) schemes. Whereas millions of lines of code were needed to implement the prior MESA algorithm, it is possible to implement the present MESA algorithm by use of one or a few pages of Fortran code, the exact amount depending on the specific application. The ability to solve the Euler equations to arbitrarily high accuracy is especially beneficial in simulations of aeroacoustic effects in settings in which fully nonlinear behavior is expected - for example, at stagnation points of fan blades, where linearizing assumptions break down. At these locations, it is necessary to solve the full nonlinear Euler equations, and inasmuch as the acoustical energy is of the order of 4 to 5 orders of magnitude below that of the mean flow, it is necessary to achieve an overall fractional error of less than 10-6 in order to faithfully simulate entropy, vortical, and acoustical waves.

4. Forces Associated with Nonlinear Nonholonomic Constraint Equations

NASA Technical Reports Server (NTRS)

Roithmayr, Carlos M.; Hodges, Dewey H.

2010-01-01

A concise method has been formulated for identifying a set of forces needed to constrain the behavior of a mechanical system, modeled as a set of particles and rigid bodies, when it is subject to motion constraints described by nonholonomic equations that are inherently nonlinear in velocity. An expression in vector form is obtained for each force; a direction is determined, together with the point of application. This result is a consequence of expressing constraint equations in terms of dot products of vectors rather than in the usual way, which is entirely in terms of scalars and matrices. The constraint forces in vector form are used together with two new analytical approaches for deriving equations governing motion of a system subject to such constraints. If constraint forces are of interest they can be brought into evidence in explicit dynamical equations by employing the well-known nonholonomic partial velocities associated with Kane's method; if they are not of interest, equations can be formed instead with the aid of vectors introduced here as nonholonomic partial accelerations. When the analyst requires only the latter, smaller set of equations, they can be formed directly; it is not necessary to expend the labor to form the former, larger set first and subsequently perform matrix multiplications.

5. Numerical solutions of nonlinear wave equations

SciTech Connect

Kouri, D.J.; Zhang, D.S.; Wei, G.W.; Konshak, T.; Hoffman, D.K.

1999-01-01

Accurate, stable numerical solutions of the (nonlinear) sine-Gordon equation are obtained with particular consideration of initial conditions that are exponentially close to the phase space homoclinic manifolds. Earlier local, grid-based numerical studies have encountered difficulties, including numerically induced chaos for such initial conditions. The present results are obtained using the recently reported distributed approximating functional method for calculating spatial derivatives to high accuracy and a simple, explicit method for the time evolution. The numerical solutions are chaos-free for the same conditions employed in previous work that encountered chaos. Moreover, stable results that are free of homoclinic-orbit crossing are obtained even when initial conditions are within 10{sup {minus}7} of the phase space separatrix value {pi}. It also is found that the present approach yields extremely accurate solutions for the Korteweg{endash}de Vries and nonlinear Schr{umlt o}dinger equations. Our results support Ablowitz and co-workers{close_quote} conjecture that ensuring high accuracy of spatial derivatives is more important than the use of symplectic time integration schemes for solving solitary wave equations. {copyright} {ital 1999} {ital The American Physical Society}

6. Nonlinear progressive wave equation for stratified atmospheres.

PubMed

Edward McDonald, B; Piacsek, Andrew A

2011-11-01

The nonlinear progressive wave equation (NPE) [McDonald and Kuperman, J. Acoust. Soc. Am. 81, 1406-1417 (1987)] is expressed in a form to accommodate changes in the ambient atmospheric density, pressure, and sound speed as the time-stepping computational window moves along a path possibly traversing significant altitude differences (in pressure scale heights). The modification is accomplished by the addition of a stratification term related to that derived in the 1970s for linear range-stepping calculations and later adopted into Khokhlov-Zabolotskaya-Kuznetsov-type nonlinear models. The modified NPE is shown to preserve acoustic energy in a ray tube and yields analytic similarity solutions for vertically propagating N waves in isothermal and thermally stratified atmospheres.

7. Exact and explicit solitary wave solutions to some nonlinear equations

SciTech Connect

Jiefang Zhang

1996-08-01

Exact and explicit solitary wave solutions are obtained for some physically interesting nonlinear evolutions and wave equations in physics and other fields by using a special transformation. These equations include the KdV-Burgers equation, the MKdV-Burgers equation, the combined KdV-MKdV equation, the Newell-Whitehead equation, the dissipative {Phi}{sup 4}-model equation, the generalized Fisher equation, and the elastic-medium wave equation.

8. Ada Programming for Solving Nonlinear Equations

Wu, Trong

This paper introduces the Ada programming for solving non-linear equations over a new class of real numbers which are based on the concepts of model numbers and rough numbers for a given computer system. We will study structures of Ada interval computation over model numbers and rough numbers. To do these, we must revise commonly interval computation from compact intervals to closed-open intervals for their initial intervals. This way, we can promise that the final resulting interval will always be a shorter than the result from the ordinary interval computation. Two examples are presented, one is use Newton method and the other is apply iterative method for solving non-line equations. The Ada programs and their the approximated solutions are given in both decimal and binary values.

9. Invariant metrics, contractions and nonlinear matrix equations

Lee, Hosoo; Lim, Yongdo

2008-04-01

In this paper we consider the semigroup generated by the self-maps on the open convex cone of positive definite matrices of translations, congruence transformations and matrix inversion that includes symplectic Hamiltonians and show that every member of the semigroup contracts any invariant metric distance inherited from a symmetric gauge function. This extends the results of Bougerol for the Riemannian metric and of Liverani-Wojtkowski for the Thompson part metric. A uniform upper bound of the Lipschitz contraction constant for a member of the semigroup is given in terms of the minimum eigenvalues of its determining matrices. We apply this result to a variety of nonlinear equations including Stein and Riccati equations for uniqueness and existence of positive definite solutions and find a new convergence analysis of iterative algorithms for the positive definite solution depending only on the least contraction coefficient for the invariant metric from the spectral norm.

10. Galerkin Methods for Nonlinear Elliptic Equations.

Murdoch, Thomas

Available from UMI in association with The British Library. Requires signed TDF. This thesis exploits in the nonlinear situation the optimal approximation property of the finite element method for linear, elliptic problems. Of particular interest are the steady state semiconductor equations in one and two dimensions. Instead of discretising the differential equations by the finite element method and solving the nonlinear algebraic equations by Newton's method, a Newton linearisation of the continuous problem is preferred and a sequence of linear problems solved until some convergence criterion is achieved. For nonlinear Poisson equations, this approach reduces to solving a sequence of linear, elliptic, self -adjoint problems, their approximation by the finite element being optimal in a suitably defined energy norm. Consequently, there is the potential to recover a smoother representation of the underlying solution at each step of the Newton iteration. When this approach is applied to the continuity equations for semiconductor devices, a sequence of linear problems of the form -_{nabla }(anabla u - bu) = f must be solved. The Galerkin method in its crude form does not adequately represent the true solution: however, generalising the framework to permit Petrov-Galerkin approximations remedies the situation. For one dimensional problems, the work of Barrett and Morton allows an optimal test space to be chosen at each step of the Newton iteration so that the resulting approximation is near optimal in a norm closely related to the standard L^2 norm. More detailed information about the underlying solution can then be obtained by recovering a solution of an appropriate form. For two-dimensional problems, since the optimal test functions are difficult to find in practice, an upwinding method due to Heinrich et.al. is used at each step of the Newton iteration. Also, a framework is presented in which various upwind methods may be compared. The thesis also addresses the

11. Equating TIMSS Mathematics Subtests with Nonlinear Equating Methods Using NEAT Design: Circle-Arc Equating Approaches

ERIC Educational Resources Information Center

Ozdemir, Burhanettin

2017-01-01

The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…

12. Strongly Nonlinear Integral Equations of Hammerstein Type

PubMed Central

Browder, Felix E.

1975-01-01

This paper studies the solution of the nonlinear Hammerstein equation u(x) + ʃ k(x,y)f[y,u(y)]μ(dy) = h(x) in the singular case, i.e., where the linear operator K with kernel k(x,y) is not defined for all the range of the nonlinear mapping F given by Fu(y) = f[y,u(y)] over the whole class X of functions u which are potential solutions of the equation. An existence theorem is derived under relatively minimal assumptions upon k and f, namely that (Ku,u) ≥ 0, that K maps L1 into L1loc and is compact from L1 [unk] L∞ into L1loc, that f(y,s) has the same sign as s for ǀsǀ ≥ R, and that for each constant r > 0, ǀf(y,s)ǀ ≤ gr(y) for ǀsǀ ≤ r where g is bounded and summable. The proof is obtained by combining a priori bounds, a truncation procedure, and a convergence argument using the Dunford-Pettis theorem. PMID:16578727

13. Notes on the Modified Nonlinear Schrodinger Equation

Pizzo, N. E.; Melville, W. K.

2011-12-01

In this study, we present the derivation of a modified Nonlinear Schrodinger equation (MNLSE) based on variational calculus. Using weakly nonlinear theory we derive an averaged Lagrangian, which in turn yields a slightly modified version of the MNLSE that conserves wave action. We also explore ramifications of the MNLSE with respect to the coupling between mean currents and non-uniform radiation stresses. We present this in the context of breaking waves and the free long waves they generate (Kristian Dysthe, personal communication). It has been noted in laboratory experiments (Meza et al, 1999) that breaking waves transfer some energy to modes far below the peak frequency of the spectrum. The transfer mechanism is widely believed to be the result of nonlinear four wave resonant interactions; however, the coupling between breaking-induced non-uniform radiation stresses and long wave radiation suggests a potential alternative explanation. Through direct numerical simulations, along with the theory, we test the feasibility of this mechanism by comparing it to data from wave tank experiments (Drazen et al., 2008).

14. Nonlinear Dynamics of the Leggett Equation

Ragan, Robert J.

1995-01-01

We study the nonlinear dynamics of spin-polarized Fermi liquids. Our starting point is the equation of motion for the magnetization derived by Leggett and Rice, which accounts for spin-rotation effects in the limit of small polarization. We also include later modifications to the theory by Meyerovich, and Jeon and Mullin, which account for polarization dependences of the transport coefficients. In the analysis of NMR experiments the methods of current research can be summarized as follows: (a) to linearize the Leggett equation by considering small amplitude oscillations (small tip angles), (b) to use perturbation theory to account for small spin-rotation effects, (c) to exploit the simple helical solution which describes spin-echo experiments. In this thesis, we report progress in several directions: (1) We extend the linear theory to describe bounded spin diffusion with spin-rotation and finite-polarization effects. The analysis is valid for arbitrary tip angles and arbitrary degree of nonlinearity. (2) We show that because of the spin-rotation effect, the helical solution exhibits a Castiang instability for large tip angles. In the limit of small damping, we use the inverse scattering theory developed by Levy to display the full nonlinear evolution of the instabilities. (3) We use perturbation theory to show that anisotropy in the spin diffusion coefficients gives rise to multiple spin echoes, even in the absence of spin -rotation effects. This description applies to experiments on ^3He-^4He solutions at ^3He concentrations of 3-5%. This experiment provides a unique means of verifying the theory of Jeon and Mullin. We also report some exact results in the theory of anisotropic spin diffusion.

15. Nonlinear integral equations for the sausage model

Ahn, Changrim; Balog, Janos; Ravanini, Francesco

2017-08-01

The sausage model, first proposed by Fateev, Onofri, and Zamolodchikov, is a deformation of the O(3) sigma model preserving integrability. The target space is deformed from the sphere to ‘sausage’ shape by a deformation parameter ν. This model is defined by a factorizable S-matrix which is obtained by deforming that of the O(3) sigma model by a parameter λ. Clues for the deformed sigma model are provided by various UV and IR information through the thermodynamic Bethe ansatz (TBA) analysis based on the S-matrix. Application of TBA to the sausage model is, however, limited to the case of 1/λ integer where the coupled integral equations can be truncated to a finite number. In this paper, we propose a finite set of nonlinear integral equations (NLIEs), which are applicable to generic value of λ. Our derivation is based on T-Q relations extracted from the truncated TBA equations. For a consistency check, we compute next-leading order corrections of the vacuum energy and extract the S-matrix information in the IR limit. We also solved the NLIE both analytically and numerically in the UV limit to get the effective central charge and compared with that of the zero-mode dynamics to obtain exact relation between ν and λ. Dedicated to the memory of Petr Petrovich Kulish.

16. Nonlinear scalar field equations involving the fractional Laplacian

Byeon, Jaeyoung; Kwon, Ohsang; Seok, Jinmyoung

2017-04-01

In this paper we study the existence, regularity, radial symmetry and decay property of a mountain pass solution for nonlinear scalar field equations involving the fractional Laplacian under an almost optimal class of continuous nonlinearities.

17. Some new solutions of nonlinear evolution equations with variable coefficients

Virdi, Jasvinder Singh

2016-05-01

We construct the traveling wave solutions of nonlinear evolution equations (NLEEs) with variable coefficients arising in physics. Some interesting nonlinear evolution equations are investigated by traveling wave solutions which are expressed by the hyperbolic functions, the trigonometric functions and rational functions. The applied method will be used in further works to establish more entirely new solutions for other kinds of such nonlinear evolution equations with variable coefficients arising in physics.

18. Nonlinear Parabolic Equations Involving Measures as Initial Conditions.

DTIC Science & Technology

1981-09-01

CHART N N N Afl4Uf’t 1N II Il MRC Technical Summary Report # 2277 0 NONLINEAR PARABOLIC EQUATIONS INVOLVING MEASURES AS INITIAL CONDITIONS I Haim Brezis ...NONLINEAR PARABOLIC EQUATIONS INVOLVING MEASURES AS INITIAL CONDITIONS Haim Brezis and Avner Friedman Technical Summary Report #2277 September 1981...with NRC, and not with the authors of this report. * 𔃾s ’a * ’ 4| NONLINEAR PARABOLIC EQUATIONS INVOLVING MEASURES AS INITIAL CONDITIONS Haim Brezis

19. Complex PT-symmetric nonlinear Schrödinger equation and Burgers equation.

PubMed

Yan, Zhenya

2013-04-28

The complex -symmetric nonlinear wave models have drawn much attention in recent years since the complex -symmetric extensions of the Korteweg-de Vries (KdV) equation were presented in 2007. In this review, we focus on the study of the complex -symmetric nonlinear Schrödinger equation and Burgers equation. First of all, we briefly introduce the basic property of complex symmetry. We then report on exact solutions of one- and two-dimensional nonlinear Schrödinger equations (known as the Gross-Pitaevskii equation in Bose-Einstein condensates) with several complex -symmetric potentials. Finally, some complex -symmetric extension principles are used to generate some complex -symmetric nonlinear wave equations starting from both -symmetric (e.g. the KdV equation) and non- -symmetric (e.g. the Burgers equation) nonlinear wave equations. In particular, we discuss exact solutions of some representative ones of the complex -symmetric Burgers equation in detail.

20. Bifurcation and stability for a nonlinear parabolic partial differential equation

NASA Technical Reports Server (NTRS)

Chafee, N.

1973-01-01

Theorems are developed to support bifurcation and stability of nonlinear parabolic partial differential equations in the solution of the asymptotic behavior of functions with certain specified properties.

1. Equilibrium Beam Distribution and Quantum Lifetime in the Presence of a Single Nonlinear Resonance

SciTech Connect

Chao, A

2003-12-09

In the proximity of a nonlinear resonance {nu} {approx} m/n, n , the beam distribution in a storage ring is distorted depending on how close by is the resonance and how strong is the resonance strength. In the 1-dimensional case, it is well known that the particle motion near the resonance can be described in a smooth approximation by a Hamiltonian of the form ({nu} - m/n) J + D{sub {nu}}(J) + f{sub 1}({phi}, J), where ({phi}, J) are the phase space angle and action variables, D{sub {nu}} is the detuning function, and f{sub 1} is an oscillating resonance term. In a proton storage ring, the equilibrium beam distribution is readily solved to be any function exclusively of the Hamiltonian. For an electron beam, this is not true and the equilibrium distribution is more complicated. This paper solves the Fokker-Planck equation near a single resonance for an electron beam in a storage ring. The result is then applied to obtain the quantum lifetime of an electron beam in the presence of this resonance. Resonances due to multipole fields and due to the beam-beam force are considered as examples.

2. Exact solutions to nonlinear delay differential equations of hyperbolic type

Vyazmin, Andrei V.; Sorokin, Vsevolod G.

2017-01-01

We consider nonlinear delay differential equations of hyperbolic type, including equations with varying transfer coefficients and varying delays. The equations contain one or two arbitrary functions of a single argument. We present new classes of exact generalized and functional separable solutions. All the solutions involve free parameters and can be suitable for solving certain model problems as well as testing numerical and approximate analytical methods for similar and more complex nonlinear differential-difference equations.

3. Solution Methods for Certain Evolution Equations

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

4. Forced nonlinear Schrödinger equation with arbitrary nonlinearity

Cooper, Fred; Khare, Avinash; Quintero, Niurka R.; Mertens, Franz G.; Saxena, Avadh

2012-04-01

We consider the nonlinear Schrödinger equation (NLSE) in 1+1 dimension with scalar-scalar self-interaction (g2)/(κ+1)(ψψ)κ+1 in the presence of the external forcing terms of the form re-i(kx+θ)-δψ. We find new exact solutions for this problem and show that the solitary wave momentum is conserved in a moving frame where vk=2k. These new exact solutions reduce to the constant phase solutions of the unforced problem when r→0. In particular we study the behavior of solitary wave solutions in the presence of these external forces in a variational approximation which allows the position, momentum, width, and phase of these waves to vary in time. We show that the stationary solutions of the variational equations include a solution close to the exact one and we study small oscillations around all the stationary solutions. We postulate that the dynamical condition for instability is that dp(t)/dq˙(t)<0, where p(t) is the normalized canonical momentum p(t)=(1)/(M(t))(∂L)/(∂q˙), and q˙(t) is the solitary wave velocity. Here M(t)=∫dxψ(x,t)ψ(x,t). Stability is also studied using a “phase portrait” of the soliton, where its dynamics is represented by two-dimensional projections of its trajectory in the four-dimensional space of collective coordinates. The criterion for stability of a soliton is that its trajectory is a closed single curve with a positive sense of rotation around a fixed point. We investigate the accuracy of our variational approximation and these criteria using numerical simulations of the NLSE. We find that our criteria work quite well when the magnitude of the forcing term is small compared to the amplitude of the unforced solitary wave. In this regime the variational approximation captures quite well the behavior of the solitary wave.

5. Deterministic and stochastic responses of nonlinear systems

Abou-Rayan, Ashraf Mohamed

The responses of nonlinear systems to both deterministic and stochastic excitations are discussed. For a single degree of freedom system, the response of a simply supported buckled beam to parametric excitations is investigated. Two types of excitations are examined: deterministic and random. For the nonlinear response to a harmonic axial load, the method of multiple scales is used to determine to second order the amplitude and phase modulation equations. Floquet theory is used to analyze the stability of periodic responses. The perturbation results are verified by integrating the governing equation using both digital and analog computers. For small excitation amplitudes, the analytical results are in good agreement with the numerical solutions. The large amplitude responses are investigated by using simulations on a digital computer and are compared with results obtained using an analog computer. For the stochastic response to a wide-band random excitation, the Gaussian and non-Gaussian closure schemes are used to determine the response statistics. The results are compared with those obtained from real-time analysis (analog-computer simulation). The normality assumption is examined. A comparison between the responses to deterministic and random excitation is presented. For two degree of freedom systems, two methods are used to study the response under the action of broad-band random excitations. The first method is applicable to systems having cubic nonlinearities. It involves an averaging approach to reduce the number of moment equations for the non-Gaussian closure scheme from 69 to 14 equations. The results are compared with those obtained from numerical integrations of the moment equations and the exact stationary solution of the Fokker-Planck-Komologorov equation. The second method is applicable to systems having quadratic and cubic nonlinearities. Stationary solutions of the moment equations are determined and their stability is ascertained by examining the

6. Nonlinear Schrödinger equation with complex supersymmetric potentials

Nath, D.; Roy, P.

2017-03-01

Using the concept of supersymmetry we obtain exact analytical solutions of nonlinear Schrödinger equation with a number of complex supersymmetric potentials and power law nonlinearity. Linear stability of these solutions for self-focusing as well as de-focusing nonlinearity has also been examined.

7. Option pricing formulas and nonlinear filtering: a Feynman path integral perspective

Balaji, Bhashyam

2013-05-01

Many areas of engineering and applied science require the solution of certain parabolic partial differential equa­ tions, such as the Fokker-Planck and Kolmogorov equations. The fundamental solution, or the Green's function, for such PDEs can be written in terms of the Feynman path integral (FPI). The partial differential equation arising in the valuing of options is the Kolmogorov backward equation that is referred to as the Black-Scholes equation. The utility of this is demonstrated and numerical examples that illustrate the high accuracy of option price calculation even when using a fairly coarse grid.

8. Nonlinear equation for Farley–Buneman waves in multispecies plasma

SciTech Connect

Litt, S. K.; Smolyakov, A. I. Bains, A. S.; Pokhotelov, O. A.; Onishchenko, O. G.; Horton, W.

2016-05-15

The nonlinear equation describing the Farley–Buneman (FB) waves in multispecies collisional plasmas is derived by employing the multiple-scale reduction analysis. It is shown that the presence of several ion species with different collisionalities and different ion masses removes the degeneracy of the nonlinear equation and generates the nonlinear terms resulting in wave steepening and wave breaking. This effect may be responsible for formation of one-dimensional coherent FB waves of a finite amplitude.

9. Exploring the nonlinear cloud and rain equation.

PubMed

Koren, Ilan; Tziperman, Eli; Feingold, Graham

2017-01-01

Marine stratocumulus cloud decks are regarded as the reflectors of the climate system, returning back to space a significant part of the income solar radiation, thus cooling the atmosphere. Such clouds can exist in two stable modes, open and closed cells, for a wide range of environmental conditions. This emergent behavior of the system, and its sensitivity to aerosol and environmental properties, is captured by a set of nonlinear equations. Here, using linear stability analysis, we express the transition from steady to a limit-cycle state analytically, showing how it depends on the model parameters. We show that the control of the droplet concentration (N), the environmental carrying-capacity (H0), and the cloud recovery parameter (τ) can be linked by a single nondimensional parameter (μ=N/(ατH0)), suggesting that for deeper clouds the transition from open (oscillating) to closed (stable fixed point) cells will occur for higher droplet concentration (i.e., higher aerosol loading). The analytical calculations of the possible states, and how they are affected by changes in aerosol and the environmental variables, provide an enhanced understanding of the complex interactions of clouds and rain.

10. Exploring the nonlinear cloud and rain equation

Koren, Ilan; Tziperman, Eli; Feingold, Graham

2017-01-01

Marine stratocumulus cloud decks are regarded as the reflectors of the climate system, returning back to space a significant part of the income solar radiation, thus cooling the atmosphere. Such clouds can exist in two stable modes, open and closed cells, for a wide range of environmental conditions. This emergent behavior of the system, and its sensitivity to aerosol and environmental properties, is captured by a set of nonlinear equations. Here, using linear stability analysis, we express the transition from steady to a limit-cycle state analytically, showing how it depends on the model parameters. We show that the control of the droplet concentration (N), the environmental carrying-capacity (H0), and the cloud recovery parameter (τ) can be linked by a single nondimensional parameter (μ=√{N }/(ατH0) ) , suggesting that for deeper clouds the transition from open (oscillating) to closed (stable fixed point) cells will occur for higher droplet concentration (i.e., higher aerosol loading). The analytical calculations of the possible states, and how they are affected by changes in aerosol and the environmental variables, provide an enhanced understanding of the complex interactions of clouds and rain.

11. Exact Travelling Wave Solutions of the Nonlinear Evolution Equations by Auxiliary Equation Method

Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet

2015-10-01

The auxiliary equation method presents wide applicability to handling nonlinear wave equations. In this article, we establish new exact travelling wave solutions of the nonlinear Zoomeron equation, coupled Higgs equation, and equal width wave equation. The travelling wave solutions are expressed by the hyperbolic functions, trigonometric functions, and rational functions. It is shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering. Throughout the article, all calculations are made with the aid of the Maple packet program.

12. Exact traveling wave solutions for system of nonlinear evolution equations.

PubMed

Khan, Kamruzzaman; Akbar, M Ali; Arnous, Ahmed H

2016-01-01

In this work, recently deduced generalized Kudryashov method is applied to the variant Boussinesq equations, and the (2 + 1)-dimensional breaking soliton equations. As a result a range of qualitative explicit exact traveling wave solutions are deduced for these equations, which motivates us to develop, in the near future, a new approach to obtain unsteady solutions of autonomous nonlinear evolution equations those arise in mathematical physics and engineering fields. It is uncomplicated to extend this method to higher-order nonlinear evolution equations in mathematical physics. And it should be possible to apply the same method to nonlinear evolution equations having more general forms of nonlinearities by utilizing the traveling wave hypothesis.

13. Nonlinearizations of spectral problems of the nonlinear Schroedinger equation and the real-valued modified Korteweg-de Vries equation

SciTech Connect

Zhou Ruguang

2007-01-15

A procedure of nonlinearization of spectral problem that allows to impose reality conditions or restriction conditions on potentials is presented. As applications, integrable decompositions of the nonlinear Schroedinger equation and the real-valued modified Korteweg-de Vries equation are obtained.

14. Forced nonlinear Schrödinger equation with arbitrary nonlinearity.

PubMed

Cooper, Fred; Khare, Avinash; Quintero, Niurka R; Mertens, Franz G; Saxena, Avadh

2012-04-01

We consider the nonlinear Schrödinger equation (NLSE) in 1+1 dimension with scalar-scalar self-interaction g(2)/κ+1(ψ*ψ)(κ+1) in the presence of the external forcing terms of the form re(-i(kx+θ))-δψ. We find new exact solutions for this problem and show that the solitary wave momentum is conserved in a moving frame where v(k)=2k. These new exact solutions reduce to the constant phase solutions of the unforced problem when r→0. In particular we study the behavior of solitary wave solutions in the presence of these external forces in a variational approximation which allows the position, momentum, width, and phase of these waves to vary in time. We show that the stationary solutions of the variational equations include a solution close to the exact one and we study small oscillations around all the stationary solutions. We postulate that the dynamical condition for instability is that dp(t)/dq ̇(t)<0, where p(t) is the normalized canonical momentum p(t)=1/M(t)∂L/∂q ̇, and q ̇(t) is the solitary wave velocity. Here M(t)=∫dxψ*(x,t)ψ(x,t). Stability is also studied using a "phase portrait" of the soliton, where its dynamics is represented by two-dimensional projections of its trajectory in the four-dimensional space of collective coordinates. The criterion for stability of a soliton is that its trajectory is a closed single curve with a positive sense of rotation around a fixed point. We investigate the accuracy of our variational approximation and these criteria using numerical simulations of the NLSE. We find that our criteria work quite well when the magnitude of the forcing term is small compared to the amplitude of the unforced solitary wave. In this regime the variational approximation captures quite well the behavior of the solitary wave.

15. Nonlinear Evolution Equations in Banach Spaces.

DTIC Science & Technology

relationship to the evolution equation is studied. The results obtained extend several known existence theorems and provide generalized solutions of the evolution equation in more general cases. (Author)

16. The effect of nonlinearity on unstable zones of Mathieu equation

Saryazdi, M. Gh

2017-03-01

Mathieu equation is a well-known ordinary differential equation in which the excitation term appears as the non-constant coefficient. The mathematical modelling of many dynamic systems leads to Mathieu equation. The determination of the locus of unstable zone is important for the control of dynamic systems. In this paper, the stable and unstable regions of Mathieu equation are determined for three cases of linear and nonlinear equations using the homotopy perturbation method. The effect of nonlinearity is examined in the unstable zone. The results show that the transition curves of linear Mathieu equation depend on the frequency of the excitation term. However, for nonlinear equations, the curves depend also on initial conditions. In addition, increasing the amplitude of response leads to an increase in the unstable zone.

17. Noise in Nonlinear Dynamical Systems 3 Volume Paperback Set

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

18. On a generalized Kirchhoff equation with sublinear nonlinearities

Santos Júnior, João R.; Siciliano, Gaetano

2017-07-01

In this paper we consider a generalized Kirchhoff? equation in a bounded domain under the effect of a sublinear nonlinearity. Under suitable assumptions on the data of the problem we show that, with a simple change of variable, the equation can be reduced to a classical semilinear equation and then studied with standard tools.

19. Additive nonlinear biomass equations: A likelihood-based approach

Treesearch

David L. R. Affleck; Ulises Dieguez-Aranda

2016-01-01

Since Parresolâs (Can. J. For. Res. 31:865-878, 2001) seminal article on the topic, it has become standard to develop nonlinear tree biomass equations to ensure compatibility among total and component predictions and to fit these equations using multistep generalized least-squares methods. In particular, many studies have specified equations for total tree...

20. Lump-type solutions to nonlinear differential equations derived from generalized bilinear equations

Ma, Wen-Xiu; Zhou, Yuan; Dougherty, Rachael

2016-08-01

Lump-type solutions, rationally localized in many directions in the space, are analyzed for nonlinear differential equations derived from generalized bilinear differential equations. By symbolic computations with Maple, positive quadratic and quartic polynomial solutions to two classes of generalized bilinear differential equations on f are computed, and thus, lump-type solutions are presented to the corresponding nonlinear differential equations on u, generated from taking a transformation of dependent variables u = 2(ln f)x.

1. A numerical scheme for nonlinear Helmholtz equations with strong nonlinear optical effects.

PubMed

Xu, Zhengfu; Bao, Gang

2010-11-01

A numerical scheme is presented to solve the nonlinear Helmholtz (NLH) equation modeling second-harmonic generation (SHG) in photonic bandgap material doped with a nonlinear χ((2)) effect and the NLH equation modeling wave propagation in Kerr type gratings with a nonlinear χ((3)) effect in the one-dimensional case. Both of these nonlinear phenomena arise as a result of the combination of high electromagnetic mode density and nonlinear reaction from the medium. When the mode intensity of the incident wave is significantly strong, which makes the nonlinear effect non-negligible, numerical methods based on the linearization of the essentially nonlinear problem will become inadequate. In this work, a robust, stable numerical scheme is designed to simulate the NLH equations with strong nonlinearity.

2. The zero dispersion limits of nonlinear wave equations

SciTech Connect

Tso, T.

1992-01-01

In chapter 2 the author uses functional analytic methods and conservation laws to solve the initial-value problem for the Korteweg-de Vries equation, the Benjamin-Bona-Mahony equation, and the nonlinear Schroedinger equation for initial data that satisfy some suitable conditions. In chapter 3 the energy estimates are used to show that the strong convergence of the family of the solutions of the KdV equation obtained in chapter 2 in H[sup 3](R) as [epsilon] [yields] 0; also, it is shown that the strong L[sup 2](R)-limit of the solutions of the BBM equation as [epsilon] [yields] 0 before a critical time. In chapter 4 the author uses the Whitham modulation theory and averaging method to find the 2[pi]-periodic solutions and the modulation equations of the KdV equation, the BBM equation, the Klein-Gordon equation, the NLS equation, the mKdV equation, and the P-system. It is shown that the modulation equations of the KdV equation, the K-G equation, the NLS equation, and the mKdV equation are hyperbolic but those of the BBM equation and the P-system are not hyperbolic. Also, the relations are studied of the KdV equation and the mKdV equation. Finally, the author studies the complex mKdV equation to compare with the NLS equation, and then study the complex gKdV equation.

3. Stochastic Calculus and Differential Equations for Physics and Finance

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.

4. Nonlinear modes of the tensor Dirac equation and CPT violation

NASA Technical Reports Server (NTRS)

Reifler, Frank J.; Morris, Randall D.

1993-01-01

Recently, it has been shown that Dirac's bispinor equation can be expressed, in an equivalent tensor form, as a constrained Yang-Mills equation in the limit of an infinitely large coupling constant. It was also shown that the free tensor Dirac equation is a completely integrable Hamiltonian system with Lie algebra type Poisson brackets, from which Fermi quantization can be derived directly without using bispinors. The Yang-Mills equation for a finite coupling constant is investigated. It is shown that the nonlinear Yang-Mills equation has exact plane wave solutions in one-to-one correspondence with the plane wave solutions of Dirac's bispinor equation. The theory of nonlinear dispersive waves is applied to establish the existence of wave packets. The CPT violation of these nonlinear wave packets, which could lead to new observable effects consistent with current experimental bounds, is investigated.

5. Linearized oscillation theory for a nonlinear delay impulsive equation

Berezansky, Leonid; Braverman, Elena

2003-12-01

For a scalar nonlinear impulsive delay differential equationwith rk(t)≥0,hk(t)≤t, limj-->∞ τj=∞, such an auxiliary linear impulsive delay differential equationis constructed that oscillation (nonoscillation) of the nonlinear equation can be deduced from the corresponding properties of the linear equation. Coefficients rk(t) and delays are not assumed to be continuous. Explicit oscillation and nonoscillation conditions are established for some nonlinear impulsive models of population dynamics, such as the impulsive logistic equation and the impulsive generalized Lasota-Wazewska equation which describes the survival of red blood cells. It is noted that unlike nonimpulsive delay logistic equations a solution of a delay impulsive logistic equation may become negative.

6. Variable-coefficient extended mapping method for nonlinear evolution equations

Zhang, Sheng; Xia, Tiecheng

2008-03-01

In this Letter, a variable-coefficient extended mapping method is proposed to seek new and more general exact solutions of nonlinear evolution equations. Being concise and straightforward, this method is applied to the mKdV equation with variable coefficients and ( 2+1)-dimensional Nizhnik-Novikov-Veselov equations. As a result, many new and more general exact solutions are obtained including Jacobi elliptic function solutions, hyperbolic function solutions and trigonometric function solutions. It is shown that the proposed method provides a very effective and powerful mathematical tool for solving a great many nonlinear evolution equations in mathematical physics.

7. An integrable shallow water equation with linear and nonlinear dispersion.

PubMed

Dullin, H R; Gottwald, G A; Holm, D D

2001-11-05

We use asymptotic analysis and a near-identity normal form transformation from water wave theory to derive a 1+1 unidirectional nonlinear wave equation that combines the linear dispersion of the Korteweg-deVries (KdV) equation with the nonlinear/nonlocal dispersion of the Camassa-Holm (CH) equation. This equation is one order more accurate in asymptotic approximation beyond KdV, yet it still preserves complete integrability via the inverse scattering transform method. Its traveling wave solutions contain both the KdV solitons and the CH peakons as limiting cases.

8. Asymptotic Behavior for a Strongly Damped Nonlinear Wave Equation.

DTIC Science & Technology

1980-06-01

Equation (1) may also be considered as an ordinary differential equation on a Banach space. This is the setting I prefer, as it usually seems much more... NONLINEAR WAVE EQUATION ~0 by gc~ Paul Massatt Lefschetz Center for Dynamical Systems Division of Applied Mathematics Brown University Providence, Rhode...Interim -) DAMPED NONLINEAR WAVE EQUATION . 6. PERFORMING 0G. RMRT UMBER 7. AUTHOR(a) S. CONTRACT OR GRANT NUMBER(O) PAUL!MASSATT 47 -Xo AFdSR-76-3,992 / 9

9. Late-time attractor for the cubic nonlinear wave equation

SciTech Connect

Szpak, Nikodem

2010-08-15

We apply our recently developed scaling technique for obtaining late-time asymptotics to the cubic nonlinear wave equation and explain the appearance and approach to the two-parameter attractor found recently by Bizon and Zenginoglu.

10. Differentiability at lateral boundary for fully nonlinear parabolic equations

Ma, Feiyao; Moreira, Diego R.; Wang, Lihe

2017-09-01

For fully nonlinear uniformly parabolic equations, the first derivatives regularity of viscosity solutions at lateral boundary is studied under new Dini type conditions for the boundary, which is called Reifenberg Dini conditions and is weaker than usual Dini conditions.

11. Lipschitz regularity results for nonlinear strictly elliptic equations and applications

Ley, Olivier; Nguyen, Vinh Duc

2017-10-01

Most of Lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic growth power in gradient, one usually uses weak Bernstein-type arguments which require regularity and/or convex-type assumptions on the gradient nonlinearity. In this article, we obtain new Lipschitz regularity results for a large class of nonlinear strictly elliptic equations with possibly arbitrary growth power of the Hamiltonian with respect to the gradient variable using some ideas coming from Ishii-Lions' method. We use these bounds to solve an ergodic problem and to study the regularity and the large time behavior of the solution of the evolution equation.

12. Comparative study of homotopy continuation methods for nonlinear algebraic equations

2014-07-01

We compare some recent homotopy continuation methods to see which method has greater applicability and greater accuracy. We test the methods on systems of nonlinear algebraic equations. The results obtained indicate the superior accuracy of Newton Homotopy Continuation Method (NHCM).

13. A Nonlinear Hyperbolic Volterra Equation in Viscoelasticity.

DTIC Science & Technology

1980-06-01

35L55, 35L67, 47H10, 47H15 Key Words: nonlinear viscoelastic motion, materials with memory, stress- strain relaxation functions, nonlinear Volterra...homogeneous body. Here the dissipation mechanism which is induced by memory effects of the viscoelastic materials (stress-strain relaxation function - the...GREENBERG, J. M., A priori estimates for flows in dissipative materials , J. Math. Anal. Appl. 60 (1977), 617-630. CMD/JAN/scr Ii -31- SECURITY

14. Integrable nonlocal nonlinear Schrödinger equation.

PubMed

Ablowitz, Mark J; Musslimani, Ziad H

2013-02-08

A new integrable nonlocal nonlinear Schrödinger equation is introduced. It possesses a Lax pair and an infinite number of conservation laws and is PT symmetric. The inverse scattering transform and scattering data with suitable symmetries are discussed. A method to find pure soliton solutions is given. An explicit breathing one soliton solution is found. Key properties are discussed and contrasted with the classical nonlinear Schrödinger equation.

15. The Fluid Dynamic Limit of the Nonlinear Boltzmann Equation,

DTIC Science & Technology

1980-02-01

dynamics is ’ . strongly nonlinear. Previously, Glikson [4] and Kaniel and Shinbrot [10 showed existence locally in time. Global existence of solutions... Glikson , A., On the existence of general solutions of the initial-value problem for the nonlinear Boltzmann equation with a cut-off, Arch. Rational

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

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.

17. Invariant tori for a class of nonlinear evolution equations

SciTech Connect

Kolesov, A Yu; Rozov, N Kh

2013-06-30

The paper looks at quite a wide class of nonlinear evolution equations in a Banach space, including the typical boundary value problems for the main wave equations in mathematical physics (the telegraph equation, the equation of a vibrating beam, various equations from the elastic stability and so on). For this class of equations a unified approach to the bifurcation of invariant tori of arbitrary finite dimension is put forward. Namely, the problem of the birth of such tori from the zero equilibrium is investigated under the assumption that in the stability problem for this equilibrium the situation arises close to an infinite-dimensional degeneracy. Bibliography: 28 titles.

18. Nonlinear acoustic wave equations with fractional loss operators.

PubMed

Prieur, Fabrice; Holm, Sverre

2011-09-01

Fractional derivatives are well suited to describe wave propagation in complex media. When introduced in classical wave equations, they allow a modeling of attenuation and dispersion that better describes sound propagation in biological tissues. Traditional constitutive equations from solid mechanics and heat conduction are modified using fractional derivatives. They are used to derive a nonlinear wave equation which describes attenuation and dispersion laws that match observations. This wave equation is a generalization of the Westervelt equation, and also leads to a fractional version of the Khokhlov-Zabolotskaya-Kuznetsov and Burgers' equations.

19. The nonlinear modified equation approach to analyzing finite difference schemes

NASA Technical Reports Server (NTRS)

Klopfer, G. H.; Mcrae, D. S.

1981-01-01

The nonlinear modified equation approach is taken in this paper to analyze the generalized Lax-Wendroff explicit scheme approximation to the unsteady one- and two-dimensional equations of gas dynamics. Three important applications of the method are demonstrated. The nonlinear modified equation analysis is used to (1) generate higher order accurate schemes, (2) obtain more accurate estimates of the discretization error for nonlinear systems of partial differential equations, and (3) generate an adaptive mesh procedure for the unsteady gas dynamic equations. Results are obtained for all three areas. For the adaptive mesh procedure, mesh point requirements for equal resolution of discontinuities were reduced by a factor of five for a 1-D shock tube problem solved by the explicit MacCormack scheme.

20. Solutions to Class of Linear and Nonlinear Fractional Differential Equations

Abdel-Salam, Emad A.-B.; Hassan, Gamal F.

2016-02-01

In this paper, the fractional auxiliary sub-equation expansion method is proposed to solve nonlinear fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional KdV equation, the space-time fractional RLW equation, the space-time fractional Boussinesq equation, and the (3+1)-space-time fractional ZK equation. The solutions are expressed in terms of fractional hyperbolic and fractional trigonometric functions. These solutions are useful to understand the mechanisms of the complicated nonlinear physical phenomena and fractional differential equations. Among these solutions, some are found for the first time. The analytical solution of homogenous linear FDEs with constant coefficients are obtained by using the series and the Mittag-Leffler function methods. The obtained results recover the well-know solutions when α = 1.

1. Super-rogue waves in simulations based on weakly nonlinear and fully nonlinear hydrodynamic equations.

PubMed

Slunyaev, A; Pelinovsky, E; Sergeeva, A; Chabchoub, A; Hoffmann, N; Onorato, M; Akhmediev, N

2013-07-01

The rogue wave solutions (rational multibreathers) of the nonlinear Schrödinger equation (NLS) are tested in numerical simulations of weakly nonlinear and fully nonlinear hydrodynamic equations. Only the lowest order solutions from 1 to 5 are considered. A higher accuracy of wave propagation in space is reached using the modified NLS equation, also known as the Dysthe equation. This numerical modeling allowed us to directly compare simulations with recent results of laboratory measurements in Chabchoub et al. [Phys. Rev. E 86, 056601 (2012)]. In order to achieve even higher physical accuracy, we employed fully nonlinear simulations of potential Euler equations. These simulations provided us with basic characteristics of long time evolution of rational solutions of the NLS equation in the case of near-breaking conditions. The analytic NLS solutions are found to describe the actual wave dynamics of steep waves reasonably well.

2. Semiclassical master equation in Wigners phase space applied to Brownian motion in a periodic potential.

PubMed

Coffey, W T; Kalmykov, Yu P; Titov, S V; Mulligan, B P

2007-04-01

The quantum Brownian motion of a particle in a cosine periodic potential V(x)= -V{0}cos(x/x{0}) is treated using the master equation for the time evolution of the Wigner distribution function W(x,p,t) in phase space (x,p) . The dynamic structure factor, escape rate, and jump-length probabilities are evaluated via matrix continued fractions in the manner customarily used for the classical Fokker-Planck equation. The escape rate so yielded is compared with that given analytically by the quantum-mechanical reaction rate solution of the Kramers turnover problem. The matrix continued fraction solution substantially agrees with the analytic solution.

3. New forms of two-particle and one-particle kinetic equations

Saveliev, V. L.; Yonemura, S.

2012-11-01

Pair collisions are the main interaction process in the Boltzmann gas dynamics. By making use of exactly the same physical assumptions as was done by Ludwig Boltzmann we wrote the kinetic equation for two-particle distribution function of molecules in gas mixtures. Instead of the collision integral, there are the linear scattering operator and the chaos projector in the right part of this equation. We developed a new technique for factorization of the scattering operator on the bases of right inverses to the Casimir operator of the group of rotations. We exactly transformed the Boltzmann collision integral to the Landau-Fokker-Planck like form.

4. Generation of Nonlinear Evolution Equations by Reductions of the Self-Dual Yang—Mills Equations

Zhang, Yu-Feng; Hon-Wah, Tam

2014-02-01

With the help of some reductions of the self-dual Yang Mills (briefly written as sdYM) equations, we introduce a Lax pair whose compatibility condition leads to a set of (2 + 1)-dimensional equations. Its first reduction gives rise to a generalized variable-coefficient Burgers equation with a forced term. Furthermore, the Burgers equation again reduces to a forced Burgers equation with constant coefficients, the standard Burgers equation, the heat equation, the Fisher equation, and the Huxley equation, respectively. The second reduction generates a few new (2 + 1)-dimensional nonlinear integrable systems, in particular, obtains a kind of (2 + 1)-dimensional integrable couplings of a new (2 + 1)-dimensional integrable nonlinear equation.

5. A broadened classical master equation approach for nonadiabatic dynamics at metal surfaces: Beyond the weak molecule-metal coupling limit.

PubMed

Dou, Wenjie; Subotnik, Joseph E

2016-01-14

A broadened classical master equation (BCME) is proposed for modeling nonadiabatic dynamics for molecules near metal surfaces over a wide range of parameter values and with arbitrary initial conditions. Compared with a standard classical master equation-which is valid in the limit of weak molecule-metal couplings-this BCME should be valid for both weak and strong molecule-metal couplings. (The BCME can be mapped to a Fokker-Planck equation that captures level broadening correctly.) Finally, our BCME can be solved with a simple surface hopping algorithm; numerical tests of equilibrium and dynamical observables look very promising.

6. Erratum for: Master equation and Fokker-Planck methods for void nucleation and growth in irradiation swelling, Vacancy cluster evolution and swelling in irradiated 316 stainless steel and Radiation swelling behavior and its dependence on temperature, dose

SciTech Connect

Surh, M P; Sturgeon, J B; Wolfer, W G

2005-01-03

We have recently discovered an error in our void nucleation code used in three prior publications [1-3]. A term was omitted in the model for vacancy re-emission that (especially at high temperature) affects void nucleation and growth during irradiation as well as void annealing and Ostwald ripening of the size distribution after irradiation. The omission was not immediately detected because the calculations predict reasonable void densities and swelling behaviors when compared to experiment at low irradiation temperatures, where void swelling is prominent. (Comparable neutron irradiation experiments are less prevalent at higher temperatures, e.g., > 500 C.)

7. GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.

8. Derivation of an applied nonlinear Schroedinger equation

SciTech Connect

Pitts, Todd Alan; Laine, Mark Richard; Schwarz, Jens; Rambo, Patrick K.; Karelitz, David B.

2015-01-01

We derive from first principles a mathematical physics model useful for understanding nonlinear optical propagation (including filamentation). All assumptions necessary for the development are clearly explained. We include the Kerr effect, Raman scattering, and ionization (as well as linear and nonlinear shock, diffraction and dispersion). We explain the phenomenological sub-models and each assumption required to arrive at a complete and consistent theoretical description. The development includes the relationship between shock and ionization and demonstrates why inclusion of Drude model impedance effects alters the nature of the shock operator. Unclassified Unlimited Release

9. Nonlinear partial differential equations: Integrability, geometry and related topics

Krasil'shchik, Joseph; Rubtsov, Volodya

2017-03-01

Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.

10. Nonlinear flap-lag axial equations of a rotating beam

NASA Technical Reports Server (NTRS)

Kaza, K. R. V.; Kvaternik, R. G.

1977-01-01

It is possible to identify essentially four approaches by which analysts have established either the linear or nonlinear governing equations of motion for a particular problem related to the dynamics of rotating elastic bodies. The approaches include the effective applied load artifice in combination with a variational principle and the use of Newton's second law, written as D'Alembert's principle, applied to the deformed configuration. A third approach is a variational method in which nonlinear strain-displacement relations and a first-degree displacement field are used. The method introduced by Vigneron (1975) for deriving the linear flap-lag equations of a rotating beam constitutes the fourth approach. The reported investigation shows that all four approaches make use of the geometric nonlinear theory of elasticity. An alternative method for deriving the nonlinear coupled flap-lag-axial equations of motion is also discussed.

11. Entropy and convexity for nonlinear partial differential equations.

PubMed

Ball, John M; Chen, Gui-Qiang G

2013-12-28

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.

12. Entropy and convexity for nonlinear partial differential equations

PubMed Central

Ball, John M.; Chen, Gui-Qiang G.

2013-01-01

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue. PMID:24249768

13. Nonlinear flap-lag axial equations of a rotating beam

NASA Technical Reports Server (NTRS)

Kaza, K. R. V.; Kvaternik, R. G.

1977-01-01

It is possible to identify essentially four approaches by which analysts have established either the linear or nonlinear governing equations of motion for a particular problem related to the dynamics of rotating elastic bodies. The approaches include the effective applied load artifice in combination with a variational principle and the use of Newton's second law, written as D'Alembert's principle, applied to the deformed configuration. A third approach is a variational method in which nonlinear strain-displacement relations and a first-degree displacement field are used. The method introduced by Vigneron (1975) for deriving the linear flap-lag equations of a rotating beam constitutes the fourth approach. The reported investigation shows that all four approaches make use of the geometric nonlinear theory of elasticity. An alternative method for deriving the nonlinear coupled flap-lag-axial equations of motion is also discussed.

14. The numerical dynamic for highly nonlinear partial differential equations

NASA Technical Reports Server (NTRS)

Lafon, A.; Yee, H. C.

1992-01-01

Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.

15. Model Predictive Control for Nonlinear Parabolic Partial Differential Equations

Hashimoto, Tomoaki; Yoshioka, Yusuke; Ohtsuka, Toshiyuki

In this study, the optimal control problem of nonlinear parabolic partial differential equations (PDEs) is investigated. Optimal control of nonlinear PDEs is an open problem with applications that include fluid, thermal, biological, and chemically-reacting systems. Model predictive control with a fast numerical solution method has been well established to solve the optimal control problem of nonlinear systems described by ordinary differential equations. In this study, we develop a design method of the model predictive control for nonlinear systems described by parabolic PDEs. Our approach is a direct infinite dimensional extension of the model predictive control method for finite-dimensional systems. The objective of this paper is to develop an efficient algorithm for numerically solving the model predictive control problem of nonlinear parabolic PDEs. The effectiveness of the proposed method is verified by numerical simulations.

16. Relations between nonlinear Riccati equations and other equations in fundamental physics

Schuch, Dieter

2014-10-01

Many phenomena in the observable macroscopic world obey nonlinear evolution equations while the microscopic world is governed by quantum mechanics, a fundamental theory that is supposedly linear. In order to combine these two worlds in a common formalism, at least one of them must sacrifice one of its dogmas. Linearizing nonlinear dynamics would destroy the fundamental property of this theory, however, it can be shown that quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown that the information about the dynamics of quantum systems with analytical solutions can not only be obtainable from the time-dependent Schrödinger equation but equally-well from a complex Riccati equation. Comparison with supersymmetric quantum mechanics shows that even additional information can be obtained from the nonlinear formulation. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation for any potential. Extension of the Riccati formulation to include irreversible dissipative effects is straightforward. Via (real and complex) Riccati equations, other fields of physics can also be treated within the same formalism, e.g., statistical thermodynamics, nonlinear dynamical systems like those obeying a logistic equation as well as wave equations in classical optics, Bose- Einstein condensates and cosmological models. Finally, the link to abstract "quantizations" such as the Pythagorean triples and Riccati equations connected with trigonometric and hyperbolic functions will be shown.

17. The Jeffcott equations in nonlinear rotordynamics

NASA Technical Reports Server (NTRS)

Zalik, R. A.

1987-01-01

The Jeffcott equations are a system of coupled differential equations representing the behavior of a rotating shaft. This is a simple model which allows investigation of the basic dynamic behavior of rotating machinery. Nolinearities can be introduced by taking into consideration deadband, side force, and rubbing, among others. The properties of the solutions of the Jeffcott equations with deadband are studied. In particular, it is shown how bounds for the solution of these equations can be obtained from bounds for the solutions of the linearized equations. By studying the behavior of the Fourier transforms of the solutions, we are also able to predict the onset of destructive vibrations. These conclusions are verified by means of numerical solutions of the equations, and of power spectrum density (PSD) plots. This study offers insight into a possible detection method to determine pump stability margins during flight and hot fire tests, and was motivated by the need to explain a phenomenon observed in the development phase of the cryogenic pumps of the Space Shuttle, during hot fire ground testing; namely, the appearance of vibrations at frequencies that could not be accounted for by means of linear models.

18. Generalized nonlinear Proca equation and its free-particle solutions

Nobre, F. D.; Plastino, A. R.

2016-06-01

We introduce a nonlinear extension of Proca's field theory for massive vector (spin 1) bosons. The associated relativistic nonlinear wave equation is related to recently advanced nonlinear extensions of the Schrödinger, Dirac, and Klein-Gordon equations inspired on the non-extensive generalized thermostatistics. This is a theoretical framework that has been applied in recent years to several problems in nuclear and particle physics, gravitational physics, and quantum field theory. The nonlinear Proca equation investigated here has a power-law nonlinearity characterized by a real parameter q (formally corresponding to the Tsallis entropic parameter) in such a way that the standard linear Proca wave equation is recovered in the limit q → 1. We derive the nonlinear Proca equation from a Lagrangian, which, besides the usual vectorial field Ψ ^{μ }(ěc {x},t), involves an additional field Φ ^{μ }(ěc {x},t). We obtain exact time-dependent soliton-like solutions for these fields having the form of a q-plane wave, and we show that both field equations lead to the relativistic energy-momentum relation E2 = p2c2 + m2c4 for all values of q. This suggests that the present nonlinear theory constitutes a new field theoretical representation of particle dynamics. In the limit of massless particles the present q-generalized Proca theory reduces to Maxwell electromagnetism, and the q-plane waves yield localized, transverse solutions of Maxwell equations. Physical consequences and possible applications are discussed.

19. Nonlinear equations of dynamics for spinning paraboloidal antennas

NASA Technical Reports Server (NTRS)

Utku, S.; Shoemaker, W. L.; Salama, M.

1983-01-01

The nonlinear strain-displacement and velocity-displacement relations of spinning imperfect rotational paraboloidal thin shell antennas are derived for nonaxisymmetrical deformations. Using these relations with the admissible trial functions in the principle functional of dynamics, the nonlinear equations of stress inducing motion are expressed in the form of a set of quasi-linear ordinary differential equations of the undetermined functions by means of the Rayleigh-Ritz procedure. These equations include all nonlinear terms up to and including the third degree. Explicit expressions are given for the coefficient matrices appearing in these equations. Both translational and rotational off-sets of the axis of revolution (and also the apex point of the paraboloid) with respect to the spin axis are considered. Although the material of the antenna is assumed linearly elastic, it can be anisotropic.

20. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

2014-01-01

We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

1. A general non-linear multilevel structural equation mixture model

PubMed Central

Kelava, Augustin; Brandt, Holger

2014-01-01

In the past 2 decades latent variable modeling has become a standard tool in the social sciences. In the same time period, traditional linear structural equation models have been extended to include non-linear interaction and quadratic effects (e.g., Klein and Moosbrugger, 2000), and multilevel modeling (Rabe-Hesketh et al., 2004). We present a general non-linear multilevel structural equation mixture model (GNM-SEMM) that combines recent semiparametric non-linear structural equation models (Kelava and Nagengast, 2012; Kelava et al., 2014) with multilevel structural equation mixture models (Muthén and Asparouhov, 2009) for clustered and non-normally distributed data. The proposed approach allows for semiparametric relationships at the within and at the between levels. We present examples from the educational science to illustrate different submodels from the general framework. PMID:25101022

2. Nonlinear waves described by the generalized Swift-Hohenberg equation

Ryabov, P. N.; Kudryashov, N. A.

2017-01-01

We study the wave processes described by the generalized Swift-Hohenberg equation. We show that the traveling wave reduction of this equation does not pass the Kovalevskaya test. Some solitary wave solutions and kink solutions of the generalized Swift-Hohenberg equation are found. We use the pseudo-spectral algorithm to perform the numerical simulation of the wave processes described by the mixed boundary value problem for the generalized Swift-Hohenberg equation. This algorithm was tested on the obtained solutions. Some features of the nonlinear waves evolution described by the generalized Swift-Hohenberg equation are studied.

3. Approximating a nonlinear advanced-delayed equation from acoustics

Teodoro, M. Filomena

2016-10-01

We approximate the solution of a particular non-linear mixed type functional differential equation from physiology, the mucosal wave model of the vocal oscillation during phonation. The mathematical equation models a superficial wave propagating through the tissues. The numerical scheme is adapted from the work presented in [1, 2, 3], using homotopy analysis method (HAM) to solve the non linear mixed type equation under study.

4. An iterative method for systems of nonlinear hyperbolic equations

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.

1989-01-01

An iterative algorithm for the efficient solution of systems of nonlinear hyperbolic equations is presented. Parallelism is evident at several levels. In the formation of the iteration, the equations are decoupled, thereby providing large grain parallelism. Parallelism may also be exploited within the solves for each equation. Convergence of the interation is established via a bounding function argument. Experimental results in two-dimensions are presented.

5. Stochastic differential equation model to Prendiville processes

Granita, Bahar, Arifah

2015-10-01

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

6. Stochastic differential equation model to Prendiville processes

SciTech Connect

Granita; Bahar, Arifah

2015-10-22

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

7. Cylindrical Pulsons in Nonlinear Relativistic Wave Equations

Geicke, J.

1984-05-01

Numerical results to the Higgs scalar equation and the sine-Gordon equation with cylindrical symmetry are reported. Two separated energy regions are found where a Higgs kink develops into pulsons when reaching the origin r = 0, while only for higher energies a reflection is observed. The pulsons to both equations are studied in detail by modifying the initial kink shapes. In comparison with the spherical pulsons the cylindrical ones are extremely long-lived. For amplitudes slightly below half the distance between two (neighboured) vacua of the theories no decrease of the amplitudes and no perceivable radiation have been obtained by the numerical solution, examined during a time of order 1000. On the other hand, "heavy" sine-Gordon pulsons (with amplitudes 3π ~ 4π) are found to decay fast during a time t approx 100 in cylindrical symmetry.

8. The Jeffcott equations in nonlinear rotordynamics

NASA Technical Reports Server (NTRS)

Zalik, R. A.

1989-01-01

The solutions of the Jeffcott equations describing the behavior of a rotating shaft are investigated analytically, with a focus on the case where deadband is taken into account. Bounds on the solutions are obtained from those for the linearized equations, and the onset of destructive vibrations is predicted by analyzing the Fourier transforms of the solutions; good agreement with numerical solutions and power-spectrum density plots is demonstrated. It is suggested that the present analytical approach could be applied to determine cryogenic-pump stability margins in flight and hot-fire ground testing of launch vehicles such as the Space Shuttle.

9. Nonlinear Resonance and Duffing's Spring Equation

ERIC Educational Resources Information Center

Fay, Temple H.

2006-01-01

This note discusses the boundary in the frequency--amplitude plane for boundedness of solutions to the forced spring Duffing type equation. For fixed initial conditions and fixed parameter [epsilon] results are reported of a systematic numerical investigation on the global stability of solutions to the initial value problem as the parameters F and…

10. Nonlinear Resonance and Duffing's Spring Equation II

ERIC Educational Resources Information Center

Fay, T. H.; Joubert, Stephan V.

2007-01-01

The paper discusses the boundary in the frequency-amplitude plane for boundedness of solutions to the forced spring Duffing type equation x[umlaut] + x + [epsilon]x[cubed] = F cos[omega]t. For fixed initial conditions and for representative fixed values of the parameter [epsilon], the results are reported of a systematic numerical investigation…

11. Non-Linear Spring Equations and Stability

ERIC Educational Resources Information Center

Fay, Temple H.; Joubert, Stephan V.

2009-01-01

We discuss the boundary in the Poincare phase plane for boundedness of solutions to spring model equations of the form [second derivative of]x + x + epsilonx[superscript 2] = Fcoswt and the [second derivative of]x + x + epsilonx[superscript 3] = Fcoswt and report the results of a systematic numerical investigation on the global stability of…

12. An Effective Schema for Solving Some Nonlinear Partial Differential Equation Arising In Nonlinear Physics

2015-10-01

In this paper, a new computational algorithm called the "Improved Bernoulli sub-equation function method" has been proposed. This algorithm is based on the Bernoulli Sub-ODE method. Firstly, the nonlinear evaluation equations used for representing various physical phenomena are converted into ordinary differential equations by using various wave transformations. In this way, nonlinearity is preserved and represent nonlinear physical problems. The nonlinearity of physical problems together with the derivations is seen as the secret key to solve the general structure of problems. The proposed analytical schema, which is newly submitted to the literature, has been expressed comprehensively in this paper. The analytical solutions, application results, and comparisons are presented by plotting the two and three dimensional surfaces of analytical solutions obtained by using the methods proposed for some important nonlinear physical problems. Finally, a conclusion has been presented by mentioning the important discoveries in this study.

13. Evolution equation for non-linear cosmological perturbations

SciTech Connect

Brustein, Ram; Riotto, Antonio E-mail: Antonio.Riotto@cern.ch

2011-11-01

We present a novel approach, based entirely on the gravitational potential, for studying the evolution of non-linear cosmological matter perturbations. Starting from the perturbed Einstein equations, we integrate out the non-relativistic degrees of freedom of the cosmic fluid and obtain a single closed equation for the gravitational potential. We then verify the validity of the new equation by comparing its approximate solutions to known results in the theory of non-linear cosmological perturbations. First, we show explicitly that the perturbative solution of our equation matches the standard perturbative solutions. Next, using the mean field approximation to the equation, we show that its solution reproduces in a simple way the exponential suppression of the non-linear propagator on small scales due to the velocity dispersion. Our approach can therefore reproduce the main features of the renormalized perturbation theory and (time)-renormalization group approaches to the study of non-linear cosmological perturbations, with some possibly important differences. We conclude by a preliminary discussion of the nature of the full solutions of the equation and their significance.

14. Localized Nonlinear Waves in Nonlinear Schr¨odinger Equation with Nonlinearities Modulated in Space and Time

Chen, Junchao; Li, Biao

2011-12-01

In this paper, the generalized sub-equation method is extended to investigate localized nonlinear waves of the one-dimensional nonlinear Schrödinger equation (NLSE) with potentials and nonlinearities depending on time and on spatial coordinates. With the help of symbolic computation, three families of analytical solutions of this NLS-type equation are presented. Based on these solutions, periodically and quasiperiodically oscillating solitons (dark and bright) and moving solitons are observed. Some implications to Bose-Einstein condensates are also discussed

15. The generalized Langevin equation revisited: Analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force

Olivares-Rivas, Wilmer; Colmenares, Pedro J.

2016-09-01

The non-static generalized Langevin equation and its corresponding Fokker-Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external force was obtained analytically. The non-Markovian stochastic differential equation, associated to the dynamics of the position under a colored noise, was then applied to the description of the dynamics and persistence time of particles constrained within absorbing barriers. Comparisons with molecular dynamics were very satisfactory.

16. Transport equations for subdiffusion with nonlinear particle interaction.

PubMed

Straka, P; Fedotov, S

2015-02-07

We show how the nonlinear interaction effects 'volume filling' and 'adhesion' can be incorporated into the fractional subdiffusive transport of cells and individual organisms. To this end, we use microscopic random walk models with anomalous trapping and systematically derive generic non-Markovian and nonlinear governing equations for the mean concentrations of the subdiffusive cells or organisms. We uncover an interesting interaction between the nonlinearities and the non-Markovian nature of the transport. In the subdiffusive case, this interaction manifests itself in a nontrivial combination of nonlinear terms with fractional derivatives. In the long time limit, however, these equations simplify to a form without fractional operators. This provides an easy method for the study of aggregation phenomena. In particular, this enables us to show that volume filling can prevent "anomalous aggregation," which occurs in subdiffusive systems with a spatially varying anomalous exponent.

17. Periodic orbits in nonlinear wave equations on networks

Caputo, J. G.; Khames, I.; Knippel, A.; Panayotaros, P.

2017-09-01

We consider a cubic nonlinear wave equation on a network and show that inspecting the normal modes of the graph, we can immediately identify which ones extend into nonlinear periodic orbits. Two main classes of nonlinear periodic orbits exist: modes without soft nodes and others. For the former which are the Goldstone and the bivalent modes, the linearized equations decouple. A Floquet analysis was conducted systematically for chains; it indicates that the Goldstone mode is usually stable and the bivalent mode is always unstable. The linearized equations for the second type of modes are coupled, they indicate which modes will be excited when the orbit destabilizes. Numerical results for the second class show that modes with a single eigenvalue are unstable below a threshold amplitude. Conversely, modes with multiple eigenvalues always seem unstable. This study could be applied to coupled mechanical systems.

18. A Jacobi collocation approximation for nonlinear coupled viscous Burgers' equation

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohamed A.; Hafez, Ramy M.

2014-02-01

This article presents a numerical approximation of the initial-boundary nonlinear coupled viscous Burgers' equation based on spectral methods. A Jacobi-Gauss-Lobatto collocation (J-GL-C) scheme in combination with the implicit Runge-Kutta-Nyström (IRKN) scheme are employed to obtain highly accurate approximations to the mentioned problem. This J-GL-C method, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled viscous Burgers' equation to a system of nonlinear ordinary differential equation which is far easier to solve. The given examples show, by selecting relatively few J-GL-C points, the accuracy of the approximations and the utility of the approach over other analytical or numerical methods. The illustrative examples demonstrate the accuracy, efficiency, and versatility of the proposed algorithm.

19. Biological multi-rogue waves in discrete nonlinear Schrödinger equation with saturable nonlinearities

Tchinang Tchameu, J. D.; Togueu Motcheyo, A. B.; Tchawoua, C.

2016-09-01

The discrete multi-rogue waves (DMRW) as solution of the discrete nonlinear Schrödinger (DNLS) equation with saturable nonlinearities is studied numerically. These biological rogue waves represent the complex probability amplitude of finding an amide-I vibrational quantum at a site. We observe that the growth in the higher order saturable nonlinearity implies the formation of DMRW including an increase in the short-living DMRW and a decrease in amplitude of the long-living DMRW.

20. An Efficient Numerical Solution of Nonlinear Hunter-Saxton Equation

Parand, Kourosh; Delkhosh, Mehdi

2017-05-01

In this paper, the nonlinear Hunter-Saxton equation, which is a famous partial differential equation, is solved by using a hybrid numerical method based on the quasilinearization method and the bivariate generalized fractional order of the Chebyshev functions (B-GFCF) collocation method. First, using the quasilinearization method, the equation is converted into a sequence of linear partial differential equations (LPD), and then these LPDs are solved using the B-GFCF collocation method. A very good approximation of solutions is obtained, and comparisons show that the obtained results are more accurate than the results of other researchers.

1. Cylindrical nonlinear Schroedinger equation versus cylindrical Korteweg-de Vries equation

SciTech Connect

Fedele, Renato; De Nicola, Sergio; Grecu, Dan; Visinescu, Anca; Shukla, Padma K.

2008-10-15

A correspondence between the family of cylindrical nonlinear Schroedinger (cNLS) equations and the one of cylindrical Korteweg-de Vries (cKdV) equations is constructed. It associates non stationary solutions of the first family with the ones of the second family. This is done by using a correspondence, recently found, between the families of generalized NLS equation and generalized KdV equation, and their solutions in the form of travelling waves, respectively. In particular, non-stationary soliton-like solutions of the cNLS equation can be associated with non-stationary soliton-like solutions of cKdV equation.

2. Convergence of Galerkin approximations for operator Riccati equations: A nonlinear evolution equation approach

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space. The Riccati equation was treated as a nonlinear evolution equation with dynamics described by a nonlinear monotone perturbation of a strongly coercive linear operator. A generic approximation result was proven for quasi-autonomous nonlinear evolution system involving accretive operators which was then used to demonstrate the Hilbert-Schmidt norm convergence of Galerkin approximations to the solution of the Riccati equation. The application of the results was illustrated in the context of a linear quadratic optimal control problem for a one dimensional heat equation.

3. From nonlinear Schroedinger hierarchy to some (2+1)-dimensional nonlinear pseudodifferential equations

SciTech Connect

Yang Xiao; Du Dianlou

2010-08-15

The Poisson structure on C{sup N}xR{sup N} is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schroedinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.

4. Numerical study of fractional nonlinear Schrödinger equations.

PubMed

Klein, Christian; Sparber, Christof; Markowich, Peter

2014-12-08

Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.

5. Burgers' equation and the evolution of nonlinear second sound

Davidowitz, Hananel; L'vov, Yuri; Steinberg, Victor

A systematic, experimental and numerical search for subharmonic generation and/or amplification was conducted at intermediate times and moderate Reynolds numbers in nonlinear second sound near the superfluid transition. We found that the nonlinear acoustic waves are dynamically monotonic in the sense that only energy cascades to smaller and smaller scales (until the dissipation scale) exist. There is no indication of a decay of monochromatic waves to waves of lower wave numbers. This precludes the existence of a decay instability in Burgers' equation as has been discussed in the literature. We thus extend the theoretical proof of Sinai concerning the absence of subharmonics in the solutions of Burger's equation to intermediate times.

6. Decay and stability for nonlinear hyperbolic equations

Marcati, Pierangelo

This paper deals with the asymptotic stability of the null solution of a semilinear partial differential equation. The La Salle Invariance Principle has been used to obtain the stability results. The first result is given under quite general hypotheses assuming only the precompactness of the orbits and the local existence. In the second part, under some restrictions, sufficient conditions for precompactness of the orbits and decay of solutions are given. An existence and uniqueness theorem is proved in the Appendix. Some examples are given.

7. Multiply scaled constrained nonlinear equation solvers. [for nonlinear heat conduction problems

NASA Technical Reports Server (NTRS)

1986-01-01

To improve the numerical stability of nonlinear equation solvers, a partitioned multiply scaled constraint scheme is developed. This scheme enables hierarchical levels of control for nonlinear equation solvers. To complement the procedure, partitioned convergence checks are established along with self-adaptive partitioning schemes. Overall, such procedures greatly enhance the numerical stability of the original solvers. To demonstrate and motivate the development of the scheme, the problem of nonlinear heat conduction is considered. In this context the main emphasis is given to successive substitution-type schemes. To verify the improved numerical characteristics associated with partitioned multiply scaled solvers, results are presented for several benchmark examples.

8. Conservation laws of inviscid Burgers equation with nonlinear damping

2014-06-01

In this paper, the new conservation theorem presented in Ibragimov (2007) [14] is used to find conservation laws of the inviscid Burgers equation with nonlinear damping ut+g(u)ux+λh(u)=0. We show that this equation is both quasi self-adjoint and self-adjoint, and use these concepts to simplify conserved quantities for various choices of g(u) and h(u).

9. Intermittency and solitons in the driven dissipative nonlinear Schroedinger equation

NASA Technical Reports Server (NTRS)

Moon, H. T.; Goldman, M. V.

1984-01-01

The cubic nonlinear Schroedinger equation, in the presence of driving and Landau damping, is studied numerically. As the pump intensity is increased, the system exhibits a transition from intermittency to a two-torus to chaos. The laminar phase of the intermittency is also a two-torus motion which corresponds in physical space to two identical solitons of amplitude determined by a power-balance equation.

10. Existence of stationary states for nonlinear Dirac equations

Merle, F.

We generalize the previous result of Cazenave and Vasquez on the existence of stationary states for nonlinear Dirac equations of the form i∑ μ3 = 0 γμ∂μΨ - mΨ + L( ΨΨ) Ψ = 0. We seek solutions which are separable in spherical coordinates and we then make use of a shooting method to solve the associated problem for ordinary differential equations.

11. Relativistic Langevin equation for runaway electrons

Mier, J. A.; Martin-Solis, J. R.; Sanchez, R.

2016-10-01

The Langevin approach to the kinetics of a collisional plasma is developed for relativistic electrons such as runaway electrons in tokamak plasmas. In this work, we consider Coulomb collisions between very fast, relativistic electrons and a relatively cool, thermal background plasma. The model is developed using the stochastic equivalence of the Fokker-Planck and Langevin equations. The resulting Langevin model equation for relativistic electrons is an stochastic differential equation, amenable to numerical simulations by means of Monte-Carlo type codes. Results of the simulations will be presented and compared with the non-relativistic Langevin equation for RE electrons used in the past. Supported by MINECO (Spain), Projects ENE2012-31753, ENE2015-66444-R.

12. Topological horseshoes in travelling waves of discretized nonlinear wave equations

SciTech Connect

Chen, Yi-Chiuan; Chen, Shyan-Shiou; Yuan, Juan-Ming

2014-04-15

Applying the concept of anti-integrable limit to coupled map lattices originated from space-time discretized nonlinear wave equations, we show that there exist topological horseshoes in the phase space formed by the initial states of travelling wave solutions. In particular, the coupled map lattices display spatio-temporal chaos on the horseshoes.

13. Case-Deletion Diagnostics for Nonlinear Structural Equation Models

ERIC Educational Resources Information Center

Lee, Sik-Yum; Lu, Bin

2003-01-01

In this article, a case-deletion procedure is proposed to detect influential observations in a nonlinear structural equation model. The key idea is to develop the diagnostic measures based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm. An one-step pseudo approximation is proposed to reduce the…

14. A new perturbative approach to nonlinear partial differential equations

SciTech Connect

Bender, C.M.; Boettcher, S. ); Milton, K.A. )

1991-11-01

This paper shows how to solve some nonlinear wave equations as perturbation expansions in powers of a parameter that expresses the degree of nonlinearity. For the case of the Burgers equation {ital u}{sub {ital t}}+{ital uu}{sub {ital x}}={ital u}{sub {ital xx}}, the general nonlinear equation {ital u}{sub {ital t}}+{ital u}{sup {delta}}{ital u}{sub {ital x}}={ital u}{sub {ital xx}} is considered and expanded in powers of {delta}. The coefficients of the {delta} series to sixth order in powers of {delta} is determined and Pade summation is used to evaluate the perturbation series for large values of {delta}. The numerical results are accurate and the method is very general; it applies to other well-studied partial differential equations such as the Korteweg--de Vries equation, {ital u}{sub {ital t}}+{ital uu}{sub {ital x}} ={ital u}{sub {ital xxx}}.

15. Long-time relaxation processes in the nonlinear Schroedinger equation

SciTech Connect

Ovchinnikov, Yu. N.; Sigal, I. M.

2011-03-15

The nonlinear Schroedinger equation, known in low-temperature physics as the Gross-Pitaevskii equation, has a large family of excitations of different kinds. They include sound excitations, vortices, and solitons. The dynamics of vortices strictly depends on the separation between them. For large separations, some kind of adiabatic approximation can be used. We consider the case where an adiabatic approximation can be used (large separation between vortices) and the opposite case of a decay of the initial state, which is close to the double vortex solution. In the last problem, no adiabatic parameter exists (the interaction is strong). Nevertheless, a small numerical parameter arises in the problem of the decay rate, connected with an existence of a large centrifugal potential, which leads to a small value of the increment. The properties of the nonlinear wave equation are briefly considered in the Appendix A.

16. Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations

Indekeu, Joseph O.; Smets, Ruben

2017-08-01

Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically.

17. Embedded eigenvalues and the nonlinear Schrödinger equation

2011-03-01

A common challenge in proving asymptotic stability of solitary waves is understanding the spectrum of the operator associated with the linearized flow. The existence of eigenvalues can inhibit the dispersive estimates key to proving stability. Following the work of Marzuola and Simpson [Nonlinearity 52, 389 (2011)], 10.1088/0951-7715/24/2/003, we prove the absence of embedded eigenvalues for a collection of nonlinear Schrödinger equations, including some one and three dimensional supercritical equations, and the three dimensional cubic-quintic equation. Our results also rule out nonzero eigenvalues within the spectral gap and end point resonances. The proof is computer assisted as it depends on the signs of certain inner products which do not readily admit analytic representations. Our source code is available for verification at http://hdl.handle.net/1807/26121.

18. Shock-wave structure using nonlinear model Boltzmann equations.

NASA Technical Reports Server (NTRS)

Segal, B. M.; Ferziger, J. H.

1972-01-01

The structure of strong plane shock waves in a perfect monatomic gas was studied using four nonlinear models of the Boltzmann equation. The models involved the use of a simplified collision operator with velocity-independent collision frequency, in place of the complicated Boltzmann collision operator. The models employed were the BGK and ellipsoidal models developed by earlier authors, and the polynomial and trimodal gain function models developed during the work. An exact set of moment equations was derived for the density, velocity, temperature, viscous stress, and heat flux within the shock. This set was reduced to a pair of coupled nonlinear integral equations and solved using specially adapted numerical techniques. A new and simple Gauss-Seidel iteration was developed during the work and found to be as efficient as the best earlier iteration methods.

19. Shock-wave structure using nonlinear model Boltzmann equations.

NASA Technical Reports Server (NTRS)

Segal, B. M.; Ferziger, J. H.

1972-01-01

The structure of strong plane shock waves in a perfect monatomic gas was studied using four nonlinear models of the Boltzmann equation. The models involved the use of a simplified collision operator with velocity-independent collision frequency, in place of the complicated Boltzmann collision operator. The models employed were the BGK and ellipsoidal models developed by earlier authors, and the polynomial and trimodal gain function models developed during the work. An exact set of moment equations was derived for the density, velocity, temperature, viscous stress, and heat flux within the shock. This set was reduced to a pair of coupled nonlinear integral equations and solved using specially adapted numerical techniques. A new and simple Gauss-Seidel iteration was developed during the work and found to be as efficient as the best earlier iteration methods.

20. Transformation matrices between non-linear and linear differential equations

NASA Technical Reports Server (NTRS)

Sartain, R. L.

1983-01-01

In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.

1. 1/f noise from nonlinear stochastic differential equations

Ruseckas, J.; Kaulakys, B.

2010-03-01

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fβ noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fβ noise, and provides further insights into the origin of 1/fβ noise.

2. Thermal symmetry of the Markovian master equation

SciTech Connect

Tay, B. A.; Petrosky, T.

2007-10-15

The quantum Markovian master equation of the reduced dynamics of a harmonic oscillator coupled to a thermal reservoir is shown to possess thermal symmetry. This symmetry is revealed by a Bogoliubov transformation that can be represented by a hyperbolic rotation acting on the Liouville space of the reduced dynamics. The Liouville space is obtained as an extension of the Hilbert space through the introduction of tilde variables used in the thermofield dynamics formalism. The angle of rotation depends on the temperature of the reservoir, as well as the value of Planck's constant. This symmetry relates the thermal states of the system at any two temperatures. This includes absolute zero, at which purely quantum effects are revealed. The Caldeira-Leggett equation and the classical Fokker-Planck equation also possess thermal symmetry. We compare the thermal symmetry obtained from the Bogoliubov transformation in related fields and discuss the effects of the symmetry on the shape of a Gaussian wave packet.

3. 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.

4. An adaptive grid algorithm for one-dimensional nonlinear equations

NASA Technical Reports Server (NTRS)

Gutierrez, William E.; Hills, Richard G.

1990-01-01

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and

5. Travelling Waves for the Nonlinear Schrödinger Equation with General Nonlinearity in Dimension Two

Chiron, David; Scheid, Claire

2016-02-01

We investigate numerically the two-dimensional travelling waves of the nonlinear Schrödinger equation for a general nonlinearity and with nonzero condition at infinity. In particular, we are interested in the energy-momentum diagrams. We propose a numerical strategy based on the variational structure of the equation. The key point is to characterize the saddle points of the action as minimizers of another functional that allows us to use a gradient flow. We combine this approach with a continuation method in speed in order to obtain the full range of velocities. Through various examples, we show that even though the nonlinearity has the same behaviour as the well-known Gross-Pitaevskii nonlinearity, the qualitative properties of the travelling waves may be extremely different. For instance, we observe cusps, a modified KP-I asymptotic in the transonic limit, various multiplicity results and "one-dimensional spreading" phenomena.

6. Modulational instability in fractional nonlinear Schrödinger equation

Zhang, Lifu; He, Zenghui; Conti, Claudio; Wang, Zhiteng; Hu, Yonghua; Lei, Dajun; Li, Ying; Fan, Dianyuan

2017-07-01

Fractional calculus is entering the field of nonlinear optics to describe unconventional regimes, as disorder biological media and soft-matter. Here we investigate spatiotemporal modulational instability (MI) in a fractional nonlinear Schrödinger equation. We derive the MI gain spectrum in terms of the Lévy indexes and a varying number of spatial dimensions. We show theoretically and numerically that the Lévy indexes affect fastest growth frequencies and MI bandwidth and gain. Our results unveil a very rich scenario that may occur in the propagation of ultrashort pulses in random media and metamaterials, and may sustain novel kinds of propagation invariant optical bullets.

7. Diffusion equation derived from the space-time transport equation and light pulse propagation through thick clouds

Furutsu, K.; Ito, S.

1981-11-01

The diffusion equation is derived from the ordinary space-time transport equation and is shown to be given necessarily in the first order in time, as in cases of the diffusion equations derived from the Fokker-Planck and Boltzmann equations. The systematic way of obtaining the higher-order diffusion equations also has been shown elsewhere. The boundary equations on the boundary of free space are obtained and applied to the light pulse propagation through thick clouds. The explicit expression is obtained for the pulse broadening and is found to be considerably affected by a slight absorption of the medium, especially when the diffusion distances are large. With the experimental value of absorption for stratocumulus clouds, as suggested by Danielson et al., the theoretical values of pulse broadening are compared to those of experiments observed by Bucher and Lerner to show a good agreement.

8. Integrable equations of the infinite nonlinear Schrödinger equation hierarchy with time variable coefficients.

PubMed

Kedziora, D J; Ankiewicz, A; Chowdury, A; Akhmediev, N

2015-10-01

We present an infinite nonlinear Schrödinger equation hierarchy of integrable equations, together with the recurrence relations defining it. To demonstrate integrability, we present the Lax pairs for the whole hierarchy, specify its Darboux transformations and provide several examples of solutions. These resulting wavefunctions are given in exact analytical form. We then show that the Lax pair and Darboux transformation formalisms still apply in this scheme when the coefficients in the hierarchy depend on the propagation variable (e.g., time). This extension thus allows for the construction of complicated solutions within a greatly diversified domain of generalised nonlinear systems.

9. 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.

10. Nonlinearity, PT Symmetry, Twist, and Disorder in Discrete Nonlinear Schroedinger Equation

Castro-Castro, Claudia K.

The study of optical fiber arrays has drawn a great deal of attention in the field of nonlinear physics during the past few years since they provide spatially inhomogeneous structures for guiding light signals. We analyze the management and control of light transfer in nonlinear multi-core fibers. We utilize mathematical modeling and numerical simulations to specifically show how nonlinearity, coupling, geometric twist, and balanced gain/loss relate to existence and stability of nonlinear optical modes modeled by the Discrete Nonlinear Schrodinger Equation (DNLS). In addition, we explore the effects of the inherent variability on the fiber core diameter (disorder) by building a statistical understanding of the formation of low or high-amplitude (localized/breather) states, and the long-time asymptotics of DNLS with low-amplitude initial conditions.

11. Unleashing Empirical Equations with "Nonlinear Fitting" and "GUM Tree Calculator"

Lovell-Smith, J. W.; Saunders, P.; Feistel, R.

2017-10-01

Empirical equations having large numbers of fitted parameters, such as the international standard reference equations published by the International Association for the Properties of Water and Steam (IAPWS), which form the basis of the "Thermodynamic Equation of Seawater—2010" (TEOS-10), provide the means to calculate many quantities very accurately. The parameters of these equations are found by least-squares fitting to large bodies of measurement data. However, the usefulness of these equations is limited since uncertainties are not readily available for most of the quantities able to be calculated, the covariance of the measurement data is not considered, and further propagation of the uncertainty in the calculated result is restricted since the covariance of calculated quantities is unknown. In this paper, we present two tools developed at MSL that are particularly useful in unleashing the full power of such empirical equations. "Nonlinear Fitting" enables propagation of the covariance of the measurement data into the parameters using generalized least-squares methods. The parameter covariance then may be published along with the equations. Then, when using these large, complex equations, "GUM Tree Calculator" enables the simultaneous calculation of any derived quantity and its uncertainty, by automatic propagation of the parameter covariance into the calculated quantity. We demonstrate these tools in exploratory work to determine and propagate uncertainties associated with the IAPWS-95 parameters.

12. Numerical solution of control problems governed by nonlinear differential equations

SciTech Connect

Heinkenschloss, M.

1994-12-31

In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.

13. Physical dynamics of quasi-particles in nonlinear wave equations

Christov, Ivan; Christov, C. I.

2008-02-01

By treating the centers of solitons as point particles and studying their discrete dynamics, we demonstrate a new approach to the quantization of the soliton solutions of the sine-Gordon equation, one of the first model nonlinear field equations. In particular, we show that a linear superposition of the non-interacting shapes of two solitons offers a qualitative (and to a good approximation quantitative) description of the true two-soliton solution, provided that the trajectories of the centers of the superimposed solitons are considered unknown. Via variational calculus, we establish that the dynamics of the quasi-particles obey a pseudo-Newtonian law, which includes cross-mass terms. The successful identification of the governing equations of the (discrete) quasi-particles from the (continuous) field equation shows that the proposed approach provides a basis for the passage from the continuous to a discrete description of the field.

14. On the Amplitude Equations for Weakly Nonlinear Surface Waves

Benzoni-Gavage, Sylvie; Coulombel, Jean-François

2012-09-01

Nonlocal generalizations of Burgers' equation were derived in earlier work by Hunter (Contemp Math, vol 100, pp 185-202. AMS, 1989), and more recently by Benzoni-Gavage and Rosini (Comput Math Appl 57(3-4):1463-1484, 2009), as weakly nonlinear amplitude equations for hyperbolic boundary value problems admitting linear surface waves. The local-in-time well-posedness of such equations in Sobolev spaces was proved by Benzoni-Gavage (Differ Integr Equ 22(3-4):303-320, 2009) under an appropriate stability condition originally pointed out by Hunter. The same stability condition has also been shown to be necessary for well-posedness in Sobolev spaces in a previous work of the authors in collaboration with Tzvetkov (Benzoni-Gavage et al. in Adv Math 227(6):2220-2240, 2011). In this article, we show how the verification of Hunter's stability condition follows from natural stability assumptions on the original hyperbolic boundary value problem, thus avoiding lengthy computations in each particular situation. We also show that the resulting amplitude equation has a Hamiltonian structure when the original boundary value problem has a variational origin. Our analysis encompasses previous equations derived for nonlinear Rayleigh waves in elasticity.

15. Solving nonlinear evolution equation system using two different methods

Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

2015-12-01

This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

16. Numerical Solution of a Nonlinear Integro-Differential Equation

Buša, Ján; Hnatič, Michal; Honkonen, Juha; Lučivjanský, Tomáš

2016-02-01

A discretization algorithm for the numerical solution of a nonlinear integrodifferential equation modeling the temporal variation of the mean number density a(t) in the single-species annihilation reaction A + A → 0 is discussed. The proposed solution for the two-dimensional case (where the integral entering the equation is divergent) uses regularization and then finite differences for the approximation of the differential operator together with a piecewise linear approximation of a(t) under the integral. The presented numerical results point to basic features of the behavior of the number density function a(t) and suggest further improvement of the proposed algorithm.

17. Nonzero solutions of nonlinear integral equations modeling infectious disease

SciTech Connect

Williams, L.R.; Leggett, R.W.

1982-01-01

Sufficient conditions to insure the existence of periodic solutions to the nonlinear integral equation, x(t) = ..integral../sup t//sub t-tau/f(s,x(s))ds, are given in terms of simple product and product integral inequalities. The equation can be interpreted as a model for the spread of infectious diseases (e.g., gonorrhea or any of the rhinovirus viruses) if x(t) is the proportion of infectives at time t and f(t,x(t)) is the proportion of new infectives per unit time.

18. Connecting orbits for nonlinear differential equations at resonance

Kokocki, Piotr

We study the existence of orbits connecting stationary points for the first order differential equations being at resonance at infinity, where the right hand side is the perturbations of a sectorial operator. Our aim is to prove an index formula expressing the Conley index of associated semiflow with respect to appropriately large ball, in terms of special geometrical assumptions imposed on the nonlinearity. We also prove that the geometrical assumptions are generalization of the well-known in literature Landesman-Lazer and strong resonance conditions. Obtained index formula will be used to derive the criteria determining the existence of orbits connecting stationary points for the heat equation being at resonance at infinity.

19. Inverse Problem of Variational Calculus for Nonlinear Evolution Equations

Ali, Sk. Golam; Talukdar, B.; Das, U.

2007-06-01

We couple a nonlinear evolution equation with an associated one and derive the action principle. This allows us to write the Lagrangian density of the system in terms of the original field variables rather than Casimir potentials. We find that the corresponding Hamiltonian density provides a natural basis to recast the pair of equations in the canonical form. Amongst the case studies presented the KdV and modified KdV pairs exhibit bi-Hamiltonian structure and allow one to realize the associated fields in physical terms.

20. Singular Solutions of Fully Nonlinear Elliptic Equations and Applications

Armstrong, Scott N.; Sirakov, Boyan; Smart, Charles K.

2012-08-01

We study the properties of solutions of fully nonlinear, positively homogeneous elliptic equations near boundary points of Lipschitz domains at which the solution may be singular. We show that these equations have two positive solutions in each cone of {R^n} , and the solutions are unique in an appropriate sense. We introduce a new method for analyzing the behavior of solutions near certain Lipschitz boundary points, which permits us to classify isolated boundary singularities of solutions which are bounded from either above or below. We also obtain a sharp Phragmén-Lindelöf result as well as a principle of positive singularities in certain Lipschitz domains.

1. Numerical study of fractional nonlinear Schrödinger equations

PubMed Central

Klein, Christian; Sparber, Christof; Markowich, Peter

2014-01-01

Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604

2. Quadratic nonlinear Klein-Gordon equation in one dimension

Hayashi, Nakao; Naumkin, Pavel I.

2012-10-01

We study the initial value problem for the quadratic nonlinear Klein-Gordon equation vtt + v - vxx = λv2, t ∈ R, x ∈ R, with initial conditions v(0, x) = v0(x), vt(0, x) = v1(x), x ∈ R, where v0 and v1 are real-valued functions, λ ∈ R. Using the method of normal forms of Shatah ["Normal forms and quadratic nonlinear Klein-Gordon equations," Commun. Pure Appl. Math. 38, 685-696 (1985)], we obtain a sharp asymptotic behavior of small solutions without the condition of a compact support on the initial data, which was assumed in the previous work of J.-M. Delort ["Existence globale et comportement asymptotique pour l'équation de Klein-Gordon quasi-linéaire á données petites en dimension 1," Ann. Sci. Ec. Normale Super. 34(4), 1-61 (2001)].

3. The exotic conformal Galilei algebra and nonlinear partial differential equations

Cherniha, Roman; Henkel, Malte

2010-09-01

The conformal Galilei algebra (CGA) and the exotic conformal Galilei algebra (ECGA) are applied to construct partial differential equations (PDEs) and systems of PDEs, which admit these algebras. We show that there are no single second-order PDEs invariant under the CGA but systems of PDEs can admit this algebra. Moreover, a wide class of nonlinear PDEs exists, which are conditionally invariant under CGA. It is further shown that there are systems of non-linear PDEs admitting ECGA with the realisation obtained very recently in [D. Martelli and Y. Tachikawa, arXiv:0903.5184v2 [hep-th] (2009)]. Moreover, wide classes of non-linear systems, invariant under two different 10-dimensional subalgebras of ECGA are explicitly constructed and an example with possible physical interpretation is presented.

4. Loss of Energy Concentration in Nonlinear Evolution Beam Equations

Garrione, Maurizio; Gazzola, Filippo

2017-05-01

Motivated by the oscillations that were seen at the Tacoma Narrows Bridge, we introduce the notion of solutions with a prevailing mode for the nonlinear evolution beam equation u_{tt} + u_{xxxx} + f(u)= g(x, t) in bounded space-time intervals. We give a new definition of instability for these particular solutions, based on the loss of energy concentration on their prevailing mode. We distinguish between two different forms of energy transfer, one physiological (unavoidable and depending on the nonlinearity) and one due to the insurgence of instability. We then prove a theoretical result allowing to reduce the study of this kind of infinite-dimensional stability to that of a finite-dimensional approximation. With this background, we study the occurrence of instability for three different kinds of nonlinearities f and for some forcing terms g, highlighting some of their structural properties and performing some numerical simulations.

5. Chaoticons described by nonlocal nonlinear Schrödinger equation.

PubMed

Zhong, Lanhua; Li, Yuqi; Chen, Yong; Hong, Weiyi; Hu, Wei; Guo, Qi

2017-01-30

It is shown that the unstable evolutions of the Hermite-Gauss-type stationary solutions for the nonlocal nonlinear Schrödinger equation with the exponential-decay response function can evolve into chaotic states. This new kind of entities are referred to as chaoticons because they exhibit not only chaotic properties (with positive Lyapunov exponents and spatial decoherence) but also soliton-like properties (with invariant statistic width and interaction of quasi-elastic collisions).

6. Chaoticons described by nonlocal nonlinear Schrödinger equation

PubMed Central

Zhong, Lanhua; Li, Yuqi; Chen, Yong; Hong, Weiyi; Hu, Wei; Guo, Qi

2017-01-01

It is shown that the unstable evolutions of the Hermite-Gauss-type stationary solutions for the nonlocal nonlinear Schrödinger equation with the exponential-decay response function can evolve into chaotic states. This new kind of entities are referred to as chaoticons because they exhibit not only chaotic properties (with positive Lyapunov exponents and spatial decoherence) but also soliton-like properties (with invariant statistic width and interaction of quasi-elastic collisions). PMID:28134268

7. Fast neural solution of a nonlinear wave equation

NASA Technical Reports Server (NTRS)

1992-01-01

A neural algorithm for rapidly simulating a certain class of nonlinear wave phenomena using analog VLSI neural hardware is presented and applied to the Korteweg-de Vries partial differential equation. The corresponding neural architecture is obtained from a pseudospectral representation of the spatial dependence, along with a leap-frog scheme for the temporal evolution. Numerical simulations demonstrated the robustness of the proposed approach.

8. Fast neural solution of a nonlinear wave equation

NASA Technical Reports Server (NTRS)

1992-01-01

A neural algorithm for rapidly simulating a certain class of nonlinear wave phenomena using analog VLSI neural hardware is presented and applied to the Korteweg-de Vries partial differential equation. The corresponding neural architecture is obtained from a pseudospectral representation of the spatial dependence, along with a leap-frog scheme for the temporal evolution. Numerical simulations demonstrated the robustness of the proposed approach.

9. Nonlinear Generalized Hydrodynamic Wave Equations in Strongly Coupled Dusty Plasmas

SciTech Connect

Veeresha, B. M.; Sen, A.; Kaw, P. K.

2008-09-07

A set of nonlinear equations for the study of low frequency waves in a strongly coupled dusty plasma medium is derived using the phenomenological generalized hydrodynamic (GH) model and is used to study the modulational stability of dust acoustic waves to parallel perturbations. Dust compressibility contributions arising from strong Coulomb coupling effects are found to introduce significant modifications in the threshold and range of the instability domain.

10. Stabilisation of second-order nonlinear equations with variable delay

Berezansky, Leonid; Braverman, Elena; Idels, Lev

2015-08-01

For a wide class of second-order nonlinear non-autonomous models, we illustrate that combining proportional state control with the feedback that is proportional to the derivative of the chaotic signal allows to stabilise unstable motions of the system. The delays are variable, which leads to more flexible controls permitting delay perturbations; only delay bounds are significant for stabilisation by a delayed control. The results are applied to the sunflower equation which has an infinite number of equilibrium points.

11. Hyperbolic type transport equations

García-Colín, L. S.; Olivares-Robles, M. A.

1995-02-01

In recent years hyperbolic type transport equations have acquired a great deal of importance in problems ranging from theoretical physics to biology. In spite of their greater mathematical difficulty as compared with their parabolic type analogs arising from the framework of Linear Irreversible Thermodynamics, they have, in many ways, superseded the latter ones. Although the use of this type of equations is well known since the last century through the telegraphist equation of electromagnetic theory, their use in studying several problems in transport theory is hardly fifty years old. In fact the first appearance of a hyperbolic type transport equation for the problem of heat conduction dates back to Cattaneos' work in 1948. Three years later, in 1951 S. Goldstein showed how in the theory of stochastic processes this type of an equation is obtained in the continuous limit of a one-dimensional persistent random walk problem. After that, other phenomenological derivations have been offered for such equations. The main purpose of this paper is to critically discuss a derivation of a hyperbolic type Fokker-Planck equation recently presented using the same ideas as M.S. Green did in 1952 to provide the stochastic foundations of irreversible statistical mechanics. Arguments are given to show that such an equation as well as transport equations derived from it by taking appropriate averages are at most approximate and that a much more detailed analysis is required before asserting their validity.

12. Solution behaviors in coupled Schrödinger equations with full-modulated nonlinearities

Pınar, Zehra; Deliktaş, Ekin

2017-02-01

The nonlinear partial differential equations have an important role in real life problems. To obtain the exact solutions of the nonlinear partial differential equations, a number of approximate methods are known in the literature. In this work, a time- space modulated nonlinearities of coupled Schrödinger equations are considered. We provide a large class of Jacobi-elliptic solutions via the auxiliary equation method with sixth order nonlinearity and the Chebyshev approximation.

13. Nonlinear theory of a two-photon correlated-spontaneous-emission laser: A coherently pumped two-level--two-photon laser

SciTech Connect

Lu, N.; Zhao, F.; Bergou, J.

1989-05-15

We develop a nonlinear theory of a two-photon correlated-spontaneous-emission laser (CEL) by using an effective interaction Hamiltonian for a two-level system coupled by a two-photon transition. Assuming that the active atoms are prepared initially in a coherent superposition of two atomic levels involved in the two-photon transition, we derive a master equation for the field-density operator by using our quantum theory for coherently pumped lasers. The steady-state properties of the two-photon CEL are studied by converting the field master equation into a Fokker-Planck equation for the antinormal-ordering Q representation of the field-density operator. Because of the injected atomic coherence, the drift and diffusion coefficients become phase sensitive. This leads to laser phase locking and an extra two-photon CEL gain. The laser field can build up from a vacuum in the no-population-inversion region, in contrast to an ordinary two-photon laser for which triggering is needed. We find an approximate steady-state solution of the Q representation for the laser field, which consists of two identical peaks of elliptical type. We calculate the phase variance and, for any given mean photon number, obtain the minimum variance in the phase quadrature as a function of the initial atomic variables. Squeezing of the quantum noise in the phase quadrature is found and it exhibits the following features: (1) it is possible only when the laser intensity is smaller than a certain value; (2) it becomes most significant for small mean photon number, which is achievable in the no-population-inversion region; and (3) a maximum of 50% squeezing can be asymptotically approached in the small laser intensity limit.

14. Derivation of the Biot-Savart equation from the nonlinear Schrödinger equation.

PubMed

Bustamante, Miguel D; Nazarenko, Sergey

2015-11-01

We present a systematic derivation of the Biot-Savart equation from the nonlinear Schrödinger equation, in the limit when the curvature radius of vortex lines and the intervortex distance are much greater than the vortex healing length, or core radius. We derive the Biot-Savart equations in Hamiltonian form with Hamiltonian expressed in terms of vortex lines,H=κ(2)/8π∫(|s-s'|>ξ(*))(ds·ds')/|s-s'|,with cutoff length ξ(*)≈0.3416293/√(ρ(0)), where ρ(0) is the background condensate density far from the vortex lines and κ is the quantum of circulation.

15. Nonlinear Optical Wave Equation for Micro- and Nano-Structured Media and Its Application

DTIC Science & Technology

2013-03-01

AFRL-AFOSR-UK-TR-2013-0012 Nonlinear Optical Wave Equation for Micro - and Nano - Structured Media and Its Application Dr...September 2012 4. TITLE AND SUBTITLE Nonlinear Optical Wave Equation for Micro - and Nano - Structured Media and Its...Equation, Nano -structed Media, Nonlinear Fiber Lasers 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT SAR 18, NUMBER OF PAGES 12

16. Rogue wave solutions for a generalized nonautonomous nonlinear equation in a nonlinear inhomogeneous fiber

SciTech Connect

Xie, Xi-Yang; Tian, Bo Wang, Yu-Feng; Sun, Ya; Jiang, Yan

2015-11-15

In this paper, we investigate a generalized nonautonomous nonlinear equation which describes the ultrashort optical pulse propagating in a nonlinear inhomogeneous fiber. By virtue of the generalized Darboux transformation, the first- and second-order rogue-wave solutions for the generalized nonautonomous nonlinear equation are obtained, under some variable–coefficient constraints. Properties of the first- and second-order rogue waves are graphically presented and analyzed: When the coefficients are all chosen as the constants, we can observe the some functions, the shapes of wave crests and troughs for the first- and second-order rogue waves change. Oscillating behaviors of the first- and second-order rogue waves are observed when the coefficients are the trigonometric functions.

17. Equations for Nonlinear MHD Convection in Shearless Magnetic Systems

SciTech Connect

Pastukhov, V.P.

2005-07-15

A closed set of reduced dynamic equations is derived that describe nonlinear low-frequency flute MHD convection and resulting nondiffusive transport processes in weakly dissipative plasmas with closed or open magnetic field lines. The equations obtained make it possible to self-consistently simulate transport processes and the establishment of the self-consistent plasma temperature and density profiles for a large class of axisymmetric nonparaxial shearless magnetic devices: levitated dipole configurations, mirror systems, compact tori, etc. Reduced equations that are suitable for modeling the long-term evolution of the plasma on time scales comparable to the plasma lifetime are derived by the method of the adiabatic separation of fast and slow motions.

18. Complete integrability of nonlocal nonlinear Schrödinger equation

Gerdjikov, V. S.; Saxena, A.

2017-01-01

Based on the completeness relation for the squared solutions of the Lax operator L, we show that a subset of nonlocal equations from the hierarchy of nonlocal nonlinear Schrödinger equations (NLS) is a completely integrable system. The spectral properties of the Lax operator indicate that there are two types of soliton solutions. The relevant action-angle variables are parametrized by the scattering data of the Lax operator. The notion of the symplectic basis, which directly maps the variations of the potential of L to the variations of the action-angle variables has been generalized to the nonlocal case. We also show that the inverse scattering method can be viewed as a generalized Fourier transform. Using the trace identities and the symplectic basis, we construct the hierarchy Hamiltonian structures for the nonlocal NLS equations.

19. Simulation of nonlinear Westervelt equation for the investigation of acoustic streaming and nonlinear propagation effects.

PubMed

Solovchuk, Maxim; Sheu, Tony W H; Thiriet, Marc

2013-11-01

This study investigates the influence of blood flow on temperature distribution during high-intensity focused ultrasound (HIFU) ablation of liver tumors. A three-dimensional acoustic-thermal-hydrodynamic coupling model is developed to compute the temperature field in the hepatic cancerous region. The model is based on the nonlinear Westervelt equation, bioheat equations for the perfused tissue and blood flow domains. The nonlinear Navier-Stokes equations are employed to describe the flow in large blood vessels. The effect of acoustic streaming is also taken into account in the present HIFU simulation study. A simulation of the Westervelt equation requires a prohibitively large amount of computer resources. Therefore a sixth-order accurate acoustic scheme in three-point stencil was developed for effectively solving the nonlinear wave equation. Results show that focused ultrasound beam with the peak intensity 2470 W/cm(2) can induce acoustic streaming velocities up to 75 cm/s in the vessel with a diameter of 3 mm. The predicted temperature difference for the cases considered with and without acoustic streaming effect is 13.5 °C or 81% on the blood vessel wall for the vein. Tumor necrosis was studied in a region close to major vessels. The theoretical feasibility to safely necrotize the tumors close to major hepatic arteries and veins was shown.

20. Evaluation of model fit in nonlinear multilevel structural equation modeling

PubMed Central

Schermelleh-Engel, Karin; Kerwer, Martin; Klein, Andreas G.

2013-01-01

Evaluating model fit in nonlinear multilevel structural equation models (MSEM) presents a challenge as no adequate test statistic is available. Nevertheless, using a product indicator approach a likelihood ratio test for linear models is provided which may also be useful for nonlinear MSEM. The main problem with nonlinear models is that product variables are non-normally distributed. Although robust test statistics have been developed for linear SEM to ensure valid results under the condition of non-normality, they have not yet been investigated for nonlinear MSEM. In a Monte Carlo study, the performance of the robust likelihood ratio test was investigated for models with single-level latent interaction effects using the unconstrained product indicator approach. As overall model fit evaluation has a potential limitation in detecting the lack of fit at a single level even for linear models, level-specific model fit evaluation was also investigated using partially saturated models. Four population models were considered: a model with interaction effects at both levels, an interaction effect at the within-group level, an interaction effect at the between-group level, and a model with no interaction effects at both levels. For these models the number of groups, predictor correlation, and model misspecification was varied. The results indicate that the robust test statistic performed sufficiently well. Advantages of level-specific model fit evaluation for the detection of model misfit are demonstrated. PMID:24624110

1. Modeling of Radiation Belt Electron Loss due to EMIC Wave Induced Advection and Diffusion

Zheng, L.; Chen, L.

2016-12-01

Electromagnetic ion cyclotron (EMIC) waves in dusk side plasmasphere and plasmaspheric plumes scatter MeV electrons into the loss cone, and consist a major loss mechanism for outer radiation belt electrons. Through nonlinear wave-particle interactions, strong EMIC waves cause not only a diffusion of electrons in phase space, but also an advection toward the loss cone that corresponds to an additional advection term to the Fokker-Planck equation. The electron loss effect due to strong EMIC waves is studied via comparisons of test particle simulations and numerical solutions of the Fokker-Planck equation. Enhanced electron loss rate is expected as a result of the phase space advection.

2. Anomalous diffusion with absorption: exact time-dependent solutions

PubMed

Drazer; Wio; Tsallis

2000-02-01

Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a nonextensive thermostatistical Ansatz. We have extended these solutions to the case when an homogeneous absorption process is also present. Some peculiar aspects of the interrelation between the deterministic force, the nonlinear diffusion, and the absorption process are discussed.

3. Approximate analytic solutions to coupled nonlinear Dirac equations

Khare, Avinash; Cooper, Fred; Saxena, Avadh

2017-03-01

We consider the coupled nonlinear Dirac equations (NLDEs) in 1 + 1 dimensions with scalar-scalar self-interactions g12 / 2 (ψ bar ψ) 2 + g22/2 (ϕ bar ϕ) 2 + g32 (ψ bar ψ) (ϕ bar ϕ) as well as vector-vector interactions of the form g1/22 (ψ bar γμ ψ) (ψ bar γμ ψ) + g22/2 (ϕ bar γμ ϕ) (ϕ bar γμ ϕ) + g32 (ψ bar γμ ψ) (ϕ bar γμ ϕ). Writing the two components of the assumed rest frame solution of the coupled NLDE equations in the form ψ =e - iω1 t {R1 cos ⁡ θ ,R1 sin ⁡ θ }, ϕ =e - iω2 t {R2 cos ⁡ η ,R2 sin ⁡ η }, and assuming that θ (x) , η (x) have the same functional form they had when g3 = 0, which is an approximation consistent with the conservation laws, we then find approximate analytic solutions for Ri (x) which are valid for small values of g32 / g22 and g32 / g12. In the nonrelativistic limit we show that both of these coupled models go over to the same coupled nonlinear Schrödinger equation for which we obtain two exact pulse solutions vanishing at x → ± ∞.

4. Coupled equations of electromagnetic waves in nonlinear metamaterial waveguides.

PubMed

Azari, Mina; Hatami, Mohsen; Meygoli, Vahid; Yousefi, Elham

2016-11-01

Over the past decades, scientists have presented ways to manipulate the macroscopic properties of a material at levels unachieved before, and called them metamaterials. This research can be considered an important step forward in electromagnetics and optics. In this study, higher-order nonlinear coupled equations in a special kind of metamaterial waveguides (a planar waveguide with metamaterial core) will be derived from both electric and magnetic components of the transverse electric mode of electromagnetic pulse propagation. On the other hand, achieving the refractive index in this research is worthwhile. It is also shown that the coupled equations are not symmetric with respect to the electric and magnetic fields, unlike these kinds of equations in fiber optics and dielectric waveguides. Simulations on the propagation of a fundamental soliton pulse in a nonlinear metamaterial waveguide near the resonance frequency (a little lower than the magnetic resonant frequency) are performed to study its behavior. These pulses are recommended to practice in optical communications in controlled switching by external voltage, even in low power.

5. Approximate analytic solutions to coupled nonlinear Dirac equations

DOE PAGES

Khare, Avinash; Cooper, Fred; Saxena, Avadh

2017-01-30

Here, we consider the coupled nonlinear Dirac equations (NLDEs) in 1+11+1 dimensions with scalar–scalar self-interactions g12/2(more » $$\\bar{ψ}$$ψ)2 + g22/2($$\\bar{Φ}$$Φ)2 + g23($$\\bar{ψ}$$ψ)($$\\bar{Φ}$$Φ) as well as vector–vector interactions g12/2($$\\bar{ψ}$$γμψ)($$\\bar{ψ}$$γμψ) + g22/2($$\\bar{Φ}$$γμΦ)($$\\bar{Φ}$$γμΦ) + g23($$\\bar{ψ}$$γμψ)($$\\bar{Φ}$$γμΦ). Writing the two components of the assumed rest frame solution of the coupled NLDE equations in the form ψ=e–iω1tR1cosθ,R1sinθΦ=e–iω2tR2cosη,R2sinη, and assuming that θ(x),η(x) have the same functional form they had when g3 = 0, which is an approximation consistent with the conservation laws, we then find approximate analytic solutions for Ri(x) which are valid for small values of g32/g22 and g32/g12. In the nonrelativistic limit we show that both of these coupled models go over to the same coupled nonlinear Schrödinger equation for which we obtain two exact pulse solutions vanishing at x → ±∞.« less

6. Robust fast controller design via nonlinear fractional differential equations.

PubMed

Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong

2017-07-01

A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

7. On the nonlinear Schrodinger equation with nonzero boundary conditions

Fagerstrom, Emily

This thesis is concerned with the study of the nonlinear Schrodinger (NLS) equation, which is important both from a physical and a mathematical point of view. In physics, it is a universal model for the evolutions of weakly nonlinear dispersive wave trains. As such it appears in many physical contexts, such as optics, acoustics, plasmas, biology, etc. Mathematically, it is a completely integrable, infinite-dimensional Hamiltonian system, and possesses a surprisingly rich structure. This equation has been extensively studied in the last 50 years, but many important questions are still open. In particular, this thesis contains the following original contributions: NLS with real spectral singularities. First, the focusing NLS equation is considered with decaying initial conditions. This situation has been studied extensively before, but the assumption is almost always made that the scattering coefficients have no real zeros, and thus the scattering data had no poles on the real axis. However, it is easy to produce example potentials with this behavior. For example, by modifying parameters in Satsuma-Yajima's sech potential, or by choosing a "box" potential with a particular area, one can obtain corresponding scattering entries with real zeros. The inverse scattering transform can be implemented by formulating the modified Jost eigenfunctions and the scattering data as a Riemann Hilbert problem. But it can also be formulated by using integral kernels. Doing so produces the Gelf'and-Levitan-Marchenko (GLM) equations. Solving these integral equations requires integrating an expression containing the reflection coefficient over the real axis. Under the usual assumption, the reflection coefficient has no poles on the real axis. In general, the integration contour cannot be deformed to avoid poles, because the reflection coefficient may not admit analytic extension off the real axis. Here it is shown that the GLM equations may be (uniquely) solved using a principal value

8. Continuous symmetries of certain nonlinear partial difference equations and their reductions

2014-09-01

In this article, Quispel, Roberts and Thompson type of nonlinear partial difference equation with two independent variables is considered and identified five distinct nonlinear partial difference equations admitting continuous point symmetries quadratic in the dependent variable. Using the degree growth of iterates the integrability nature of the obtained nonlinear partial difference equations is discussed. It is also shown how to derive higher order ordinary difference equations from the periodic reduction of the identified nonlinear partial difference equations. The integrability nature of the obtained ordinary difference equations is investigated wherever possible.

9. Superposition of elliptic functions as solutions for a large number of nonlinear equations

2014-03-01

For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ4, the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn2(x, m), it also admits solutions in terms of dn^2(x,m) ± sqrt{m} cn(x,m) dn(x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.

10. Superposition of elliptic functions as solutions for a large number of nonlinear equations

SciTech Connect

2014-03-15

For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ{sup 4}, the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn{sup 2}(x, m), it also admits solutions in terms of dn {sup 2}(x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.

11. Stochastic approach to the generalized Schrödinger equation: A method of eigenfunction expansion.

PubMed

Tsuchida, Satoshi; Kuratsuji, Hiroshi

2015-05-01

Using a method of eigenfunction expansion, a stochastic equation is developed for the generalized Schrödinger equation with random fluctuations. The wave field ψ is expanded in terms of eigenfunctions: ψ=∑(n)a(n)(t)ϕ(n)(x), with ϕ(n) being the eigenfunction that satisfies the eigenvalue equation H(0)ϕ(n)=λ(n)ϕ(n), where H(0) is the reference "Hamiltonian" conventionally called the "unperturbed" Hamiltonian. The Langevin equation is derived for the expansion coefficient a(n)(t), and it is converted to the Fokker-Planck (FP) equation for a set {a(n)} under the assumption of Gaussian white noise for the fluctuation. This procedure is carried out by a functional integral, in which the functional Jacobian plays a crucial role in determining the form of the FP equation. The analyses are given for the FP equation by adopting several approximate schemes.

12. New Analytical Solution for Nonlinear Shallow Water-Wave Equations

Aydin, Baran; Kânoğlu, Utku

2017-03-01

We solve the nonlinear shallow water-wave equations over a linearly sloping beach as an initial-boundary value problem under general initial conditions, i.e., an initial wave profile with and without initial velocity. The methodology presented here is extremely simple and allows a solution in terms of eigenfunction expansion, avoiding integral transform techniques, which sometimes result in singular integrals. We estimate parameters, such as the temporal variations of the shoreline position and the depth-averaged velocity, compare with existing solutions, and observe perfect agreement with substantially less computational effort.

13. New Analytical Solution for Nonlinear Shallow Water-Wave Equations

Aydin, Baran; Kânoğlu, Utku

2017-08-01

We solve the nonlinear shallow water-wave equations over a linearly sloping beach as an initial-boundary value problem under general initial conditions, i.e., an initial wave profile with and without initial velocity. The methodology presented here is extremely simple and allows a solution in terms of eigenfunction expansion, avoiding integral transform techniques, which sometimes result in singular integrals. We estimate parameters, such as the temporal variations of the shoreline position and the depth-averaged velocity, compare with existing solutions, and observe perfect agreement with substantially less computational effort.

14. Fourth order wave equations with nonlinear strain and source terms

Liu, Yacheng; Xu, Runzhang

2007-07-01

In this paper we study the initial boundary value problem for fourth order wave equations with nonlinear strain and source terms. First we introduce a family of potential wells and prove the invariance of some sets and vacuum isolating of solutions. Then we obtain a threshold result of global existence and nonexistence. Finally we discuss the global existence of solutions for the problem with critical initial condition I(u0)[greater-or-equal, slanted]0, E(0)=d. So the Esquivel-Avila's results are generalized and improved.

15. Some existence results on nonlinear fractional differential equations.

PubMed

Baleanu, Dumitru; Rezapour, Shahram; Mohammadi, Hakimeh

2013-05-13

In this paper, by using fixed-point methods, we study the existence and uniqueness of a solution for the nonlinear fractional differential equation boundary-value problem D(α)u(t)=f(t,u(t)) with a Riemann-Liouville fractional derivative via the different boundary-value problems u(0)=u(T), and the three-point boundary condition u(0)=β(1)u(η) and u(T)=β(2)u(η), where T>0, t∈I=[0,T], 0<α<1, 0<η

16. Pseudorecurrence and chaos of cubic-quintic nonlinear Schroedinger equation

SciTech Connect

Zhou, C.; Lai, C.H.

1996-12-01

Recurrence, pseudorecurrence, and chaotic solutions for a continuum Hamiltonian system in which there exist spatial patterns of solitary wave structures are investigated using the nonlinear Schrodinger equation (NSE) with cubic and quintic terms. The theoretical analyses indicate that there may exist Birkhoffs recurrence for the arbitrary parameter values. The numerical experiments show that there may be Fermi-Pasta-Ulam (FPU) recurrence, pseudorecurrence, and chaos when different initial conditions are chosen. The fact that the system energy is effectively shared by finite Fourier modes suggests that it may be possible to describe the continuum system in terms of some effective degrees of freedom.

17. Numerical solution of nonlinear Hammerstein fuzzy functional integral equations

Enkov, Svetoslav; Georgieva, Atanaska; Nikolla, Renato

2016-12-01

In this work we investigate nonlinear Hammerstein fuzzy functional integral equation. Our aim is to provide an efficient iterative method of successive approximations by optimal quadrature formula for classes of fuzzy number-valued functions of Lipschitz type to approximate the solution. We prove the convergence of the method by Banach's fixed point theorem and investigate the numerical stability of the presented method with respect to the choice of the first iteration. Finally, illustrative numerical experiment demonstrate the accuracy and the convergence of the proposed method.

18. Vortex Solutions of the Defocusing Discrete Nonlinear Schroedinger Equation

SciTech Connect

Cuevas, J.; Kevrekidis, P. G.; Law, K. J. H.

2009-09-09

We consider the existence, stability and dynamical evolution of dark vortex states in the two-dimensional defocusing DNLS equation, a model of interest both to atomic physics and to nonlinear optics. Our considerations are chiefly based on initializing such vortex configurations at the anti-continuum limit of zero coupling between adjacent sites, and continuing them to finite values of the coupling. Discrete defocusing vortices become unstable past a critical coupling strength and, subsequently feature a cascade of alternating stabilization-destabilization windows for any finite lattice.

19. Multiple scales analysis and travelling wave solutions for KdV type nonlinear evolution equations

Ayhan, Burcu; Ozer, M. Naci; Bekir, Ahmet

2017-01-01

Nonlinear evolution equations are the mathematical models of problems that arise in many field of science. These equations has become an important field of study in applied mathematics in recent years. We apply exact solution methods and multiple scale method which is known as a perturbation method to nonlinear evolution equations. Using exact solution methods we get travelling wave solutions expressed by hyperbolic functions, trigonometric functions and rational functions. Also we derive Nonlinear Schrödinger (NLS) type equations from Korteweg-de Vries (KdV) type nonlinear evolution equations and we get approximate solutions for KdV type equations using multiple scale method. The proposed methods are direct and effective and can be used for many nonlinear evolution equations. It is shown that these methods provide a powerful mathematical tool to solve nonlinear evolution equations in mathematical physics.

20. A Procedure to Construct Exact Solutions of Nonlinear Fractional Differential Equations

PubMed Central